NAG at Manchester. Michael Croucher (University of Manchester)

Transcription

1 NAG at Manchester Michael Croucher (University of Manchester)

2 My background PhD Computational Physics from Sheffield University Support scientific and Mathematical software at Manchester Mathematica, MATLAB, Fortran, C++, Mathcad, Python, Origin, Octave, NAG, Maxima, Scilab, GSL, SAGE etc etc

3 I don't work for NAG!!

4 My background A personal blog focusing on mathematics and mathematical software.

5 My background Now

6 Scientific Applications Support Backroom Work Licensing Installation Enterprise wide deployment Vendor Liaison Network with other Universities Assist with managing applications budget

7 Scientific Applications Support User-centric work Education (e.g. MATLAB courses) Programming assistance (e.g. Optimisation) High Throughput Computing A decades worth of compute time over a weekend Maximum possible use from our site licenses

8 Scientific Applications Support NAG MATLAB Mathematica Excel Origin Scilab Octave Python Gaussian etc etc etc

9 What I'll cover NAG at Manchester Why I recommend NAG products How to get them Community

10 Mathematical Software Financial simulations need mathematical functions. Optimisation Statistics Curve Fitting Solving Equations Nearest Correlation Matrices Option Pricing

11 Your Options Write the mathematical routines yourself Use someone else's routines.

12 So many choices: Commercial NAG Library Mathematica MATLAB MathCAD Microsoft Excel Maple Oracle Crystal Ball

13 So many choices: Commercial NAG Library Available at Manchester Mathematica Available at Manchester MATLAB Available at Manchester MathCAD Available at Manchester Microsoft Excel Available at Manchester Maple Oracle Crystal Ball

14 So many choices: Free SAGE math Python with Numpy Octave GNU Scientific Library Scilab Maxima R

15 Why NAG? Widely used. Maple (computer algebra) and Origin (plotting software) use NAG routines. Used in scientific research papers for 40 years. Many commercial users. So, you can trust the results.

16 Why NAG? FAST! Written in FORTRAN and C. Many times faster than equivalent code in VBA, MATLAB or Python. Example: NAG vs MATLAB's interp1 function: NAG version up to 17 times faster!

17 Why NAG? Lots of functionality Optimisation Nearest Correlation Matrices Quasi random numbers Matrix functions Option pricing formulae Curve Fitting Over 1500 different functions

18 Why NAG? Lots of functionality Optimisation Nearest Correlation Matrices Quasi random numbers Matrix functions Option pricing formulae Curve Fitting Over 1500 different functions

19 Why NAG? Can use NAG from many Languages FORTRAN C MATLAB Python Excel Java Microsoft.NET

20 Why NAG? NAG write in Fortran so you don't have to

21 Why NAG? Can use it on many Platforms Windows Linux Mac OS X Solaris

22 Why NAG? Good technical support Speak to the people who write the software.

23 Why NAG? User case 1 MATLAB user from Chemical Engineering Unconstrained optimisation Original MATLAB code 165 seconds My NAG version 22 seconds Over 7 times faster fminunc (MATLAB) e04wb (NAG) Only needed to modify around 5 lines of code

24 Why NAG? User case 2 Python user from physics Solution of system of non-linear equations Original code used fsolve from SciPy NAG version used my PyNAG module page_id=1662 NAG version over twice as fast

25 Linking NAG and Python How? Python with NAG Fortran Library white paper by Matt Cross using the f2py module. PyNAG A Python Wrapper for the NAG C-Library

26 Why NAG? User case 3 MATLAB user from Cancer and Enabling Science bicubic spline interpolation Original code used MATLAB's interp2 Switched to NAG's e01da and e02de Hybrid code 2 to 6 times faster overall

27 Why NAG? Your example goes here Want your Python / MATLAB code to go faster? Want help doing numerics in Excel using VBA? Want access to CPU cores? Michael.Croucher@manchester.ac.uk

28 Windows, Linux, Macintosh,Solaris The NAG Library Products at Manchester Fortran Library (also use in Excel, Python etc) C/C++ Library (also use in Excel, Python etc) NAG toolbox for MATLAB Fortran Compiler Data Mining Components

29 The NAG Library Licensing Simple mechanism 1 license key per product Standalone Renewed every year Every single person on Campus could have all NAG products on all of their machines

30 The NAG Library Getting it at Manchester Applications website Search for 'NAG library' or go directly to w_product.php?id=101 EPS applications support me directly

31 The NAG Library Support at Manchester If you need an algorithm and it isn't in NAG then let me know. Day to day support handled by EPS applications team. Advanced support we get assistance from NAG. Internal Manchester/NAG forum m.php?f=19

32 The NAG Library Support at Manchester If you need an algorithm and it isn't in NAG then let me know. Day to day support handled by EPS applications team. Advanced support we get assistance from NAG. Internal Manchester/NAG forum m.php?f=19

33 Please give me feedback about NAG (and others) What's good? What's bad? What's interesting?

34 NAG at Manchester Questions?