Issue 63, 06 June 2007

In this issue:


Top Story - Using the NAG Fortran Library to model the economic impact of climate change

Stuart Fitz-Gerald, Kingston University.

Since its publication the Stern Review (Stern 2006) has fuelled concerns about the apparent lack of success by governments in implementing systematic measures to avert the world's headlong rush into irreversible climate change.

The picture painted by Stern is bleak indeed. If a "business as usual" position is maintained and concerted joint action is not taken by governments on a global scale, the report argues that there is a significant likelihood that the build-up of greenhouse gases (GHGs) will result in economic and environmental disaster.

For the full article, go to http://www.nag.co.uk/IndustryArticles/climatechange.asp or contact us at nagnews@nag.co.uk.


General News - Prestigious Wilkinson Prize to be awarded at ICIAM 2007

In honour of the outstanding contribution of Dr James Hardy Wilkinson F.R.S. to the field of numerical software, Argonne National Laboratory (http://www.anl.gov/), the National Physical Laboratory (http://www.npl.co.uk/), and the Numerical Algorithms Group award a monetary, numerical software prize every four years.

The 2007 $3000 prize will be awarded at ICIAM 2007, the 6th International Congress on Industrial and Applied Mathematics in Zurich, on Monday, July 16th just prior to the John von Neumann lecture, which Wilkinson himself delivered in 1970.

The first Wilkinson Prize was awarded at the 1991 ICIAM Congress to Linda Petzold for DASSL. At the 1995 Congress, the prize was awarded to Chris Bischof and Alan Carle for ADIFOR 2.0, and in 1999, the prize was awarded to Matteo Frigo and Steve Johnson for FFTW. The prize winner in 2003 was Jonathan Shewchuk for Triangle, a two-dimensional mesh generator and Delauney triangulator.

Jim Wilkinson was a great supporter of NAG, particularly in the early formative years, and was a friend and mentor to us. When NAG Limited moved to its present Oxford premises in 1988, we had the pleasure of being able to name the building in his honour. His wife Heather attended the official opening in July 1989. The NAG Fortran Manual still retains the original Foreword written by Jim Wilkinson and his great friend, Professor Leslie Fox.

To read more about the Wilkinson Prize, follow this link http://www.nag.co.uk/other/wilkinsonprize.asp

NAG has a strong presence at ICIAM - Dr Brian Ford OBE, Founder Director of the company, is co-organising a double mini-symposium on the opening day, in which he will give a presentation, co-authored with Dr Steve Hague, NAG's first full-time employee, entitled ‘Reflections on progress in software tools for numerical software’. In the same event, which is dedicated to Dr James Pool upon the occasion of his retirement, Professor Sven Hammarling of NAGwill also be giving a presentation entitled ‘Recent progress in LAPACK and ScaLAPACK libraries for numerical linear algebra’. Also on the opening day, in a mini-symposium on “Advances in computation in financial mathematics”, Dr Robert Tong of NAG will be giving a presentation entitled 'Software issues in wavelet analysis of financial data'. On the following day, NAG's Dr Ian Reid will be speaking on the future of commercial software libraries in a mini-symposium examining the outlook for scientific libraries.

Please come and visit us at stand 22. For further information on the event, visit http://www.iciam07.ch/


Product News - NAGWare f95 Release 5.1 for Windows

A beta version of NAGWare f95 Release 5.1 has been used in the preparation of a new book. Author Stephen J Chapman says “NAG is way ahead of other PC Fortran vendors in implementing the object-oriented features of Fortran 2003 and its tool has been invaluable in preparing the new materials in this book”. “Fortran 95/2003 for Scientists and Engineers (Third Edition)” is published by McGraw-Hill, ISBN 978-0-07-319157-7.

Look out for an announcement in the next NAGNews on the availability of NAGWare f95 Release 5.1 on Windows, which includes a new IDE and debugger. Also coming soon is an f95 implementation for the Intel Mac (32-bit). The Release 5.1 implementation for AMD64 Linux will soon be updated to remove the current 2GByte object size limit.

In the meantime, don't hesitate to contact nagnews@nag.co.uk for further information.


Product Information - The use of NAG optimisation routines for parameter estimation

The NAG Fortran Library contains an increasing number of routines to fit statistical models. However, for more specialist examples, the user has to use the optimisation routines in the NAG E04 chapter. The statistical model will give the probability of observing a data value in terms of a set of parameters. The values of the parameters have to be estimated from the data in such a way that the model best fits the data.

For further information, go to http://www.nag.co.ukIndustryArticles/OptimisationParameterEstimation.pdf


People News - Professors Nick Trefethen and Nicholas Higham

We would like to extend our congratulations to member and friend of NAG, Professor Nick Trefethen (http://web.comlab.ox.ac.uk/oucl/people/nick.trefethen.html) on his recent election to the US National Academy of Engineering. His election citation refers to “contributions to stability theory in numerical analysis and its application to the determination of the onset of turbulence”. Professor Trefethen is Professor of Numerical Analysis in the Oxford University Computing Laboratory, and Head of the Laboratory's numerical analysis group. He is distinguished for his contributions to numerical analysis and its applications in applied mathematics and engineering science. His research spans theory, algorithms, software and physical applications, particularly involving dynamics, eigenvalues and pseudospectra.

We would also like to congratulate another member, longstanding friend and associate of NAG, Professor Nicholas Higham (http://www.maths.manchester.ac.uk/~higham/), who has been elected to the Fellowship of the Royal Society in recognition for his exceptional contributions to society. Professor Higham is the Richardson Professor of Applied Mathematics, at the University of Manchester, and his citation reads that he is “distinguished for his research on numerical linear algebra. His studies of the effects of both perturbations to data and finite precision arithmetic are fundamental to the success of very large matrix calculations, and so have influenced strongly the development of much software. He is also a leading expert on matrix nearness problems.”


Forthcoming Events - UK, Germany, Switzerland
  • Risk '07 - 12-13 June 2007, London
    Risk Magazine's Risk 07 conference in London intends to shed light on some of the latest developments, innovations and challenges in the risk management and derivatives worlds. For further information visit : www.risk07.com.

  • International Supercomputer Conference - 26-29 June 2007, Dresden
    The International Supercomputing Conference is the leading Supercomputing event in Europe. Since its beginning in 1986, ISC has provided a unique platform for connecting the HPC community on a global scale. NAG is delighted to be exhibiting at ISC2007 where experts will be on hand to discuss the NAG HPC Libraries. To learn more of this prestigious event please visit the event website at http://www.supercomp.de/

  • 3rd Annual CARISMA Seminar - 26-27 June 2007, London
    The third annual seminar by CARISMA will focus on Program Trading Techniques and Financial Models for Hedge Funds. The event provides a platform to discuss the applications and recent developments in the field and brings together practitioners, academics and PhD researchers working in the area of financial planning, quantitative analysis and risk modelling. As part of our sponsorship, we have two reduced rate client passes for attendance at this event at 50% discount - which brings down the fee to just '287.50 for two very high quality days. This rate also applies to the associated workshops. We will allocate the passes on a “first reply first served” basis, so if you are interested, please contact us or the organisers quoting ref: NAG50%. For full details on the event, visit http://www.unicom.co.uk/ .

  • ICIAM 2007 - 16-20 July 2007, Zurich
    The 6th International Congress on Industrial and Applied Mathematics event takes place in Zurich. This congress takes place every four years and is considered the most important event worldwide in its field. The event covers new developments in applied mathematics, industrial mathematic, as well as applications of mathematics in industry and science. For further information visit www.iciam07.ch.


Tips & Hints - Calling the Mark 21 DLLs from g77 and gcc

When we issued the Mark 21 DLLs, the Users' Note contained important information on the use of this library from a variety of different environments. We assumed that the advice given at Mark 20 for using the DLLs from g77 and gcc would no longer be required because users would have changed compilers.

Nevertheless Mark 21 may be called from g77 and gcc, so the advice given at Mark 20 merely needs to be revised slightly:

The command for calling the Mark 21 DLLs from g77 is:

g77 -fno-underscoring -fcase-upper -mrtd driver.for FLDLL214Z_nag.lib

or

g77 -fno-underscoring -fcase-upper -mrtd driver.for FLDLL214Z_mkl.lib

Character strings arguments demand special attention. Immediately after the character string argument, pass by value the length of the string. For example :

DEV = G01FAF(TAIL,%VAL(1),P,IFAIL)

In the example program D02CJFE.F, you need to replace the formal argument RELABS (actual argument ‘Default’) in all the calls to the routine D02CJF by:

'Default',%VAL(7)

If the argument is a character array, pass the length of each array element. This information is valid for both Cygwin and Mingw versions.

Calling the library from gcc is even simpler, provided you have read the advice in the ‘headers’ subdirectory and used the header files provided with the DLLs.

Simply type:

gcc driver.c FLDLL214Z_nag.lib

or

gcc driver.c FLDLL214Z_mkl.lib

All previous Tips & Hints can be found in the NAG Tips & Hints Repository at http://www.nag.co.uk/techtips/index.asp.


Product News - New NAG Library Implementations

NAG is committed to offering new implementations of its broad range of numerical and statistical software components and compilers and tools. The following implementations for NAG products have become available since the last issue of our newsletter:

The NAG C Library (http://www.nag.co.uk/numeric/CL/CLdescription.asp), Mark 8 is now also available for the following platforms:

  • Itanium2, Linux (IA64), Intel C++ Version 8.1 or compatible (including version 9.1)

The NAGWare Compiler (http://www.nag.co.uk/doc/inun/np51.html), Release 5.1 is now also available for the following platform:

  • HP 9000 Series HP-UX11
  • IBM RISC, AIX, 32-bit

For full details of these and all other available implementations, visit the NAG site. Comprehensive technical details of each implementation are given in the relevant Installation and User Notes at http://www.nag.co.uk/doc/inun.asp

Look out for announcements of the following implementations in future issues of NAGNews:

  • The NAG Parallel Library for SUN UltraSparc
  • The NAG Fortran Library for 64-bit Windows
  • The NAG Fortran Library using gfortran compiler
  • The NAGWare Compiler for Mac Intel

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