In this issue:
NAG and Continuum Analytics have recently partnered to provide conda packages for the NAG Library for Python (nag4py), the Python bindings for the NAG C Library. Users wishing to use the NAG Library with Anaconda can now install the bindings with a simple command (conda install -c nag nag4py) or the Anaconda Navigator GUI.
The following is taken from a blog post by NAG Technical Sales Support Engineer John Muddle, who is part of the NAG and Continuum partnership team.
For those of us who use Anaconda, the Open Data Science platform, for package management and virtual environments, this enhancement provides immediate access to the 1,500+ numerical algorithms in the NAG Library. It also means that you can automatically download any future NAG Library updates as they are published on the NAG channel in Anaconda Cloud.
Read the blog here.
A new service from NAG is to be launched at ISC High Performance 2016 next week. The 'NAG Software Modernization Service' solves the porting and performance challenges faced by customers wishing to use the capabilities of modern computing systems, such as multi-core CPUs, GPUs and Xeon Phi. NAG HPC software engineering experts modernize the code to enable portability to appropriate architectures, optimize for performance and assure robustness.
All mainstream current and future computing technology uses parallel processing to promise performance improvements. System architectures have increasingly complex memory hierarchies and performance characteristics. Software must be modified, 'modernized', in order to exploit this hardware complexity to access the potential performance. Un-modernized software risks operating at a severely restricted level of capability.
The service will help customers:
- Get the best performance out of current systems to improve cost-effectiveness and business capability;
- Enable the use of new technologies such as GPUs, Xeon Phi, ARM processors and more;
- Protect the application software's ability to exploit future architectures;
- Achieve software modernization needs with the right balance of cost, quality and time;
- Rely on proven expertise, experience and technology impartiality.
In the previous issue of NAGnews we announced the latest set of new features at Release 6.1 of the NAG Fortran Compiler. We are happy to announce that the Microsoft Windows version of the Compiler, known as NAG Fortran Builder has just recently become available at 6.1. Joining the Windows version is the NAG Compiler for Apple OS X that can now be provided with the same easy to use IDE (Integrated Development Environment) as the Fortran Builder.
Release 6.1, supports OpenMP, Fortran 2008, Fortran 2003 as well as Fortran 95 and prior standards. The IDE, available for Windows Apple OS X includes an integrated GUI debugger, expert in-built help system including a Fortran language guide, colour coding of syntax, a Fortran-aware editor, keyword completion, Pretty Printer Tool (Polish), a Call Graph Generator, an Interface block builder and a Precision unifier. The IDE enables programmers to create models quickly, analyse data and solve problems, swiftly and easily solve runtime errors and to read source code more easily.
Many users of the NAG Library are entitled to use the Compiler in their work depending on the breadth of their software licence. If you'd like to use, or try, the Compiler email us and we will check your licence status or arrange a full product software trial.
As part of NAG's Academic Outreach Programme we are delighted to sponsor various awards for outstanding student work at The University of Manchester. The latest set of winners were presented with their awards at the most recent Manchester SIAM Student Chapter Conference.
NAG Sponsored Best Talk Prize was awarded to Georgia Lynott for "Elastic Wave Scattering in a Lattice Material and the Efficient Evaluation of the Periodic Green's Function"
NAG Sponsored Best Poster Prize was awarded to Pranjal for "An Optimal Solver for Linear Systems Arising from Stochastic FEM Approximation of Diffusion Equations with Random Coefficients"
Georgia Lynott with Craig Lucas (left to right)
Edvin Hopkins with Pranjal (left to right)
Well done to both winners and keep up the good work! Learn more here.
In the latest NAG technical report we examine the main theoretical aspects in some models used in Portfolio credit risk. We introduce the well-known Vasicek model, the large homogeneous portfolios or Vasicek distribution and their corresponding generalizations. An illustrative example considering factors following a logistic distribution is presented. Numerical experiments for several homogeneous portfolios are performed in order to compare these methods. Finally, we use the NAG Toolbox for MATLAB® for implementing prototypes of these models quickly. Read Guillermo's blog here.
NAG is a partner in the Performance Optimisation and Productivity Centre of Excellence (POP). POP was created with the aim of boosting the productivity of EU research and industry by providing free of charge services to advise on improving the performance of high performance computing (HPC) parallel software. The POP team consists of six partner organisations from Germany, France, Spain and the UK. Over 30 codes have applied for the POP service so far since its kick-off in October 2015. I decided to have a look into the details of what types of codes POP is working with and see if any interesting themes emerge. Since this is quite early in the project it will be useful to revisit and see how it evolves over time. Read the blog here.
One of the questions I get asked most often while out and about in the HPC community at conferences, or visiting (prospective) customers is: "Who are your HPC consulting customers?" The simple answer to that is most prefer to remain confidential, because they see a competitive advantage from using our HPC advice or services. Read Andrew's blog here.
Come and see us at various conferences and events over the next few months.
- ISC High Performance
19-23 June 2016, Frankfurt
- 9th World Congress of The Bachelier Finance Society
15-19 July 2016, New York
- Fortran Modernisation Workshop
28-29 July 2016, The University of Southampton
- Advanced Risk and Portfolio Management (ARPM) Bootcamp by Attilio Meucci
15-20 August 2016, New York University
New York University (40 GARP CPD and 40 CFA Institute CE credits and ARPM Certificate®) To register with the Discounted Affiliate Rate go to: Registration, then 1) select Affiliate; 2) click on Next Step; and 3) specify "NAG" in the ARPM-affiliated entity field. Or contact firstname.lastname@example.org.
- Introduction to Modern Fortran Course, delivered by FortranPlus