Issue 35 - 11 March 2004

In this issue:

For more information about any of the articles featured in this issue, please do not hesitate to contact us at

Top Story - NAGWare f95 for Windows

NAG is pleased to announce the release of an implementation of the NAGWare f95 Compiler Release 4.2 for Microsoft Windows. NAGWare f95 provides the full Fortran 95 language plus early access to some Fortran 2000 features.

This implementation is aimed specifically at users of the Cygwin environment and uses Cygwin gcc as the code generator. NAG cannot supply Cygwin, but this environment and its GCC compiler are freely available from

Key features of NAGWare f95 Release 4.2 are:

  • Full coverage of the Fortran 95 language
  • Additional Fortran 2000 features, including:
    • ISO/IEC TR15580:1998 IEEE Modules
    • ISO/IEC TR15581:1998 ALLOCATABLE attribute
    • PROTECTED attribute
    • VALUE attribute
  • Extensive standards conformance checking
  • Extensive checking for common programming errors

An option is provided on Windows to generate code that can be linked to the DLL implementation of the NAG Fortran Library, Mark 20.

For more detailed information on the NAGWare f95 Compiler please visit or email us at

NAG Article - NAG Libraries and Component Object Modules

The following is an abstract taken from an article recently written by David Sayers PhD, Principal Technical Consultant at NAG.

Component Object Modules (COM) provide a convenient means of splitting a large application into smaller components that may be independently programmed and tested. This article describes how an in-process COM component may be constructed for Windows using Visual Basic and the NAG Fortran Library. It takes as a specific example the NAG uniform random number generator routine and develops a COM file exposing this functionality. The article describes how this may be used directly from PowerPoint.

To read the article in its entirety please click here

Sales Offer - Buy a NAG C Library or Fortran Library licence and get a Compiler free

To celebrate the recent launch of the NAGWare f95 Compiler Release 5.0 we are offering you the chance to purchase the Fortran Library, Fortran 90 Library or C Library and get the corresponding compiler free* - contact us directly to discuss special offers on the NAG HPC Libraries.

The following link shows a list of platform availability for the relevant numerical libraries and the corresponding compiler available. Please contact sales on +44 (0)1865 511245 or email us at for more information.

* This offer is valid on all orders of the following Fortran, Fortran 90 and C Libraries until 31st March 2004 and is limited to a single copy of a compiler.

General Information - NAG Colloquium Presentations

The annual NAG Colloquium, Invited Lecture & AGM was held on 12th December 2003 at the Oxford University Computing Laboratory. The title of the Colloquium was 'Computational Mathematics for Measurement'. In the last issue we featured the first presentation and in this issue and the next three editions of NAGNews we will feature an abstract from each presentation given and a link to the presentation itself.

Professor John C Mason, School of Computing and Mathematics, University of Huddersfield gave the second presentation entitled 'Novel Approximation Estimators'.

The author is concerned with fitting polynomials and radial basis functions F to discrete metrological data sets f, having at least two distinct types of inherent error present:

  1. Normally distributed error (I2)
  2. Outliers (I1 or I0 error)

The aim is to define functions G of the error e=f-F which, when measured over the full data set, behave like two different norms, depending on the type of data under consideration.

G(e) is typically nonlinear in e and so the minimisation of ||G(e)|| is a nonlinear least squares problem. The author refers to fast new 'multiplicative' and 'additive' algorithms which converge linearly with small constants.

Events - Madrid

  • Global Derivatives & Risk Management 2004, 25-28 May, Madrid, Spain
    NAG is delighted to be participating in the 10th Global Derivatives & Risk Management event being held in Madrid in May. We will be available at the forum to discuss how NAG's numerical and statistical components can enhance numerical computation in the finance industry.

    NAG has teamed up with the event organisers to offer readers of NAGNews a 25% discounted rate for attending this prestigious event. To book your place at this event and to find out more information on speakers please visit

    To claim your 25% discount to attend please quote VIP NO: KN2057NAG in your correspondence with the organisers.

    For more information on how NAG's software can enhance your financial applications please visit

Tips & Hints - NAG Statistical Add-Ins for Excel

The Statistical Add-Ins for Excel have proved very popular amongst the Excel community. A unique selling point is the facility to automatically update results when data changes. This is achieved by delivering computed results as an Excel array function. Some users find that the Microsoft mechanism for using array functions is too complicated since users have to select all the cells they want to contain the results and also users must press 'control-shift-enter' rather than just 'enter' when the formula is used.

The macro below may be used to simplify this procedure. Simply call the NAG function as you would with a normal scalar function. When this macro is made available by opening the workbook containing the macro, call the macro from the Tools\Macro\Macros menu. The cell selected on the worksheet should contain the result from the NAG Add-In and look like <List of n>, where n is an integer. The macro will expand this scalar result to the full array result, using just the right number of worksheet cells.

To put this macro into a workbook click on the Tools\Macro\Visual Basic menus. In the Visual Basic window click on the Insert\Module menus. Paste the macro into this module and close the Visual Basic window. Save the workbook.

If you want the macro to be available automatically whenever you use Excel then the workbook created should be called Personal.xls and should be located in the Office\Xlstart directory. This will be automatically opened whenever Excel starts. If you want to hide this workbook then it may be hidden using the Hide option in the Windows menu.

Sub Expand()

Dim s As String, t As String

Dim n As Long

  s = Selection.Cells(1).Value

  t = Selection.Cells(1).Formula

  n = Len(Trim$(s))

  s = Left$(s, n - 1)

  s = Right$(s, n - 1 - 9)

  n = Val(s)

  Range(Selection, Selection.Offset(n - 1, 0)).Select

  Selection.FormulaArray = t

End Sub

For more detailed product information on NAG's Statistical Add-Ins for Excel and to sign up for a free trial please click here or email us directly at

Product News - New implementations

NAG is committed to offering new implementations of its broad range of numerical and statistical software components and compilers and tools. Since the last edition of NAGNews platform availability has increased for the NAG Fortran Library, NAG SMP Library and the NAGWare f95 Compiler.

The NAG Fortran Library, Mark 20, is now also available for the following platform:

  • HP Alpha VMS

For more information about the NAGWare f95 Compiler please click here

The NAG SMP Library, Release 2.0, is now also available for the following platform:

  • Sun SPARC Solaris 64

For more information about the NAGWare f95 Compiler please click here

The NAGWare f95 Compiler, Release 5.0 is now also available for the following platform:

  • Apple Power MAC OS X

For more information about the NAGWare f95 Compiler please click here

Managing your subscription

Please feel free to forward this newsletter to colleagues or to post it to your company's Intranet sites.

To subscribe, unsubscribe or learn more about managing your subscription, please see:

Website Feedback

If you would like a response from NAG please provide your e-mail address below.

(If you're a human, don't change the following field)
Your first name.
This question is for testing whether you are a human visitor and to prevent automated spam submissions.
Enter the characters shown in the image.