What is NAG Library?

The NAG Library is a collection of implementation of numerical and statistical algorithms developed by the Numerical Algorithms Group (NAG). It is available on different operating systems supporting various programming languages and software packages including C, C++,C#, Fortran, Java, MATLAB, Excel, .NET, R, etc.

Major Library contents:

  • Optimization – local and global optimization solvers
  • Ordinary and partial differential equations
  • Mesh generation
  • Wavelet transforms
  • Option pricing
  • Numerical integration
  • Roots of nonlinear equations (including polynomials)
  • Dense, banded and sparse linear equations and eigenvalue problems
  • Linear and nonlinear least squares problems
  • Special functions
  • Curve and surface fitting and interpolation
  • Random number generation
  • Simple calculations of statistical data
  • Correlation and regression analysis
  • Multivariate methods
  • Analysis of variance and contingency table analysis
  • Time series analysis
  • Nonparametric statistics

NAG Products available for HKU users

We are pleased to inform that HKU has signed a campus site license agreement with The Numerical Algorithms Group (NAG) for its products. The site licence allows usage of NAG on staff and student personal machines as well as University Labs. The NAG products may help you in tackling complex mathematical problems by reducing mathematical and statistical coding work which can save your time.

Using NAG Library

(1) HPC Cluster systems

The NAG C Library and NAG Library for SMP & multicores (Linux version) are installed on the HPC2015 system. Installed NAG library version are listed at Scientific Software and Programming Tools.

To use NAG libraries, users have set up the library path by:

System NAG Libraries / Tools Command
HPC2015 Fortran Compiler module load nag/nagfor
C/C++ Numerical Library module load nag/cll
C/C++ Numerical Library for SMP & Multicore module load nag/csl
Fortran Numerical Library for SMP & Multicore module load nag/fsl
Toolbox for MATLAB module load nag/mbl

(2) Chi Wah Learning Commons and PC classrooms

NAG C Library, NAG Fortran Library, NAG Library for .NET and NAG Fortran Compiler (Windows version) are installed on the Chi Wah Learning Commons and LES classrooms (CPD-3.41). User can get the tools at “ITS Software”.

(3) HKU staff and students personal computer

HKU staff and students can also obtain the PC version (for Windows, Linux and Mac OS) of the Library and install on your PC within the HKU campus. Departmental technician may also install NAG Library in departmental laboratory’s PCs. Please contact Miss Lilian Chan, HPC Team if you want to get the NAG products.

For any technical issue on software installation and application example, you may also contact NAG directly via support@nag.co.uk.

Additional Information

Numerical Algorithms Group official website
NAG Online Documentation