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NAG Numerical Library

NAG Numerical Library is a computer science topic covered in the lgStudy science library. This page brings together a partial reference excerpt, illustrations, worked examples, real-world applications and a short study plan, so you can understand NAG Numerical Library rather than just read about it. In short: The NAG Numerical Library is a commercial software product developed and sold by The Numerical Algorithms Group Ltd. It is a software library of numerical-analysis routines, containing more than 1,900 mathematical and statistical algorithms.

Key takeaways

  • NAG Numerical Library belongs to computer science; place it in that map before memorising details.
  • Learn the definition first, then one example that makes the definition concrete.
  • Connect NAG Numerical Library to a quantity you can measure, compute or draw — that is where exam questions come from.
  • Reproduce the core statement of NAG Numerical Library from memory before moving on to harder problems.

Reference excerpt

The NAG Numerical Library is a commercial software product developed and sold by The Numerical Algorithms Group Ltd. It is a software library of numerical-analysis routines, containing more than 1,900 mathematical and statistical algorithms. Areas covered by the library include linear algebra, optimization, quadrature, the solution of ordinary and partial differential equations, regression analysis, and time series analysis. Users of the NAG Library call its routines from within their applications to incorporate its mathematical or statistical functionality and to solve numerical problems - for example, finding the minimum or maximum of a function, fitting a curve or surface to data, or solving a differential equation. The NAG Library can be accessed from a variety of programming languages and environments such as C/C++, Fortran,Python, MATLAB, Java, and .NET. A separate library supports Automatic differentiation (AD). The main supported systems are currently Windows, Linux and macOS running on x86-64 architectures; 32-bit Windows support is being phased out. Some NAG mathematical optimization solvers are accessible via the optimization modelling suite.

History The original version of the NAG Library was written in ALGOL 60 and Fortran. It contained 98 user-callable routines, and was released for the International Computers Limited (ICL) 1906A and 1906S machines on October 1, 1971. Three further Marks of the library appeared in the following five years; during this time the ALGOL version was ported to ALGOL 68, with the following platforms being supported: CDC 7600/CYBER (CDC ALGOL 68), IBM 360/370/AMDAHL (FLACC ALGOL 68), ICL 1900 (ALGOL 68R), ICL 1906A/S (ALGOL 68R), ICL 2900 (ALGOL 68RS) and Telefunken TR440 (ALGOL 68C). The first partially vectorized implementation of the NAG Fortran Library for the Cray-1 was released in 1983, while the first release of the NAG Parallel Library (which was specially designed for distributed memory parallel computer architectures) was in the early 1990s. Mark 1 of the NAG C Library was released in 1990. In 1992, the Library incorporated LAPACK routines for the first time; NAG had been a collaborator in the LAPACK project since 1987. The first release of the NAG Library for SMP & Multicore, which takes advantage of the shared memory parallelism of Symmetric Multi-Processors (SMP) and multicore processors, appeared in 1997 for multiprocessor machines built using the Dec Alpha and SPARC architectures. The NAG Library for .NET, which is a CLI DLL assembly containing methods and objects that give Common Language Infrastructure (CLI) users access to NAG algorithms, was first released in 2010.

Current version Mark 29 of the NAG Library includes mathematical and statistical algorithms organised into chapters.

See also List of numerical-analysis software List of numerical libraries

References

External links The NAG Library

Worked examples

Example 1 — a first encounter with NAG Numerical Library

Start with the simplest possible case. Write down what NAG Numerical Library claims or describes in one sentence, then invent the smallest concrete situation in which that sentence is true. In computer science, the smallest case is usually a single object, a single equation or a single measurement. Check that every symbol or term in your sentence has a meaning in that case.

Example 2 — changing one variable

Take the situation from Example 1 and change exactly one quantity: double it, halve it, or set it to zero. Predict what should happen to NAG Numerical Library before you calculate. Comparing your prediction with the result is the fastest way to find out whether you understand the idea or only the words.

Example 3 — an exam-style question

Typical questions about NAG Numerical Library ask you to (a) state it precisely, (b) apply it to given data, and (c) explain a limitation. Practise writing all three answers in under five minutes; the third part is what separates a full-mark answer from an average one.

Applications of NAG Numerical Library

In research
NAG Numerical Library appears in computer science research whenever the underlying quantities have to be modelled precisely. Papers usually cite it as a starting assumption and then explore where it breaks down.
In technology and industry
Engineering practice reuses NAG Numerical Library in design rules, simulations and safety margins. Knowing the idea lets you read a specification sheet and understand why the numbers look the way they do.
In the classroom
NAG Numerical Library is common in secondary-school and first-year university syllabi. It links to neighbouring topics History of computing in the United Kingdom, Numerical libraries, Science and technology in Oxfordshire, so understanding it makes those chapters shorter.
In everyday life
Look for NAG Numerical Library outside the textbook — in sport, cooking, traffic, electronics or the sky above you. An example you found yourself is remembered far longer than one you were given.
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How to study NAG Numerical Library in 20 minutes

  1. Read the reference excerpt below once, without taking notes.
  2. Close the page and write down what NAG Numerical Library means in your own words.
  3. Compare your version with the excerpt and mark what you missed.
  4. Work through the three examples above with pen and paper.
  5. Explain NAG Numerical Library out loud to somebody else — or to Teacher Smith in the lgStudy chat.

Frequently asked questions

What is NAG Numerical Library in simple terms?

The NAG Numerical Library is a commercial software product developed and sold by The Numerical Algorithms Group Ltd. It is a software library of numerical-analysis routines, containing more than 1,900 mathematical and statistical algorithms.

Why does NAG Numerical Library matter?

Because it connects several computer science ideas at once: it gives you a definition you can apply, a quantity you can calculate, and a way to check whether a result is plausible.

How should I study NAG Numerical Library?

Read the excerpt, restate it from memory, then work through the examples and applications listed on this page. The five-step study plan above takes about twenty minutes.

What does this page cover?

It gives you a compact reference excerpt plus original lgStudy explanations, examples, applications and study material on NAG Numerical Library.

Tags

  • History of computing in the United Kingdom
  • Numerical libraries
  • Science and technology in Oxfordshire

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