Issue 84, 30 October 2009


NAG Fortran Library for Win32 Applications, Mark 22 now available

NAG is delighted to announce the availability of the NAG Fortran Library for Win32 Applications ( At Mark 22, the NAG Fortran Library for Win32 Applications contains over 1,600 fully documented and tested functions, making it the largest collection of mathematical and statistical algorithms available. Another key feature of this library is its compatibility with Windows 7.

If you are supported user of the NAG Library you may be entitled to receive an upgrade to Mark 22 of the NAG Fortran Library for Win32 Applications as part of your licence agreement with NAG. If you'd like us to check your entitlement simply email (

Open, view and experiment with NAG routines from within Excel

Scilab is an open source scientific software package for numerical computation. NAG's latest white paper details One of the major benefits of the NAG Library is its inherent flexibility; it can be used by programmers developing in traditional languages, or by users of modern software packages and programming environments, Microsoft Excel being one of them.

To coincide with the recent availability of the NAG Fortran Library for Win32 Applications Mark 22, we're featuring a set of Excel workbooks that show the ease of calling NAG Library routines from Excel. Visit ( to view the demonstrations. Also featured in this new 'NAG and Excel' information repository are links to various white papers which illustrate how to call NAG routines from Excel.

New NAG White Paper: A Note on Implementing LIBOR Market Model

NAG continues to collaborate with Oxford University Professor Mike Giles on the development of routines optimized for use on Graphics Processing Units (GPUs) technology, see (

Now featured in the NAG Numerical Routines for GPUs area of the website is a new white paper, 'A note on Implementing LIBOR Market Model', which describes the implementation of a standard LIBOR market model. The LIBOR Market model, is a financial model of interest rates.

The paper, written by NAG intern Kai Zhang, is based on an implementation by Professor Mike Giles, of the LIBOR model and begins with a brief review of the LIBOR market model and goes on to outline the discretization for Monte Carlo simulation. Following this it introduces Monte Carlo applications in vanilla instruments and gives numerical examples based on the normal distribution random number generator. It ends by explaining the implementation of the model on GPU hardware.

To read the paper visit (

NAG opens NAG Taiwan branch office

NAG is delighted to announce the opening of its Taipei, Taiwan office ( The office is part of a commitment by NAG to better serve the needs of those involved in the teaching of numerical computation as well as application builders in research, government and business. NAG will offer the full range of its product and technical services portfolio throughout greater China.

Speaking of the new office, Rob Meyer, CEO NAG said,"After several years of planning and preparation we are excited at the prospect of building new collaborative relationships with universities, government institutes and commercial enterprises. Under the commercial and technical leadership of Edward Chou and Ted Liu, we expect to establish a growing presence in this dynamic market over the coming years."

Supercomputing: Personal supercomputing anyone?

Personal supercomputing may be a contradiction in terms, but that does not mean it cannot exist, says Andrew Jones. High-performance computing (HPC) is becoming mainstream. Supercomputing is moving out of the labs and universities into industry. HPC on a desktop. Your personal supercomputer. These are all typical headlines or slogans supposedly made to show the democratisation of HPC. Yet are any of these statements true?

I have found myself on both sides of this debate at times, occasionally even at the same time. However, let me start with something categorical: supercomputing is not, cannot, be going mainstream ' simply because the most encompassing definition of supercomputing is "significantly more powerful computing than is widely used". No-one really agrees on the precise definition of a supercomputer, but few would deny that it represents the class of computers that are at least a couple orders of magnitude more capable than a prospective user's desktop machine.

Continue reading Andrew Jones', (VP HPC Business at NAG) article here "Personal Supercomputing anyone?" (here)

NAG Technical Tip: Microsoft Windows 7 and NAG product compatibility

We are sure that many of our users will want confirmation that moving to Microsoft Windows 7 will not introduce any

unexpected problems for them with respect to their usage of NAG products. Consequently we have adapted our implementation and certification procedures to verify that all future Windows implementations will be applicable to Windows 7. The first such product, the NAG Fortran Library for Win32 Applications, Mark 22, is now available. In addition, we will also be undertaking testing of the most widely used older implementations of products for Microsoft Windows to ensure compatibility with this new operating system; once compatibility has been verified confirmation will be highlighted on the NAG web site.

To date this verification process is in its early stages but the only problem we have encountered is product installation from a distribution CD. The CD browser, which is autorun when the implementation CD is loaded, appears to be incompatible however the underlying installation executables (setup.exe and setup_*_manual.exe) and the installed product all work correctly. If you would like further guidance about installing specific implementations under Microsoft Windows 7 please contact the NAG Response Centre at (

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

NAG is holding free training courses ( for the NAG Toolbox for MATLAB and NAG in Excel (using VBA) on the 9th December at its Oxford office. 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.

Out & About with NAG

  • Quant Congress Europe 2009
    3-5 November 2009, London
    NAG is exhibiting and co-sponsoring Risk Magazine's flagship risk management, derivatives and modelling and trading event.
  • NAG Financial Mathematics Day
    * Please note that the following event has three spaces left. These will be allocated on a first come (email), first served basis.
    6 November 2009, Manchester Business School
    University of Manchester NAG's Financial Mathematics Day is primarily for Academics involved in teaching and research related to financial mathematics. The day is split with a mix of lectures and "hands on" use of NAG software. For more details including online registration visit the link above.
  • SC09
    14-20 November 2009, Portland, Oregon
    Once again NAG is exhibiting at the world's premier event dedicated to supercomputing.
  • 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 here.

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

New NAG product implementations

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

  • IBM Power 6 AIX 64-bit using the xlf v12.1 compiler
  • AMD-64 Solaris 64-bit using the Sun f95 v8.2 compiler
  • Intel-32 Windows DLL

The NAG Fortran Compiler, Release 5.2 is now available for the following platform:

  • Sun SPARC Solaris using the Sun C v 5.5 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

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