The NAG Toolbox for MATLAB® is the largest and most comprehensive single numerical toolkit that both complements and enhances MATLAB. The NAG Toolbox for MATLAB contains over 1,500 functions that provide solutions to a vast range of mathematical and statistical problems. The functionality contained within this toolbox gives a 'one-stop' solution to your numerical computational needs.
What's new at Mark 24?
Maths and Stats Functionality
NAG's collection of world-class numerical functions which now includes newly developed functionality designed to address many areas including: global optimization, Linear Quantile Regression and option pricing as well as further extensions in established areas such as statistics, local optimization, linear algebra, ordinary differential equations, regression, random number generation and special functions.
"I really like the NAG Toolbox for MATLAB for the following reasons (among others): It can speed up MATLAB calculations (see my article on MATLAB's interp1 function for example), and it has some functionality that can't currently be found in MATLAB."
Michael Croucher, University of Manchester (visit Michael's blog for interesting articles, white papers and related discussion).
"I am impressed by the optimization algorithm provided by the NAG Toolbox for MATLAB. It improves the results for my maximum likelihood estimations for situations where the sample size is small causing non-concentrating likelihood and when the likelihood functions have 'ridges'. Ordinary algorithms, for example Newton gradient search, perform poorly in these situations."
Ning Guo, Warwick Finance Research Institute, University of Warwick, UK
Using the NAG Toolbox for MATLAB strengthens user capability in numerical and statistical areas such as:
Optimization-both local and global optimization solvers (minimization and maximization – finding the optimum)
Ordinary and partial differential equations
Partial least squares and ridge regression
Nearest correlation matrix
Roots of nonlinear equations
Dense, banded and sparse linear equations
Linear and nonlinear least squares problems
Curve and surface fitting and interpolation
Large scale eigenproblems
Large, sparse systems of linear equations
Random number generation
Simple calculations of statistical data
Correlation and regression analysis
Analysis of variance and contingency table analysis
Time series analysis
Each function is accompanied by comprehensive documentation along with advice on selecting the best algorithms and interpreting the results returned.
To ensure that we meet your existing and future requirements, the NAG Toolbox for MATLAB is regularly updated with new and enhanced algorithms for use in evolving business areas, learning and research.
Using equivalent algorithms from C, .NET and Fortran
The algorithms that comprise the Toolbox are also available in our C, Fortran and .NET libraries, which can be called from many environments, and in some cases exploit parallel hardware. Users can port solutions into performance and production applications and still maintain the best numerical accuracy.
Subscription to our dedicated Technical Support Service includes automatic notification of updates and access to our domain experts who are there to assist you with your technical queries or difficulties.
The validity of each Toolbox function is tested on each of the machine ranges for which the NAG Toolbox for MATLAB is available. 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 the functions to give you the right answers.