The latest version of the NAG Fortran Library now includes over 300 new functions, taking the total number of routines in Mark 21 to 1500. As the world's leading provider of mathematical and statistical algorithms, NAG can also boast the largest collection of quality numerical algorithms available today. Unrivaled functionality from the 1500 routines in the globally renowned NAG Library covers the world's most widely used numerical and statistical algorithms.
New functions include a complete chapter covering mesh generation that incorporates routines for generating 2-D meshes together with a number of associated utility routines. Extensions have been included in the areas of zeros of polynomials, partial differential equations, eigenvalue problems (LAPACK), sparse linear algebra, and a significant expansion of the G05 (Random Number Generation) function. This includes a new random number generator, the generation of univariate GARCH, asymmetric GARCH and EGARCH processes, quasi-random number generators and generators for further distributors.
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