Issue 91, 19 August 2010

Featuring


NAG C Library Mark 9 available with extensive new functionality


We're delighted to announce the availability of the latest version of the NAG C Library. Mark 9 sees the inclusion of many new functions as well as enhancements to a number of existing functions. Two new chapters are included at this release: Global Optimization, Wavelet Transforms, and a new sub-chapter, Option Pricing Formulae. Additional functionality has been added in other areas namely statistics (see copulas note below), optimization, linear algebra, ordinary differential equations, regression, random numbers, searching, and special functions.

To learn more about a particular area select from the links: Global Optimization, Nearest Correlation Matrix, Wavelet Transforms, Partial Least Squares / Ridge Regression, Quantiles, New search routines


New copulas in the NAG C Library explained


Some of the new Mark 9 C Library functionality comprises additional copulas. In statistics, a copula can be thought of as defining the correlation structure for a family of multivariate distributions. Each distribution in the family is constructed by "gluing" together two or more univariate distributions, with the copula supplying the "glue". Copulas can be applied to a wide range of simulation problems ' for example, in financial modelling.

To read more about the copulas in the NAG C Library visit http://www.nag.co.uk/IndustryArticles/copulas.pdf.


New release of NAG's Compiler for Windows, Fortran Builder now available


The NAG Fortran Builder Release 5.2, with a host of new features, is now available http://www.nag.co.uk/nagware/np/fortranbuilder.asp. The new release substantially enhances the Fortran Builder Integrated Development Environment and adds many new Fortran 2003 features.

Key new features of the Fortran Builder IDE are:

  • Fortran interface to OpenGL library for high quality 2D/3D graphics;
  • Fortran interface to GTK+ toolkit for GUI programming;
  • Jump to location of runtime errors;
  • Integrated memory leak detection;
  • Change default project settings;
  • Single file quick execution mode;
  • Extensive builtin documentation.

The Fortran Builder is based on release 5.2 of the NAG Fortran Compiler. This release of the compiler contains quadruple precision REAL and COMPLEX, and many additional Fortran 2003 features such as procedure pointers, allocatable scalars, deferred character length, recursive input/output, and the ASSOCIATE construct. Many other enhancements have been made to the usability, error checking, and performance of the compiler.

Release 5.2 of the NAG Fortran Compiler is also available on Linux, Apple Mac (both Power and Intel), and Sun SPARC Solaris.


Light Scattering on Nonspherical Particles: A NAG User Story


Scattering of electromagnetic waves on nonspherical particles is applicable to remote sensing of the earth's atmosphere as well as in technical and medical diagnostics. Studying the influence of dust like particles on our climate systems, estimating size distributions of powder probes, and analyzing red blood cells are only a few examples of where it is used. There are an increasing amount of modern measurement techniques developed during the last decades which make it necessary to take light scattering not only on spheres but on more realistic particles into account. Unfortunately, there are two factors which make this a complex task. Firstly, the numerical effort is much higher than that known for spherical particles within the conventional Mie theory. It depends strongly on the morphology of the particle under consideration and can be performed online only in very specific situations. Secondly, the convergence procedures of the existing approaches are much more complex compared to those used with spheres. To obtain reliable results requires a detailed knowledge of the methodology behind the approach. Otherwise, one can run into a lot of pitfalls.

To overcome these problems we have developed a software package (called mieschka) to analyze light scattering on rotationally symmetric particles in fixed and random orientation using an automatic convergence procedure.

To read the full story from the German Aerospace Center, Remote Sensing Technology Institute visit http://www.nag.co.uk/Market/articles/light_scattering_nonspherical_particles_rother.pdf.


NAG Student Prize: Free pass to Quant Congress Europe


Would you like to win a free pass to the prestigious finance event Quant Congress Europe? If you're a student studying mathematical finance you can enter the NAG 'direct award' prize by sending us details of your mathematical project. Email us for more information.

The most recent winner of a NAG 'direct award' prize is Nicoletta Gabrielli, University of Rome, Masters Student. To learn more about Nicoletta's work visit http://www.nag.co.uk/about/student_awards/work.asp.


Recent Blog Posts


Fantasy Football ' a classic Portfolio Optimisation problem
Time Machines and Supercomputers
A Life Well-Lived: Erwin Ruppenthal (1958 ' 2010)
Hey, you sass that hoopy Fortran?
A day in the life of a numerical analyst


Out & About with NAG


  • 9th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
    15th-20th August 2010, Warsaw
    NAG experts Marcin Krzysztofik and Jacques du Toit will be present at this event.
     
  • Risk USA
    1-4 November 2010, New York.
    NAG will once again be exhibiting at the USA's premier risk management event for financial institutions.
     
  • Quant Congress Europe
    9-11 November 2010, London
    NAG will be present at the event that reveals the most cutting edge research and innovations in market risk management, derivatives modelling and trading.
     
  • SC10
    15-18 November 2010, New Orleans
    Multiple NAG experts will be attending this key event
     
  • 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 C Library, Mark 9 is now available for the following platforms:

  • Microsoft Windows 32-bit, using the Intel C++ v11.1 Compiler
  • Linux 64-bit, using the GNU gcc 4.1.2 Compiler

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

  • Linux 64-bit using the GNU Fortran 4.3.2 Compiler

The NAG Compiler for Windows, Fortran Builder, Release 5.2:

  • Microsoft Windows 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.com/doc/inun.asp


Managing your subscription


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NAGNews - Past Issues


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