NAG C Library
The Numerical Algorithms Group (NAG) has added new numerical functionality to its numerical library for C and C++ programmers. Mark 23 of the NAG C Library brings the number of routines to 1,452, and includes two entirely new chapters plus extensions in the areas of statistics, nonlinear equations, wavelet transforms, ordinary differential equations, interpolation, surface fitting, optimisation, matrix operations, linear algebra, large-scale linear systems, and special functions.
The NAG C Library can be used across multiple environments including Excel, Java, Microsoft .NET, Visual Basic. New functionality includes: matrix exponential and functions of symmetric/Hermitian matrices, matrix logarithm, matrix sine, matrix cosine, hyperbolic matrix sine, hyperbolic matrix cosine for real and complex matrices; Nearest Correlation Matrix functionality includes functions for k-factor structure and weights and bounds on the matrix elements; Skip ahead for the Mersenne Twister random number generator; L’Ecuyer random number generator, combining two multiple recursive generators to provide a sequence with good statistical properties and a long period.