NAG Fortran Library - New Features coming with Mark 16
Mark 16 represents a further considerable expansion of the NAG Fortran Library. It contains a total of 1134 documented routines, of which 126 are new at this Mark. Two new chapters have been introduced:
Out of 126 new routines, 72 are in the new chapter F08. This new chapter includes routines to compute the solution of linear least-squares, symmetric eigenvalue, unsymmetric eigenvalue, singular value and generalized symmetric-definite eigenvalue problems. In addition there are routines to perform various matrix factorizations associated with the above problems, estimate condition numbers of eigenvalues and eigenvectors, estimate the rank of a matrix, and solve the Sylvester matrix equation. 22 of the new routines are in the Statistics chapters. They include facilities (in the stated chapters) for:
Coverage in the differential and integral equations chapters has been improved and extended with (in the stated chapters):
New more robust techniques have been incorporated in the optimization Chapter (E04) for the solution of linear programming and quadratic programming problems.
New black-box eigenvalue problem routines which exploit software in the new F08 Chapter have been included in the eigenvalues and eigenvectors Chapter (F02).