The NAG C Library - New functionality
It's all in the detail
Every new release of the NAG C Library brings additions to an already extensive collection of numerical functions. Over 140 new functions have been added at Mark 24.
We've selected highlights from Mark 24 to illustrate the capabilities of a particular function or set of functions and explain how they extend the existing capabilities of the NAG Library.
To learn more about a specific new area/function click on the relevant link below.
- Confluent and Gauss Hypergeometric Functions
- Two-stage Spline Approximation to Scattered Data
- Further Additions to Nearest Correlation Matrix
- Heston Model with Term Structure
- Matrix Functions
- Optimization for Non-Negative Least Squares
- Quadratic Eigenvalue Problem
- Inhomogeneous Time Series
- Gaussian Mixture Model
- Best subset