NAG Numerical Library

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NAG Numerical Library

The NAG Numerical Library is a software products developed and sold by The Numerical Algorithms Group. It is a software library of numerical analysis routines, containing more than 1600 mathematical and statistical algorithms. Areas covered by the library include linear algebra, optimization, quadrature, differential equations, regression analysis, and time series analysis. The code has been contributed by many people.

The software cannot be used stand-alone and must be embeded into other software applications. NAG is currently available in Fortran and the C (gcc) programming languages. Supported operating systems include Windows, Linux (including 64-bit), Solaris, Mac OS X, AIX, HP-UX, IRIX and Tru64.

The routines normally use hardware arithmetic. Arbitrary-precision arithmetic can be used instead, for routines called within Maple.

Time line of Software Releases

1971: Fortran Mark 1

The NAG Numerical Libraries are the oldest and best known product of NAG. NAG Algol 60 and Fortran Libraries, Mark 1, were released in October 1971, for specific ICL mainframe series.

1982: Algol 68 Mark 3

The chapters in the Algol 68 Mark 3 Library:

A02: Complex Arithmetic
A04: Extended Arithmetic
C02: Zeros of a Polynomial
C05: Roots of One or More Transcendental Equations
C06: Summation of Series
D01: Quadrature
D02: Ordinary Differential Equations
D04: Numerical Differentiation
D05: Integral Equations
E01: Interpolation
E02: Curve and Surface Fitting
E04: Minimising or Maximising a Function
F01: Interpolation
F02: Eigenvalues and Eigenvectors
F03: Determinants
F04: Simultaneous Linear Equations
F05: Orthogonalization
G01: Simple Calculations and Statistical Data
G02: Correlations and Regression Analysis
G05: Random Number Generators
H: Operations Research
M01: Sorting
P01: Error Trapping
S: Approximations of Special Functions
T01: Vector and Matrix Operations
X02: Machine Constants
X03: Inner Products

Algol 68 Platforms supported CDC 7600/CYBER (CDC ALGOL 68), IBM 360/370/AMDAHL (FLACC ALGOL 68), ICL 1900 (ALGOL 68R), ICL 1906A/S (ALGOL 68R), ICL 2900(8) (ALGOL 68RS) and Telefunken TR440 (ALGOL 68C)

1983: Vectorized Fortran

The first partially vectorized implementation of the NAG Fortran Library (Cray-1) was released in 1983.

1990: C Mark 1

A C version was launched in 1990, The NAG C Library, Mark 1.

2005: Fortran Mark 22 and C Mark 8

Mark 22 of the Fortran Library was released in March 2009 and Mark 8 of the C Library released in November 2005^[1]

2009: C Mark 9

Mark 9 being due for release in 2009.

External links

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[1] NAG announces new release of its numerical library for C and C++ NAG Press Release

[1]