NAG unveils largest collection of numerical functions for C & C++
The Numerical Algorithms Group (NAG) had added over 150 numerical functions for C and C++ developers. Described as 'the largest commercially available collection of numerical algorithms for C and C++', this brings the total of user callable functions to over 1300.
The new release of the NAG Library includes two new chapters on wavelet transforms and global optimisation. A new sub-chapter has also been introduced on option pricing.
NAG says enhancements have been made in the areas of statistics, optimisation, linear algebra, ordinary differential equations, regression, random numbers, sorting and special functions.
With origins in several UK universities, NAG is an Oxford based not-for-profit numerical software development organisation that collaborates with researchers and practitioners in academia and industry. The group claims the mathematical and statistical functions of the NAG Library are 'the most rigorously tested and extensively documented numerical programming components available'.
