NAG Library Latest Content
What's new?

We have selected the new functionality in the NAG Library and show in more detail how a particular routine or set of routines can be used:

Faster Data Fitting (Calibration): Mini Article, GitHub Examples

Fast Implied Volatilities: Mini Article

Solving Convex and Non-convex Quadratically Constrained Quadratic Programming (QCQP) Problems: Mini Article

Solving Convex Problems with Second Order Cone Programming (SOCP): Mini Article, Technical Poster & GitHub Examples

Derivative-free Optimization Solver for Calibration Problems: Technical Poster & Mini Article 

First-order Active-Set Method for Nonlinear Programming: Mini Article, GitHub Examples

Nearest Correlation Matrix: Technical Poster, GitHub Examples & Mini Article 

Randomized Numerical Linear Algebra (RNLA) Algorithms: Technical Poster 

Non-negative Matrix Factorization for Analysing High-dimensional Dataset: Slide Deck & GitHub Examples 

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"The code is highly reliable. The NAG Library contains some of the best algorithms available"

Fred Hickernell, Professor, Illinois Institute of Technology