The NAG C-Library, a large collection of numerical algorithms for C and C++ that is widely used for scientific research application development, has now been expanded by the Numerical Algorithms Group (NAG) with the addition of more than 150 functions for a total of more than 1,300 user-callable functions, many of which are key to a wide array of scientific disciplines with computationally-intensive areas of research.
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. 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, the Numerical Algorithms Group is an Oxford, UK-headquartered not-for-profit numerical software development organisation that collaborates with world-leading researchers and practitioners in academia and industry.