Numerical Algorithms Group
The Numerical Algorithms Group (NAG) is a software company which provides methods for the solution of mathematical and statistical problems, and offers services to users of High performance computing (HPC) systems. Its products and services are employed by tens of thousands of users from Global 500 companies, universities, supercomputing sites and numerous independent software vendors. As a not-for-profit organization, NAG reinvests its surpluses into the research and development of its products and services, and the fostering of new numerical and scientific talent. NAG serves its customers from offices in Oxford, Manchester, Chicago, Tokyo and Taipei, through field sales staff in France and Germany, and via a global network of distributors.
NAG was founded by Brian Ford and others in 1970 as the Nottingham Algorithms Group, a collaborative venture between the universities of Birmingham, Leeds, Manchester, Nottingham and Oxford, and the Atlas Computer Laboratory (now part of the Rutherford Appleton Laboratory). The original aim of the project was the development of a library of numerical and statistical subroutines for the ICL 1906A and 1906S machines which were in use at each of these sites. Code and algorithms for the library were contributed to the project by experts in the project, and elsewhere (for example, some of the linear algebra code was written by Jim Wilkinson, who was an early supporter of the NAG project).
The project attracted the attention of universities with other types of computers and the second release of the library was implemented on new platforms. The project moved from Nottingham to Oxford University in 1973, when its name was changed to The Numerical Algorithms Group. NAG Ltd was founded as a not-for-profit company in 1976, and celebrated the fortieth anniversary of the NAG project in 2010.
The NAG Library
The NAG Library is the oldest and best-known product of NAG. Originally produced in 1971, the current version contains more than 1,700 routines and is used by developers to add mathematical and statistical functionality to their applications, or to solve complicated mathematical problems. The library includes routines for:
- Local and global optimization of multivariate functions
- Solution of dense, banded and sparse linear equations; eigenvalue problems
- Curve & surface fitting; interpolation
- Solution of ordinary and partial differential equations; mesh generation
- Numerical integration; integral equations
- Solution of linear and nonlinear least squares problems
- Finding the roots of nonlinear equations (including polynomials)
- Random number generation
- Time series analysis
- Correlation and regression methods
- Multivariate methods
The original version of the NAG Library was written in Fortran and Algol 60; the Fortran implementation is still available today, along with the NAG C Library and the NAG Library for .NET. The Library is accessible from several computing environments, including standard languages such as C, C++, Fortran, Visual Basic, Java, F# and C#, as well as packages such as MATLAB, R, LabVIEW and Excel.
Two further versions of the NAG Library are aimed at multiprocessor machines: the NAG Library for SMP & multicore, which takes advantage of the shared memory parallelism of Symmetric Multi-Processors (SMP) and multicore processors, and the NAG Parallel Library, which is designed for distributed memory parallel computers.
NAG Fortran Compiler
The NAG Fortran Compiler is available on all major Unix platforms as well as Microsoft Windows. Based on the world's first Fortran 90 compiler (which was developed by NAG), it currently includes support for the full Fortran 95 language, as well as many Fortran 2003 features.
The current Chief Executive Officer of NAG is Robert W. Meyer. A former engineering student at Washington University in St. Louis, he was the Executive Vice President of U.S. operations for NAG before being promoted to his current post. Dr. Meyer divides his time among NAG's Chicago, Oxford and Tokyo offices and is a resident of Wheaton, Illinois.