NAG Numerical Library

The NAG Numerical Library is a software product developed and sold by The Numerical Algorithms Group. It is a software library of numerical analysis routines, containing more than 1,700 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 in order 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 Library is currently available in the form of the NAG C Library, the NAG Fortran Library, and the NAG Library for .NET, and its contents are accessible from several computing environments, including standard languages such as C, C++, Fortran, Visual Basic, Java and C#, as well as packages such as MATLAB, R, LabVIEW, Excel, Origin and Ch. Supported operating systems include the 32 bit and 64 bit versions of Windows, Linux and OS X, as well as Solaris, AIX and HP-UX.