New release of NAG SMP library

This latest release features 100 parallelised routines in the areas of FFTs, Dense and Sparse Linear Algebra and Random Number Generators. Engineers, especially those with problems in modelling and structural engineering can now benefit from the multiprocessing power when solving SVD problems. While those with Sparse Matrix problems (e.g. in Automotive and Aerospace) can draw on the new high performance Sparse Linear Algebra. NAG have also included a newly optimised chapter containing 40 parallelised Random Number Generators, these will assist users with large scale simulations utilising Monte Carlo methods used in Finance.

Release 2 also contains 123 newly enhanced routines covering the areas of ODEs, PDEs, Optimization and Multivariate Statistics. The NAG Fortran SMP Library now provides 14 newly enhanced ODE routines, which can be applied to a broad range of engineering problems (e.g. acoustics and ground water flow). 12 newly enhanced Optimization routines are also included, many of these routines will be particularly useful for Portfolio Optimization. For example analysts will be able to solve the classical 'Markowitz' portfolio problem with greater speed. This same routine will enable efficient frontiers to be calculated, indices tracked and optimal portfolios calculated. For more advanced models, a general non-linear optimiser taking non-linear constraints, now benefits from calling parallelised routines tuned for SMP systems.