NAG Celebrates 50th Anniversary

May 14, 2020

May 14, 2020 — NAG, provider of numerical libraries for technical computing and a consultancy for the business and technical aspects of HPC, celebrated its 50th anniversary on May 13. Through a series of small blogs posted below, the company is highlighting its accomplishments starting from the moment the company developed a general-purpose algorithm library to its accomplishments with the Fortran 90 Compiler to providing Computational Science and Engineering services to UK supercomputer ARCHER research users.


50 years ago – May 13, 1970 – NAG was founded. In today’s NAGnews we celebrate the company, and those involved, from the Founders, the NAG team, our users, collaborators, and friends. For a small company, we think we make a big impact. Thank you for your support, and here’s to 50 years NAG and beyond!

Brian Ford, Rob Meyer and Adrian Tate reflect on the 50th anniversary in a co-authored blog – read it here NAG at 50 – a note from past and present CEOs.

Algorithms collaboratively developed – providing trusted solutions to industry, academia and research

The NAG project began in 1970 with the solid aim of creating a general-purpose algorithm library. It was founded as an inter-University venture pulling on the talents of many mathematicians of the time. In 1971 the first NAG Library was made available. 50 years later the development of the NAG Library and NAG’s commitment to testing and quality remains at the core of NAG’s work.

An important element of the success of the NAG Library has been the many collaborative projects that have resulted in new algorithms being introduced. There are too many to list in this piece (a more extensive list can be found here) – but highlights over NAG’s history have been: Jack Dongarra and team for their work on BLAS and LAPACK; Maurice Cox (NPL) and colleagues for work on Splines (DASL); also at NPL, Philip Gill, Margaret Wright, Walter Murray and Michael Saunders for their work in Optimization; Ian Gladwell and Larry Shampine (SMU) for RKSUITE; Nick Maclaren (Cambridge) for Sorting; (Leeds) for SPRINT. In recent years this has continued with collaborations with Nick Higham (Manchester) for his work on matrix functions and Nearest Correlation Matrices, Coralia Cartis (Oxford) in Optimization, Rebecca Killick (Lancaster) in Statistics and Kathrin Glau (QMUL) in Implied Volatility.

Adapting NAG Library algorithms to cover programming trends continues in parallel with algorithm development. Python is the latest flavor of NAG Library but the Library can be used in C, C++ and Java to name a few. The next Mark of the Library will be available later this year – with each release we see expansion in key areas such as Optimization, Matrix Functions and Statistics. Discover the many ways that NAG algorithms have transformed projects here.

From the world’s best checking Fortran Compiler to technology licensing NAG’s Fortran Compiler Test Suite to most of the main hardware vendors

NAG developed the worlds’ first Fortran 90 Compiler in the 1990s, which has continued to evolve through many iterations to today’s NAG Fortran Compiler. Proven to be highly accurate and indispensable for its checking capabilities, the associated NAG Fortran Compiler Test Suite is today used by most of the other commercial Fortran Compiler writers and like our compiler continues to be developed in line with the Fortran Standard by its original creator, Malcolm Cohen, NAG Principal Technical Consultant.

Specialist HPC Support for UK Supercomputer to expert HPC service provision to the Oil & Gas industry (and beyond)

NAG provided Computational Science and Engineering (CSE) services to research users of the UK supercomputer ARCHER (then known as HECToR) for nearly seven years beginning in 2006. Building on that 20 FTE effort NAG’s HPC team has grown in expertise and now supports research scientists at one of the world’s largest commercial supercomputers for a major oil & gas company.

Alongside these efforts, NAG’s HPC consulting and services team have provided benchmarking. As each of these customer groups have begun planning and execution of existing workloads to Cloud service providers NAG’s expertise and independence have come into increasing demand with end user organizations, chip manufacturers and Cloud service providers. Beyond HPC applications, many of these same customers have sought NAG’s help in formulating Machine Learning models for entirely new classes of applications.

Where all these activities lead is anyone’s guess in a world turned upside down by a pandemic, but it is clear that NAG’s expertise and independence remain in demand and we continue evolving to help our customers solve some of computing’s most difficult problems.

Early pioneers in Algorithmic Differentiation and bringing Adjoints to finance in collaboration with Professors Mike Giles and Uwe Naumann

NAG has collaborated with RWTH Aachen since the early 1990s in the area of Algorithmic Differentiation (AD) initially focused on Fortran. When NAG collaborator Mike Giles won Risk Quant of the Year for his “Smoking Adjoints” paper, co-authored with Paul Glasserman, NAG together with Uwe Naumann and his team capitalized on the interest from quantitative finance to secure several clients for our AD tool, dco/c++, and related consulting.

Naumann and Du Toit’s early reference paper “Adjoint Patterns in Finance” provides an excellent reference document for quants which together with the constant innovation of our AD tools, including a GPU implementation of dco, has kept NAG at the forefront of AD technologies and consulting. One of NAG’s flagship references is Scotiabank whose CVA team combined cloud computing from Microsoft Azure, NVIDIA GPUs with a broad suite of NAG technology – Algorithmic Differentiation tools dco/c++ & dco/map, the NAG Library including adjoint solvers and in partnership with Xifintiq, Origami for Task Execution on CPU and GPU for on-premise and cloud.

About NAG

NAG is acknowledged around the world as a leader in the provision of numerical libraries for technical computing, and as the trusted source of impartial expertise in the business and technical aspects of HPC. In May 2020, NAG will celebrate 50 years since its formation as an inter-University collaborative venture in the UK. Over the following decades NAG has grown into an international not-for-profit business, working collaboratively with partners in industry and academia to deliver robust algorithms via the flagship NAG Library, and other numerical computing software products. NAG also helps customers around the world in industry, government and academia to deliver the best impact at the best cost from HPC and technical computing, through expert consulting and services, including code performance and scalability, technology evaluation, benchmarking, training, cost models, strategic advice, and more.


Source: NAG

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