The Numerical Algorithms Group (NAG) has added more than 150 functions to its collection of numerical algorithms for C and C++.
The latest release of the NAG Library includes two new chapters on wavelet transforms and global optimisation.
A sub-chapter has also been introduced on option pricing.
Enhancements have been made in the areas of statistics, optimisation, linear algebra, ordinary differential equations, regression, random numbers, sorting and special functions.
For a complete listing of mathematical and statistical functionality in the NAG C Library (Mark 9) visit the NAG website.