The NAG Toolbox for MATLAB ®
Description
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.
Key Features
Maths and Stats Functionality
NAG's collection of world-class numerical functions which now includes newly developed functionality designed to address many areas including: global optimization, Linear Quantile Regression and option pricing as well as further extensions in established areas such as statistics, local optimization, linear algebra, ordinary differential equations, regression, random number generation and special functions.

Detailed Documentation
Each routine is accompanied by comprehensive documentation delivered via MATLAB's native help system, or via the web, along with advice on selecting the best algorithms and interpreting the results returned. The documentation is designed to be quick and easy to use by all levels of MATLAB user.
Each routine is accompanied by comprehensive documentation delivered via MATLAB's native help system, or via the web, along with advice on selecting the best algorithms and interpreting the results returned. The documentation is designed to be quick and easy to use by all levels of MATLAB user.
“I really like the NAG toolbox for MATLAB for the following reasons (among others): It can speed up MATLAB calculations ? see my article on MATLAB's interp1 function for example, and it has some functionality that can't currently be found in MATLAB.”
Michael Croucher, University of Manchester (visit Michael's blog for interesting articles, white papers and related discussion).
Using the NAG Toolbox for MATLAB strengthens user capability in numerical and statistical areas such as:
Optimization-both Local and Global Optimization solvers (minimization and maximization – finding the optimum)
Ordinary and partial differential equations
Wavelets
Option Pricing
Partial Least Squares and Ridge Regression
Nearest Correlation Matrix
Quantiles
Mesh generation
Numerical integration
Roots of nonlinear equations
Dense, banded and sparse linear equations
Eigenvalue problems
Linear and nonlinear least squares problems
Special functions
Curve and surface fitting and interpolation
Large scale eigenproblems
Large, sparse systems of linear equations
Random number generation
Simple calculations of statistical data
Correlation and regression analysis
Multivariate methods
Analysis of variance and contingency table analysis
Time series analysis
Nonparametric statistics
Copulas
Regular Updates
To ensure that we meet your existing and future requirements, the NAG Toolbox for MATLAB is regularly updated with new and enhanced algorithms for use in evolving business areas and to reinforce the learning function in instruction.
Online Documentation
The software in the NAG Toolbox for MATLAB is accompanied by first-class electronic help giving you the detailed information you need to carry out your work quickly and effectively.
Using equivalent algorithms from C, .NET and Fortran
The algorithms that comprise the Toolbox are also available in a C Library, a .NET Library and a Fortran Library, format that can be called from many environments, as well as in high performance parallel forms. Users can port solutions into performance and production applications and still maintain the best numerical accuracy.
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 to our domain experts, who are there to assist you with your technical queries or difficulties.
Quality Assurance
The validity of each NAG 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.
Documentation
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. In fact, all the NAG Library documentation has been converted to MATLAB help format, making it instantly accessible via MATLAB's documentation facilities. Included in the documentation for each NAG Library routine is example MATLAB code showing how to call the routine.
You are able to look at the documentation here:
32-bit version 64-bit version
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.
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NAG Toolbox for MATLAB Example |
Derived from NAG Chapter |
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The C05 chapter |
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The E01 Chapter |
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The E02 Chapter |
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The E02 Chapter |
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The E04 Chapter |
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The D01 chapter |
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The G Chapter |
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The G03 chapter |
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The G05 chapter |
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The G13 chapter |
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The S Chapter |
Product Availability
Product Availability and Compatibility
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.
Product Availability
| Your Platform | MATLAB 2009b | MATLAB 2010a | MATLAB 2010b, 2011a/b and 2012a/b |
|---|---|---|---|
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Microsoft Windows |
NAG Toolbox for MATLAB, Mark 23 (product code MBW6A23DJL) | NAG Toolbox for MATLAB, Mark 23 (product code MBW6A23DJL) | NAG Toolbox for MATLAB, Mark 23 (product code MBW6A23DJL) |
| Microsoft Windows 32-bit |
NAG Toolbox for MATLAB, Mark 22 (product code MBW3222DDL) | NAG Toolbox for MATLAB, Mark 23 (product code MBW3223DCL) | NAG Toolbox for MATLAB, Mark 23 (product code MBW3223DCL) |
| Linux 64-bit |
NAG Toolbox for MATLAB, Mark 22 (product code: MBL6A22DJL) | NAG Toolbox for MATLAB, Mark 22 (product code: MBL6A22DJL) | NAG Toolbox for MATLAB, Mark 23 (product code: MBL6A23DML) |
| Linux 32-bit |
NAG Toolbox for MATLAB, Mark 22 (product code: MBLUX22DJL) | NAG Toolbox for MATLAB, Mark 22 (product code: MBLUX22DJL) | NAG Toolbox for MATLAB, Mark 23 (product code: MBLUX23DML) |
| Apple Mac 64-bit |
NAG Toolbox for MATLAB, Mark 23 (product code: MBMI623DDL) | NAG Toolbox for MATLAB, Mark 23 (product code: MBMI623DDL) | NAG Toolbox for MATLAB, Mark 23 (product code: MBMI623DDL) |