The Numerical Algorithms Group (NAG) has expanded the NAG Library -- the largest commercially available collection of numerical algorithms for C and C++ -- with the addition of over 150 functions for a total of morethan 1,300 user-callable.
The new release of The NAG Library includes two new chapters on wavelet transforms and global optimization. A new sub-chapter has also been introduced on option pricing.
Enhancements have been made in the areas of statistics, optimization, linear algebra, ordinary differential equations, regression, random numbers, sorting, and special functions. For a complete listing of mathematical and statistical functionality in the new NAG C Library (Mark 9) go here.