The NAG Numerical Libraries provide a broad range of reliable and robust numerical and statistical routines in areas such as optimization, PDEs, ODEs, FFTs, correlation and regression, and multivariate methods, to name just a few.
1. General information
The following NAG Numerical Components are available:
- NAG C Library: A collection of over 1,000 algorithms for mathematical and statistical computation for C/C++ programmers. Written in C, these routines can be accessed from other languages, including C++ and Java.
- NAG Fortran Library: A collection of over 1,600 routines for mathematical and statistical computation. This library remains at the core of NAG's product portfolio. Written in Fortran, the algorithms are usable from a wide range of languages and packages including Java, MATLAB, .NET/C# and many more.
- NAG SMP Library: A numerical library containing over 220 routines that have been optimized or enhanced for use on Symmetric Multi-Processor (SMP) computers. The NAG SMP Library also includes the full functionality of the NAG Fortran Library. It is easy to use and link due to identical interface to the NAG Fortran library. On his part, the NAG SMP library uses routines from the BLAS/LAPACK library.
- NAG SMP for the Xeon Phi Coprocessor Library: developed in conjunction with Intel to harness the performance of the Intel Xeon Phi coprocessor. Many of the algorithms in this Library are tuned to run signicantly faster on the coprocessor both in offoad or native modes.
- NAG Parallel Library: A high-performance computing library consisting of 180 routines that have been developed for distributed memory systems. The interfaces have been designed to be as close as possible to equivalent routines in the NAG Fortran Library. The components of the NAG Parallel Library hide the message passing (MPI) details in underlying tiers (BLACS, ScaLAPACK).
- NAG Toolbox for MATLAB: A large and comprehensive numerical toolkit that both complements and enhances MATLAB. The NAG Toolbox for MATLAB contains over 1,500 functions that provide solutions to a vast range of mathematical and statistical problems.
2. How to access the software
To use the NAG components you have to load the LIBRARIES module environment first. To find out which versions of NAG libraries are available, use "module avail nag". To set up your environment for the appropriate version, use the "module load" command, e.g. for the NAG Fortran library (Mk23):
module load LIBRARIES
module avail nag
module load nag/fortran_mark23
The NAG Toolbox for MATLABis tightly integrated into appropriate MATLABversions, so you do not need to load any additional modules. (Available on request).
See the Primer (Chapter 9)