The largest collection of reliable and supported numerical algorithms commercially available
Produced by experts for use in a variety of applications, the NAG Fortran Library has a global reputation for its excellence and, with over 1,700 fully documented and tested routines, is the largest collection of mathematical and statistical algorithms available.
Now at its 24th major release, the NAG Library contains algorithms which are powerful, reliable, flexible and ready for use from a wide range of operating systems, languages, environments and packages including Excel, Java, MATLAB®, .NET/C# and many more.
Note: For multicore systems there are many benefits in using the NAG Library for SMP and Multicore that includes identical algorithms tuned to make best use of the characteristics of multicore processors.
The key numerical and statistical capabilities of the Fortran Library are shown below. To learn more about the latest routines at Mark 24 follow this link. A complete list of the contents of the Library is available here.
- Optimization, both Local and Global
- Linear, quadratic, integer and nonlinear programming and least squares problems
- Ordinary and partial differential equations, and mesh generation
- Solution of dense, banded and sparse linear equations and eigenvalue problems
- Solution of linear and nonlinear least squares problems
- Curve and surface fitting and interpolation
- Special functions
- Numerical integration and integral equations
- Roots of nonlinear equations (including polynomials)
- Option Pricing Formulae
- Wavelet Transforms
- Random number generation
- Simple calculations on statistical data
- Correlation and regression analysis
- Multivariate methods
- Analysis of variance and contingency table analysis
- Time series analysis
- Nonparametric statistics
The software in the library is accompanied by acclaimed online documentation giving you the detailed information you need to carry out your work quickly and effectively.
To ensure that we meet your existing and future requirements, the library is regularly updated with new and enhanced algorithms for use in evolving business areas. If you have suggestions for new routines please contact us.
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 component is tested on each of the machine ranges for which the product is available. Only when an implementation satisfies our stringent accuracy requirements is it released. As a result, you can rely on the proven accuracy and reliability of the components to give you the right answers.