NLW6I29DEL is Mark 29.0 of the NAG Library for Windows.
Assuming that you have this installed at C:\Program Files\NAG\NL29\nlw6i29del and are using the Intel C++ Compiler, v.19 or above, here’s how to obtain the C++ wrappers and compile one of the examples

REM Set up the environment for the NAG Library 
"C:\Program Files\NAG\NL29\nlw6i29del\batch\envvars.bat"

REM Download the C++ wrappers
git clone https://github.com/numericalalgorithmsgroup/nagcpp

REM Navigate to examples and compile
cd nagcpp
icl.exe -I include examples\ex_c05ay.cpp /EHs /MD /Qstd=c++11 nag_nag_MD.lib user32.lib -o ex_c05ay.exe

REM Run compiled example
ex_c05ay.exe

Quickstart using NLL6I29DBL for Linux

 
NLL6I29DBL is Mark 29.0 of the NAG Library for Linux.
Assuming that you have this installed at /opt/NAG/nll6i29dbl/ and are using the Bash shell and gcc, v.10.3 or above, here’s how to obtain the C++ wrappers and compile one of the examples

# Set up the environment for the NAG Library
# 64 bit Integers using vendor provided (MKL) BLAS, dynamic linking
source /opt/NAG/nll6i29dbl/scripts/nagvars.sh int64 vendor dynamic

# Download the C++ wrappers
git clone https://github.com/numericalalgorithmsgroup/nagcpp

# Navigate to examples and compile
cd nagcpp/examples/
g++ ex_e04pt.cpp -I../include ${NAGLIB_INCLUDE} ${NAGLIB_LINK} -o ex_e04pt

#Run compiled example
./ex_e04pt

In the above, -I../include is the relative path to the NAG C++ include directory from the examples directory. You will need to include the full path to this directory if you compile from anywhere else. ${NAGLIB_INCLUDE} and ${NAGLIB_LINK} are include and link flags set by the nagvars.sh script for the main Library.

Examples using the NAG C++11 interface

The following examples are also available on the GitHub at https://github.com/numericalalgorithmsgroup/nagcpp/tree/master/examples.

• contfn_brent - locates a simple zero of a continuous function in a given interval using Brent’s method.
• md_gauss - computes an estimate of a multidimensional integral (1 to 20), given the analytic form of the integrand and suitable Gaussian weights and abscissae.
• dim1_spline - determines a cubic spline interpolant to a given set of data.
• dim1_spline_eval - evaluates a cubic spline from its B-spline representation.
• handle_solve_dfls_rcomm - a reverse communication Derivative-free Optimization (DFO) solver for small to medium-scale nonlinear least squares problems with bound constraints.
• handle_solve_bounds_foas - solver for bound-constrained large-scale nonlinear programming (NLP) problems.
• handle_solve_lp_ipm - solver for large-scale linear programming (LP) problems
• handle_solve_socp_ipm - solver for large-scale second-order cone programming (SOCP) problems
• handle_solve_ipopt - solver for large scale nonlinear programming (NLP) problems.
• nlp1_solve - minimize an arbitrary smooth function subject to constraints (which may include simple bounds on the variables, linear constraints and smooth nonlinear constraints) using a sequential quadratic programming (SQP) method.
• real_nmf_rcomm - computes a non-negative matrix factorization for a real non-negative m by n matrix A. It uses reverse communication for evaluating matrix products, so that the matrix A is not accessed explicitly
• quantiles - finds specified quantiles from a vector of unsorted data.
• prob_students_t_noncentral - returns the lower tail probability for the noncentral Student’s t-distribution.
• corrmat_nearest_rank - computes the nearest correlation matrix of maximum prescribed rank, in the Frobenius norm, to a given square, input matrix.
• lars - performs Least Angle Regression (LARS), forward stagewise linear regression or Least Absolute Shrinkage and Selection Operator (LASSO).

Design of the C++ interface

We have written two blog posts that discuss the design principles behind the C++11 interfaces

• Creating C++ interfaces for the NAG Library: Part 1
• Creating C++ interfaces for the NAG Library: Part 2