Oxford, England — The NAG Fortran Library is the renowned and comprehensive collection of fully documented routines for mathematical and statistical computation used by industry, universities and research institutes worldwide. The latest release, Mark 19, will shortly be available. It contains more than 60 new routines that extend and improve the functionality available in the areas of Fast Fourier Transforms, optimization, eigenvalue problems, sparse linear algebra, statistics, and operations research.
The addition of a sparse nonlinear programming routine to the existing Optimization chapter will be of particular interest to people wishing to solve large scale optimization problems, such as those arising in financial, engineering and aerospace applications.
The Operations Research chapter has been broadened to include solvers for Quadratic Programming problems where selected variables are constrained to be integer. The rapidly expanding Sparse Linear Algebra chapter now contains iterative methods and preconditioners for complex symmetric and non-Hermitian linear systems of equations, which are particularly suitable for the solution of PDE problems. For a full list of the routines in Mark 19 either contact one of the NAG offices or visit our website on http://www.nag.co.uk
The Library is also callable from other languages such as C, C++, Excel and Visual Basic, so users unfamiliar with Fortran can still take advantage of its mathematical capability. Existing NAG Fortran Library customers subscribing to the support service will receive the upgrade to Mark 19 free of charge.