NAG Toolbox for MATLAB
NAG Toolbox for MATLAB (Mark 23) includes 1535 functions, and users can use NAG functions and MATLAB functions co-operatively. Features include matrix functions, such as matrix exponential and functions of symmetric/Hermitian matrices. The Nearest Correlation Matrix functionality includes functions for k-factor structure and weights and bounds on the matrix elements. The Mersenne Twister random number generator permits skipping ahead within the generator, while the L’Ecuyer random number generator combines two multiple recursive generators to provide a sequence with good statistical properties in high dimensions and a long period. All of the functions have two names, the traditional short name for backwards compatibility, and a more descriptive long name. Users are not restricted to working from the MATLAB environment. The same NAG algorithms, in the form of the NAG Library, also can be called from many different environments, including .NET, C, Java and FORTRAN.