NAGNews 98, 29 June 2011


New release of the NAG Fortran Library now available

NAG is delighted to announce the availability of the latest NAG Fortran Library. Now at its 23rd release, the NAG Fortran Library contains over 1,700 powerful, reliable and flexible algorithms, ready for use from a wide range of operating systems, languages, environments and packages including Excel, Java, MATLAB and .NET/C#. The NAG Library is embedded in thousands of applications that are in use within Fortune 500 companies and is utilized by instructors at prestigious learning institutions around the world because of its unrivalled quality, broad applicability and extensive numerical capabilities.

Over 100 new user-callable routines have been added at this release. More specifically, new and extended functionality has been incorporated into Library chapters on statistics, optimization, wavelet transforms, nonlinear equations, ordinary differential equations, interpolation, surface fitting, matrix operations, linear algebra, and special functions. For example, the already extensive optimization chapters have been extended with new methods, new base generators augment the broad existing range of random number generators; and the interpolation chapter now includes routines for four- and five-dimensional data.

Supported NAG Fortran Library users will receive notification about how to upgrade to the new release as soon as their particular implementations are made available. If you have any questions please email us.

The next releases of the NAG Toolbox for MATLAB and the NAG Library for SMP & Multicore will be available later this year. The next NAG C Library release will be in 2012.

Further information about specific features which are newly available at Mark 23 of the NAG Fortran Library will be presented in future editions of this newsletter.

NAG Optimisation routines now available as an R Package

R is a programming language and software environment for statistical computing and graphics. NAG has now produced a trial version of the optimization Chapter (E04) as an R Package to see if it is of useful to those of you who work in R.

This R package is available from our website. Please let us have your comments and suggestions.

Note: Many NAG routines can be called from R via a 4 step process which is described here.

International Supercomputer Conference 2011

NAG participated in the ISC event this month. (19-23 June 2011. Hamburg)

NAG was involved in the Analyst Crossfire session. The other panellists were from the Tokyo Institute of Technology, HLRS (the High Performance Computing Center in Stuttgart) and Bull. More details can be found at

NAG also contributed to the session on 'Data?Parallelism/SIMD for HPC' which looked at how to best utilize modern hardware technologies with respect to vectorization and data-parallelism at the level of the core, processor, node and cluster. More details are available at

Live Webinar

A recording of our latest live webinar, titled ‘NAG, optimization and finance’, has been added to the selection on the webinars resource page

Please let us have any comments or questions on the material presented here.

A view of the NAG Library

Read the latest independent review of the NAG Library for .NET on the i-programmer site:

'... the temptation is to always do it yourself. You have the paper that describes the method so why not just implement it from scratch? After all it can't take long as numerical programs are never complicated or run to many lines.

Yes, I have done it myself and well remember the hours of work spent testing and finding the bugs in my principal components (eigenvalue) routine and at the end of the day did I really trust it? '...

NAG and Intel(R) MIC

NAG has been working closely with Intel Corporation on the evaluation of the suitability of Intel® Many Integrated Core (MIC) architecture for advanced numerical computation.

... 'We have been able to produce working NAG routines quickly on the "Knights Ferry" platform’ said Mike Dewar, the Chief Technical Officer for NAG. ‘It certainly seems that this architecture will be very attractive to users...'

Please read more details here

C++ and using Object fields with NAG Library for .NET

Recently, we had a question from a user of the NAG Library for .NET. He wondered whether it was possible to use methods from objects rather than static methods as callback parameters to the NAG methods. The library was designed to do this, but there are not many examples of this in the documentation. In addition, the user was coding in C++/CLR and we currently have no examples of using the library in this environment. To see how to use object fields when invoking NAG methods from within C++/CLR (though the results can be translated to other environments), take a look at

Training courses available for CUDA and OpenCL
NAG now runs two new GPU Programming Courses:

An introduction to the development of CUDA programs for NVIDIA GPUs.
An introduction to writing OpenCL programs for GPU and multicore CPUs.

Further details can be found here.
For availability, prices and other details please get in touch.

Recent Blog Posts

Storing Banded Matrices for Speed
Now hear this (how to record a webinar)
.NET examples: C++ and using Object fields
Programming gnuplot

Out & About with NAG

Quant Congress USA
12-14 July 2011, New York
Quant Congress will reveal the most cutting-edge research and innovations across the quantitative analysis, trading, risk management and investment markets. Bridging the gap between theoretical perspectives and practical challenges, this annual event is widely recognized as the meeting point for top practitioners and leading academics in the quantitative finance community. It will shed new light on the models and strategies gaining importance in challenging market conditions. We will be exhibiting once again this year, and look forward to welcoming you.

Advances in Numerical Computation: A Workshop in Honour of Sven Hammarling
5 July 2011, Manchester
This workshop presents recent advances in several areas of numerical computation. It is being held to honour Sven Hammarling on the occasion of his 70th birthday. Sven is a Senior Honorary Research Fellow in the Numerical Analysis Group at the University of Manchester, and a Principal Technical Consultant at NAG.

ICIAM 2011
18-22 July 2011, Vancouver
The International Council for Industrial and Applied Mathematics (ICIAM) is a worldwide organisation for professional applied mathematics societies, and for other societies with a significant interest in industrial or applied mathematics. The Council works to advance the applications of mathematics in all parts of the world. NAG is delighted to be sponsoring this event; we will be available at our exhibition stand, and look forward to meeting with you.

HECToR Training Courses by NAG’s HPC Team

Here are the courses being held over the next few months. Details of how to attend can be found on the HECToR website .

19-21 September 2011
Fortran 95

26-30 September 2011
Algorithms for High Performance Scientific Computing

11-13 October 2011
Object-Oriented Programming in Fortran 2003

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 also available for the following platforms:

  • Microsoft Windows 32-bit, using the Intel Compiler
  • Microsoft Windows 64-bit, using the Intel Compiler
  • Microsoft Applications, using 32-bit Window DLL
  • Linux 64-bit, using the Intel Compiler

The NAG C Library, Mark 9 is now also available for the following platforms:

  • Linux 64-bit, using the gcc Compiler
  • Linux 32-bit, using the Intel 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 http://www.<%=nagsite%>/doc/inun.asp

NAGNews - Past Issues

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