NAG C Library, Mark 7

CLW3207DAL - License Managed

Windows 98/NT/ME/2000/XP Microsoft C/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 and Introductory Guide. Wherever those manuals refer to the "Users' Note for your implementation", you should consult this note.

In addition, NAG recommends that before calling any library routine you should read the following reference material (see Section 5):

(a) Essential Introduction
(b) Chapter Introduction
(c) Function Document

2. Availability of Functions

All functions listed in the chapter contents documents of the NAG C Library Manual, Mark 7 are available in this implementation. At Mark 7, 397 new primary ("user-callable") functions have been introduced. Please consult Mark 7 News (see Section 5) 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

3.1. Accessing the Library

You may compile your program and link to the NAG C Library in the following manner:
cl /MT /Itargetdir\include driver.c nagcsmt.lib advapi32.lib netapi32.lib
where driver.c is your application program and targetdir is the installation directory.

The "/MT" option should be used to specify linking with LIBCMT.LIB.

Alternatively, if you wish to link to the version of the NAG C Library that uses the Intel® Math Kernel Library 5.2 for Windows (MKL) which is included in this product, you should compile you program in the following manner:

cl /MT /Itargetdir\include driver.c nagcsmt-mkl.lib mkl_s.lib mkl_def.lib mkl_lapack.lib
                advapi32.lib netapi32.lib
In the above command, mkl_def.lib may be substituted by, To save repeated typing you may wish to combine the libraries using the library manager e.g.
lib /out:naglib.lib nagcsmt-mkl.lib mkl_s.lib mkl_def.lib mkl_lapack.lib advapi32.lib netapi32.lib

The .\mkl\bin subdirectory of the library directory must be included in your PATH to run applications linked with MKL. The installation script will have attempted to do this for you, but in some cases manual intervention may be required. On most systems this may be effected using the Control Panel/System/Environment tab, but on older systems (such as Windows 95) then the PATH variable is set in the autoexec.bat file.

To include functions from the Library in projects developed under an integrated development environment (e.g. Microsoft Developer Studio), the project environment must be set to seach for include (.h) files in the .\include subdirectory of the library directory. Library files must be searched for under the library directory, and also (if using MKL) under the .\mkl\lib subdirectory of the library directory. The installation script will have attempted to do this for you, but in some cases manual intervention may be required. In Developer Studio click the Tools/Options/Directories tab and enter the appropriate setting for each type of directory.

If your machine has more than one processor and you are using Intel MKL, then it is recommended that you set the environment variable OMP_NUM_THREADS to the number of available processors, e.g.

set OMP_NUM_THREADS=2
This will enable the Intel MKL BLAS to make use of the extra processor(s) and will thus speed up the computation of many of the NAG library routines. On most systems this may be effected using the Control Panel/System/Environment tab, but on older systems (such as Windows 95) then the OMP_NUM_THREADS variable may be set in the autoexec.bat file.

3.2. Example Programs

The example programs are most easily accessed by the script nagex.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.

If the first argument to the script is "-mkl", the example program is linked with the version of the NAG C Library that uses the MKL BLAS and LAPACK. If MKL is not installed in the default NAG C Library folder, the environment variable MKLDIR must be set to the root directory of the MKL libraries, i.e. the directory that contains the lib and bin directories.

The example program concerned is specified by the argument to nagex.bat, e.g.

nagex c06eac
will copy the example program and its data into the files c06eafe.c and c06eafe.d in the current directory and process them to produce the example program results, which are placed in file c06eace.res in the current folder..

The example programs supplied to a site in machine-readable form have been modified as necessary so that they are suitable for immediate execution. Note that the distributed example programs are those used in this implementation and may not correspond exactly with the programs published in the manual. The distributed example programs should be used in preference wherever possible.

The distributed example results are those obtained with the NAG static library, using the NAG BLAS and LAPACK functions. Running the examples with the shared library or non-NAG BLAS or LAPACK may give slightly different results.

4. Function-specific Information

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

(a) f06, f07 and f08

In the nagcsmt-mkl.lib library, calls to the Basic Linear Algebra Subprograms (BLAS) and linear algebra routines (LAPACK) are implemented by calls to the MKL Library except for the following functions:
ZHPEVD        ZUNMBR

(b) 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)      = 1.8500e+1
s10abc  fail.code = NE_REAL_ARG_GT if X > 7.080e+2
s10acc  fail.code = NE_REAL_ARG_GT if X > 7.080e+2

s13aac  X(hi)     = 7.083e+2
s13acc  X(hi)     = 1.0e+16
s13adc  X(hi)     = 1.0e+17

s14aac  fail.code = NE_REAL_ARG_GT if X > 1.70e+2
        fail.code = NE_REAL_ARG_LT if X < -1.70e+2
        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 > 1.038e+2
        fail.code = NE_REAL_ARG_LT if X < -5.6e+10
s17ahc  fail.code = NE_REAL_ARG_GT if X > 1.041e+2
        fail.code = NE_REAL_ARG_LT if X < -5.6e+10
s17ajc  fail.code = NE_REAL_ARG_GT if X > 1.041e+2
        fail.code = NE_REAL_ARG_LT if X < -1.8e+9
s17akc  fail.code = NE_REAL_ARG_GT if X > 1.041e+2
        fail.code = NE_REAL_ARG_LT if X < -1.8e+9

s18adc  fail.code = NE_REAL_ARG_TOO_SMALL if 0.0D+00 < X <= 2.23e-308
s18aec  fail.code = NE_REAL_ARG_GT if ABS(X) > 7.116e+2
s18afc  fail.code = NE_REAL_ARG_GT if ABS(X) > 7.116e+2
s18cdc  fail.code = NE_REAL_ARG_TOO_SMALL if 0.0D+00 < X <= 2.23e-308
s19aac  fail.code = NE_REAL_ARG_GT if ABS(X) >= 4.95000e+1
s19abc  fail.code = NE_REAL_ARG_GT if ABS(X) >= 4.95000e+1
s19acc  fail.code = NE_REAL_ARG_GT if X > 9.9726e+2
s19adc  fail.code = NE_REAL_ARG_GT if X > 9.9726e+2

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

(c) x01

The values of the mathematical constants are provided in the header file nagx01.h:
X01AAC (pi)    = 3.14159265358979323846e+00
X01ABC (gamma) = 0.5772156649015328606e+00

(d) 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

Each supported NAG C Library site is ordinarily provided with a printed copy of the NAG C Library Introductory Guide. Additional documentation is available for purchase; please refer to the NAG websites or contact your local NAG Response Centre for current prices (see Section 6).

A full on-line version of the NAG C Library Manual is supplied in the form of Portable Document Format (PDF) files, with an HTML index, in the doc directory. The introductory material is also provided as HTML files in the doc\manual07 directory.

A main index file has been provided (doc\manual07\html\mark07.html) which contains a fully linked contents document pointing to all the available PDF (and where available HTML) files. Use your HTML browser to navigate from here.

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 it helps us deal with your enquiry quickly if you can quote your NAG site reference and NAG product code (in this case CLW3207DAL).

(c) NAG Websites

The NAG websites provide information about implementation availability, descriptions of products, downloadable software, product documentation and technical reports. The NAG websites can be accessed at

http://www.nag.co.uk/, 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 then please register to receive our free electronic newsletter, which will alert you to special offers, announcements about new products or product/service enhancements, customer stories and NAG's event diary. You can register via one of our websites, or by contacting 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 delighted to receive your comments. Please contact your local NAG Response Centre (shown below).

Appendix - Contact Addresses

NAG Ltd
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Tel: +44 (0)1865 511245                 Tel: +44 (0)1865 311744
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NAG Inc
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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
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4-9-9
Hatchobori
Chuo-ku
Tokyo
104-0032
Japan
email: help@nag-j.co.jp

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