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.

The .NET Framework

The Microsoft .NET Framework provides a managed “Common Language Runtime” in which several languages (VB.NET, C#, F#, C++/CLR. and others) may be used and may reference code compiled in any of the other languages.

The original Frameworks (Frameworks 1 – 4) were Windows-specific, however, the current version, known as .NET 5, is open source and available for Windows, Linux and macOS.

NAG Library .NET Declarations (C# and VB.NET wrappers)

For most new projects we recommend using the declarations for .NET, available to download as source. These are usable with Framework 4 and also current .NET Core releases such as .NET 5.

The Microsoft .NET class, System.Runtime.InteropServices, enables declarations that allow the managed code to access functions from a native compiled library such as the NAG Library.

The declarations are provided in C# and VB.NET syntax in several formats eg `flcsdnet64.cs` which are the C# declarations for 64bit Windows, using 32bit integers.

NAG .NET Library

For the older Windows .NET Framework 4, NAG supplies the NAG .NET Library Try, Documentation. This is supplied as a compiled library with around 500 methods based on Mark 24 of the NAG Library, fully documented with examples for each case.

Languages and Environment Availability

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

NAG Library benefits
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Quicker development

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

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Competitive advantage

Focus on the innovative and cutting edge functionality of your application that delivers competitive advantage

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Expert technical support

NAG experts deliver Technical Support to ensure you gain the maximum from your NAG Library licence

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New algorithmic functionality

The NAG Library is regularly updated with new algorithmic functionality and performance improvements on existing routines

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."