# Issue 94, 6 January 2011

Featuring

Latest version of the NAG Toolbox for MATLAB' now available for Apple Mac

The NAG Toolbox for MATLAB' provides NAG's mathematical and statistical library functionality to users of MATLAB®. The latest version, Mark 22, features over 1,400 functions and is now available for users of Apple Mac systems.

New at Mark 22 of the NAG Toolbox for MATLAB are routines for global optimization, nearest correlation matrix, wavelet transforms, partial least squares/ridge regression, quantiles and new search routines. For a full listing of NAG Toolbox functionality visit http://www.nag.com/numeric/FL/nagdoc_fl22/html/genint/libconts.html

You may be entitled to use the NAG Toolbox for MATLAB as part of your existing NAG software licence. To find out email us.

Technical Report: Solving an Optimization Problem using the NAG Library for .NET from F#

NAG recently released their latest numerical library; the NAG Library for .NET. This is the first release of the library and includes over 400 methods for key mathematical and statistical areas, including wavelet transforms, integration, interpolation and approximation, random number generators, time series analysis, and optimization. The optimization chapter contains methods for solving LP-, QP-, LS- and NLP-problems either with or without constraints. A global optimizer is also included, solving problems without constraints but with bounds on the variables.

A new technical report shows the solution of an optimization problem using the NAG Library for .NET from F#.

NAG Rewards High School Students with Scholarship Money via the Demandtec Retail Challenge

NAG's involvement in a scholarship competition designed to gives students a taste of how maths is applied in a business world context was announced in September 2010. Since that time high school students all over the US have been battling to win the challenge. Working in teams of two, students played the role of pricing analysts during a two week on-line simulation. Presented with sales, pricing, merchandising and inventory history of a hypothetical assortment of products, teams were responsible for maximizing profit by making daily pricing and inventory decisions. Each team's prices influence the 'market price' for the region and thus the resulting consumer demand.

The Chicago regional final was held at the Illinois Institute of Technology's Rice Lake Campus in Wheaton on 18th November. Each of the teams presented their analysis to a panel of judges from the retail industry. Teams were judged on their analysis, teamwork, and presentation skills. We are delighted to report the winners of the NAG sponsored regional contest are Erik Anderson and Justin Koehler, senior students at Wheaton Warrenville South High School. Each received \$5000 in scholarship money as the Chicago Regional Champions.

Congratulations to Erik and Justin and good luck for the Grand Championship on 10th January at NASDAQ, New York, where the winning team will be awarded additional scholarship money.

Librarian role for NAG in Fujitsu's Open Petascale Library Project

The Open Petascale Libraries (OPL) project, initiated by Fujitsu, has appointed the NAG as the OPL Project Librarian.

NAG will be the custodian of the library source code and will be producing periodic binary releases, as well as providing some of the algorithmic content. NAG will also work with the other project members to formulate and maintain documentation and coding standards for the libraries and will ensure that code accepted for inclusion follows these standards.

The OPL project has been initiated by Fujitsu with the aim of developing mathematical libraries that will play an important role for scientific applications running on the next generation petascale supercomputers. The project will adopt a hybrid parallel programming model, which is necessary to take advantage of today's multi-core supercomputers. By using the numerical components generated through this project, it will be possible for application developers to more easily harness the potential of petascale supercomputers.

New Fortran Standard

Malcolm Cohen, Principal Technical Consultant at NAG and leader of the Compiler Team, has been active in the international Fortran standards committee for over 20 years and is the current editor of the standard. On 6 October the latest revision of the standard, known as Fortran 2008, was published by ISO.

The headline feature of Fortran 2008 is its support for distributed-memory parallel computing in the form of "coarrays". This programming model is similar to that of MPI, but it is much easier to use and is fully integrated into the language.

Other notable features are:

• submodules, for splitting a module over several files,
• the BLOCK construct, which allows variables to be local to a construct,
• DO CONCURRENT (a parallel DO construct),
• an increase in the maximum number of dimensions of an array, from 7 to 15,
• additional intrinsic functions for bit manipulation,
• additional mathematical intrinsic functions (e.g. Bessel functions),
• and the ability to pass internal procedures as actual arguments.

Fortran 2008 also contains a number of other minor improvements and new features which make the language easier to use, safer, or more efficient.

Recent Blog Posts

4th NCTU International Finance Conference
7 January 2011, National Chiao Tung University, Hsinchu, Taiwan
NAG is delighted to sponsor this conference on Investment Analysis, Risk Management and Stochastics & Finance. Edward Chou and Ted Lui will be attending the event.

Modeling and Managing Financial Risks
10-13 January 2011, Paris VI University
Francois Cassier and Marcin Krzysztofik will be attending this event.

NAG Quantitative Finance Event
26 January 2011, House of Finance, Goethe University Frankfurt
Speakers: Professor Uwe Naumann, RWTH Aachen. "Fast Greeks by Automating the generation of first- and higher-order adjoints". http://www.nag.co.uk/IndustryArticles/IntroAD.pdf. Professor Grigory Vilkov, House of Finance, Goethe University Frankfurt. Title to be confirmed. Sorin Serban, NAG. "Recent developments from NAG for Quantitative Finance".

The Practical Use Of GPUs To Improve The Performance Of Numerical Code Based Applications
3 March 2011, Illinois Technology Association, Chicago
NAG is co-hosting a technology event with NVIDIA which will detail the use of numerical code on GPGPUs. Implementations of NAG routines on GPUs will be presented to help those who are making use of Graphical Processors to increase the performance of their applications. Full details will be published shortly, however space will be limited. If you'd like to reserve a place please do email us.

One element of NAG's CSE role in HECToR is the provision ofHPC related training courses. The courses are provided free of charge to HECToR users and UK academics whose work is covered by the remit of one of the participating research councils (EPSRC, NERC and BBSRC). Others people may attend on payment of a course fee. Please see the HECTOR eligibility page for more details

Here are the courses being held over the next few months.

Parallel Programming with MPI
19-21 January 2011, University of Bath

Multicore
7 February 2011, University of Warwick

Fortran 95
16-18 February 2011, King's College London

Multicore
5 April 2011, Imperial College London

New NAG product implementations

The NAG Toolbox for MATLAB, Mark 22 is now also available for the following platform:

• Apple Intel Mac64 OS X

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

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