Issue 79, 2 April 2009

Featuring


Latest release of NAG Fortran Library available with extensive new functionality


NAG is delighted to announce the availability of the latest NAG Fortran Library. Now at its 22nd release, the NAG Fortran Library contains over 1,600 powerful, reliable and flexible algorithms, ready for use from a wide range of operating systems, languages, environments and packages including Excel, Java, MATLAB and .NET/C#. The NAG Library is embedded in thousands of applications at Fortune's 'Global 500' companies and utilized by instructors at prestigious learning institutions because of its unrivalled quality, broad applicability and extensive numerical capabilities.

Three new chapters have been introduced into the Library at Mark 22, Wavelet Transforms, Global Optimization, Further Linear Algebra Routines and a new sub-chapter Option Pricing Formulae. This extensive new functionality adds to further enhancements of existing areas in the NAG Library namely statistics, optimization, linear algebra, ordinary differential equations, regression, random numbers, searching, and special functions.

Supported NAG Fortran Library users will receive notification as soon as their particular implementation/s are made available. If you have specific questions about the new release please email us.

The next NAG C Library release is due later this year together with updates of the NAG Toolbox for MATLAB and the NAG SMP Library.


New Global Optimization routines in the NAG Fortran Libary explained


As outlined above, Mark 22 of the NAG Fortran Library includes a new Chapter, 'Global Optimization of a Function', which attempts to find the global minimum or maximum, as opposed to a local minimum. At Mark 22 the chapter contains just one main routine, which uses a 'multi-level coordinate search' method, along with a number of support routines. Our intention is to expand the functionality of this chapter in future marks.

The new chapter has been developed in response to user demand to help solve problems where a global optimum is vital. The mini-article shows the global solver applied to Rastrigin's function.


NAG Training Courses: NAG Toolbox for MATLAB and NAG in Excel (using VBA)


NAG is holding free training courses for the NAG Toolbox for MATLAB and NAG in Excel (using VBA) on the 7th May at its Oxford office. The courses will be repeated on 10th June 2009. Please note that you can attend both morning and afternoon courses if you so wish.

Using the NAG Toolbox for MATLAB

The training will show how using the Toolbox can enhance your work, and show specific demonstrations of the solution of problems. Attendees will have the opportunity to get 'hands-on' with the Toolbox and direct questions to the experts who develop the Toolbox and the NAG Libraries.
The training session is bring your own laptop based and will start at 9.30am and expected finish time is approximately 12.30pm. Refreshments and buffet lunch will be provided.
If you would like to attend please visit the training page on our website for course details and a link to the online registration form.

Using the NAG Library from Excel (using VBA)

The afternoon session will focus on the use of the NAG Libraries from Excel. Attendees will be guided through calling NAG's mathematical and statistical routines from Microsoft Excel using VBA via the NAG Fortran and C DLLs.
The training session is bring your own laptop based and will start at 1.30pm and expected finish time is 3.30pm. Those attending the Excel course are welcome to join us at 12.30pm for a buffet lunch.
If you would like to attend please visit the training page on our website for course details and a link to the online registration form.


Supercomputing: What to do if your supercomputing fails


High-performance computing (HPC) operates at extremes of technological innovation and risk. That combination makes supplier failure a distinct possibility, but it needn't be the end of the world.

HPC delivers some of its greatest benefits because niche providers, or niche divisions of large suppliers, push the limits of technology and business. But rapid technological innovation, the shortage of HPC experts and the need for providers to operate at times near the limits of the possible mean the risk of suppliers disappearing is inevitable.

Users of HPC have always worried about supplier viability; those concerns are not new to the present economic situation, nor will they cease when things improve. The trick for the customer is to realise that supplier failure doesn't matter ' providing it is properly managed. Indeed, turnover in HPC providers is a consequence of the innovation and technology-chasing that helps make the industry so potent in the first place.

Read the full article by Andrew Jones, Vice-President HPC Business at NAG.


NAG in Financial Mathematics Day


NAG would like to thank all those that coordinated, presented and attended the recent NAG in Financial Mathematics Day hosted by Manchester Business School, University of Manchester. We were delighted that academic and industry professionals such as Simon Acomb, Nicholas Higham and Mike Croucher gave such informative lectures.

The slides from Simon's lecture 'Correlation in practice: products, estimation and importance of being positive semi-definite' highlight why the Nearest Correlation Matrix functionality is such a valuable addition to the NAG Library. Slides of Nicholas Higham's, Mike Croucher's and NAG's lectures will feature in future editions of NAGNews. Alternatively if you'd like to see the lecture slides now simply email us.


Ask the Expert! ' solve a large sparse nonlinear system


Question: “I need to solve a large sparse nonlinear system. How can NAG help me?”

Answer: “Although the NAG Library does not currently feature routines for solving large sparse systems of nonlinear equations, it is relatively straightforward to adapt the general sparse nonlinear optimizer from the "Minimizing or Maximizing a Function" (E04) Chapter to solve sparse nonlinear systems; here the solution of such systems amounts to finding a feasible point for an optimization problem whose set of nonlinear constraints is the nonlinear system to be solved. (Functionality for dense systems exists in the "Roots of One or More Transcendental Equations" (C05) Chapter. For example, in the NAG Toolbox for MATLAB, the relevant functions are the c05n* and the c05p* families: see C05 Chapter Contents. These dense solvers are unsuitable for systems with small percentages of nonzero Jacobian elements.)

The demonstration shown on the webpage here illustrates how to solve a large sparse nonlinear system using the function e04vh from the NAG Toolbox for MATLAB, however the methodology used here also applies to users of the NAG Fortran and C Libraries.'

Answered by Mat Cross, NAG Numerical Software Developer


Out & About with NAG


April and May are extremely busy months in NAG's event calendar! If you'd like to talk to us about a NAG event or the possibility of hosting a NAG Seminar at your organisation email us at for more information.

BAMC 2009
7-9 April 2009, University of Nottingham
The British Applied Mathematics Colloquium welcomes participation from researchers in any area of applied or applicable mathematics. NAG experts will be available to talk about recent developments in the NAG Library.

Challenges in Visualizing Network Enabled Capability
8 April 2009, Integrated System Technologies (Insyte), New Malden
This workshop aims to bring together academia and industry to discuss and present ideas on developments in the field of visualization and how this may relate to the move towards Network Enabled Capability by the UK Ministry of Defence. Jeremy Walton, NAG Senior Technical Consultant will be speaking about recent results from the ADVISE project.

ACCU 2009
22-25 April 2009, Oxford
The Association of C/C++ Users Conference will feature, along with the usual tracks on development process, C++, Java, dynamic and functional languages - a special track on patterns, with sessions presented by world class leaders in their own fields. NAG experts will be on hand to discuss NAG Library routines for C/C++ developers.

Global Derivatives Trading & Risk Management 2009
27 April - 1 May 2009, Rome
The largest derivatives conference in the world, the event covers credit; interest rates; equity; FX; commodities; inflation and volatility derivatives. The event is unique in its coverage of so many types of derivatives in over 100 sessions, from the leading practitioners in the industry. NAG experts will be present at the event.

Fortran 2003 Training

NAG is delighted to support The Fortran Company's 'Fortran 2003' Training Courses being held across the USA. Courses are generally held over two days and cover a comprehensive range of Fortran 2003 topics and also include exercises given by the globally renowned Fortran expert, Walt Brainerd. The NAG Library and NAG Fortran Builder, the integrated development environment for the Microsoft Windows implementation of the NAG Fortran Compiler, are used in these courses. For more information about the courses visit the organizers' website.
For Fortran training courses outside the USA, please email us for details.

HECToR (High End Computing Terascale Resource) Training Courses
Presented by the NAG HECToR Team
A full list of forthcoming HECToR Training Courses can be viewed on the official HECToR website.

For more information on any of the above events visit NAG's ‘Out & About’ webpage


New NAG 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 Fortran Library, Mark 22 is now available for the following platforms:

  • Linux x86-32 using the GNU gfortran 4.3.2 compiler
  • Linux x86-64 using the GNU gfortran 4.3.2 compiler
  • Linux x86-64 using the Intel Fortran v10.1 compiler

The NAG Parallel Library, Release 3 is now available for the following platform:

  • Linux x86-64 using the Intel Fortran v11.0 compiler

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


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