The NAG Toolbox for MATLAB®
If you need to add mathematical and statistical functionality to your applications or if you have complex mathematical problems to solve, the NAG Toolbox for MATLAB will provide a host of benefits. The NAG Toolbox for MATLAB provides a solid numerical foundation and serves diverse mathematical areas. It is expertly documented, maintained and supported, and is regularly updated with cutting edge algorithmic capabilities.
"I am impressed by the optimization algorithm provided by the NAG Toolbox for MATLAB. It improves the results for my maximum likelihood estimations for situations where the sample size is small causing non-concentrating likelihood and when the likelihood functions have 'ridges'. Ordinary algorithms, for example Newton gradient search, perform poorly in these situations." Ning Guo, Warwick Finance Research Institute, University of Warwick, UK
We've selected key highlights from the NAG Library and show in more detail how a particular function or set of functions can be used. To learn more about a specific area/function click on the relevant link below.
- Mixed Integer Nonlinear Programming NEW
- Unscented Kalman Filter NEW
- Further Additions to Nearest Correlation Matrix NEW
- LARS / LASSO / Forward Stagewise Regression NEW
- Changepoint Analysis NEW
- Confluent and Gauss Hypergeometric Functions
- Two-stage Spline Approximation to Scattered Data
- Further Additions to Nearest Correlation Matrix
- Heston Model with Term Structure
- Optimization for Non-negative Least Squares
- Quadratic Eigenvalue Problem
- Inhomogeneous Time Series
- Gaussian Mixture Model
- Best subset
- Matrix Functions
- Multi-start Optimization
- Bound Optimization By Quadratic Approximation
- Linear Quantile Regression
- Sampling with Unequal Weights
- Calling random number generators from a multi-threaded environment
- Skipping Ahead the Mersenne Twister Random Number Generator
- Global Optimization
- Nearest Correlation Matrix
- Partial Least Squares / Ridge Regression
- Search routines
One of the key benefits to MATLAB users using the NAG Toolbox for MATLAB is the extensive routine documentation for every routine accessible from the Toolbox. Included in the documentation for each NAG Library routine is example MATLAB code showing how to call the routine. The index is provided in html format and each routine's documentation includes a link to a printable pdf file.
To illustrate how easy the NAG Toolbox for MATLAB is to use, we demonstrate how to call some popular NAG routines, and use MATLAB's plotting facilities to view the results below.
NAG Toolbox for MATLAB Example
Finding the root of an equation
Interpolation through a set of points
Fitting a surface with bicubic splines
Fitting a set of points with a cubic spline
Minimization of a function
Creating a Gaussian copula
Random Number Generators
Time series analysis
Derived from NAG Chapter
The C05 chapter
The E01 Chapter
The E02 Chapter
The E02 Chapter
The E04 Chapter
The D01 chapter
The G Chapter
The G03 chapter
The G05 chapter
The G13 chapter
The S Chapter
The NAG Toolbox for MATLAB® is the largest and most comprehensive single numerical toolkit that both complements and enhances MATLAB®. The NAG Toolbox for MATLAB contains over 1,500 functions that provide solutions to a vast range of mathematical and statistical problems. The functionality contained within this toolbox gives a 'one-stop' solution to your numerical computational needs.
New to NAG?
If you've never used NAG software before there are various purchase options that enable use of the NAG Toolbox for MATLAB®. To find out about these please email or telephone us for more details.
Existing NAG Library user availability
If you currently hold a supported licence to use the NAG C Library, NAG Fortran Library or NAG Library for SMP & Multicore, (or have access to it via a site wide licence), you may be entitled to receive an upgrade of the NAG Toolbox for MATLAB®*. For more information on your eligibility please email or call us.
* For installation on the same machine, i.e. current supported NAG C Library Windows 32 bit development licence = upgrade to NAG Toolbox for MATLAB® Windows 32 bit version.
|Your Platform||MATLAB 2013a||MATLAB 2013b, R2014a/b||MATLAB R2015a/b||MATLAB 2016a/b|
|NAG Toolbox for MATLAB, Mark 24 (product code MBW6I24DDL)||NAG Toolbox for MATLAB, Mark 24 (product code MBW6I24DDL)||NAG Toolbox for MATLAB, Mark 25 (product code MBW6I25DDL)||NAG Toolbox for MATLAB, Mark 25 (product code MBW6I25DDL)|
|NAG Toolbox for MATLAB, Mark 24 (product code MBW3224DCL)||NAG Toolbox for MATLAB, Mark 24 (product code MBW3224DCL)||NAG Toolbox for MATLAB, Mark 24 (product code MBW3224DCL)||No longer supported by MATLAB*|
|NAG Toolbox for MATLAB, Mark 24 (product code: MBL6I24DML)||NAG Toolbox for MATLAB, Mark 24 (product code: MBL6A24DNL)||NAG Toolbox for MATLAB, Mark 25 (product code: MBL6I25DNL)**||NAG Toolbox for MATLAB, Mark 25 (product code: MBL6I25DNL)|
|NAG Toolbox for MATLAB, Mark 24 (product code: MBMI624DDL)||NAG Toolbox for MATLAB, Mark 24 (product code: MBMI624DDL)||NAG Toolbox for MATLAB, Mark 24 (product code: MBMI624DDL)||NAG Toolbox for MATLAB, Mark 25 (product code: MBMI625DCL)|
*Windows 32-bit no longer supported by MATLAB® after R2015b.
**R2015a support is for SP1 version only
Services and Support
NAG’s Technical Support Service is provided by a team of specialists in numerical and statistical software development, in fact the NAG Library and Compiler development team share responsibility for the support of our software. We strongly believe that in order to effectively support complex software the technicians must be both experienced and understand the intricacies of the computational techniques. This conviction is reflected in the composition of the team most of whom are qualified to PhD level and have combined experience of software support in excess of 50 years.
NAG provides accurate, documented, numerical software and services to help you make sure that your results are accurate. The validity of each NAG routine is tested for each platform that it is enabled for. Only when an implementation satisfies our stringent accuracy standards is it released. As a result, you can rely on the proven accuracy and reliability of NAG to give you the right answers. NAG is an ISO 9001 certified organization.
The numerical codes that underpin the results from your software are not future proof. While the mathematics does not change, the codes have a limited lifespan because of new hardware structures, mathematical innovation and changes in application needs. NAG Numerical Services help you and your organization find and implement the optimum numerical computation solutions. NAG works with your team to impart skills and techniques that will help solve your numerical software problems.
Your users, developers and managers can all benefit from NAG's highly regarded training courses. All of the training courses listed have been delivered successfully either from NAG offices or at client premises. Training courses can be tailored to suit your particular requirements and be targeted to novice, intermediate or experienced levels. Specialized mentoring and development programs are also available for HPC managers.
NAG was founded on collaboration as an inter-University collaborative venture combining the talents of mathematicians and computer scientists. NAG has continued to collaborate with individuals and organizations over the past four decades and today longstanding and new partners are delivering tangible benefits to users and students all over the world.