NAG C Library
Sophisticated reusable software components for mathematical and statistical computation.
English
Supported Technologies
DEC OpenVMS,
HP/UX,
Linux,
Silicon Graphics IRIX,
Solaris/Sun OS,
Windows 95/98/ME,
Windows XP/2000/NT
Software
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Pricing
Users (# of seats), Server, System, Module
895 to 2870
naginfo@nag.com
630-971-2337
Additional Product Information
The NAG C Library, Mark 6, provides C and C++ programmers with nearly 450 world-class numerical algorithms in a broad range of mathematical and statistical areas. The latest release of the NAG C Library, Mark 6, is enhanced with nearly 60 new user-callable algorithms in statistics, sparse optimization, polynomial root finding and special functions. The new nonlinear sparse optimizer is designed for people wishing to solve large-scale optimization problems, such as those arising in the finance, engineering and aerospace industries. A sparse optimizer is much more appropriate when the models are large, as it uses less memory and results in faster performance. In finance, this algorithm will enable portfolio managers to optimise portfolios that contain a large number of different assets, using more complicated models than the standard Markowitz model. In response to users' requests for greater coverage of statistics, more than 30 new functions in ANOVA, nonparametric statistics, survival analysis and time series analysis (including GARCH) are included. The new nonparametric statistical algorithms enable scientists and engineers to make more robust decisions, as a result of making fewer assumptions in their data analysis.