NAG Numerical Library

NAG Numerical Libraries is a software product sold by The Numerical Algorithms Group Ltd (a non-profit company). The product is a software library of numerical analysis routines. It comprises a collection of 1500 mathematical and statistical algorithms. Areas covered include linear algebra, optimization, quadrature, differential equations, regression analysis, and time series analysis. The code has been contributed by many people.

The software cannot be used stand-alone and must be embeded into other software applications. NAG is currently available in Fortran and the C (gcc) programming languages. Supported operating systems include Windows, Linux (including 64-bit), Solaris, Mac OS X, AIX, HP-UX, IRIX and Tru64.

The routines normally use hardware arithmetic. Arbitrary-precision arithmetic can be used instead, for routines called within Maple.

Time line of Software Releases

1971: Fortran Mark 1

The NAG Numerical Libraries are the oldest and best known product of NAG. NAG Algol 60 and Fortran Libraries, Mark 1, were released in October 1971, for specific ICL mainframe series.

1982: Algol 68 Mark 3

The chapters in the Algol 68 Mark 3 Library:

• A02: Complex Arithmetic
• A04: Extended Arithmetic
• C02: Zeros of a Polynomial
• C05: Roots of One or More Transcendental Equations
• C06: Summation of Series
• D01: Quadrature
• D02: Ordinary Differential Equations
• D04: Numerical Differentiation
• D05: Integral Equations
• E01: Interpolation
• E02: Curve and Surface Fitting
• E04: Minimising or Maximising a Function
• F01: Interpolation
• F02: Eigenvalues and Eigenvectors
• F03: Determinants
• F04: Simultaneous Linear Equations
• F05: Orthogonalization
• G01: Simple Calculations and Statistical Data
• G02: Correlations and Regression Analysis
• G05: Random Number Generators
• H: Operations Research
• M01: Sorting
• P01: Error Trapping
• S: Approximations of Special Functions
• T01: Vector and Matrix Operations
• X02: Machine Constants
• X03: Inner Products

Algol 68 Platforms supported CDC 7600/CYBER (CDC ALGOL 68), IBM 360/370/AMDAHL (FLACC ALGOL 68), ICL 1900 (ALGOL 68R), ICL 1906A/S (ALGOL 68R), ICL 2900(8) (ALGOL 68RS) and Telefunken TR440 (ALGOL 68C)

1983: Vectorized Fortran

The first partially vectorized implementation of the NAG Fortran Library (Cray-1) was released in 1983.

1990: C Mark 1

A C version was launched in 1990, The NAG C Library, Mark 1.

2005: Fortran Mark 22 and C Mark 8

Mark 22 of the Fortran Library was released in March 2009 and Mark 8 of the C Library released in November 2005

2009: C Mark 9

Mark 9 being due for release in 2009.

See also

• List of numerical libraries
• List of numerical analysis software

External links

• NAG Numerical Libraries
• Calling NAG Library Routines from Java