NAG Numerical Library
The NAG Numerical Library is a software product developed and sold by The Numerical Algorithms Group. It is a software library of numerical analysis routines, containing more than 1,700 mathematical and statistical algorithms. Areas covered by the library include linear algebra, optimization, quadrature, the solution of ordinary and partial differential equations, regression analysis, and time series analysis.
Users of the NAG Library call its routines from within their applications in order to incorporate its mathematical or statistical functionality and to solve numerical problems - for example, finding the minimum or maximum of a function, fitting a curve or surface to data, or solving a differential equation. The Library is currently available in the form of the NAG C Library [1], the NAG Fortran Library [2], and the NAG Library for .NET [3]. The Library is accessible from several computing environments, including standard languages such as C, C++, Fortran, Visual Basic, Java and C#, as well as packages such as MATLAB, R, LabVIEW and Excel. Supported operating systems include the 32 bit and 64 bit versions of Windows, Linux and Mac OS X, as well as Solaris, AIX and HP-UX.
Time line of Software Releases
1971: Mark 1
The original version of the NAG Library was written in Algol 60 and Fortran. It contained 98 user-callable routines, and was released for the ICL 1906A and 1906S machines on October 1, 1971.
1982: Mark 3
Mark 3 of the Library was written in Algol 68 and Fortran. 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[4]
2009: C Mark 9
Mark 9 being due for release in 2009.
2011: Mark 23
Mark 23, the latest release of the NAG Fortran Library was announced in July 2011. Its contents include:
- A02: Complex Arithmetic
- C02: Zeros of Polynomials
- C05: Roots of One or More Transcendental Equations
- C06: Summation of Series
- C09: Wavelet Transforms
- D01: Quadrature
- D02: Ordinary Differential Equations
- D03: Partial Differential Equations
- D04: Numerical Differentiation
- D05: Integral Equations
- E01: Interpolation
- E02: Curve and Surface Fitting
- E04: Minimising or Maximising a Function
- E05: Global optimization of a function
- F01: Matrix Operations, including Inversion
- F02: Eigenvalues and Eigenvectors
- F03: Determinants
- F04: Simultaneous Linear Equations
- F05: Orthogonalization
- F07: Linear Equations (LAPACK)
- F08: Least Squares and Eigenvalue Problems (LAPACK)
- F11: Large Scale Linear Systems
- F12: Large Scale Eigenproblems
- G01: Simple Calculations on Statistical Data
- G02: Correlations and Regression Analysis
- G03: Multivariate Methods
- G04: Analysis of Variance
- G05: Random Number Generators
- G07: Univariate Estimation
- G08: Nonparametric Statistics
- G10: Smoothing in Statistics
- G11: Contingency Table Analysis
- G12: Survival Analysis
- G13: Time Series Analysis
- H: Operations Research
- M01: Sorting and Searching
- P01: Error Trapping
- S: Approximations of Special Functions
- T01: Vector and Matrix Operations
- X02: Machine Constants
- X03: Inner Products
See also
External links
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