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

• 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)
• Generalized Nonlinear Data Fitting

ThenAG Library for Java ships with a set of usageexamples.

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

ThenAG Library for Java Mark 27.1 is available for the following platforms:

You can get thenAG Library fromhere.

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

To request a licence key, you first need to know your Kusarihostid and email that along with theProduct Code tosupport@nag.com.

To get yourkhostid:

• Run the programkhostid located in thelicense/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

• 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 theInstaller's Note.

You can get thenAG Library for Java fromhere.

To install thenAG 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 followingmust be in yourLD_LIBRARY_PATH environment variable to use thenAG Library for Java:

• The directory containinglibnag_jni271.so
• The directorieslp64/lib andrtl/lib/intel64 of the underlying library NLL6I271BL

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

So yourLD_LIBRARY_PATH should contain something like:

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

and yourCLASSPATH:

.:[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.

To install thenAG 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 followingmust be in yourPATH environment variable to use thenAG Library for Java:

• The directory containingnag_jni271.dll
• The directoriesbin andrtl\bin of the underlying library NLW6I271EL

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

So yourPATH should contain something like:

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

and yourCLASSPATH:

.;[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.