The NAG Toolbox for MATLAB^®

The NAG Toolbox for MATLAB is the largest and most comprehensive single numerical toolkit that both complements and enhances MATLAB. At Mark 22, the NAG Toolbox for MATLAB contains a whopping 1,415 functions that provide solutions to a vast range of mathematical and statistical problems. The functionality contained within this toolbox gives, for the first time, a ‘one-stop’ solution to your numerical computational needs.

Key Features

Maths and Stats Functionality

NAG’s collection of world-class numerical functions which now includes newly developed functionality designed to address  wavelet transforms, global optimization and option pricing  as well as further extensions in established areas such as statistics, local optimization, linear algebra, ordinary differential equations, regression, random number generation and special functions.

Detailed Documentation

Each routine is accompanied by comprehensive documentation delivered via MATLAB’s native help system, or via the web, along with advice on selecting the best algorithms and interpreting the results returned. The documentation is designed to be quick and easy to use by all levels of MATLAB user.

Every routine has an example program

Each NAG function has an example program to demonstrate how to access it by solving a sample problem. This template can then be easily adapted to reflect your specific problem and help you manage and analyse your data. More complicated examples are also provided via a selection of MATLAB demonstrations.

“I really like the NAG toolbox for MATLAB for the following reasons (among others): It can speed up MATLAB calculations – see my article on MATLAB's interp1 function for example, and it has some functionality that can't currently be found in MATLAB.”

Michael Croucher, University of Manchester (visit Michael's blog for interesting articles, white papers and related discussion).

Using the NAG Toolbox for MATLAB strengthens user capability in numerical and statistical areas such as:

Optimization-both Local and Global Optimization solvers (minimization and maximization – finding the optimum)
Ordinary and partial differential equations
Wavelets
Option Pricing Formulae
Partial Least Squares and Ridge Regression
Nearest Correlation Matrix
Quantiles
Mesh generation
Numerical integration
Roots of nonlinear equations
Dense, banded and sparse linear equations
Eigenvalue problems
Linear and nonlinear least squares problems
Special functions
Curve and surface fitting and interpolation
Large scale eigenproblems
Large, sparse systems of linear equations
Random number generation
Simple calculations of statistical data
Correlation and regression analysis
Multivariate methods
Analysis of variance and contingency table analysis
Time series analysis
Nonparametric statistics
Copulas—Normal and Student’s t

Regular Updates

To ensure that we meet your existing and future requirements, the NAG Toolbox for MATLAB is regularly updated with new and enhanced algorithms for use in evolving business areas and to reinforce the learning function in instruction.  NAG is committed to ensuring that the NAG Toolbox for MATLAB is compatible with each new release of MATLAB.

Online Documentation

The software in the NAG Toolbox for MATLAB is accompanied by integrated first-class electronic help giving you the detailed information you need to carry out your work quickly and effectively.

Expert Support

If you subscribe to our dedicated Customer Support Service, not only will you automatically receive any update that is produced, but you will have access via the NAG Response Centre to our experts, who are there to assist you with your technical queries or difficulties.

Quality Assurance

The validity of each function is tested on each of the machine ranges for which the product is available. Only when an implementation satisfies our stringent accuracy standards is it released. As a result, you can rely on the proven accuracy and reliability of the functions to give you the right answers.