The NAG Library has been extended with additional algorithms engineered for efficiency on the current generation of computer systems. With new functions in important areas that include optimisation, statistics, matrix operations, PDE and ODE solvers, this update to the NAG Library will benefit particularly software developers whose applications utilise systems with a multiple cores.
Making full use of current computer architectures has required a change in thinking for the numerical computation community. To take advantage of the latest processor and memory configurations, NAG has re-implemented many algorithms so that they are more efficient when running on multiple cores. Additionally, new parallel routines will now appear in the NAG Library. These routines, such as Particle Swarm Optimisation, have been chosen because the algorithm is intrinsically parallel and can be applied to solving important classes of problems.
The newly engineered NAG Library routines will be available in December in two NAG Library packages appropriate to either shared or distributed memory computation.