Mark 21 from NAG

The latest version of the NAG (Numerical Algorithm Group) Numerical
Library, Mark 21 was released recently. It now has more than 1,500
routines, including more than 300 new functions. The company now
claims that it has the largest collection of quality numerical algorithms
available today. The 1,500 routines in the NAG Library cover the world's
most widely used numerical and statistical algorithms.

New functions include a complete chapter covering mesh generation that
incorporates routines for generating 2-D meshes, together with a number
of associated utility routines. Extensions have been included in the areas
of zeros of polynomials, partial differential equations, eigenvalue problems
(LAPACK), sparse linear algebra, and a significant expansion of the G05
(random number generation) function. This includes a new random
number generator, the generation of univariate GARCH, asymmetric
GARCH and EGARCH processes, quasi-random number generators and
generators for further distributors.

NAG (Numerical Algorithm Group) numerical library and associated
functionality are embedded into the packages of its software partners
including AMD, PeopleSoft and Waterloo Maple. NAG's components can
be used on their own or incorporated into other packages.

For more details read their press release.