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A new release of the well known NAG (Numerical Algorithms Group) C Library may not be as exciting as a new iPhone, but it's where a lot of the real work gets done.
The new release of The NAG Library includes two new chapters on wavelet transforms and global optimization. A new sub-chapter has also been introduced on option pricing. Enhancements have been made in the areas of statistics, optimization, linear algebra, ordinary differential equations, regression, random numbers, sorting, and special functions.
For a full list of new features see:
http://www.nag.com/numeric/cl/newatmark9.asp
A total of over 150 functions have been added making a total of well over 1300 user-callable functions in the new release.
NAG is a not-for-profit organisation developing numerical and technical software with close links with academic institutions and industry.
For more information: http://www.nag.com/numeric/CL/CLdescription.asp
Further reading
NAG for GPGPU
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