Release 4 News

New Features of Release 4

This release represents a moderate expansion of NAG fl90 (the NAG Fortran 90 Library). It contains a total of 254 generic documented procedures, of which 43 are new. One new chapter has been introduced:

Chapter 19 - Operations Research

The new areas covered in this release include:

Matrix inversion

Sparse matrices

Sparse non-symmetric linear systems of equations

Chebyshev series

Optimization

Partial differential equations

Operations research

Spectral analysis

In addition, more functionality has been added to the existing sorting, quadrature and optimization modules.

New Modules and Procedures

Twelve new modules have been introduced. These modules contain 41 new generic documented procedures and define six new Library derived types. For more details, please refer to the relevant module document. The new modules are:

Module 4.2: nag_mat_inv - Matrix Inversion

Module 4.3: nag_sparse_mat - Sparse Matrix Utilities

Module 5.6: nag_sparse_prec - Sparse Matrix Preconditioner Set-up and Solve

Module 5.7: nag_sparse_lin_sys - Sparse Linear System Iterative Solvers

Module 8.5: nag_cheb_1d - Chebyshev Series

Module 9.5: nag_uv_min - Univariate Minimization

Module 9.6: nag_nlp_sparse - Sparse Nonlinear Programming

Module 13.2: nag_pde_ell_mg - Multigrid Solution of Elliptic PDE's

Module 13.3: nag_pde_parab_1d - Parabolic PDE's in One Space Variable

Module 19.1: nag_ip - Integer Programming

Module 19.2: nag_short_path - Shortest Path Problems

Module 29.3: nag_tsa_spectral - Time Series Spectral Analysis

The functionality of the following two modules has been extended by introducing two new generic documented procedures.

Module 9.4: nag_con_nlin_lsq - Constrained Nonlinear Least-squares
nag_con_nlin_lsq_sol_1 is a procedure to find a constrained minimum of a sum of squares. It is an enhanced version of the procedure nag_con_nlin_lsq_sol, which will be withdrawn at a future release.

Module 11.3: nag_quad_md - Multidimensional Integrals
A procedure to evaluate multi-dimensional quadrature over a hyper-rectangle using Monte-Carlo methods.

The interface of the following two procedures has been extended:

nag_deallocate (1.1)
To allow the deallocation of storage from structures with types introduced at this release.

nag_reorder_vec (1.4)
To allow the reordering of complex vectors.

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