point

 

 Remember me

Register  |   Lost password?

 

 

MoneyScience Financial Training: Introduction to QuantLib Development with Luigi Ballabio - September 22-24, London, UK- Click For Further Information

Bookmark & Share

Short Description: The Numerical Algorithms Group (NAG) delivers trusted, high quality numerical computing software and high performance computing (HPC) services

Address: Wilkinson House, Jordan Hill Road, OX2 8DR

City: Oxford

Country: UK

Telephone: +44 (0)1865 511245

Website: http://www.nag.co.uk/

Blog URL: link

Twitter Page:

RSS Feed: link

Joined: June 8th, 2011

Activity

Numerical Algorithms Group wrote a new blog post titled Testing Matrix Function Algorithms Using Identities

Edvin Deadman and Nick Higham (University of Manchester) write: In a previous blog post we explained how testing new algorithms is difficult. We discussed the forward error (how far from the actual solution are we?) and the backward error (what problem have we actually solved?) and how we'd like the backward error to be close to the unit roundoff, u. For matrix functions, we also mentioned the idea of using identities such as sin2A + cos2A = I to test algorithms. In practice, rather than I, we might find that we obtain a matrix R close to I, perhaps with ||R-I||...
(15 days ago)

Numerical Algorithms Group wrote a new blog post titled The Wilkinson Prize for Numerical Software

In honour of the outstanding contributions of James Hardy Wilkinson to the field of numerical software, Argonne National Laboratory, the National Physical Laboratory, and the Numerical Algorithms Group award the Wilkinson Prize for Numerical Software (US $3000). The 2015 prize will be awarded at the International Conference in Industrial and Applied Mathematics (ICIAM) in Beijing, China, August 2015. Entries must be received by July 1, 2014. Additional details on the Wilkinson Prize for Numerical Software and the official rules canbe found at the...
(34 days ago)

Numerical Algorithms Group wrote a new blog post titled C++ wrappers for the NAG C Library

Motivation Occasionally, we recieve requests to make the NAG C Library easier to call from C++. In the past, we found it difficult to build something that would work across all of the code our C++ users write. With the advent of the C++11 standard, many of the key features of the widely used Boost library have been incorporated into the STL, and finally provide a standardized way to address many of the difficulties we've encountered (the code we describe here works with Visual Studios 2010 and later, as well as several different versions of the Intel compiler and gcc). We have created four...
(77 days ago)

About:

The Numerical Algorithms Group (NAG) delivers trusted, high quality numerical computing software and high performance computing (HPC) services. For four decades NAG experts have worked closely with world-leading researchers in academia and industry to create powerful, accurate and flexible software which today is relied upon by tens of thousands of users, companies, and learning institutions as well as numerous independent software vendors.

From multicore workstations to the latest supercomputers, NAG's robust software development products, parallel software engineering services, independent technology consulting and HPC training can support your modelling and computing needs.

News

News: NAG announces support for IBM BlueGene/Q supercomputers

528 days ago - Numerical Algorithms Group

News: Fortran standards editor wins important IEC award

827 days ago - Numerical Algorithms Group

Products

open to followers / 1 followers

The NAG Fortran Library

Numerical Algorithms Group

open to followers / 1 followers

The NAG C Library

Numerical Algorithms Group