Updated NAG Toolbox for MATLAB

By DE Editors

The Numerical Algorithms Group has announced new numerical functionality for its NAG Toolbox for MATLAB in the latest release (Mark 23). In addition to the 149 new numerical functions,  other enhancements focus on improving ease of use.

New mathematical and statistical functionality includes matrix operations (matrix exponential and functions of symmetric/Hermitian matrices); extended nearest correlation matrix functionality; the ability to skip ahead within the Mersenne Twister generator; new functions for the interpolation of four- and five-dimensional data; and functions for two-dimensional discrete wavelet transforms.

All of the functions now have two names: the traditional short name (e.g., c09ab) for backwards compatibility, and a more descriptive long name such as nag_wav_2d_init (2D Wavelet function), which gives user choice and may help with speedier function selection.

Integer Utility Functions have been introduced to help write programs that are interchangeable between 32 and 64-bit platforms, and error handling has been improved.

In addition to the new functionality and interface improvements, a number of functions have been enhanced to exploit multiple cores and deliver speed-ups for moderate or large problems, including: FFTs;  random number generators; partial differential equations;  interpolation; curve and surface fitting; correlation and regression analysis; multivariate methods; time series analysis; and financial option pricing.

For more information, visit The Numerical Algorithms Group.

Sources: Press materials received from the company and additional information gleaned from the company’s website.