In this issue
- The world's largest toolbox for MATLAB updated with extensive new functionality
- Financial Risk Management through High Performance Computing
- NAG Fortran Compiler & Builder support OpenMP at new release
- New Case Study: Performance of VASP Materials Science Code Optimised by NAG's HECToR dCSE Team
- Quality Counts - especially at NAG
- New Technical Article: Using the NAG Library with the Absoft Compiler
- Events and Training Courses
- Recent blog posts
The world's largest toolbox for MATLAB® updated with extensive new functionality
In July NAG announced the new functionality added to its NAG Toolbox for MATLAB® at the latest release (Mark 23). The new functionality brings the number of functions within the NAG Toolbox to 1535 - making it the world's largest toolbox for MATLAB. In addition to the 149 new numerical functions, a major enhancement, based on user feedback, focuses on improving ease of use.
The NAG Toolbox for MATLAB has become the toolbox of choice for many MATLAB users due to the extensive mathematical and statistical functionality it contains. Users of the NAG Toolbox can use NAG functions and MATLAB functions co-operatively - greatly increasing the numerical capability of the standard system.
New NAG Toolbox mathematical and statistical functionality:
- Matrix Operations
- Enhancement to the Nearest Correlation Matrix functionality
- Skip ahead for the Mersenne Twister random number generator
- L'Ecuyer random number generator
- Vectorised Simple Functions
- Two-dimensional Wavelets
- New Optimization Techniques
- Quantile Regression
- Sparse Nonlinear Solvers
There's a whole host of further improvements to the NAG Toolbox - Learn more.
How can I access the NAG Toolbox for MATLAB?
Your workplace or learning institution might have a licence for the NAG Toolbox for MATLAB which would give you access to it. Contact us to see if you are entitled via your licence. If not, there are various purchasing methods - speak to one of our global account managers for more information.
The NAG Toolbox for MATLAB is available for 32-bit and 64-bit Microsoft Windows and 64-bit Linux systems; it will also be available shortly for Mac OS X.
Financial Risk Management through High Performance Computing
NAG is always keen to partner or collaborate with interesting new initiatives and our recent partnership looks set to deliver really positive results for both the participants and wider industry in general.
NAG has been providing numerical algorithms in the form of the NAG Library (and other products) to the finance industry for decades, however slightly less well known are NAG's high performance computing (HPC) services, that are delivered by a team of in-house HPC experts. Because of NAG's experience in both numerical software and HPC services it made perfect sense to partner with the new HPCFinance network. NAG is delighted to provide numerical software and HPC training to HPCFinance researchers to enable their computational finance research.
A little bit about the HPCFinance Network
The HPCFinance network aims to proactively equip young people with the necessary skills to enable them to respond to future requirements and to provide solutions for the effective management of financial risks using HPC techniques. The objective of the network is to help improve the financial strength of banks, pension funds, insurance companies, other financial institutions and hence benefiting households throughout Europe. In achieving its goals, HPCFinance will provide the European finance community with new robust financial models and specialists, with state-of-the-art skills, in computational finance. HPCFinance is a Marie Curie Initial Training Network, funded by the European Commission with the budget of 4,101,000 EUR within the 7th Framework Programme.
NAG Fortran Compiler & Fortran Builder support OpenMP at new release
The NAG Fortran Compiler, together with the associated NAG Fortran Builder development environment for Windows, has been significantly updated. Release 5.3 of both Compiler and Builder now incorporate a large number of Fortran 2003 and some Fortran 2008 features. They also now support the commonly-used features of OpenMP 3.0 - OpenMP is the de-facto standard for parallel programming on shared memory systems.
The NAG Compiler offers developers many valuable checking functions. The compile time error messages help ensure that code complies with the ISO/IEC standard. Messages are informative rather than cryptic and contain context information to assist in identifying the error and rectifying code. Programmers wanting to produce portable, standard-conforming code will benefit from using the NAG compiler to verify their code base.
The NAG Compiler also features many optional run-time checks, including - array bounds, pointer association, pointer references, procedure references, dangling pointers and undefined variables. There are also facilities to trace memory allocation and deallocation and to help identify memory leaks.
Screenshot showing the NAG Fortran Builder "Project Settings" interface for an OpenMP project
New Case Study: Performance of VASP Materials Science Code Optimised
HPC experts from The Edinburgh Parallel Computing Centre and NAG, working under NAG's Computational Science and Engineering (CSE) support service for HECToR, the UK's national academic supercomputing facility, have optimised the performance of the Vienna Ab initio Simulation Package (VASP). VASP is the most heavily-used application on HECToR, and the improvement in its performance enables scientists to study systems of interest in a more efficient fashion, obtaining more accurate results for system properties without increasing their expenditure on computing resources.
Commenting on the distributed CSE project, Dr Ricardo Grau-Crespo of the Department of Chemistry at University College London said: "Recent progress in the development of the VASP code has made possible a very accurate description of the electronic structure of some types of solids (e.g. transition metal and rare earth compounds) for which traditional methods fail. This opens the opportunity for new research in fields like catalysis and electronics. The remaining limitation is in the computation cost of these calculations, in particular given the need to comply with short completion times on HECToR. Achieving good scalability in the parallelisation of the code is essential in order to take advantage of these new developments. This dcse work has significantly expanded the scalability of the VASP code in HECToR by exploiting k-point parallelism, and exciting new research in computational materials science will now be possible thanks to this work".
Learn how the teams optimised the code - read the case study here..
Quality Counts - especially at NAG
Quality is an ever dominant force throughout NAG, hence the slogan'Results Matter. Trust NAG'. To cement our commitment to quality in all that we do, NAG set itself an objective to attain ISO 9001 certification. ISO 9001 is the internationally recognised standard for quality management systems and certification demonstrates that NAG's working practices, procedures and processes have been evaluated and that they conform to the criteria defined in the standard. In October 2011 NAG was officially accredited with ISO 9001 (and ISO 14001 for our Environmental Management System) and going forward will continue to ensure that quality remains at the very forefront of all that we do.
New Technical Article: Using the NAG Library with the Absoft Compiler
The NAG Fortran Library is very popular and users from many different backgrounds request that it be made available to them on their favourite system and using their preferred compiler. Many software vendors adopt a very hard-line and restrict their implementation to cover only a subset of the many possible, however NAG strives to make its numerical routines as flexible as possible by making the NAG Library available for many different platforms and compilers.
In this new technical article, NAG Principal Consultant, David Sayers outlines how to use the NAG Library with the Absoft Fortran Compiler.
Events & Training Courses
International Symposium on Mathematical Programming (Berlin, Germany) - 19-24 August 2012
ISMP is a scientific meeting held every 3 years on behalf of the Mathematical Optimization Society. NAG will be attending this event to talk about the NAG Library and Compiler products.
Actuarial Teachers’ and Researchers’ Conference
11-12 September 2012. University of Leicester.
The Actuarial Teachers' and Researchers' Conference is an annual two-day event hosted by a different university each year. This year's conference is hosted by the University of Leicester, and will enable actuarial practitioners and academics to discuss common interests, and encourage further collaboration. John Holden and Jacques Du Toit of NAG will be speaking during the afternoon of Day One, the topic covers NAG Numerical Software and Tools for the Actuarial Community.
Training Courses Provided by NAG's HECToR Team*
Core Algorithms for High Performance Scientific Computing
25 September 2012
NAG Manchester Office
Fortran 95 5-7 November 2012
University College London
* These HPC training 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). The courses are also open to non-eligible people but will require payment of a course fee. Please see the eligibility page for more details.
Recent blog posts
Keep up to date with NAG's recent blog posts here:
What's new at Mark 23? Linear Quantile Regression
The first of an occasional series of posts highlighting new functionality in the latest release (Mark 23) of the NAG Library. In this post, Lawrence Mulholland, describes linear quantile regression, which has just been added to the collection of regression techniques that is already available in the NAG Library.
What is the point of supercomputers?
NAG's HPC Expert, Andrew Jones ponders this question in his latest post on his dedicated supercomputing blog, HPCNotes.
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