The NAG Library for Fortran

Algorithms that work for your applications. Flexible to the core.
Performance and accuracy

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.

Can you afford not to use NAG's algorithmic expertise?

NAG Library Interfaces

NAG Library algorithms are inherently flexible – they can be called from an extensive range of languages including C and C++, VBA, Python, Java, .NET and Fortran. The core NAG Library is provided as a set of generic interfaces:

  • the FL Interface − interfaces that utilise only simple types which makes them suitable for calling from multiple languages, including Fortran, C, C++, VBA and others;
  • the CL Interface, NAG's set of C Library interfaces; and
  • the NAG AD Library interfaces to support Algorithmic Differentiation.

The use of NAG Library algorithms enables you to easily switch between programming languages providing heightened flexibility and performance – the algorithms are future proofed to ensure accuracy and performance.

Available for all these languages and environments

C++ | Python | Fortran | C | Java | MATLAB | C# and .NET | Excel and VBA | SMP & Multicore | Xeon Phi | Other languages & environments

Optimization, Sparse Linear Algebra, Nearest Correlation Matrix, Changepoint Analysis, Kalman Filter, Quantiles and more – it’s all in there.

We've selected key highlights from the NAG Library and show in more detail how a particular function or set of functions can be used. To learn more about a specific area/function click on the relevant link below.

Quick tour of the NAG Toolbox for MATLAB

NAG Library Algorithms Provide Numerics for Helicopter Design & Analysis

Much of the code developed by Leonardo Helicopters’ in-house team is written specifically for analysing helicopter behaviour, and therefore requires specialist knowledge in designing algorithms and code. This process is greatly assisted by accessing NAG Library routines which, due to their longstanding widespread use throughout industry, the team place full confidence in. 

Speed up time to market / application development
Deliver competitive advantage
Thread Safety
Growth strategy
Product Details

The NAG Library Manual, Mark 27 is available in the following formats:

  • HTML: the full, online manual;
  • ZIP file: the archive as a ZIP file.

The Library consists of a number of generic interfaces:

  • the FL interface, a standard set of interfaces that utilise only simple types which makes them suitable for calling from a wide range of languages, including Fortran (NAG's traditional Fortran Library interfaces), C, C++, VBA and others;
  • the CL Interface, NAG's traditional set of C Library interfaces;
  • and the NAG AD Library interfaces to support Algorithmic Differentiation.

In addition to the generic interfaces described in this manual, NAG supports interfaces tailored to specific environments and programming languages, including Python, Java, .NET and MATLAB®.

The Library is organized into Chapters – each being documented with its own Introduction and Contents list followed by a comprehensive document for each function detailing its purpose, description, list of parameters and possible error exits. Example programs and results are also supplied. All examples are available online to facilitate their use as templates for the users' calling programs.

The NAG Library Manual - prior releases

Previous releases of the NAG Library Manual are available from here

Installer's Notes and Users' Notes

Support documentation for the installation and use of each implementation of the NAG Library is available.

Produced by experts for use in a variety of applications, the NAG Library is the largest commercially available collection of numerical and statistical algorithms in the world. With over 1,600 tried and tested routines that are both flexible and portable it remains at the core of thousands of programs and applications spanning the globe. The NAG Library is widely used and trusted because of its unrivalled quality, reliability and portability. Whether it is a single PC or a cluster of the world’s largest supercomputers, the NAG Library has the numerical capabilities to fit your model. The NAG Library is available for use with many programming languages and for many platforms and operating systems.

The NAG Fortran Library is available as a Dynamic Link Library (DLLs) for use on Windows systems.

Services and Support

Outstanding service and support from our expert team
First line technical support when you need it

NAG’s Technical Support Service is provided by a team of specialists in numerical and statistical software development, in fact the NAG Library and Compiler development team share responsibility for the support of our software. We strongly believe that in order to effectively support complex software the technicians must be both experienced and understand the intricacies of the computational techniques. This conviction is reflected in the composition of the team most of whom are qualified to PhD level and have combined experience of software support in excess of 50 years.

NAG accuracy is quality assured

NAG provides accurate, documented, numerical software and services to help you make sure that your results are accurate. The validity of each NAG routine is tested for each platform that it is enabled for. Only when an implementation satisfies our stringent accuracy standards is it released. As a result, you can rely on the proven accuracy and reliability of NAG to give you the right answers. NAG is an ISO 9001 certified organization.

Reap the benefits of NAG expertise

The numerical codes that underpin the results from your software are not future proof. While the mathematics does not change, the codes have a limited lifespan because of new hardware structures, mathematical innovation and changes in application needs. NAG Numerical Services help you and your organization find and implement the optimum numerical computation solutions. NAG works with your team to impart skills and techniques that will help solve your numerical software problems.

Expert teaching and instruction from numerical experts

Your users, developers and managers can all benefit from NAG's highly regarded training courses. All of the training courses shown below have been delivered successfully either from NAG offices or at client premises. Training courses can be tailored to suit your particular requirements and be targeted to novice, intermediate or experienced levels. Specialized mentoring and development programs are also available for HPC managers.

Working in collaboration with industry and academia

NAG was founded on collaboration as an inter-University collaborative venture combining the talents of mathematicians and computer scientists. NAG has continued to collaborate with individuals and organizations over the past four decades and today longstanding and new partners are delivering tangible benefits to users and students all over the world.