NAG Library Extended
Written by Alex Armstrong   
Tuesday, 19 May 2015

The Numerical Algorithms Group (NAG) has released an updated version of its library of  mathematical and statistical routines. Mark 25 adds more than 80 additional routines, bringing the total to over 1800.

If you want to add mathematical and statistical functionality to your applications, or if you have complex mathematical problems to solve, you can either start from scratch to implement the algorithm you need, or you can look for an off-the-shelf solution.

This is where the NAG Library comes into the picture and with so many numerical routines included (over 1800) it is very likely to include something useful.

You don't just get the code. Each routine has documentation providing background information and function specification. NAG documentation also guides users, via decision trees, to the right function to solve their problem. Example programs are included for all routines and in cases where a specific example program requires any input, test data and a helpful expected results file is available.

The library is available in many languages across several platforms:



New routines in Mark 25, some of which are in resonse to customer requests, include:

  • Change Point Analysis

  • High Dimensional Quadrature using Sparse Grids

  • Unscented Kalman Filter

  • Bandwidth Reduction of Sparse Matrix by Reverse Cuthill-McKee Reordering

  • Least Angle Regression (LARS), Least Absolute Shrinkage and Selection Operator (LASSO) & Forward Stagewise Regressionnaglasso 

Mark 25 also has many new matrix functions; extended functionality in the area of computing the nearest correlation matrix; solutions to the classical Travelling Salesman Problem and a new chapter on OpenMP utilities.

If you are not already a customer you can request a trial version from NAG Software Trials.





More Information


NAG Library

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.NET Version of Mathematical Algorithms

How to number crunch - NAG for .NET 


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Last Updated ( Tuesday, 19 May 2015 )