The NAG Fortran Library

The largest collection of numerical algorithms commercially available

Produced by experts for use in a variety of applications, the NAG Fortran Library remains at the core of NAG’s product portfolio. It has a global reputation for its excellence and, with over 1,700 fully documented and tested routines, is the largest collection of mathematical and statistical algorithms available.

Now at its 23^rd major release, the NAG 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.

Note: For multicore systems there are many benefits in using the NAG Library for SMP and multicore that includes identical algorithms tuned to make best use of the characteristics of multicore processors.

Library Contents

The key numerical and statistical capabilities of the Fortran Library are shown below. To learn more about the new routines at Mark 23 follow this link. A complete list of the contents of the Library is available here.

Numerical facilities

• Optimization, both Local and Global
• Linear, quadratic, integer and nonlinear programming and least squares problems
• Ordinary and partial differential equations, and mesh generation
• Solution of dense, banded and sparse linear equations and eigenvalue problems
• Solution of linear and nonlinear least squares problems
• Curve and surface fitting and interpolation
• Special functions
• Numerical integration and integral equations
• Roots of nonlinear equations (including polynomials)
• Option Pricing Formulae
• Wavelet Transforms

Statistical facilities

• 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

Online Documentation

The software in the library is accompanied by acclaimed online documentation giving you the detailed information you need to carry out your work quickly and effectively.

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 have suggestions for new routines please contact us.

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 component is tested on each of the machine ranges for which the product is available. Only when an implementation satisfies our stringent accuracy requirements is it released. As a result, you can rely on the proven accuracy and reliability of the components to give you the right answers.