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The NAG Fortran Library

The largest commercially available collection of numerical algorithms for Fortran today

Produced by experts for use in a variety of applications, the NAG Fortran Library remains at the core of NAG’s product portfolio. It has a global reputation for its excellence and contains nearly 1,500 routines making it the largest commercially available collection of mathematical and statistical algorithms available.

These algorithms, or routines, are powerful, reliable and portable across a multitude of operating systems.

Library Contents

Below is a list of some of the main numerical and statistical capabilities of the Library. Further details on the contents of the Library can be read here.

Numerical facilities

  • Optimization, including linear, quadratic, integer and nonlinear programming and least squares problems
  • Ordinary and partial differential equations, and mesh generation
  • Numerical integration and integral equations
  • Roots of nonlinear equations (including polynomials)
  • Solution of dense, banded and sparse linear equations and eigenvalue problems
  • Solution of linear and nonlinear least squares problems
  • Special functions
  • Curve and surface fitting and interpolation

Statistical facilities

  • Random number generation
  • Simple calculations on statistical data
  • Correlation and regression analysis
  • Multivariate methods
  • Analysis of variance and contingency table analysis
  • Time series analysis
  • Nonparametric statistics

Online Documentation

The software in the library is accompanied by first-class electronic help guides giving you the detailed information you need to carry out your work quickly and effectively.

Regular Updates

To ensure that we meet your existing and future requirements, the library is regularly updated with new and enhanced algorithms for use in evolving business areas. If you are a user of the NAG Fortran Library and have suggestions for new routines please contact us.

Expert Support

If you subscribe to our dedicated Customer Support Service, not only will you automatically receive any update that is produced, but you will have direct access via the NAG Response Centre to our experts, who are there to assist you with your technical queries or difficulties.

Quality Assurance

The validity of each component is tested on each of the machine ranges for which the product is available. Only when an implementation satisfies our stringent accuracy standards is it released. As a result, you can rely on the proven accuracy and reliability of the components to give you the right answers.

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