More about the NAG Library for SMP and multicore
Need to know more about the NAG Library for SMP and multicore? Click on one of the following links or contact us to discuss your needs.
Now at Mark 23, the NAG Library for SMP and multicore contains over 1,700 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.
We've selected key highlights from the NAG Library and show in more detail how a particular routine or set of routines can be used. A full comprehensive overview of what's new can be found in the user manual.
To learn more about a specific area/routine click on the relevant link below.
- Bound Optimization BY Quadratic Approximation (Mark 23)
- Linear Quantile Regression (Mark 23)
- Sampling with Unequal Weights (Mark 23)
- Copulas (Mark 23)
- Global Optimization
- Nearest Correlation Matrix
- Additions to Nearest Correlation Matrix (Mark 23)
- Partial Least Squares / Ridge Regression
- Search routines
New functionality at Mark 23
Extensions to the Library have been made in many areas namely statistics, optimization, linear algebra, ordinary differential equations, regression, random number generators and special functions.
- Values of the complex Lambert-W function. (NAG Library Chapter C05- Roots of Transcendental Equations)
- Summing a Chebyshev series. (NAG Library Chapter Chapter C06 - Summation of Series)
- One and two-dimensional wavelet transforms (NAG Library Chapter C09 - Wavelet Transforms)
- Solve boundary-value problems by Chebyshev pseudospectral method (NAG Library Chapter D02 - Ordinary Differential Equations)
- Interpolation of four- and five-dimensional data (NAG Library Chapter E01 - Interpolation)
- Derivatives of a Bicubic spline fit (NAG Library Chapter E02 - Curve and Surface Fitting)
- BOBYQA; minimization by quadratic approximation (NAG Library Chapter E04 - Minimizing or Maximizing a function)
- Particle Swarm Optimization (NAG Library Chapter E05 - Global Optimization).
- Matrix exponentials and functions of symmetric/Hermitian matrices (NAG Library Chapter F01 - Matrix Operations)
- Skip-ahead for the Mersenne Twister, bivariate and multivariate copulas and L'Ecuyer MRG32K3a generator (NAG Library Chapter G05 - Random Number Generators)
- Pareto distribution parameter estimation and outlier detection (NAG Library Chapter G07 - Univariate Estimation)
- Anderson-Darling goodness-of-fit test (NAG Library Chapter G08 -Nonparametric Statistics)
- Rank statistics when comparing survival curves (NAG Library Chapter G12 - Survival Analysis)
- Greeks for Heston's model option pricing formula (NAG Library Chapter S30 - special functions)
The new functionality added at Mark 23 further enhances the comprehensive collection of numerical and statistical techniques offered by the library:
- Optimization, including linear, quadratic, integer and nonlinear programming and least squares problems
- Ordinary and partial differential equations, and mesh generation
- Numerical integration and integral equations
- Roots of nonlinear equations (including polynomials)
- Solution of dense, banded and sparse linear equations and eigenvalue problems
- Solution of linear and nonlinear least squares problems
- Special functions
- Curve and surface fitting and interpolation
- 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