Calling the NAG (Numerical Algorithms Group) C library from Octave
The Numerical Algorithms Group (NAG) produce some of the best mathematical libraries money can buy (and no…I don’t work for them – I’m just a very happy customer). Although they are written in C and Fortran it is possible to use them in almost any programming environment you care to mention – I’ve personally used them with both Python and Visual Basic for example as well as making extensive use of their toolbox for MATLAB.
More recently, Anna Kwiczala of NAG has written an article demonstrating how to use them in the free, open source MATLAB-like package, Octave. Head over there to check it out.
Let me know if you are a user of the NAG library as I’d quite like to swap notes.
Its also worth checking out the HSL libraries if your problem is Sparse. They’re free to use if you’re an academic.
We’re probably looking to implement more matlab/octave/python interfaces in the near future – what is likely to be the most useful?
Hi Johnathan
I’ve never come across the HSL libraries before but a quick look through the documentation suggests that they are potentially rather useful and will be contacting them soon to see if I can get a copy. As for which interfaces you should aim for – I can only go on what people ask about the NAG library at Manchester and I would say that in order of ‘Number of enquiries’ it goes like
-MATLAB
-Excel via VBA (yes I know…who would have thought it! – these are typically finance people doing stochastic simulations)
-java
-python
I have excluded C and Fortran since the NAG libs are written in C and Fortran and no one ever bothers telling me if this is how they are going to use them.