NAG Library News, Mark 28.5 (May 2022)
1
Introduction
At Mark 28.5, the NAG Library consists of four main interface sets: the NAG FL Interface, the NAG CL Interface, NAG CPP Interface and the NAG AD Library Interfaces. The NAG FL Interface now consists of 1949 user-callable routines while the NAG CL Interface now consists of 1663. All of these routines are fully documented and 4 are new since Mark 28.4. See
Section 2 for the full list of new routines.
1.1
News at Mark 28.4
The News document for the previous release, Mark 28.4,
is available on the
NAG website.
2
New Routines at Mark 28.5
The new NAG AD Library routine documents currently available are listed in the
AD Library Contents and there is a direct hyperlink from the NAG FL Interface routine document to its corresponding NAG AD Library routine document, and vice versa.
Since Mark 27.1, all NAG AD Library numerical routines have variants for computing adjoints, tangent linear derivatives or the purely primal computation using consistent interfaces.
Since Mark 27.1, C++ interfaces for a subset of NAG Library are also provided in the NAG CPP Interface. The currently available interfaces are listed in the
CPP Interface Contents.
The lists in this section refer and link to the NAG FL Interface. In these lists there is a one-to-one correspondence between the NAG FL Interface and the NAG CL Interface; and, there is a direct hyperlink from the NAG FL Interface routine document to its corresponding NAG CL Interface routine document.
2.1
FL Interface
| Routine |
Purpose |
| g05ypf |
Generates a uniform quasi-random number sequence, for a subset of dimensions |
| g05yqf |
Generates a Normal quasi-random number sequence, for a subset of dimensions |
| g05yrf |
Generates a log-normal quasi-random number sequence, for a subset of dimensions |
| s30ndf |
Heston's model option pricing formula with Greeks, sensitivities of model parameters and negative rates |
3
Internal Changes Affecting the User and Other Known Issues
There have been no internal changes affecting the user at this mark.
For details of all known issues which have been reported for the NAG Library please refer to the Known Issues lists for the Library
FL Interface and
CL Interface.
4
Withdrawn or Deprecated Routines
At this Mark, the following routines have been withdrawn or are scheduled for withdrawal from the NAG Library, or have been deprecated. For withdrawn routines, warning of their withdrawal has been included in the NAG Library Manual since Mark 26, together with advice on which routines to use instead.
Please note that unless a Mark of Withdrawal is shown below, the routine will continue to form part of the Library but you are advised to stop using the deprecated routines and to use the recommended replacement routines instead.
Please see the chapter introduction documents and the ‘
FL Interface Replacement Calls Advice’ (or the CL version ‘
CL Interface Replacement Calls Advice’) for more detailed guidance, including advice on how to change a call to the deprecated routine into a call to its recommended replacement, or use the links provided in the following table.