Showing posts from August, 2010

NAG at Quant Congress, New York

Last month I was in New York with my sales colleagues Mike Modica and Rick Guido from NAG's US office, attending Quant Congress USA. This is a meeting which is devoted to the latest developments in financial derivatives, risk management and the associated use of numerical techniques; NAG has been associated with it for the past five years because our software has found extensive use in the quantitative analysis community. Each day of the conference program opened with a plenary session of two presentations, followed by around twenty talks divided across two streams. The meeting had nearly a hundred attendees, not all of whom attended both days (perhaps it's worth noting that, whilst the technical program undoubtedly had its own attractions and merits, the attendance might have been enhanced still further by the fact that the two days of the meeting saw heavy rain fall on the city - in the middle of an otherwise-sweltering week). NAG was one of five exhibitors at the meeting, a…

Why quality has always been essential for NAG’s own internal process (and a holiday).

Quality is one of the things that matters a lot to our users.

That is certainly true, but another reality is that the NAG Library could not exist at all without the checks and tests that result in the best quality software. The NAG Library is particularly complex and involves many different people doing very different types of task and activities. The Library is created from intricate actions including:

- Investigating lots of numerical problems and potential approaches and solutions
- Designing hundreds of methods for the various chapters
- Producing example code, data and plots
- Creating installer and user notes
- Writing the detailed documentation and descriptions of routines
- Building the multiple different processor and compiler implementations of the Library
- etc…

The best approach to quality is essential, in making the NAG Library, precisely because it is this multifaceted combination of numerical mathematics, software engineering and evolved process. If it were not for the…

What's in a Name?

Newcomers to NAG often ask about the names of NAG routines. Certainly the names appear strange and unfamiliar at first, but to many NAG users the name encapsulates the heritage of quality and precision offered by NAG.

Originally the NAG Libraries were created by contributors from U.K. academia. Some of these wrote in Algol 60 and others in Fortran. It was agreed to have two libraries of identical content, so that every contribution in one language had a counterpart in the other. Thus both communities were appeased. Early printed documentation included both language versions.

It was clearly desirable to be able to distinguish one language version of an algorithm from the same algorithm implemented in the alternate language and in general this is still desirable if a single program needs to call both instances of the algorithm.

Equally the early developers saw that, as new algorithms were developed, replacement routines would be required with perhaps different calling sequences, so t…

A day in the life of...

... a Numerical Analyst: Wow, this could be fairly boring, but here goes... I arrive at my desk, slightly dishevelled from my daily cycle to work, whip my laptop out of the draw and unhibernate my old faithful friend. He and I have had some ups and downs over the past year but I am happy to say that we are still on good terms. Having gone through the usual email checking routine, I ssh (remotely logon) onto one of the local linux work servers, to pick up from where I finished the day before. And then it's on to slogging at the current routine, improving it's accuracy or speed, checking it works properly, documenting the code, screaming (under my breath) in frustration at the latest problem, or quickly writing a blog post to give my mind a break from the overflows and NaN's (think they are grandmas? Think again) of the numererical analyst's life. But it's not all slog. One of the highlights for me, is in the cracking of problems. The simple answers, and the no…