The NAG C Library

Description:

The largest commercially available collection of numerical algorithms for C

The NAG C Library is the largest and most comprehensive collection of mathematical and statistical algorithms for C and C++ programmers available today. Organizations all over the world rely on the NAG C Library because of the quality and accuracy the software gives to their work.

Containing more than 1,100 functions covering a wide range of mathematical and statistical areas, NAG C Library contains algorithms which are powerful, reliable, flexible and ready for use from a wide range of operating systems, languages, environments and packages including Excel, Java, MATLAB, .NET/C# and many more.

NAG Library Contents

The key numerical and statistical capabilities of the C Library are shown below. To learn more about the new chapters and improved routines at Mark 9 follow this link. A complete list of the contents of the Library is available in the online manual.

Key Features

• Optimization - local and global optimization solvers
• Ordinary and partial differential equations
• Wavelet transforms
• Option pricing
• Partial least squares and ridge regression
• Nearest correlation matrix
• Quantiles
• Mesh generation
• Numerical integration
• Roots of nonlinear equations (including polynomials)
• Dense, banded and sparse linear equations
• Eigenvalue problems
• Linear and nonlinear least squares problems
• Special functions
• Curve and surface fitting and interpolation
• Large scale eigenproblems
• Large, sparse systems of linear equations
• Random number generation
• Simple calculations of statistical data
• Correlation and regression analysis
• Multivariate methods
• Analysis of variance and contingency table analysis
• Time series analysis
• Nonparametric statistics
• Copulas
• Mixed effects regression
• Stepwise linear regression

Brief description: The largest commercially available collection of numerical algorithms for C

Tags: optimization, ordinary and partial differential equations, wavelet transforms, option pricing, partial least squares and ridge regression, nearest correlation matrix, quantiles, mesh generation, numerical integration, roots of nonlinear equations, dense, banded and sparse linear equations, eigenvalue problems, linear and nonlinear least squares problems, special functions, curve and surface fitting and interpolation, large scale eigenproblems, large, sparse systems of linear equations, random number generation, simple calculations of statistical data, correlation and regression analysis, multivariate methods, analysis of variance and contingency table analysis, time series analysis, nonparametric statistics, copulas, mixed effects regression, stepwise linear regression

Website: http://www.nag.co.uk/numeric/cl/CLdescription.asp