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Numerical Algorithms Group's Blog

To users of NAG Library Documentation - MathJax

April 26, 2017 Comments (0)

The NAG Library documentation makes use of the MathML format for displaying mathematics within web pages. This is supported natively in the Firefox browser, but for users of other browsers we use the freely available MathJax javascript library. Unfortunately the MathJax consortium is having to shut down its server as detailed here. As detailed in that page, users may instead use a locally installed copy of MathJax, or may use a different freely available server. The copies of the NAG Library...

The women that helped create NAG - International Women's Day 2017

March 8, 2017 Comments (0)

On International Women’s Day 2017 we are proud to highlight three pivotal women that played important roles in forming the Numerical Algorithms Group (NAG).  NAG has been producing numerical software for over 4 decades which is a remarkable achievement given how hardware and algorithms have evolved during this time. Back in 1970 four people got together: Brian Ford, Lecturer at the University of Nottingham (later to become NAG Founder Director); Joan Walsh, University Reader in Numerical...

New Mathematical Optimization Collaboration with the University of Oxford

February 23, 2017 Comments (0)

NAG has recently started an academic collaboration with the Centre for Doctoral Training in Industrially Focused Mathematical Modelling (InFoMM) at the University of Oxford. Lindon Roberts is the main researcher supervised by Coralia Cartis, Associate Professor in Numerical Optimization. NAG is a strong supporter of InFoMM, offering student projects, providing training courses and sitting on the Industrial Engagement Committee. This project focuses on mathematical optimization where...

The New NAG Optimization Modelling Suite

November 9, 2016 Comments (0)

Nowadays a vast majority of optimization solvers can handle very complex problems involving many variables and various types of the constraints with a different structure. Designing an interface for such a solver, which would allow a complex input without compromising the ease of use, is challenging. A new suite of routines, the NAG Optimization Modelling Suite, has been introduced in Mark 26 of the NAG Library to tackle the input of complex problems without forming difficult...

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...