Mathematical and Statistical Algorithms


NAG Library algorithms − performance driven − accurate to the core. Algorithms developed to solve complex mathematical problems quickly and easily. Algorithms that are stringently tested, expertly documented, supported and continually updated with new cutting edge algorithmic functionality. Whether in business critical applications or ground-breaking research,  good numerical algorithms are the difference between success or failure.

Using NAG Library algorithms enables you to easily switch between programming languages giving heightened flexibility and performance – the algorithms are future proofed to ensure accuracy and performance.

Language and Environment Availability

The NAG Library provides ultimate user flexibility. The same algorithmic content is available on all major systems and programming languages. 

Webinar: What's New With the Nearest Correlation Matrix? Completion, Thresholding and Symbolic Adjoints

Royal Society Research Professor Nick Higham and NAG discuss the latest advances in the Nearest Correlation Matrix and show how using the highly anticipated new NAG® Library symbolic adjoint NCM solver can dramatically reduce the runtime and memory footprint required to compute derivatives of the NCM.  

NAG Library Benefits

Speed up development

  • Developing routines is time consuming and costly, using the NAG Library saves time and reduces maintenance costs

Deliver competitive advantage

  • Focus on the innovative and cutting edge functionality of your application that delivers competitive advantage
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NAG Library routines enhance portfolio construction tool

"Using NAG has increased our computational power considerably. We can now create 20 optimal portfolios in the same time it used to take us to create one. NAG has allowed us to concentrate on value-adding enhancements without having to worry about reliability and speed of an optimizer. NAG are true experts in optimization and mathematical algorithms. They have a wide range of numerical functions designed to solve a breadth of problems and have a support team that is committed to helping you achieve the most efficient solution."