What features do the parallel NAG libraries have?

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Note that not all of the features of the serial libraries are suitable for execution on multiprocessor machines or clusters. Therefore the scope of the NAG Parallel Library is smaller than the one of the serial ones. The Fortran SMP Library, however, is identical in content to the NAG Fortran Library, making migration from one to the other almost trivial. What features do the parallel libraries have?

The Parallel Library focusses strongly on linear algebra operations, where the arrays in question (matrices and vectors) may be distributed among processors. A few additional features (such as Fourier Transforms) are supplied as well. Here is a basic list of features:

  • Summation of Series: 1,2, and 3-D Fourier transforms
  • One- and multi-dimensional numerical quadrature
  • Minimization of functions using only functional evaluations
  • Basic Matrix operations and distribution
  • Eigenvalues and Eigenvectors and Singular-Value Decomposition
  • Linear Equation Systems, partly based on ScaLAPACK
  • Least-Square Problems (based on ScaLAPACK)
  • Sparse Linear Algebra
  • Random Number Generators suitable for distributed systems

The SMP Library has a much wider scope than the Parallel Library, but is limited in its scaling properties. It is optimized for making use of multiple processors on a single machine without an excessive use of communication. Features are outlined above under the NAG Fortran Library, with which it is functionally identical.