Issue 36 - 22 April 2004
In this issue:
- Top story - NAG Co-develops the AMD's Core Math Library 2.0
- NAG in the News - Get the Picture: Visualising Financial Data
- Product Information - Free trial of NAG's IRIS Explorer
- General Information - NAG Colloquium "Algorithms for Gauss-Markov Regression"
- Events - Madrid/London
- Tips and Hints - NAG Fortran DLLs
- Product News - New Implementations
For more information about any of the articles featured in this issue, please do not hesitate to contact us at email@example.com
Top Story - NAG Co-develops the AMD's Core Math Library 2.0
NAG is delighted to have co-developed the recently launched AMD Core Math Library 2.0 (ACML). ACML 2.0 provides developers with increased performance of Basic Linear Algebra Subroutines (BLAS) and Fast Fourier Transform (FFT) routines from version 1.5. Optimized math libraries like ACML 2.0 deliver dramatic performance improvements for challenging computational problems such as oil & gas exploration, and computer-aided engineering.
Composed of highly optimized numeric functions for mathematical, engineering, scientific, and financial applications, ACML 2.0 comprises a full implementation of Level 1, 2, and 3 BLAS with key routines optimized for high performance on AMD Opteron™ processors. Taking advantage of the highly tuned BLAS kernels, a key set of LAPACK routines have been further optimized to achieve greater performance than standard LAPACK implementations. ACML 2.0 also offers a comprehensive suite of FFTs in single-, double-, single-complex and double-complex data types. Leveraging the PGI compiler, ACML 2.0 for Linux development also provides support for OpenMP and Non-OpenMP.
If you are interested in utilising NAG's expertise in numerical and statistical software components for your own applications please email us at mailto:firstname.lastname@example.org for more information. To read the entire press release please visit http://www.amd.com/us-en/Corporate/VirtualPressRoom/0,,51_104_543~84170,00.html
NAG in the News - Get the Picture: Visualising Financial Data, Part 1
The following is an introduction to an article written by Jeremy Walton, Senior Visualisation Consultant at NAG that was recently published in Financial Engineering News (FEN), entitled Get the Picture: Visualising Financial Data.
Turning numbers into pictures is usually the easiest way of finding out what they mean. We're all familiar with the display of - for example - stock prices as they change with time, and have become accustomed to quickly making decisions based on what the picture is telling us. The reason for this isn't hard to find: images are easier to understand than numbers because our eyes and brains are good at working together to discern visual relationships.
In addition, a well-chosen image can represent a vast amount of numerical data - turning it into a picture is one way of reducing the amount of space that it occupies on the page. Moreover, if it's possible to interact with the picture - by, say, changing the data, or the resolution of the display - it becomes possible to "drill-down" into the dataset by focussing on a region of interest and refining the level of detail. If the display is an interactive three-dimensional one, the viewer can fly through the data by changing their viewpoint, searching for interesting features. Finally, if the user has access to the data source, they can perform "what if" experiments, making predictions of future behaviour based on past trends and relationships between different parts of the data.
Product Information - Free trial of NAG's IRIS Explorer
"We selected IRIS Explorer for the accuracy and reliability of the graphical results it produces from scientific calculations." - Dr. Jamie Shiers, Co-ordinator of OO software development at CERN/IT.
For those who need a powerful and flexible 3D visualisation application IRIS Explorer™ is the most advanced visual programming environment for 3-D data visualisation, animation and manipulation available today. Its easy to use point-and-click interface means that users spend less time programming and developing customised visualisation applications. The extensive library of 'modules' (software routines) included put a wide range of advanced visualisation and analysis techniques at users' fingertips. Simply select modules from the library and connect them to interactively read and visualise data for analysis, presentation and publication.
NAG is delighted to offer the readers of NAGNews the chance to trial its visualisation software IRIS Explorer. To sign up for this 30 day offer please email us at mailto:email@example.com. More information on IRIS Explorer can be found here.
General Information - NAG Colloquium "Algorithms for Gauss-Markov Regression"
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'. We have been featuring some of the presentations given at the Colloquium and this issue spotlights the presentation entitled "Algorithms for Gauss-Markov Regression" given by Professor Alistair B Forbes, Centre for Mathematics and Scientific Computing, National Physical Laboratory.
Events - Madrid/London
- 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 http://www.icbi-uk.com/globalderivatives/.
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 http://www.nag.co.uk/main_finance.asp
- GARP's 4th Credit & Counterparty Risk Summit, 25-26 May, London, UK
NAG is delighted to be supporting this major credit risk event, promising to attract over 200 attendees from more than 30 countries. The Summit offers attendees 50 sessions and technical tutorials over two days in two simultaneous streams led by high profile speakers. The sessions will allow risk managers to enhance further their understanding of topical risk issues affecting the future direction of credit risk management.
In addition, there are three separately bookable intensive one-day workshops on:
- Successfully managing and controlling credit risk, led by heads of risk from Barclays, UBS, Standard Chartered
- Understanding and implementing economic capital led by Deutsche Bank
- Securitisation masterclass, led by ABN Amro
Tips & Hints - NAG Fortran DLLs
Users of the NAG Fortran DLLs will know from the supporting documentation and examples that it is perfectly possible to call the NAG routines from Excel. To help with this NAG supplies a set of 'Declare' statements which may be copied and pasted into your VBA module.
Typically there are a number of utilities that you might need to write or copy from the NAG examples in order to complete the necessary code. If you have access to the NAG statistical Add-Ins then these functions need not be replicated, simply reference the NAG_Library.xla supplied with the NAG Statistical Add-Ins. To do this obtain the VBA window in Excel from the Tools\Macro\Visual Basic Editor menus. In this Visual Basic Window use the Tools\References menus to establish a reference to NAG_Library.xla.
The following functions may be useful:
Public Sub AddNagMenu(NagSubMenu As String) 'Adds a submenu to the NAG Menu End Sub Sub Assemble(X, A) ' Take an argument X and ReDim a VB array A, copying the values ' contained in X into A. ' The first element of A may then be passed to NAG routines ' as an actual argument. End Sub Sub AssembleS(X, V) ' Take an argument X and ReDim a VB array vector V, copying the values ' contained in X into V. ' The first element of V may then be passed to NAG routines ' as an actual argument. End Sub Public Function ContextID(RoutineName As String) As Long 'Returns the ContextID for a NAG routine in the Help system End Function Public Sub DeleteNagMenu(NagSubMenu As String) 'Removes a submenu from the NAG menu End Sub Private Function dimension(myVariantArray) As Long 'Determines the number of dimensions of an array 'usually determining whether an array has two or one dimension. End Function
For information on NAG's DLLs please visit http://www.nag.co.uk/numeric/NAGFortranDLLs.asp
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 C Library, NAG Fortran Library and the NAG Fortran 90 Library.
The NAG C Library, Mark 7, is now also available for the following platform:
- Intel-64 Linux64 using the Intel C++ Compiler for Itanium-based applications v 8.0
For more information about the NAG C Library please click here.
The NAG Fortran Library, Mark 20, is now also available for the following platforms:
- Microsoft Windows using the Salford FTN77 Compiler
- SGI MIPS IRIX 6 Single Precision using the MIPSPRO f77 or f90 Compilers
For more information about the NAG Fortran Library please click here.
The NAG Fortran 90 Library, Release 4, is now also available for the following platforms:
- AMD-64 Linux64 using the NAGWare f95 Compiler
- Intel-32 Linux using the Intel Fortran Compiler for 32-bit applications v 8.0
- Intel-64 Linux64 using the Intel Fortran Compiler for Itanium-based applications v 8.0
For more information about the NAG Fortran 90 Library please click here.
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