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July 26, 2012
July 26 -- The Numerical Algorithms Group announces new numerical functionality added to its NAG Toolbox for MATLAB® at the latest release (Mark 23). The new functionality brings the number of functions within the NAG Toolbox to 1535 – making it the world’s largest toolbox for MATLAB. In addition to the 149 new numerical functions, a major enhancement, based on user feedback, focuses on improving ease of use.
The NAG Toolbox for MATLABhas become the toolbox for choice for many MATLAB users due to the extensive mathematical and statistical functionality it contains. Users of the NAG Toolbox can use NAG functions and MATLAB functions co-operatively greatly increasing the numerical capability of the standard system.
New NAG Toolbox mathematical and statistical functionality:
NAG Toolbox for MATLAB Usability (or Interface) Improvements Include:
Parallelised Functions for Multiprocessor/Manycore Systems
In addition to the new functionality and interface improvements, a number of functions have been enhanced to allow them to exploit multiple cores and deliver speed-ups for moderate or large problems. This parallelism is provided in areas including: FFTs; random number generators; partial differential equations; interpolation; curve and surface fitting; correlation and regression analysis; multivariate methods; time series analysis and financial option pricing.
Importantly NAG users are not restricted to working from the MATLAB environment. The same NAG algorithms, in the form of the NAG Library, can also be called, from many different environments including .NET, C, Java and FORTRAN. This flexibility helps NAG’s users to develop larger high performance applications and models based on their MATLAB prototypes.
Talking about the NAG Toolbox for MATLABa leading senior quant said “We deploy production code in C++ embedding the NAG C Library, but often prototype new models in MATLAB before writing our C++ code. Having the same NAG algorithms available in MATLAB and delivered as a numerical library is a real bonus for us”
The NAG Toolbox for MATLABis available for 32-bit and 64-bit Microsoft Windows and 64-bit Linux systems; it will also be available shortly for Mac OS X. 30 day free trials are available. For more information visit http://www.nag.co.uk/numeric/MB/start.asp
[The figure illustrates how the quantile regression routine (new in Mark 23 of the NAG Toolbox for MATLAB) can be used to fit a model to data. Quantile regression is more complicated than the well-known least-squares regression (which aims the approximation of the mean of the response variable), but often results in a more comprehensive analysis of the relationship between variables.]
The Numerical Algorithms Group (NAG) is dedicated to applying its unique expertise in numerical engineering to delivering high-quality computational software and high performance computing services. For over 40 years NAG experts have worked closely with world-leading researchers in academia and industry to create powerful, reliable and flexible software which today is relied on by tens of thousands of individual users, as well as numerous independent software vendors. NAG serves its customers from offices in Oxford, Manchester, Chicago, Tokyo and Taipei, through staff in France and Germany, as well as via a global network of distributors.
Source: Numerical Algorithms Group
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