Mark 22 of the NAG toolbox for MATLAB released
The latest version of NAG’s toolbox for MATAB has been released for Linux users (Windows versions will follow at a later date) and is available for download over at NAG’s website.
This release syncs the MATLAB toolbox up with Mark 22 of the NAG Fortran library and there is a lot of interesting new functionality including:
- Global Optimisation
- ProMax rotations
- Improved Sobol quasi random number generator (good for up to 50000 dimensions)
- Option Pricing Formulae
- Lambert’s W function
- A fast quantile routine
- Matrix exponentials
I really like the NAG toolbox for MATLAB for the following reasons (among others):
- It has saved my employer, The University of Manchester, a lot of money since we don’t need as many licenses for toolboxes such as Statistics, Optimisation, Curve Fitting and Splines.
- It can speed up MATLAB calculations – see my article on MATLAB’s interp1 function for example
- It has some functionality that can’t be found in MATLAB.
- Their support team is superb.
Although written for the previous version of the NAG Toolbox for MATLAB, the following articles will be useful for anyone who wants to get started with the toolbox.
- Calling the NAG routines from MATLAB
- Using the NAG Toolbox for MATLAB part 1
- Using the NAG Toolbox for MATLAB part 2
- Using the NAG Toolbox for MATLAB part 3
Previous articles written by me about the NAG toolbox for MATLAB include
- NAG – The ultimate toolbox for MATLAB (a write up of Mark 21 of the toolbox)
- A faster version of MATLAB’s interp1 (How I helped a user drastically speed up her code by swapping MATLAB’s interp 1 function with a couple from the NAG toolbox – real world code runtime reduced from 1hour 10mins per run down to 26mins per run)