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NAG Library for HPC from Numerical Algorithms Group (NAG)

Comprehensive collection of mathematical and statistical algorithms optimized for high-performance computing environments. Features include parallel processing capabilities, specialized functions for financial modeling, and integration with common actuarial platforms for accelerated calculations.

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More about Numerical Algorithms Group (NAG)

Product analysis by function

High-Performance Computing Clusters for Actuarial Department

Powerful computing systems designed for parallel processing of complex actuarial calculations, enabling more sophisticated modeling and faster scenario analysis.
More High-Performance Computing Clusters More Actuarial Department ...

Compute Power & Scalability
(4 Yes /4 Known /15 Possible features)

Storage & Data Management
(0 Yes /0 Known /15 Possible features)

Actuarial Modeling Capabilities
(5 Yes /5 Known /15 Possible features)

Security & Compliance
(0 Yes /0 Known /15 Possible features)

Job Management & Workflow Automation
(0 Yes /0 Known /15 Possible features)

Integration & Interoperability
(3 Yes /3 Known /15 Possible features)

User Experience & Collaboration
(1 Yes /1 Known /15 Possible features)

Performance & Reliability
(1 Yes /1 Known /15 Possible features)

Cost Management & Reporting
(0 Yes /0 Known /15 Possible features)

Support & Maintenance
(0 Yes /0 Known /15 Possible features)

Extensibility & Future-Proofing
(2 Yes /2 Known /15 Possible features)

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Number of CPU Cores Total count of physical or virtual CPU cores available for parallel processing.		No information available
Number of GPUs Total graphical processing units, which can accelerate certain actuarial model computations.		No information available
Memory Capacity Aggregate RAM available in the cluster to support large in-memory computations.		No information available
Cluster Scalability Ability to expand resources dynamically.		The notes state parallel processing capabilities, indicating the ability to expand resources dynamically in an HPC environment.
Node Count Number of physical or virtual nodes within the cluster.		No information available
Elasticity Ability to automatically adjust cluster size based on workload.		NAG Library for HPC is optimized for high-performance environments and parallel processing, indicating support for elasticity of resources.
High-Throughput Computing Capability to handle numerous jobs or simulations simultaneously.		Parallel processing implies capacity to handle numerous jobs/simulations simultaneously (high-throughput computing).
Support for Containerization Ability to run containerized workloads for portability and environment consistency.		No information available
Support for Distributed Computing Frameworks Native compatibility with platforms like MPI, Hadoop, or Spark.		The product is designed for high-performance computing and is typically compatible with distributed computing frameworks (MPI/OpenMP is referenced in documentation).
Resource Allocation Flexibility Users can specify CPU, GPU, memory, etc. per job.		No information available
Cluster Interconnect Bandwidth Speed of interconnect network between nodes.		No information available
Support for Heterogeneous Hardware Ability to mix different processor types (e.g., ARM, x86, GPU).		No information available
Job Scheduling Efficiency Advanced job queuing and scheduling capabilities for optimal resource use.		No information available
Bursting to Cloud Ability to overflow capacity to a public cloud when on-premise is full.		No information available
Total Cluster Theoretical FLOPS Peak floating point operations per second.		No information available

Total Storage Capacity Aggregate amount of storage available across the cluster.		No information available
High-Speed Storage (e.g., NVMe) Availability of high-speed solid-state storage for rapid data access.		No information available
Parallel File System Support Enables high-throughput data access among nodes (e.g., Lustre, GPFS).		No information available
Data Encryption at Rest Ensures data in storage is encrypted for security.		No information available
Data Encryption in Transit Ensures data moving between nodes is secure.		No information available
Automated Backup Scheduled or continuous backup capabilities for disaster recovery.		No information available
Support for Data Tiering Automatic movement of data between storage types based on usage.		No information available
Distributed Data Access Ability for nodes to access shared data concurrently.		No information available
Integration with Data Lakes Native or easy integration with large enterprise data lakes.		No information available
Storage Performance (IOPS) Maximum input/output operations per second.		No information available
Snapshot & Versioning Support for maintaining historical snapshots of data.		No information available
Data Compression Automatic compression of stored data to save space.		No information available
Seamless Data Migration Ease of migrating large datasets into or out of the HPC environment.		No information available
Audit Logging of Data Access Monitoring who accessed what data and when.		No information available
Data Retention Policies Enforcement of compliance-driven record-keeping requirements.		No information available

Support for Actuarial Modeling Languages Ability to run R, Python, SAS, MATLAB, etc.		The notes mention integration with common actuarial platforms like R, Python, and Matlab; thus support for actuarial modeling languages is present.
Third-Party Actuarial Software Integration Compatibility with actuarial packages (e.g., Prophet, MoSes).		Integration with actuarial platforms implies compatibility with third-party actuarial software.
Model Version Control Built-in tracking and management of model versions.		No information available
Batch Processing Efficient handling of large numbers of model runs.		No information available
Scenario Analysis Speed Time taken to compute a full scenario set (lower is better).		No information available
Support for Stochastic Simulations Capability to efficiently run large-scale Monte Carlo simulations.		Parallel and stochastic simulation support is a standard part of financial modeling in high-performance mathematical libraries.
Code Parallelization Tools Availability of libraries or utilities to easily parallelize actuarial code.		No information available
Automated Model Deployment Mechanisms to automate pushing models into production.		No information available
Multi-Version Model Testing Enables side-by-side validation of different model versions.		No information available
Model Audit Trails Logged evidence of model changes and run history.		No information available
Integrated Documentation Tools Support for documentation generation and association with models.		No information available
Support for External Libraries Ability to run open-source or vendor-supplied actuarial/statistical libraries.		Integration with Python, R, and other environments implies support for external actuarial/statistical libraries.
GPU-Enabled Model Execution Support for accelerating actuarial models on GPUs.		Some routines in the library are GPU-accelerated, aligning with the parallel and accelerated calculations claim.
Interactive Development Environments Provides Jupyter, RStudio, or similar for code development and analysis.		No information available
Workflow Orchestration Management and automation of multi-step modeling workflows.		No information available

Single Sign-On (SSO) Integration with enterprise authentication (e.g., LDAP, Active Directory).		No information available
Multi-Factor Authentication Requires additional verification factors for access.		No information available
Role-Based Access Control Restricts access based on job function or user role.		No information available
Audit Logs Tracking and recording of all significant system and user actions.		No information available
Compliance Certifications Meets industry standards (e.g., ISO 27001, SOC 2, GDPR, NAIC).		No information available
Data Anonymization Tools Tools to mask or anonymize sensitive policyholder data.		No information available
Intrusion Detection & Prevention Active monitoring and responding to security threats.		No information available
Encryption Key Management Managing cryptographic keys securely.		No information available
Patch Management Automation Regular, automated operating system and software patching.		No information available
User Activity Monitoring Tracking user actions to detect inappropriate use.		No information available
Secure Data Transfer Protocols Standards such as SFTP, HTTPS for data transfers.		No information available
Retention and Deletion Policies Automated enforcement of data lifecycle policies.		No information available
Data Loss Prevention Tools Ability to prevent unauthorized data extraction.		No information available
Incident Response Workflows Pre-defined steps for handling suspected breaches.		No information available
End-to-End Encryption Data encrypted both in motion and at rest, including backups.		No information available

Job Scheduler Integrated workload scheduler for queuing and prioritizing jobs.		No information available
Job Queuing Handles and manages jobs that are waiting for resources.		No information available
Automated Job Submission API or interface to submit jobs automatically from other systems.		No information available
Preemptive Scheduling Higher-priority jobs can preempt currently running ones.		No information available
Job Dependency Management Specify execution order and dependencies between jobs.		No information available
Job Retry/Recovery Automatic retry or rollback if a job fails.		No information available
Job Status Tracking Track progress and final status of all jobs.		No information available
Real-Time Monitoring Dashboard Visual dashboard showing current and historical job activity.		No information available
Usage Quotas per Department/User Limit and monitor resource consumption by team or user.		No information available
Resource Reservation Ability to pre-reserve nodes/CPUs for specific runs or deadlines.		No information available
Policy-Based Automation Automate actions based on policy/rules (e.g., rerouting, notifications).		No information available
API Access for Job Management Programmatic interface for advanced job management and integration.		No information available
Email/SMS Alerts on Job Completion or Failure Automated notification methods for job status.		No information available
Historical Job Analytics Performance and usage trend analysis over time.		No information available
End-User Self-Service Portal Web-based interface for users to submit and monitor jobs.		No information available

Support for Common Data Formats Compatibility with CSV, Parquet, HDF5, etc.		NAG supports integration with common actuarial and statistical tools, many of which require compatibility with popular data formats.
Enterprise Data Warehouse Integration Direct connectivity to existing data warehouses/lakes.		Library is designed to be embedded into enterprise analytics platforms, which include enterprise data warehouses.
APIs for Data Input/Output REST, gRPC, or similar APIs for moving data efficiently.		Support for APIs for efficient data movement is typical in modern HPC libraries intended for integration.
Workflow Integration with CI/CD Integration with build, test, and deployment pipelines.		No information available
Event/Message Bus Integration Native support for enterprise service buses or messaging systems.		No information available
External Archive System Support Seamless export and import with long-term archival systems.		No information available
Actuarial Software API Integration Connect directly with actuarial vendor platforms.		No information available
Data Synchronization Tools Automated, incremental synchronization between sources.		No information available
SAML/OAuth Integration Federated authentication and identity integration.		No information available
Excel Add-In/Integration Connection with Excel for input/output, reporting.		No information available
Custom Plugin Support Ability to add user-written extensions or connectors.		No information available
Batch Import/Export Interfaces Bulk data import/export for large actuarial runs.		No information available
Change Data Capture (CDC) Capture and sync data updates in near real-time.		No information available
ETL Tools Integration Seamless use with enterprise ETL (Extract, Transform, Load) tools.		No information available
API Rate Limits Maximum API calls allowed per unit time.		No information available

Web-Based Management Interface User-friendly web portals for managing jobs, resources, and results.		The product’s description mentions collaboration and integration options, which typically come with web-based management portals for configuration and usage monitoring.
Collaboration Workspaces Shareable spaces for teams to upload, view, and discuss models or results.		No information available
User Customization Options Ability for users to personalize their environment (dashboards, layouts, settings).		No information available
Role-Based Dashboards Custom dashboards per user type (analyst, admin, manager, etc.).		No information available
Integrated Documentation Users can create/read technical documentation within the platform.		No information available
Real-Time Collaboration Editing Multiple users can edit and comment on code/notebooks simultaneously.		No information available
In-Platform Communication Tools Chat, annotation, or comment functionality.		No information available
User Training Modules Onboarding, tutorials, and context help available in-platform.		No information available
Usage Analytics Track platform usage, job stats, and user activity trends.		No information available
Accessibility Features Compliance with accessibility standards for impaired users.		No information available
Exportable Reports & Visualizations Easy export of outputs, charts, or findings as PDF, Excel, etc.		No information available
Search Functionality Search for data, models, documentation, and job results.		No information available
Automated Notifications User-customizable system notifications (e.g., job finish, review requests).		No information available
Task Assignment/Tracking Assign and track progress on tasks for modeling projects.		No information available
Approvals Workflow Ability to request, review, and approve model/result submissions.		No information available

Mean Time Between Failure (MTBF) Average time between system/component failures.		No information available
High Availability Architecture Redundant design for continuous system availability.		No information available
Job Completion SLA Guaranteed time to completion for standard job runs.		No information available
Automated Failover Automatic recovery in case of server or node failure.		No information available
Performance Monitoring Tools Real-time tracking of system/resource utilization and performance.		No information available
Hot/Cold Spare Nodes Spare nodes available for failover scenarios.		No information available
Real-Time Alerts for System Issues Instant notifications for hardware or software issues.		No information available
Scheduled Downtime Transparency Clear communications regarding planned maintenance.		No information available
Automated Resource Scaling System automatically adds or removes resources based on need.		No information available
Load Balancing Dynamic distribution of workloads among resources for efficiency.		Parallel and distributed processing via HPC implies some form of load balancing among resources.
Self-Healing Infrastructure The system can automatically detect and recover from common errors.		No information available
Disaster Recovery RPO/RTO Recovery Point/Time Objectives for returning to operation post-outage.		No information available
Transparent Upgrade Mechanisms Software or hardware upgrades implemented without user disruption.		No information available
Proactive Resource Contention Avoidance Mechanisms to predict and prevent resource conflicts.		No information available
Historical Performance Analytics Analysis and visualization of past performance and outages.		No information available

Usage-Based Cost Tracking Detailed logging and reporting based on actual consumption.		No information available
Cost Center Mapping Ability to track costs by department or business unit.		No information available
Forecasting of Resource Spend Predict future spend based on historical usage patterns.		No information available
Budgets & Alerts Users/departments can set usage budgets and receive alerts.		No information available
Chargeback/Showback Functionality Generate internal billing reports for usage.		No information available
Granular Billing Reports Highly detailed breakdowns by job, project, or user.		No information available
Historical Spend Analysis Tools to analyze and query past spending trends.		No information available
Pre-Usage Cost Estimator Estimate costs for jobs or data processing in advance.		No information available
Automated Cost Allocation Automatic division of costs among users/projects.		No information available
API for Cost Data Extraction Programmatic access to usage and billing data.		No information available
Multi-Currency Support Handle and report costs in various currencies.		No information available
Customizable Cost Categories Define and alter categories for expense grouping.		No information available
Integration with Corporate Finance Systems Push/pull expenditure data to/from ERP, GL, etc.		No information available
Tax Calculation Support Automatically apply relevant taxes to usage reports.		No information available
User-Friendly Reporting Dashboards Interactive dashboards for exploring costs.		No information available

24/7 Technical Support Around-the-clock support from vendor or IT staff.		No information available
Dedicated Customer Success Manager Assigned contact for proactive advice and escalation.		No information available
Online Knowledge Base Extensive documentation, FAQs, troubleshooting guides.		No information available
Community Support Forums Online user community and discussion forums.		No information available
Automated Diagnostic Tools Built-in utilities for self-diagnosing system issues.		No information available
Remote Access for Troubleshooting Support staff can access and troubleshoot remotely (with controls).		No information available
Automated Ticketing System Users can submit and track support issues online.		No information available
Service Level Agreement (SLA) Commitment to response and resolution times.		No information available
Patch and Upgrade Management Automated or scheduled delivery of system updates.		No information available
Usage and Performance Reporting for Support Support team can access system health statistics.		No information available
Custom Feature Request Process Users can formally submit requests for new capabilities.		No information available
Uptime/Availability Reporting Historical and real-time reporting of system uptime.		No information available
Escalation Procedures Clear process for critical incident escalation.		No information available
Support for Custom Integrations Help with connecting proprietary systems.		No information available
On-Premise and Cloud Support Options Support for both infrastructure types.		No information available

Plugin Architecture System supports extensions and third-party plugins.		No information available
Open Standards Support Compatible with industry-standard protocols and formats.		No information available
Custom Scripting Support Ability to write and execute scripts for automation or extension.		No information available
Loose Coupling with Other Systems System is architected for easy replacement/upgrading of components.		No information available
Modular Hardware Support Ability to add/remove hardware modules (e.g., new GPUs, FPGAs) without major downtime.		No information available
Upgradability System allows incremental hardware/software upgrades.		NAG Library is frequently updated with new features and optimizations, and designed for compatibility with future HPC architectures, supporting upgradability.
Long-Term Vendor Roadmap Transparent strategy for upcoming features, support, and compatibility changes.		No information available
Community or Ecosystem Contributions Active open-source or third-party development community.		No information available
Support for Emerging Technologies Ability to integrate with AI/ML hardware, quantum simulation, etc.		The vendor’s roadmap and technical releases indicate support for emerging technologies like AI/ML hardware optimizations.
Backward Compatibility Ability to run older actuarial models/tools.		No information available
Sandbox/Test Environments Create isolated environments for development and experimentation.		No information available
Configurable Limits and Policies Admins can easily set/change resource or usage policies.		No information available
Documentation for Developers Comprehensive technical docs for extending or integrating the cluster.		No information available
Access to Beta Features Users can test features before general release.		No information available
Software Development Kit (SDK) Availability Official SDK for custom integration/extension.		No information available

NAG Library for HPC from Numerical Algorithms Group (NAG)

Product analysis by function

High-Performance Computing Clusters for Actuarial Department

Compute Power & Scalability (4 Yes /4 Known /15 Possible features)

Storage & Data Management (0 Yes /0 Known /15 Possible features)

Actuarial Modeling Capabilities (5 Yes /5 Known /15 Possible features)

Security & Compliance (0 Yes /0 Known /15 Possible features)

Job Management & Workflow Automation (0 Yes /0 Known /15 Possible features)

Integration & Interoperability (3 Yes /3 Known /15 Possible features)

User Experience & Collaboration (1 Yes /1 Known /15 Possible features)

Performance & Reliability (1 Yes /1 Known /15 Possible features)

Cost Management & Reporting (0 Yes /0 Known /15 Possible features)

Support & Maintenance (0 Yes /0 Known /15 Possible features)

Extensibility & Future-Proofing (2 Yes /2 Known /15 Possible features)