The NAG Fortran Library
If you need to add mathematical and statistical functionality to your applications or if you have complex mathematical problems to solve, the NAG Fortran Library will provide a host of benefits. The NAG Library provides a solid numerical foundation and serves diverse mathematical areas. It is expertly documented, maintained and supported and is regularly updated with cutting edge algorithmic capabilities.
When Schroders were developing an in-house portfolio construction tool they massively reduced their development time by using NAG routines by creating 20 optimal portfolios in the same time that it used to take to create one. This gave them more time to focus on other value added areas. Learn more
We've selected key highlights from the NAG Library and show in more detail how a particular function or set of functions can be used. To learn more about a specific area/function click on the relevant link below.
- Mixed Integer Nonlinear Programming NEW
- Unscented Kalman Filter NEW
- Further Additions to Nearest Correlation Matrix NEW
- LARS / LASSO / Forward Stagewise Regression NEW
- Change Point Analysis NEW
- Confluent and Gauss Hypergeometric Functions
- Two-stage Spline Approximation to Scattered Data
- Further Additions to Nearest Correlation Matrix
- Heston Model with Term Structure
- Optimization for Non-Negative Least Squares
- Quadratic Eigenvalue Problem
- Inhomogeneous Time Series
- Gaussian Mixture Model
- Best subset
- Matrix Functions
- Multi-start Optimization
- Bound Optimization By Quadratic Approximation
- Linear Quantile Regression
- Sampling with Unequal Weights
- Calling random number generators from a multi-threaded environment
- Skipping Ahead the Mersenne Twister Random Number Generator
- Global Optimization
- Nearest Correlation Matrix
- Partial Least Squares / Ridge Regression
- Search routines
The complete NAG Fortran Library Manual, Mark 25 can be viewed on-line in the following formats:
- HTML: The full manual available as HTML (using HTML5 features such as MathML and SVG in suitable browsers);
- PDF: the same manual as above, consisting of many PDF files, may be browsed via the HTML table of contents pages;
- Single file PDF: the manual as a single PDF file;
- ZIP file: The archive as a ZIP file;
- Windows html help: Windows html help version as a single file;
(Note: due to windows security restrictions the help file may not be read directly from the internet. Save a copy to your local disk, and then read the local copy. Also depending on the Windows version installed you may need to unblock files copied from the internet before they may be used (right click on the help file and select properties then select the "unblock" button).
Advice on viewing and navigating the first three formats can be found in the Online Documentation help document. You are strongly advised to read this document if you wish to try the HTML format.
The two single file formats are more compact than the formats using one file per routine, but of course are a larger download if you only need to view the documentation for a few routines.
The Library is organized into Chapters - each being documented with its own Introduction and Contents list followed by a comprehensive document for each function detailing its purpose, description, list of parameters and possible error exits. Example programs and results are also supplied. All examples are available on-line to facilitate their use as templates for the users' calling programs.
The error bulletin contains a list of errors or other problems which are known to exist in the NAG Fortran Library, along with suggested workarounds where possible.
A full list of routines withdrawn from past marks of the Library has been provided with pointers to the recommended replacement routine.
Support documentation for the installation and use of each implementation of the NAG Fortran Library is available.
Produced by experts for use in a variety of applications, the NAG Library is the largest commercially available collection of numerical and statistical algorithms in the world. With over 1,600 tried and tested routines that are both flexible and portable it remains at the core of thousands of programs and applications spanning the globe. The NAG Library is widely used and trusted because of its unrivalled quality, reliability and portability. Whether it is a single PC or a cluster of the world’s largest supercomputers, the NAG Library has the numerical capabilities to fit your model.
The NAG Fortran Library is available as a Dynamic Link Library (DLLs) for use on Windows systems.
The following table provides a simple mechanism by which you can determine the most appropriate NAG Fortran Library implementation for your needs. The table is organized by grouping implementations firstly by operating system and secondly by compiler; you simply select the combination appropriate to the system that you use. The most important information that you can derive from this is the NAG product code which is located in the rightmost column of each record and is a 10 character string beginning FL.
|DLL (Windows API)||32 bit||FLDLL254ML|
|Intel Fortran||32 bit||FLW3225DCL|
|Intel Fortran||32 bit||FLW3225DEL|
|Intel Fortran||64 bit||FLW6I25DCL|
|Intel Fortran||64 bit (ILP64)||FLW6I24DDL|
|Intel Fortran||64 bit||FLW6I25DEL|
|Intel Fortran||64 bit||FLL6I25DCL|
|Intel Fortran||32 bit||FLLUX25DCL|
|GNU Fortran||64 bit||FLL6A24DFL|
|GNU Fortran||32 bit||FLL3A22DFL|
|GNU Fortran||64 bit (ILP64)||FLL6A23DHL|
|NAG Fortran||64 bit||FLL6A24D9L|
|NAG Fortran||32 bit||FLL3A23D9L|
|PGI f90||64 bit||FLL6A24DPL|
|IBM xlf||64 bit||FLIL622DAL|
Mac OS X
|Intel Fortran||64 bit||FLMI624DCL|
|NAG Fortran||64 bit||FLMI624D9L|
|IBM xlf||64 bit||FLAI623DAL|
|IBM xlf||32 bit||FLAI321DAL|
|NAG Fortran||32 bit||FLAI321D9L|
|Sun f95||32 bit||FLSOL22DCL|
|Sun f95||64 bit||FLSO622DCL|
|Sun f95||64 bit||FLSA622DCL|
Services and Support
NAG’s Technical Support Service is provided by a team of specialists in numerical and statistical software development, in fact the NAG Library and Compiler development team share responsibility for the support of our software. We strongly believe that in order to effectively support complex software the technicians must be both experienced and understand the intricacies of the computational techniques. This conviction is reflected in the composition of the team most of whom are qualified to PhD level and have combined experience of software support in excess of 50 years.
NAG provides accurate, documented, numerical software and services to help you make sure that your results are accurate. The validity of each NAG routine is tested for each platform that it is enabled for. Only when an implementation satisfies our stringent accuracy standards is it released. As a result, you can rely on the proven accuracy and reliability of NAG to give you the right answers. NAG is an ISO 9001 certified organization.
The numerical codes that underpin the results from your software are not future proof. While the mathematics does not change, the codes have a limited lifespan because of new hardware structures, mathematical innovation and changes in application needs. NAG Numerical Services help you and your organization find and implement the optimum numerical computation solutions. NAG works with your team to impart skills and techniques that will help solve your numerical software problems.
Your users, developers and managers can all benefit from NAG's highly regarded training courses. All of the training courses shown below have been delivered successfully either from NAG offices or at client premises. Training courses can be tailored to suit your particular requirements and be targeted to novice, intermediate or experienced levels. Specialized mentoring and development programs are also available for HPC managers.
NAG was founded on collaboration as an inter-University collaborative venture combining the talents of mathematicians and computer scientists. NAG has continued to collaborate with individuals and organizations over the past four decades and today longstanding and new partners are delivering tangible benefits to users and students all over the world.