|
Latest release of NAG Fortran Library
available with extensive new functionality
NAG is delighted to announce the availability of the
latest NAG
Fortran Library. Now at its 22nd release, the NAG Fortran Library contains
over 1,600 powerful, reliable and flexible algorithms, ready for use from a
wide range of operating systems, languages, environments and packages
including Excel, Java, MATLAB and .NET/C#. The NAG Library is embedded in
thousands of applications at Fortune’s ‘Global 500’ companies and utilized by
instructors at prestigious learning institutions because of its unrivalled
quality, broad applicability and extensive numerical capabilities.
Three new chapters have been introduced into the
Library at Mark 22, Wavelet
Transforms, Global
Optimization, Further Linear Algebra Routines and a new sub-chapter
Option Pricing Formulae. This extensive new functionality adds to further
enhancements of existing areas in the NAG Library namely statistics,
optimization, linear algebra, ordinary differential equations, regression,
random numbers, searching, and special functions.
Supported
NAG
Fortran Library users will receive notification as soon as their
particular implementation/s are made available. If you have specific
questions about the new release please email us.
The
next NAG
C Library release is due later this year together with updates of the NAG
Toolbox for MATLAB and the NAG
SMP Library.
TOP
New Global Optimization routines in the
NAG Fortran Libary explained
As outlined above,
Mark 22 of the NAG
Fortran Library includes a new Chapter, “Global Optimization of a
Function”, which attempts to find the global minimum or maximum, as opposed
to a local minimum. At Mark 22 the chapter contains just one main routine,
which uses a “multi-level coordinate search” method, along with a number of
support routines. Our intention is to expand the functionality of this
chapter in future marks.
The new chapter has
been developed in response to user demand to help solve problems where a
global optimum is vital. The following mini-article
shows the global solver applied to Rastrigin’s function
TOP
NAG Training
Courses: NAG Toolbox for MATLAB and NAG in Excel
NAG is holding free
training courses for the NAG
Toolbox for MATLAB and NAG
in Excel on the 7th May at its Oxford office. The courses will
be repeated on 10th June 2009.
Please note that you can attend both morning and afternoon courses if
you so wish.
Using the NAG
Toolbox for MATLAB
The training will show how using the Toolbox can
enhance your work, and show specific demonstrations of the solution of
problems. Attendees will have the opportunity to get ‘hands-on’ with the
Toolbox and direct questions to the experts who develop the Toolbox and the
NAG Libraries.
The training session is bring your own laptop based
and will start at 9.30am and expected finish time is approximately 12.30pm.
Refreshments and buffet lunch will be provided.
If you would like to attend please visit the training
page on our website for course details and a link to the online
registration form.
Using the NAG
Library from Excel (using VBA)
The afternoon session will focus on the use of the
NAG Libraries from Excel. Attendees will be guided through calling NAG’s
mathematical and statistical routines from Microsoft Excel using VBA via the NAG
Fortran and C DLLs.
The training session is bring your own laptop based
and will start at 1.30 pm and expected finish time is 3.30 pm. Those
attending the Excel course are welcome to join us at 12.30pm for a buffet
lunch.
If you would like to attend please visit the training
page on our website for course details and a link to the online
registration form.
TOP
Supercomputing: What to do if your supercomputing fails
High-performance computing
(HPC) operates at extremes of technological innovation and risk. That
combination makes supplier failure a distinct possibility, but it needn't be
the end of the world.
HPC delivers some of its greatest benefits because
niche providers, or niche divisions of large suppliers, push the limits of
technology and business. But rapid technological innovation, the shortage of
HPC experts and the need for providers to operate at times near the
limits of the possible mean the risk of suppliers disappearing is inevitable.
Users of HPC have always worried about supplier
viability; those concerns are not new to the present economic situation, nor
will they cease when things improve. The trick for the customer is to realise
that supplier failure doesn't matter — providing it is properly managed.
Indeed, turnover in HPC providers is a consequence of the innovation and
technology-chasing that helps make the industry so potent in the first place.
Read
the full article here by Andrew
Jones, Vice-President HPC Business at NAG
TOP
NAG in Financial Mathematics
Day
NAG would like to thank all those that coordinated, presented
and attended the recent NAG in Financial Mathematics Day hosted by Manchester
Business School, University of Manchester. We were delighted that academic
and industry professionals such as Simon Acomb, Nicholas Higham and Mike
Croucher gave such informative lectures.
The
slides from Simon’s lecture can be viewed here ‘Correlation
in practice: products, estimation and importance of being positive
semi-definite’. Simon's slides highlight why the Nearest Correlation
Matrix functionality is such a valuable addition to the NAG Library. Slides of Nicholas Higham’s, Mike
Croucher’s and NAG’s lectures will feature in future editions of NAGNews.
Alternatively if you’d like to see the lecture slides now simply email us.
TOP
Ask the expert!
Question: "I need to
solve a large sparse nonlinear system. How can NAG help me?"
Answer: “Although the NAG
Library does not currently feature routines for solving large sparse systems of nonlinear equations, it is relatively
straightforward to adapt the general sparse nonlinear optimizer from the
"Minimizing or Maximizing a Function" (E04) Chapter to solve sparse
nonlinear systems; here the solution of such systems amounts to finding a
feasible point for an optimization problem whose set of nonlinear constraints
is the nonlinear system to be solved. (Functionality for dense systems exists in the "Roots of One or More
Transcendental Equations" (C05) Chapter. For example, in the NAG
Toolbox for MATLAB, the relevant functions are the c05n* and
the c05p*
families: see C05 Chapter Contents. These dense solvers
are unsuitable for systems with small percentages of nonzero Jacobian
elements.)
The demonstration shown on the webpage
here illustrates how to solve a large sparse nonlinear system using the
function e04vh from the NAG Toolbox for MATLAB,
however the methodology used here also applies to users of the NAG Fortran
and C Libraries.”
Answered
by Mat Cross, NAG Numerical Software Developer.
TOP
Out & About with NAG
April and
May are extremely busy months in NAG’s event calendar! If you’d like to talk
to us about a NAG event or the possibility of hosting a NAG Seminar at your
organisation email us at for
more information.
BAMC
2009
7-9 April 2009, University of Nottingham
The British Applied Mathematics Colloquium welcomes participation from
researchers in any area of applied or applicable mathematics. NAG experts
will be available to talk about recent developments in the NAG Library.
Challenges
in Visualizing Network Enabled Capability
8 April 2009, Integrated System Technologies (Insyte), New Malden
This workshop aims to bring together academia and industry to discuss and
present ideas on developments in the field of visualization and how this may
relate to the move towards Network Enabled Capability by the UK Ministry of
Defence. Jeremy
Walton, NAG Senior Technical Consultant will be speaking about recent
results from the ADVISE
project.
ACCU
2009
22-25 April 2009, Oxford
The Association of C/C++ Users Conference will feature, along with the usual
tracks on development process, C++, Java, dynamic and functional languages -
a special track on patterns, with sessions presented by world class leaders
in their own fields. NAG experts will be on hand to discuss NAG Library
routines for C/C++ developers.
Global
Derivatives Trading & Risk Management 2009
27 April - 1 May 2009, Rome
The largest derivatives conference in the world, the event covers credit;
interest rates; equity; FX; commodities; inflation and volatility
derivatives. The event is unique in its coverage of so many types of
derivatives in over 100 sessions, from the leading practitioners in the
industry. NAG experts will be present at the event.
Fortran
2003 Training
NAG is delighted to support The Fortran Company’s
‘Fortran 2003’ Training Courses being held across the USA. Courses are
generally held over two days and cover a comprehensive range of Fortran 2003
topics and also include exercises given by the globally renowned Fortran
expert, Walt
Brainerd. The NAG Library and NAG Fortran Builder, the integrated
development environment for the Microsoft Windows implementation of the NAG
Fortran Compiler, are used in these courses. For more information about the
courses visit the organisers’
website .
For Fortran training courses outside the USA, please
email us for details.
HECToR
(High End Computing Terascale Resource) Training Courses
Presented by the NAG HECToR Team
A full list of forthcoming HECToR Training Courses
can be viewed on the official HECToR
website here
For more information on any of the above events
visit NAG’s
‘Out & About’ webpage
1. TOP
New NAG Product Implementations
The NAG
Fortran Library, Mark 22 is now available for the following platforms:
1.
Linux
x86-32 using the GNU gfortran 4.3.2 compiler
2.
Linux
x86-64 using the GNU gfortran 4.3.2 compiler
3.
Linux
x86-64 using the Intel Fortran v10.1 compiler
The NAG
Parallel Library, Release 3 is now also available for the following
platform:
2.
Linux
x86-64 using the Intel Fortran v11.0 compiler
TOP
Subscribe/Unsubscribe/Manage Your Account
You have received NAGNews because you:
1. Have registered for the newsletter on the NAG website;
2. Hold a current license to NAG Software;
3. Requested that NAG add you to their mailing list; or
4. Have given NAG permission to send information to you through a survey.
You are free to forward this newsletter to colleagues or to post it to your
company's intranet site. If your colleagues would like to receive this
newsletter, they can either register
online or email
us.
If you no longer wish to receive NAGNews,
follow this link to unsubscribe.
Did you know?
Even though you have opted in to receive informative
information from us, your company spam filters may prevent it from reaching
you. Just one click of your mouse will ensure you always receive your chosen
emails. In your outlook inbox, right click on the e-mail, go down to junk
e-mail and across to select 'add Sender to Safe Senders List'.
TOP
Results Matter. Trust NAG.
|
Press Room 
