In this issue:
- Top Story - New NAGWare f95 Compiler launched with extensive new Fortran 2003 features
- General Information - Finalitica utilizes NAG routines for finance software
- People News - Member of NAG awarded fellowship to the Royal Society of Edinburgh
- Product News - AMD Core Math Library for NAGWare f95
- Tips & Hints - Decision Trees in Documentation
- Events - USA & Germany
- Product News - New Implementations
Top Story - New NAGWare f95 Compiler launched with extensive new Fortran 2003 features
NAG is pleased to announce that a major new release, 5.1, of the NAGWare f95 Compiler is now available. This new release continues the long line of ever-improving NAGWare compilers that started with the world's first Fortran 90 compiler - NAGWare f90, which was released in 1991.
Release 5.1 continues to support the full Fortran 95 language, while retaining backwards compatibility to previous releases. Additional new Fortran 2003 enhancements provide early access to more of the Fortran language of the future. These include the addition of more object-oriented features to add to those that established Release 5.0 as a leader in this area. The C Interoperability enhancements bring a standard means of calling C code from Fortran and vice versa. This new release also makes available further Fortran 2003 advances, for example in the areas of Input/Output and access to the computing environment.
Key features of the new release are improvements in performance and error checking. NAGWare f95 is available now on all major Unix platforms. Later in the year an implementation featuring a new IDE will be available for Microsoft Windows. To learn more about the additional Fortran 2003 features in the new release of the compiler click here http://www.nag.co.uk/nagware/np.asp.
General Information - Finalitica utilizes NAG routines for finance software
Finalitica, a financial risk management consulting company, advises organisations, banks and other financial companies on the appropriate strategies to hedge their financial risks. Finalitica models and prices a wide variety of derivative products (interest rate models, credit derivatives, exotic derivatives, etc.), and also helps to monitor potential losses of asset and credit portfolios through the use of value-at-risk (VaR) either by assuming normal probability distributions or using extreme value theory. They also develop models to estimate the probability of default, as well as provide advice on the most appropriate financial risk management systems available.
With expert knowledge of the theory and applications of financial derivatives products, Finalitica turned to NAG for the advanced mathematical and statistical algorithms needed for their specialised consulting business. NAG's Consulting Partners Program complements Finalitica's objective to extend the services and software they provide for their clients.
To read more about Finalitica and the NAG Consulting Partners Program please follow this link http://www.nag.co.uk/bdu/consultingpartners.asp.
People News - NAG Member awarded fellowship to the Royal Society of Edinburgh
We are very pleased to congratulate Professor Iain Duff of Rutherford Appleton Laboratory on his election as a Fellow of the Royal Society of Edinburgh.
Iain is a keen member of NAG and one of the authors of the Harwell Sparse Matrix Library. The NAG Library contains sparse matrix routines that were contributed by Iain and his colleagues.
To learn more about the Royal Society of Edinburgh visit the website at http://www.royalsoced.org.uk/.
Product News - AMD Core Math Library for NAGWare f95
Versions of the AMD Core Math Library (ACML) are now available for users of the NAGWare f95 Compiler on 32-bit Linux and AMD64 Linux. NAG and AMD developed ACML jointly, and the latest release now features versions compiled with NAGWare f95.
ACML 3.1 Features
- Level 1, 2 and 3 BLAS (Basic Linear Algebra Subroutines), with key routines optimised for high performance on AMD processors
- LAPACK Linear Algebra routines use the highly-tuned BLAS kernels, and contain highly optimised versions of key routines to ensure better performance
- Fast Fourier Transforms in single and double precision real and complex
- Transcendental functions for scalar, vector and arrays optimised for excellent performance on AMD 64-bit processors
- Random Number Generators for both single and double precision
Although these implementations of ACML are optimised for AMD chips, the libraries will also run well on all x86 and x64 architectures. While the ACML has been developed for basic mathematical programming needs, the NAG Numerical Library offers unrivalled, extensive functionality.
For more information on the NAGWare f95 Compiler follow this link http://www.nag.co.uk/nagware/np.asp.
Tips & Hints - Making use of Decision Trees in NAG Documentation
Decision Trees within several chapters in the NAG Library make finding the right routine easier and quicker than ever before. These trees are now incorporated into the chapter introductions of the NAG C library as well as the NAG Fortran library. Follow the links below to view examples of Decision Trees within the NAG C and Fortran Libraries:
Many users have commented on this excellent feature of the documentation. The trees lead the user through some simple yes/no questions that categorise the problem and lead to suggestions of the most suitable routines to be used.
All previous Tips & Hints can be found in the NAG Tips & Hints Repository.
Events - USA & Germany
- International Supercomputer Conference - 27 - 30 June 2006, Dresden
NAG will be present at this years, ISC2006 - the leading and largest supercomputing event in Europe. The conference is celebrating its 21st year as the premier event for gaining an international perspective in the field of High Performance Computing. ISC presents state-of-the-art applications, architectures and trends in super-computing.
NAG experts will be on hand at stand B15 to discuss the many benefits of using NAG HPC Libraries. To learn more of this prestigious event please visit the event website at http://www.supercomp.de.
- Quant Congress USA - 12 - 13 July 2006, New York City
Join NAG at Quant Congress USA 2006, the leading showcase for the latest innovations in derivatives pricing, trading and risk management. The congress brings together specialists in innovative new research and cutting-edge practical applications. The Quant Congress is developed specifically to answer the most urgent questions facing the quantitative analysis and trading desks of major banks, investment houses, asset management firms and insurance companies, and to highlight best practices in the quantitative finance community worldwide. Learn more about this event by visiting the event organiser's website.
Product News - New Implementations
NAG is committed to offering new implementations of its broad range of numerical and statistical software, compilers and tools. Since the last edition of NAGNews, platform availability has increased as detailed below.
The NAG C Library, Mark 8 is now also available for the following platform:
- Sun SPARC Solaris using the Sun Studio 9 cc Compiler
The NAG Fortran 90 Library, Release 4 is now also available for the following platform:
- Intel EM64T Linux64 using the Intel Fortran v8.1 Compiler
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