What is it all about?
NAG Fortran Library has a global reputation for its excellence and, with hundreds of fully documented and tested routines, is the largest collection of mathematical and statistical algorithms available.
Key Features
Optimization, both Local and Global Linear, quadratic, integer and nonlinear programming and least squares problems Ordinary and partial differential equations, and mesh generation Solution of dense, banded and sparse linear equations and eigenvalue problems Solution of linear and nonlinear least squares problems Curve and surface fitting and interpolation Special functions Numerical integration and integral equations Roots of nonlinear equations (including polynomials) Option Pricing Formulae Wavelet Transforms
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