NAG Numerical Library

The NAG Numerical Library is a commercial software product developed and sold by The Numerical Algorithms Group Ltd. It is a software library of numerical-analysis routines, containing more than 1,900 mathematical and statistical algorithms. Areas covered by the library include linear algebra, optimization, quadrature, the solution of ordinary and partial differential equations, regression analysis, and time series analysis.

Users of the NAG Library call its routines from within their applications to incorporate its mathematical or statistical functionality and to solve numerical problems - for example, finding the minimum or maximum of a function, fitting a curve or surface to data, or solving a differential equation. The NAG Library can be accessed from a variety of programming languages and environments such as C/C++, Fortran,Python, MATLAB, Java, and .NET. A separate library supports Automatic differentiation (AD). The main supported systems are currently Windows, Linux and macOS running on x86-64 architectures; 32-bitWindows support is being phased out. Some NAG mathematical optimization solvers are accessible via the optimization modelling suite.