NAG C Library, Mark 6

CLDLL064Z

Windows 95/98/NT/2000 Dynamic Link Library (32-bit)

(Microsoft Visual C++)

Users' Note



Contents


1. Introduction

This document is essential reading for every user of the NAG C Library Implementation specified in the title. It provides implementation-specific detail that augments the information provided in the NAG C Library Manual. Wherever that manual refer to the "Users' Note for your implementation", you should consult this note.

NAG recommends that you read the following minimum reference material before calling any library function:

(a) Essential Introduction
(b) Chapter Introduction
(c) Function Document
(d) Implementation-specific Users' Note

Items (a), (b) and (c) are included in the NAG C Library Manual; item (d) is this document which is provided in HTML form.

2. Availability of Functions

All functions listed in the chapter contents documents of the NAG C Library Manual, Mark 6 are available in this implementation. At Mark 6, 58 new primary ("user-callable") functions have been introduced. Please consult the Mark 6 News document in the C Library Manual for lists of these functions and for a list of functions scheduled for withdrawal at future Marks. Your suggestions for new algorithms for future releases of the Library are welcomed (see Section 7).

3. General Information

This implementation of the NAG C Library is a Dynamic Link Library (DLL) intended for use with Windows 95/98 and NT/2000 applications. The Library may be called from C and C++ code in Windows applications that have been built using Microsoft Visual C++ Version 6.0.

The library may also be called from the Borland C/C++ and Watcom C/C++ compilers, and from other environments including Microsoft Visual Basic, Visual Basic for Applications (used by the Microsoft Office family of products), Borland Delphi and Java.

3.1. Accessing the Library

3.1.1. From the Command Line

Assuming that the NAG C Library material has been installed in directory c:\cldll064z, then you may compile and link a driver program named driver.c with the NAG C Library in the following manner:

3.1.2. From Other Environments

The NAG C Library DLL can also be accessed from many GUI environments. The folder c:\cldll064z\Projects contains sample projects for Microsoft Visual C++, Borland C++ Builder, Microsoft Visual Basic, Borland Delphi, worksheets for Microsoft Excel and some examples showing how to access the NAG C Library from Java applications.

The following is relevant when accessing the library from Visual Basic.
Within a number of NAG C Library functions, memory is allocated internally and returned to the calling function. This allocated memory contains information that is potentially useful to the user. Consequently freeing this memory has been left to user discretion. However, in the context of DLLs such internally allocated memory cannot be freed externally. A special DLL function, x04bdc, has therefore been provided to free this memory. The specification of x04bdc is:

void x04bdc( void ** );

For an example of the use of this function, please refer to the g05eac example program.

3.2. Example Programs

The example programs are most easily accessed by using the batch file runex.bat, which will provide you with a copy of an example program (and its data, if any), compile the program and link it with the library (showing you the compile command so that you can recompile your own version of the program). Finally, the executable program will be run and the results saved in the current directory. The example program concerned is specified by the argument to runex.bat, which should be the (short) name of a NAG C Library function, e.g.
runex c06eac
will copy the example program and its data into the files c06eace.c and c06eafe.d in the current directory and process them to produce the example program results in the file c06eafe.r.

Further usage details may be obtained by running the batch file runex without arguments.

Note that runex.bat assumes the use of the Microsoft Visual C++ compiler. Variants of runex.bat, named runex_bc.bat and runex_wc.bat, assume the use of Borland C++ and Watcom C++ respectively.

3.3. User Documentation

The following machine-readable information files are provided in the doc directory:

A full on-line version of the NAG C Library Manual is supplied in the form of Portable Document Format (PDF) files. You will need to check how this version has been made available at your site.

4. Function-specific Information

e04mfc, e04nfc (for all implementations)

A new optional parameter 'optim_tol' has been introduced to allow users a further means of controlling the optimization process.

e04unc (for all implementations)

A member 'needf' has been added to the comm structure to allow users to provide only one component of fi(x) of the objective function in objfun (instead of having to provide all components systematically). This can significantly reduce the computation time when checking and approximating derivatives.

Note that users are not required to modify their existing programs if these changes are not relevant to them.

Any further information which applies to one or more functions in this implementation is listed below, chapter by chapter.

(a) s10 - s21

Functions in this chapter will give error messages if called with illegal or unsafe arguments. General details are given in the NAG C Library Manual, but parameter limits which are implementation-specific are given below:
s10aac  E(1)      = 18.500
s10abc  fail.code = NE_REAL_ARG_GT if X > 708.0
s10acc  fail.code = NE_REAL_ARG_GT if X > 708.0

s13aac  x(hi)     = 708.3
s13acc  x(hi)     = 1.0e+16
s13adc  x(hi)     = 1.0e+17

s14aac  fail.code = NE_REAL_ARG_GT if X > 170.
        fail.code = NE_REAL_ARG_LT if X < -170.
        fail.code = NE_REAL_ARG_TOO_SMALL if ABS(X) < 2.23e-308
s14abc  fail.code = NE_REAL_ARG_GT if X > 2.55e+305

s17acc  fail.code = NE_REAL_ARG_GT if X > 1.0e+16
s17adc  fail.code = NE_REAL_ARG_GT if X > 1.0e+16
        fail.code = NE_REAL_ARG_TOO_SMALL if X <= 2.23e-308
s17aec  fail.code = NE_REAL_ARG_GT if ABS(X) > 1.0e+16
s17afc  fail.code = NE_REAL_ARG_GT if ABS(X) > 1.0e+16
s17agc  fail.code = NE_REAL_ARG_GT if X > 103.8
        fail.code = NE_REAL_ARG_LT if X < -5.6e+10
s17ahc  fail.code = NE_REAL_ARG_GT if X > 104.1
        fail.code = NE_REAL_ARG_LT if X < -5.6e+10
s17ajc  fail.code = NE_REAL_ARG_GT if X > 104.1
        fail.code = NE_REAL_ARG_LT if X < -1.8e+9
s17akc  fail.code = NE_REAL_ARG_GT if X > 104.1
        fail.code = NE_REAL_ARG_LT if X < -1.8e+9

s18adc  fail.code = NE_REAL_ARG_TOO_SMALL if 0.0 < X <= 2.23e-308
s18aec  fail.code = NE_REAL_ARG_GT if ABS(X) > 711.6
s18afc  fail.code = NE_REAL_ARG_GT if ABS(X) > 711.6
s18cdc  fail.code = NE_REAL_ARG_TOO_SMALL if 0.0 < X <= 2.23e-308

s19aac  fail.code = NE_REAL_ARG_GT if ABS(X) >= 49.5000
s19abc  fail.code = NE_REAL_ARG_GT if ABS(X) >= 49.5000
s19acc  fail.code = NE_REAL_ARG_GT if X > 997.26
s19adc  fail.code = NE_REAL_ARG_GT if X > 997.26

s21bcc  fail.code = NE_REAL_ARG_LT if an argument < 1.579e-205
        fail.code = NE_REAL_ARG_GE if an argument >= 3.774e+202
s21bdc  fail.code = NE_REAL_ARG_LT if an argument < 2.820e-103
        fail.code = NE_REAL_ARG_GT if an argument > 1.404e+102

(b) x01

The values of the mathematical constants are provided in the header file nagx01.h:
X01AAC (pi)    = 3.1415926535897932
X01ABC (gamma) = 0.5772156649015329

(c) x02

The values of the machine constants are provided in the header file nagx02.h:

The basic parameters of the model

X02BHC = 2
X02BJC = 53
X02BKC = -1021
X02BLC = 1024
X02DJC = TRUE
Derived parameters of the floating-point arithmetic
X02AJC = 0x3ca0000000000001 ( 1.11022302462516e-16 )
X02AKC = 0x0010000000000000 ( 2.22507385850721e-308 )
X02ALC = 0x7fefffffffffffff ( 1.79769313486231e+308 )
X02AMC = 0x0010000000000000 ( 2.22507385850721e-308 )
X02ANC = 0x0010000000000000 ( 2.22507385850721e-308 )
Parameters of other aspects of the computing environment
X02AHC = 0x43f0000000000000 ( 1.84467440737095e+19 )
X02BBC = 2147483647
X02BEC = 15
X02DAC = FALSE

5. Documentation

A printed copy of the NAG C Library Introductory Guide is normally provided with this implementation.

Printed copies of the NAG C Library Manual are available for purchase; please refer to the NAG documentation order form (available on the NAG websites, see Section 6 (c)) for details of current prices.

6. Support from NAG

(a) Contact with NAG

Queries concerning this document or the implementation generally should be directed initially to your local Advisory Service. If you have difficulty in making contact locally, you can contact NAG directly at one of the addresses given in the Appendix. Users subscribing to the support service are encouraged to contact one of the NAG Response Centres (see below).

(b) NAG Response Centres

The NAG Response Centres are available for general enquiries from all users and also for technical queries from sites with an annually licensed product or support service.

The Response Centres are open during office hours, but contact is possible by fax, email and phone (answering machine) at all times.

When contacting a Response Centre please quote your NAG site reference and NAG product code (in this case CLDLL064Z).

(c) NAG Websites

The NAG websites are an information service providing items of interest to users and prospective users of NAG products and services. The information is reviewed and updated regularly and includes implementation availability, descriptions of products, downloadable software, product documentation and technical reports. The NAG websites can be accessed at

http://www.nag.co.uk/

or

http://www.nag.com/ (in North America)

or

http://www.nag-j.co.jp/ (in Japan)

(d) NAG Electronic Newsletter

If you would like to be kept up to date with news from NAG you may want to register to receive our electronic newsletter, which will alert you to special offers, announcements about new products or product/service enhancements, case studies and NAG's event diary. To register visit one of our websites or contact us at nagnews@nag.co.uk.

7. User Feedback

Many factors influence the way NAG's products and services evolve and your ideas are invaluable in helping us to ensure that we meet your needs. If you would like to contribute to this process we would be pleased to receive your comments by email at feedback@nag.co.uk. Alternatively contact the appropriate NAG Response Centre who will be happy to record your comments.

Appendix - Contact Addresses

NAG Ltd
Wilkinson House
Jordan Hill Road
OXFORD  OX2 8DR                         NAG Ltd Response Centre
United Kingdom                          email: support@nag.co.uk

Tel: +44 (0)1865 511245                 Tel: +44 (0)1865 311744
Fax: +44 (0)1865 310139                 Fax: +44 (0)1865 310139

NAG Inc
1431 Opus Place, Suite 220
Downers Grove
IL 60515-1362                           NAG Inc Response Center
USA                                     email: infodesk@nag.com

Tel: +1 630 971 2337                    Tel: +1 630 971 2345
Fax: +1 630 971 2706                    Fax: +1 630 971 2706



Nihon NAG KK
Yaesu Nagaoka Building No. 6
1-9-8 Minato
Chuo-ku
Tokyo
Japan
email: help@nag-j.co.jp

Tel: +81 (0)3 5542 6311
Fax: +81 (0)3 5542 6312

[NP3545/UN]