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Introduction to QuantLib Development with Luigi Ballabio - London, November 14 - 16th, 2016 -

Numerical Algorithms Group's Blog

Calling NAG Routines from Julia

October 20, 2016 Comments (0)

Julia Computing was founded in 2015 by the co-authors of the Julia programming language to help private businesses, government agencies and others develop and implement Julia-based solutions to their big data and analytics problems. Julia is an open-source language for high-performance technical computing created by some of the best minds in mathematical and statistical computing. Reid Atcheson, Accelerator Software Engineer, NAG, and Andy Greenwell, Senior Application Engineer, Julia...

Fortran Modernisation Workshop - An Attendee's Perspective

July 21, 2016 Comments (0)

Jonathan Cooper, Research Lecturer, Department of Computer Science at The University of Oxford recently attended a Fortran Modernisation Workshop and has posted about the day:   This two day intense workshop covered a vast array of topics related to developing reliable computational science software in Fortran more effectively, yet still retained time for practical work trying these out and discussions between the course leaders and participants. It was attended by 31 students and...

Analysis of performance optimisation service requests: what kind of codes are we helping as part of POP CoE?

June 15, 2016 Comments (0)

by Sally Bridgwater, NAG HPC Application AnalystNAG is a partner in the Performance Optimisation and Productivity Centre of Excellence (POP). POP was created with the aim of boosting the productivity of EU research and industry by providing free of charge services to advise on improving the performance of high performance computing (HPC) parallel software.The POP team consists of six partner organisations from Germany, France, Spain and the UK. Over 30 codes have applied for the POP service so...

Improved Accessibility for NAG’s Mathematical and Statistical Routines for Python Data Scientists

June 3, 2016 Comments (0)

By John Muddle, NAG Technical Sales Support Engineer NAG and Continuum have partnered together to provide conda packages for the NAG Library for Python (nag4py), the Python bindings for the NAG C Library. Users wishing to use the NAG Library with Anaconda can now install the bindings with a simple command (conda install -c nag nag4py) or the Anaconda Navigator GUI.For those of us who use Anaconda, the Open Data Science platform, for package management and virtual environments, this...

Who are the Customers of NAG's Impartial Expert HPC Consulting?

May 17, 2016 Comments (0)

One of the questions I get asked most often while out and about in the HPC community at conferences, or visiting (prospective) customers is: "Who are your HPC consulting customers?". The simple answer to that is most prefer to remain confidential, because they see a competitive advantage from using our HPC advice or services. There are a few we are very proud to be able to name. For example NAG has worked with EPSRC to provide the Computational Science and Engineering Support Service...

Portfolio Credit Risk: New Technical Report

May 11, 2016 Comments (0)

In the latest NAG technical report we examine the main theoretical aspects in some models used in Portfolio credit risk. We introduce the well-known Vasicek model, the large homogeneous portfolios or Vasicek distribution and their corresponding generalizations. An illustrative example considering factors following a logistic distribution is presented. Numerical experiments for several homogeneous portfolios are performed in order to compare these methods. Finally, we use the NAG Toolbox...

Multidimensional Improvements to the NAG Riemann Solvers

April 20, 2016 Comments (0)

The NAG Library contains routines for solving the partial differential equations specific to compressible, ideal fluid flow. These equations are generally written in conservation law form where the conserved quantities are mass density, momentum and total energy of the fluid.  This set of equations can be solved using a finite volume technique that considers each conserved variable as a volume average over a finite volume (typically a small cube) and sums the fluxes (flow rates per unit...

Inspiring future talent - International Women's Day

March 8, 2016 Comments (0)

On International Women’s Day we are delighted to publish an interview with NAG Placement Student, Heather Briggs, in which she speaks about her time at school, what led her to her degree choice, and the challenges and highlights she has experienced along the way.  Heather, can you tell us a little about your school days – which subjects were you drawn to and did you receive encouragement from your teachers to continue with these into higher education? It started quite early for me, I went...

Changepoint Analysis using MongoDB and NAG4PY

February 22, 2016 Comments (0)

Recently, I attended the Alan Tayler Day at St. Catherine’s College, Oxford, organised by the Smith Institute. One of the speakers was Dr Rebecca Killick, of Lancaster University, whose talk highlighted her collaboration with NAG that has led to the inclusion of the PELT algorithm into the NAG Library. Dr Killick's collaboration with NAG started in her student days, when she was the runner-up in the "Take Aim" competition, another event run by the Smith Institute and, this year, sponsored by...

Diversity at NAG: Vision for our future and where we are today

November 16, 2015 Comments (0)

A short time ago my colleague, Andrew Jones, VP HPC Business, introduced me to John West, Director of Strategic Initiatives at the Texas Advanced Computing Center (TACC). Andrew found his blog posts “Diversity in HPC Won’t Improve Until We Start Counting” and his follow up “How One HPC Center Learned to Count” inspiring and suggested we get involved. We were all equally encouraged by John’s work and it gave us the impetus to get behind his initiative by investigating NAG’s Gender...