The NAG Library
The world’s largest collection of robust, documented, tested and maintained numerical algorithms.
Unrivalled Reliability
Algorithms that work for your applications. Flexible to the core.
If you need to add mathematical and statistical functionality to your applications or if you have complex mathematical problems to solve, the NAG Library will provide a host of benefits. The NAG Library provides a solid numerical foundation and serves diverse mathematical areas. It is expertly documented, maintained and supported and is regularly updated with cutting edge algorithmic capabilities.
Optimization, Sparse Linear Algebra, Nearest Correlation Matrix, Changepoint Analysis, Kalman Filter, Quantiles and More – it’s all in there.
We've selected key highlights from the NAG Library and show in more detail how a particular function or set of functions can be used. To learn more about a specific area/function click on the relevant link below.
- Mixed Integer Nonlinear Programming NEW
- Unscented Kalman Filter NEW
- Further Additions to Nearest Correlation Matrix NEW
- LARS / LASSO / Forward Stagewise Regression NEW
- Change Point Analysis NEW
- Confluent and Gauss Hypergeometric Functions
- Two-stage Spline Approximation to Scattered Data
- Further Additions to Nearest Correlation Matrix
- Heston Model with Term Structure
- Optimization for Non-Negative Least Squares
- Quadratic Eigenvalue Problem
- Inhomogeneous Time Series
- Gaussian Mixture Model
- Best subset
- Matrix Functions
- Multi-start Optimization
- Bound Optimization By Quadratic Approximation
- Linear Quantile Regression
- Sampling with Unequal Weights
- Calling random number generators from a multi-threaded environment
- Copulas
- Skipping Ahead the Mersenne Twister Random Number Generator
- Global Optimization
- Nearest Correlation Matrix
- Partial Least Squares / Ridge Regression
- Quantiles
- Search routines
Benefits
Speed up time to market / application development
Deliver competitive advantage
Thread Safety
Growth strategy
Product Details
Overview
Produced by experts for use in a variety of applications, the NAG Library is the largest commercially available collection of numerical and statistical algorithms in the world. With over 1,600 tried and tested routines that are both flexible and portable it remains at the core of thousands of programs and applications spanning the globe. The NAG Library is widely used and trusted because of its unrivalled quality, reliability and portability. Whether it is a single PC or a cluster of the world’s largest supercomputers, the NAG Library has the numerical capabilities to fit your model. The NAG Library is available for use with many programming languages and for many platforms and operating systems.
The
NAG Library algorithms are grouped into Chapters. Link to: https://www.nag.co.uk//numeric/full_genconts.html.
Flexible to the core.
To make it easy to obtain results for numerical problems in your models, applications, products and prototypes, NAG algorithms are readily usable from a wide range of environments, packages and languages. To find out more about using the NAG Library for your current, preferred way of working simply follow the appropriate link from the selection below.
Languages Environments and packages C | C++ | C#/.NET | F# | Fortran | Java | PHP | Python | Visual Basic | OpenMP | Cuda/GPUs | OpenCL | Haskell | MATLAB® | Visual Studio (C++) | Xeon Phi™ | LabVIEW | Octave | R | Scilab | Excel & VBA | Kdb+
If your language or environment is not listed here, please contact us and we can advise you how NAG software components can be best utilized on your system.
Services and Support
Services and Support
Outstanding service and support from our expert team
First line technical support when you need it
NAG’s Technical Support Service is provided by a team of specialists in numerical and statistical software development, in fact the NAG Library and Compiler development team share responsibility for the support of our software. We strongly believe that in order to effectively support complex software the technicians must be both experienced and understand the intricacies of the computational techniques. This conviction is reflected in the composition of the team most of whom are qualified to PhD level and have combined experience of software support in excess of 50 years.
NAG accuracy is quality assured
NAG provides accurate, documented, numerical software and services to help you make sure that your results are accurate. The validity of each NAG routine is tested for each platform that it is enabled for. 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 NAG to give you the right answers. NAG is an ISO 9001 certified organization.
Reap the benefits of NAG expertise
The numerical codes that underpin the results from your software are not future proof. While the mathematics does not change, the codes have a limited lifespan because of new hardware structures, mathematical innovation and changes in application needs. NAG Numerical Services help you and your organization find and implement the optimum numerical computation solutions. NAG works with your team to impart skills and techniques that will help solve your numerical software problems.
Expert teaching and instruction from numerical experts
Your users, developers and managers can all benefit from NAG's highly regarded training courses. All of the training courses shown below have been delivered successfully either from NAG offices or at client premises. Training courses can be tailored to suit your particular requirements and be targeted to novice, intermediate or experienced levels. Specialized mentoring and development programs are also available for HPC managers.
Working in collaboration with industry and academia
NAG was founded on collaboration as an inter-University collaborative venture combining the talents of mathematicians and computer scientists. NAG has continued to collaborate with individuals and organizations over the past four decades and today longstanding and new partners are delivering tangible benefits to users and students all over the world.