Numerical Algorithms Group's Blog
An Affair with the Java Native Access (JNA)
May 21, 2012
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I was recently speaking to a colleague about my first couple projects here at NAG. The first project was learning to call the Library from Python using c-types (thanks to Mike Croucher’s blog which helped immensely). Next, was a project using the Java Native Interface (JNI), which I had difficulty using. After hearing the above two pieces of information, my colleague recommended I look into Java Native Access (JNA) as it was very similar to c-types in Python. Thus began a brief love affair! I...
Optimization, statistics, big data and business analytics
May 11, 2012
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Last month, we attended the INFORMS 2012 conference in order to learn more about current activities in the field of business analytics, and to present the results of some of the work we've done in this area. The meeting kicked off with a series of interesting technology workshops run by commercial companies as a means of promulgating their software systems; the main insight I got from them was the importance that the community places on high-quality optimization solvers in areas like...
NAG on the Cloud
April 16, 2012
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I have been at NAG for 3 months now and one of my first tasks here was the topic of cloud computing. Customers have been inquiring as to whether they can utilize the NAG library on the hundreds of cores available on Cloud services like Microsoft's Azure and Amazons EC2. Below you will find a preliminary report of calling the NAG Library for .NET on Windows Azure. I began with Microsoft's Cloud Numerics; a .NET analytical library that can easily be scaled out to Windows Azure for large...
How To: Call Brent's Root-Finding Algorithm From C#
April 3, 2012
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As a Senior Technical Consultant for NAG, I answer many customer questions covering many topics. I thought I’d write up one such question I recently received from a NAG C Library user, as the answer may be useful to others. Q: In looking through the C# associated info, I found many examples of InteropService calls from C# to the C Library (CLW3209DA_nag.dll). Have any examples been posted for the "c05" functions, e.g. nag_zero_cont_func_brent_bsrch(c05agc)? A: I'm glad you asked! By the time...
How to worry about everything (and nothing)
March 20, 2012
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Worry - To feel uneasy or concerned about something. In my last post I wrote about managing your e-mail inbox (in the narrow sense) and, more broadly, managing your work and commitments. I ended that last post with this quote: "If you worry about everything, then you don't have to worry about anything." At least one reader suggested that I owed them an explanation and so here it is. You'll recall that I challenged you (and me) to get our e-mail inboxes empty at least once per week in a...
Adding functionality to Excel using the NAG Library for .NET
March 1, 2012
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Much of our work at NAG is devoted to creating new implementations of our numerical libraries and attempting to make their algorithms available from as many languages and packages as possible, so that our users have access to them from whichever environment they're working in. Thus, users of packages such as MATLAB® (and similar packages such Octave), LabVIEW and Maple, and programmers working in languages like Java, Python and Visual Basic (along with, of course, more traditional languages...
Upgrades - hotels, airlines and HPC
February 23, 2012
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I was pointed to this short but interesting blog today: "What's your upgrade?" by @therichbrooks, which makes the point that customers like it when businesses over-deliver on expectations. It is easy to understand what over-deliver might mean for hotels, airlines, rental cars, etc. - upgrades! - but it is equally important for other businesses to consider. In the contexts of High Performance Computing (HPC) and of software, upgrades are a part of the routine. This covers both upgrades to newer...
Self Improvement - An Algorithms for getting to "empty"
February 17, 2012
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Whether we like it or not, at NAG and many other organizations, we live in an "e-mail" culture meaning that e-mails are how we communicate, receive and retain information. For many of us, e-mails also document both what we have done and what we still have to do. If you are like most in this culture, your e-mail inbox is the hub of your work life. I'm going to suggest an inbox "experiment" for you but first, a little fun. One of my favorite ways to get to know someone is to ask how they use...
How to solve a NLLS problem using SQP method in Excel?
February 15, 2012
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NLLS stands for nonlinear least-squares and SQP is sequential quadratic programming. So essentially this is an optimization problem, and everyone knows that NAG Library's chapter e04 is the best place to look for optimization solvers. The appropriate NAG routine in our C Library is nag_opt_nlin_lsq (e04unc). A few weeks ago one of our users contacted NAG and asked for an example program of using e04unc in Excel. NAG and Excel page has quite a few examples and guidelines about using NAG Library...
Girls, Geeks, Twitter and Me.
February 2, 2012
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When I get to work one of the first things that I do each morning is check out what’s happening on my Twitter timeline. One Thursday, a couple of weeks ago, one particular tweet caught my eye. It lead me to a great blog 'Girls can love computing; someone just needs to show them how' about the Manchester Girl Geeks. They are a group who are trying to encourage more girls and women to be interested in maths, science and technology. Being a girl myself, (OK, a woman really), and working...
