NAG C Library Win 1-Yr Maint

The NAG C Library is the largest and most comprehensive collection of mathematical and statistical algorithms for C and C++ programmers available today. Organizations all over the world rely on the NAG C Library because of the quality and accuracy the software gives to their work.

Containing more than 1,100 functions covering a wide range of mathematical and statistical areas, NAG C Library contains algorithms which are powerful, reliable, flexible and ready for use from a wide range of operating systems, languages, environments and packages including Excel, Java, MATLAB, .NET/C# and many more.

• Optimization - local and global optimization solvers
• Ordinary and partial differential equations
• Wavelet transforms
• Option pricing
• Partial least squares and ridge regression
• Nearest correlation matrix
• Quantiles
• Mesh generation
• Numerical integration
• Roots of nonlinear equations (including polynomials)
• Dense, banded and sparse linear equations
• Eigenvalue problems
• Linear and nonlinear least squares problems
• Special functions
• Curve and surface fitting and interpolation
• Large scale eigenproblems
• Large, sparse systems of linear equations
• 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
• Copulas
• Mixed effects regression
• Stepwise linear regression