NAG Expands Its C and C? Algorithms
The organization adds over 150 new functions to its library in the areas of statistics, optimization, linear algebra, and others.
Numerical Algorithms Group (NAG) has added over 150 new functions to its NAG C Library, a commercially available collection of numerical algorithms for C and C?. The C Library now contains over 1,300 user-callable functions.
The Numerical Algorithms Group is an Oxford, UK-headquartered not-for-profit numerical software development organization that collaborates with researchers and practitioners in academia and industry.† NAG is celebrating its 40th anniversary this year.
The latest contribution of algorithms from NAG includes two chapters on wavelet transforms and global optimization. A new sub-chapter has also been introduced on option pricing.
According to NAG, improvements have been made in the areas of statistics, optimization, linear algebra, ordinary differential equations, regression, random numbers, sorting, and special functions.
A complete listing of the mathematical and statistical functionality in the new NAG C Library is available via NAG’s Web site.