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The NAG C Library

The largest commercially available collection of numerical algorithms for C

The NAG C Library is the largest and most comprehensive collection of mathematical and statistical algorithms for C and C++ programmers available today. Organizations all over the world rely on the NAG C Library because of the quality and accuracy the software gives to their work.

Containing over 1300 functions covering a wide range of mathematical and statistical areas, NAG C Library contains algorithms which are powerful, reliable, flexible and ready for use from a wide range of operating systems, languages, environments and packages including Excel, Java, MATLAB, .NET/C# and many more.

NAG C Library Contents

The key numerical and statistical capabilities of the C Library are shown below. To learn more about the new chapters and improved routines at Mark 9 follow this link. A complete list of the contents of the Library is available in the online manual.

Key Features

  • Optimization - local and global optimization solvers
  • Ordinary and partial differential equations
  • Wavelet transforms
  • Option pricing
  • Partial least squares and ridge regression
  • Nearest correlation matrix
  • Quantiles
  • Mesh generation
  • Numerical integration
  • Roots of nonlinear equations (including polynomials)
  • Dense, banded and sparse linear equations
  • Eigenvalue problems
  • Linear and nonlinear least squares problems
  • Special functions
  • Curve and surface fitting and interpolation
  • Large scale eigen problems
  • Large, sparse systems of linear equations
  • Random number generation
  • Simple calculations on statistical data
  • Correlation and regression analysis
  • Multivariate methods
  • Analysis of variance and contingency table analysis
  • Time series analysis
  • Nonparametric statistics
  • Copulas - Normal and Student's t
  • Mixed effects regression
  • Stepwise linear regression

Regular Updates

To ensure that we meet your existing and future requirements, the library is regularly updated with new and enhanced algorithms for use in evolving business areas. If you are a user of the NAG C Library and have suggestions for new routines please contact us.

Online Documentation

The software in the library is accompanied by first-class electronic help giving you the detailed information you need to carry out your work quickly and effectively.

Expert Support

If you subscribe to our dedicated Customer Support Service, not only will you automatically receive any update that is produced, but you will have access via the NAG Response Centre to our experts, who are there to assist you with your technical queries or difficulties.

Quality Assurance

The validity of each function is tested on each of the machine ranges for which the product is available. 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 the functions to give you the right answers.
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