{"id":824,"date":"2009-03-26T22:38:28","date_gmt":"2009-03-26T21:38:28","guid":{"rendered":"http:\/\/www.walkingrandomly.com\/?p=824"},"modified":"2009-03-26T22:38:28","modified_gmt":"2009-03-26T21:38:28","slug":"mark-22-of-the-nag-numerical-library-released","status":"publish","type":"post","link":"https:\/\/walkingrandomly.com\/?p=824","title":{"rendered":"Mark 22 of the NAG Numerical Library released"},"content":{"rendered":"<p>The first couple of implementations of Mark 22 of the <a href=\"http:\/\/www.nag.co.uk\/numeric\/fl\/fldescription.asp\">NAG (Numerical Algorithms Group) Library<\/a> have been released today.\u00a0 Although written in Fortran, this set of highly regarded numerical routines can be called from many languages including <a href=\"http:\/\/www.nag.co.uk\/doc\/techrep\/index.asp#np3658\">Java<\/a>, <a href=\"http:\/\/www.nag.co.uk\/doc\/techrep\/index.asp#np3665\">Python<\/a> and <a href=\"http:\/\/www.nag.co.uk\/doc\/techrep\/index.asp#tr0208\">Visual Basic<\/a>.\u00a0\u00a0 Products also exist to allow you to call the NAG routines from <a href=\"http:\/\/www.nag.co.uk\/numeric\/MB\/start.asp\">MATLAB<\/a> and <a href=\"http:\/\/www.nag.co.uk\/numeric\/MC\/MCdescription.asp\">Maple<\/a> but these haven&#8217;t been updated yet.<\/p>\n<p>NAG divide the functionality of their library into a series of chapters such as local optimisation, random number generators and smoothing in statistics.  This latest version of the library adds three completely new chapters along with additions to many of the existing ones.  The new chapters are<\/p>\n<ul>\n<li>Wavelet Transforms<\/li>\n<li>Global Optimisation (That&#8217;s right &#8211; GLOBAL optimisation!\u00a0 No longer are you restricted to local optimisation problems)<\/li>\n<li>Further linear algebra support routines<\/li>\n<\/ul>\n<p>Of the 192 new functions that NAG have added to this release some of the ones that caught my eye include<\/p>\n<ul>\n<li>Evaluation of Lambert&#8217;s W function for real values.<\/li>\n<li>A new routine for computing the matrix exponential of a real-valued matrix.<\/li>\n<li>A routine to compute the nearest correlation matrix to a real square matrix.<\/li>\n<li>A suite of routines for evaluating various option pricing formulae.<\/li>\n<li>A new routine for performing ProMax rotations.<\/li>\n<li>Improved quasi and pseudo random number generators.<\/li>\n<\/ul>\n<p>A full description of all of the new stuff can be found on <a href=\"http:\/\/www.nag.co.uk\/numeric\/FL\/nagdoc_fl22\/html\/GENINT\/news.html#NEWS\">NAG&#8217;s website<\/a>.\u00a0 So far you can only get 32bit and 64bit Linux versions of Mark 22 but I expect other versions to be available soon.<\/p>\n<p>I make no attempt to hide the fact that I am a big fan of NAG and their products and this latest release adds a lot of great new functionality. Enjoy!<\/p>\n","protected":false},"excerpt":{"rendered":"<p>The first couple of implementations of Mark 22 of the NAG (Numerical Algorithms Group) Library have been released today.\u00a0 Although written in Fortran, this set of highly regarded numerical routines can be called from many languages including Java, Python and Visual Basic.\u00a0\u00a0 Products also exist to allow you to call the NAG routines from MATLAB [&hellip;]<\/p>\n","protected":false},"author":3,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"jetpack_post_was_ever_published":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":false,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2}},"categories":[4,28],"tags":[],"class_list":["post-824","post","type-post","status-publish","format-standard","hentry","category-math-software","category-nag-library"],"jetpack_publicize_connections":[],"jetpack_featured_media_url":"","jetpack_shortlink":"https:\/\/wp.me\/p3swhs-di","jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/walkingrandomly.com\/index.php?rest_route=\/wp\/v2\/posts\/824","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/walkingrandomly.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/walkingrandomly.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/walkingrandomly.com\/index.php?rest_route=\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/walkingrandomly.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=824"}],"version-history":[{"count":3,"href":"https:\/\/walkingrandomly.com\/index.php?rest_route=\/wp\/v2\/posts\/824\/revisions"}],"predecessor-version":[{"id":827,"href":"https:\/\/walkingrandomly.com\/index.php?rest_route=\/wp\/v2\/posts\/824\/revisions\/827"}],"wp:attachment":[{"href":"https:\/\/walkingrandomly.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=824"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/walkingrandomly.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=824"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/walkingrandomly.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=824"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}