The Numerical Algorithms Group (NAG) specializes in the provision of software for the solution of mathematical, statistical and data mining problems. These components, together with the visualization software and additional services that NAG offers, are used by companies and institutions in a diverse range of industries spanning the globe. They use them to enrich their applications developed to solve problems in disciplines such as financial analysis, science and engineering and in the fields of education and academia.

   NAG was founded in 1970 as a collaborative venture combining the talents of many globally renowned mathematicians. In 1971 NAG developed the first mathematical software library, which, over the next three decades, has evolved to become what it is today, the largest commercially available collection of high quality mathematical and statistical algorithms.

NAG數值演算法庫原來是用fortran寫成的，但經過了30多年的發展已經可以在很多語言環境下呼叫，實際上，已經有了C語言版本和matlab NAG toolbox 。

在這裡，我下載了matlab NAG toolbox ( win32的)，地址 here (43.9 MB). 安裝後在help文件裡的截圖如下：

具體內容：

# A00 – Library Identification
# A02 – Complex Arithmetic
# C02 – Zeros of Polynomials
# C05 – Roots of One or More Transcendental Equations
# C06 – Summation of Series
# D01 – Quadrature
# D02 – Ordinary Differential EquationsIntegrators for Stiff Ordinary Differential Systems
# D03 – Partial Differential Equations
# D04 – Numerical Differentiation
# D05 – Integral Equations
# D06 – Mesh Generation
# E01 – Interpolation
# E02 – Curve and Surface Fitting
# E04 – Minimizing or Maximizing a Function
# F – Linear Algebra
# F01 – Matrix Operations, Including Inversion
# F02 – Eigenvalues and Eigenvectors
# F03 – Determinants
# F04 – Simultaneous Linear Equations
# F05 – Orthogonalisation
# F07 – Linear Equations (LAPACK)
# F08 – Least-squares and Eigenvalue Problems (LAPACK)
# F11 – Large Scale Linear Systems
# F12 – Large Scale Eigenproblems
# G01 – Simple Calculations on Statistical Data
# G02 – Correlation and Regression Analysis
# G03 – Multivariate Methods
# G04 – Analysis of Variance
# G05 – Random Number Generators
# G07 – Univariate Estimation
# G08 – Nonparametric Statistics
# G10 – Smoothing in Statistics
# G11 – Contingency Table Analysis
# G12 – Survival Analysis
# G13 – Time Series Analysis
# H – Operations Research
# M01 – Sorting
# S – Approximations of Special Functions
# X01 – Mathematical Constants
# X02 – Machine Constants
# X03 – Inner Products
# X04 – Input/Output Utilities
# X05 – Date and Time Utilities