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Examples using the NAG Library for Java

This repository contains examples and demonstrations using the NAG Library for Java. The NAG Library for Java contains 1900+ functions spanning many areas of numerical computing and data science.

Directory of GitHub examples

• Nearest Correlation Matrices
• Quadratically constrained quadratic programming and its applications in portfolio optimization
• Fast Implied Volatilities
• Nonlinear Least-Squares Trust-Region Method (BXNL)
• First-order active-set method (FOAS)

Examples that ship with the product

The NAG Library for Java ships with a set of usage examples.

Prerequisites

The NAG Library for Java is NOT compatible with all implementations of the NAG Library. It is therefore important that you ensure that the correct implementation of the NAG Library is installed in order to use these wrappers.

The NAG Library for Java Mark 27.1 is available for the following platforms:

Platform	NAG Library
Linux 64-bit	NLL6I271BL
Windows 64-bit	NLW6I271EL

You can get the NAG Library from here.

Obtaining a license

Before you can use the NAG Library for Java, you'll need a license. Free trial licenses are available!

To request a licence key, you first need to know your Kusari hostid and email that along with the Product Code to [email protected].

To get your khostid:

Linux

• Run the program khostid located in the license/bin/linux_x64 subdirectory of the software distribution.

• Once you have obtained one of the above licence keys, the easiest way to install it is to store the text in a file,

$HOME/nag.key

or

/opt/NAG/nag.key

or

/usr/local/NAG/nag.key

Windows

• Use the Kusari Installer GUI. Once you have a key, the same GUI can be used to install it.

More detailed installation instructions are availavle in the Installer's Note.

NAG Library for Java installation

You can get the NAG Library for Java from here.

Linux

To install the NAG Library for Java, you simply have to unzip the distribution file and copy two files to convenient locations on your system:

• NAGJava.jar
• libnag_jni271.so

The following must be in your LD_LIBRARY_PATH environment variable to use the NAG Library for Java:

• The directory containing libnag_jni271.so
• The directories lp64/lib and rtl/lib/intel64 of the underlying library NLL6I271BL

It is also recommended that the path to NAGJava.jar is added to your CLASSPATH.

So your LD_LIBRARY_PATH should contain something like:

[nagjava_install_dir]/linux_x64:[nll6i271bl_install_dir]/lp64/lib:[nll6i271bl_install_dir]/rtl/lib/intel64

and your CLASSPATH:

.:[nagjava_install_dir]/jar/NAGJava.jar

If you are using an IDE such as Eclipse, you may need to configure your project to enable the IDE to pick up any required dependency.

Windows

To install the NAG Library for Java, you simply have to unzip the distribution file and copy two files to convenient locations on your system:

• NAGJava.jar
• nag_jni271.dll

The following must be in your PATH environment variable to use the NAG Library for Java:

• The directory containing nag_jni271.dll
• The directories bin and rtl\bin of the underlying library NLW6I271EL

It is also recommended that the path to NAGJava.jar is added to your CLASSPATH.

So your PATH should contain something like:

[nagjava_install_dir]\win64;[nlw6i271el_install_dir]\bin;[nlw6i271el_install_dir]\rtl\bin

and your CLASSPATH:

.;[nagjava_install_dir]\jar\NAGJava.jar

If you are using an IDE such as Eclipse, you may need to configure your project to enable the IDE to pick up any required dependency.