NAG Library News, Mark 28.5 (May 2022)

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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4 Withdrawn or Deprecated Routines

At this Mark, the following routines have been withdrawn or are scheduled for withdrawal from the NAG Library, or have been deprecated. For withdrawn routines, warning of their withdrawal has been included in the NAG Library Manual since Mark 26, together with advice on which routines to use instead.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.
Routine Status Replacement Routine(s)
c06fpf To be withdrawn at Mark 30.2 c06ppf or c06pqf
c06fqf To be withdrawn at Mark 30.2 c06ppf or c06pqf
c06gqc To be withdrawn at Mark 30.2 No replacement required
c06gsc To be withdrawn at Mark 30.2 No replacement required
c06gzc To be withdrawn at Mark 30.2 No replacement required
d01ajf To be withdrawn at Mark 31.3 d01rjf
d01akf To be withdrawn at Mark 31.3 d01rkf
d01alf To be withdrawn at Mark 31.3 d01rlf
d01amf To be withdrawn at Mark 31.3 d01rmf
d01atf To be withdrawn at Mark 31.3 d01rjf
d01auf To be withdrawn at Mark 31.3 d01rkf
d01bcf To be withdrawn at Mark 31.3 d01tcf
d01sjc To be withdrawn at Mark 31.3 d01rjc
d01skc To be withdrawn at Mark 31.3 d01rkc
d01slc To be withdrawn at Mark 31.3 d01rlc
d01smc To be withdrawn at Mark 31.3 d01rmc
g01arf To be withdrawn at Mark 31.3 No replacement required
g01asf To be withdrawn at Mark 31.3 No replacement required
x06agf To be withdrawn at Mark 31.3 x06ajf
x06ahf To be withdrawn at Mark 31.3 x06akf