“Latest releases and news from NAG”
Key new mathematical functionality and technology developments will be shared. Highlights include the launch of the latest release of the NAG C Library and NAG Toolbox for MATLAB®”
Senior quant from Tier 1 Investment Bank commenting on Mark 23 releases of the NAG Toolbox for MATLAB and NAG C Library :
“We deploy production code in C++ embedding NAG C Library functions wherever we can, but often proto-type new models in MATLAB before writing our C++ code, having the same NAG algorithms in MATLAB via the NAG Toolbox for MATLAB is a real win for us. Thank you, thank you.
“Obvious finance highlights from my point of view: i) matrix functions (especially exponential) ii) additional nearest correlation matrix functions iii) skip ahead for Mersenne Twister as well as new local and global optimisation functions”
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