Nag Fortran Library now has over 1,500 routines.

The latest version of the NAG Numerical Library now includes over 300 new functions, taking the total number of routines in Mark 21 to 1500. which 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.

Provision for thread safe versions of existing routines has been extended to aid users developing multiheaded applications. Thread safe libraries for several platforms are now available for C05 (Roots of One or More Transcendental Equations), D03 (Partial Differential Equations), E04 (Optimisation) and G05 (Random Number Generators).

The new mesh generation routines will be of particular relevance to those working with multi-dimensional partial differential equations, particularly using Finite Element or Finite Volume methods. Both research scientists and engineers working in mechanical, chemical, aeronautical, civil or electrical engineering will benefit from these routines and can download a free viewer for the meshes generated from the NAG website.

Other important additions to the library include routines for finding the roots of real and complex cubic and quartic equations, and for solving Black-Scholes equations. Parameter estimation and forecasting for univariate regression GARCH, asymmetric GARCH and EGARCH processes have been added to GI 3 (Time Series Analysis while Real and complex Jacobi preconditioners are now included in Fl 1 (Sparse Linear Algebra). S (Approximations of Special Functions) has new routines for polygamma functions, zeros of Bessel functions, jacobian functions, elliptic integrals and associations Legendre functions.

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