STATISTICS

NAG Toolbox for Matlab (Mark 24)

NAG Toolbox for Matlab (Mark 24) - Numerical Algorithms Group

5 November 2013

Numerical Algorithms Group

The Numerical Algorithms Group has announced the latest release of its NAG Toolbox for Matlab to Mark 24, which NAG says is the world’s most comprehensive single Toolbox for Matlab. More than 130 new functions have been integrated into the Toolbox at Mark 24, bringing the total of maths and stats functions to 1,500.

A new global optimisation function for nonlinear sum-of-squares problems with nonlinear constraints uses a method which can be configured to return the best few minimum points found, and is designed to complement the general nonlinear global optimisation multi-start function introduced at Mark 23. Further features include non-negative least squares (local optimisation), nearest correlation matrix, inhomogeneous time series, Gaussian mixture model, confluent hypergeometric function (1F1), and real sparse eigenproblems.

The NAG Toolbox for Matlabis available for 32- and 64-bit Microsoft Windows and 64-bit Linux systems, and will also be made available for Mac OS X.

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