The Numerical Algorithms Group (NAG)
The Numerical Algorithms Group (NAG) provides high quality numerical software and delivers high performance computing (HPC) services. NAG works closely with world-leading researchers in academia and industry to create powerful, accurate and flexible numerical software.
In financial services the NAG Library is embedded in most investment banks main quant libraries where the NAG components are used as building blocks. The NAG Library and consulting services are used for a variety of big data applications. NAG has strong experience in code optimisation and implementation of numerical and statistical code in distributed computing environments .