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This repository contains examples and demonstrations using theNAG Library for Java. The NAG 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

The NAG Library for Java ships with a set of usageexamples.

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:

You can get the NAG Library fromhere.

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 followingmust be in your LD_LIBRARY_PATH environment variable to use the NAG Library for Java:

The directory containing libnag_jni271.soThe 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.

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 followingmust be in your PATH environment variable to use the NAG Library for Java:

The directory containing nag_jni271.dllThe 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.