NAG Fortran Library, Mark 19

FLDAV19DG

DEC Alpha AXP OpenVMS Double Precision G_FLOATING

Users' Note



Contents


1. Introduction

This document is essential reading for every user of the NAG Fortran Library Implementation specified in the title. It provides implementation-specific detail that augments the information provided in the NAG Fortran Library Manual and Introductory Guide. Wherever those manuals 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 routine:

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

Items (a), (b) and (c) are included in the NAG Fortran Library Manual; items (a) and (b) are also included in the NAG Fortran Library Introductory Guide; item (d) is this document which is provided in both HTML form and plain text form. Item (a) is also supplied in plain text form.

2. Availability of Routines

All routines listed in the chapter contents documents of the NAG Fortran Library Manual, Mark 19 are available in this implementation. At Mark 19, 68 new primary ("user-callable") routines have been introduced, and 15 deleted. Please consult the file NEWS.DOC (see Section 3.5) for lists of these routines and for a list of routines scheduled for withdrawal at Mark 20 or later. Your suggestions for new algorithms for future releases of the Library are welcomed (see Section 7).

3. General Information

3.1. Accessing the Library

To compile a Fortran program, type
FORTRAN <program>
or, if using Digital Fortran 90, type
F90 <program>
where <program> is the name of a .FOR file containing your program.

To link a program with the NAG Library, assuming that the library has been associated with a LNK$LIBRARY logical, type

LINK <program>
where <program> is the name of a .OBJ file containing your compiled program.

An options file should be used if linking to a shareable image, e.g.

LINK <program>, NAG$LINK.OPT/OPTIONS
where NAG$LINK.OPT contains the line NAG$SHARE/SHAREABLE.

To run the program, type

ASSIGN <data>    FOR005
ASSIGN <results> FOR006
RUN    <program>
where <program> is the name of a .EXE file containing your linked program, <data> is data to be read from Fortran channel 5, and <results> are results to be written to Fortran channel 6.

3.2. Example Programs

In the NAG Fortran Library Manual, routine documents that have been typeset since Mark 12 present the example programs in a generalised form, using bold italicised terms as described in Section 3.3.

In other routine documents, the example programs are in single precision and require modification for use with double precision routines. This conversion can entail:

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 all the distributed example programs have been revised and do not correspond exactly with the programs published in the manual, unless the documents have been recently typeset. The distributed example programs should be used in preference wherever possible.

3.3. Interpretation of Bold Italicised Terms

For this double precision implementation, the bold italicised terms used in the NAG Fortran Library Manual should be interpreted as:

real                 - DOUBLE PRECISION (REAL*8)
basic precision      - double precision
complex              - COMPLEX*16
additional precision - quadruple precision (REAL*16)
machine precision    - the machine precision, see the value
                       returned by X02AJF in Section 4                          

Thus a parameter described as real should be declared as DOUBLE PRECISION in your program. If a routine accumulates an inner product in additional precision, it is using software to simulate quadruple precision.

In routine documents that have been newly typeset since Mark 12 additional bold italicised terms are used in the published example programs and they must be interpreted as follows:

real as an intrinsic function name - DBLE
imag                               - DIMAG
cmplx                              - DCMPLX
conjg                              - DCONJG
e in constants, e.g. 1.0e-4        - D, e.g. 1.0D-4
e in formats, e.g. e12.4           - D, e.g. D12.4

All references to routines in Chapter F07 - Linear Equations (LAPACK) and Chapter F08 - Least-squares and Eigenvalue Problems (LAPACK) use the LAPACK name, not the NAG F07/F08 name. The LAPACK name is precision dependent, and hence the name appears in a bold italicised typeface.

The typeset examples use the single precision form of the LAPACK name. To convert this name to its double precision form, change the first character either from S to D or C to Z as appropriate.
For example:

sgetrf refers to the LAPACK routine name - DGETRF
cpotrs                                   - ZPOTRS

3.4. Explicit Output from NAG Routines

Certain routines produce explicit error messages and advisory messages via output units which either have default values or can be reset by using X04AAF for error messages and X04ABF for advisory messages. (The default values are given in Section 4). The maximum record lengths of error messages and advisory messages (including carriage control characters) are 80 characters, except where otherwise specified.

3.5. User Documentation

The following machine-readable information files are provided:

See Section 5 for additional documentation available from NAG.

3.6. Interface Blocks

The NAG Fortran Library Interface Blocks define the type and arguments of each user callable NAG Fortran Library routine. These are not essential to calling the NAG Fortran Library from Fortran 90 programs. Their purpose is to allow the Fortran 90 compiler to check that NAG Fortran Library routines are called correctly. The interface blocks enable the compiler to check that:

(a) Subroutines are called as such
(b) Functions are declared with the right type
(c) The correct number of arguments are passed
(d) All arguments match in type and structure

These interface blocks have been generated automatically by analysing the source code for the NAG Fortran Library. As a consequence, and because these files have been thoroughly tested, they are more reliable than writing your own declarations.

The NAG Fortran Library Interface Block files are organised by Library chapter. The module names are:

NAG_F77_A_CHAPTER
NAG_F77_C_CHAPTER
NAG_F77_D_CHAPTER
NAG_F77_E_CHAPTER
NAG_F77_F_CHAPTER
NAG_F77_G_CHAPTER
NAG_F77_H_CHAPTER
NAG_F77_M_CHAPTER
NAG_F77_P_CHAPTER
NAG_F77_S_CHAPTER
NAG_F77_X_CHAPTER
These are supplied in pre-compiled form (.F90$MOD files). If, for example, NAG_F77_S_CHAPTER is required, it should be copied to the current directory, or to a directory specified by a /INCLUDE qualifier on the compile line.

In order to make use of these modules from existing Fortran 77 code the following changes need to be made:

These changes are illustrated by showing the conversion of the Fortran 77 version of the example program for NAG Fortran Library routine S18DEF. Please note that this is not exactly the same as the example program that is distributed with this implementation. Each change is surrounded by comments boxed with asterisks.

*     S18DEF Example Program Text
*     Mark 14 Revised.  NAG Copyright 1989.
*******************************************************************
* Add USE statement for relevant chapters                         *
      USE NAG_F77_S_CHAPTER
*                                                                 *
*******************************************************************
*     .. Parameters ..
      INTEGER          NIN, NOUT
      PARAMETER        (NIN=5,NOUT=6)
      INTEGER          N
      PARAMETER        (N=2)
*     .. Local Scalars ..
      COMPLEX*16       Z
      DOUBLE PRECISION FNU
      INTEGER          IFAIL, NZ
      CHARACTER*1      SCALE
*     .. Local Arrays ..
      COMPLEX*16       CY(N)
*     .. External Subroutines ..
*******************************************************************
* EXTERNAL declarations need to be removed (and type declarations *
*  for functions).                                                *
C      EXTERNAL         S18DEF
*                                                                 *
*******************************************************************
*     .. Executable Statements ..
      WRITE (NOUT,*) 'S18DEF Example Program Results'
*     Skip heading in data file
      READ (NIN,*)
      WRITE (NOUT,*)
      WRITE (NOUT,99999) 'Calling with N =', N
      WRITE (NOUT,*)
      WRITE (NOUT,*)
     +'   FNU            Z        SCALE       CY(1)              CY(2)
     +   NZ IFAIL'
      WRITE (NOUT,*)
   20 READ (NIN,*,END=40) FNU, Z, SCALE
      IFAIL = 0
*
      CALL S18DEF(FNU,Z,N,SCALE,CY,NZ,IFAIL)
*
      WRITE (NOUT,99998) FNU, Z, SCALE, CY(1), CY(2), NZ, IFAIL
      GO TO 20
   40 STOP
*
99999 FORMAT (1X,A,I2)
99998 FORMAT (1X,F7.4,'  (',F7.3,',',F7.3,')   ',A,
     +       2('  (',F7.3,',',F7.3,')'),I4,I4)
      END

4. Routine-specific Information

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

(a) D03

The example programs for D03RAF and D03RBF take much longer to run than other examples.

(b) F02, F06 and F08

The following routines call routines from LAPACK to perform most of the computation:
F02FDF      F02GAF      F02GBF      F02HDF
Some details of the results may vary, depending on whether the program is linked to the LAPACK routines in Chapter F08 or to the LAPACK routines in the Digital Extended Math Library (DXML). In particular, if DXML is used, computed eigenvectors and Schur vectors may not be normalised as specified in the NAG documentation; they may differ by a (complex) scalar multiple of absolute value 1. Similar comments apply to the following F08 routines:
F08FFF      F08FTF      F08GFF      F08GTF      F08HEF      F08HSF
F08JEF      F08JGF      F08JUF      F08KTF      F08NFF      F08NGF 
F08NHF      F08NTF      F08NUF      F08NVF      F08PEF      F08PSF
F08QGF      F08QUF 
The example programs for the undocumented routines F06PBF, F06SBF, F06YCF and F06ZCF cannot be linked if using the Shareable Library. This is because a different version of the error handler is used in these tests. This does not affect the efficacy of these routines in normal usage.

(c) G02

The value of ACC, the machine-dependent constant mentioned in several documents in the chapter, is 1.0D-13.

(d) G13

The example program for G13DCF must be compiled with /NOOPT or /CHECK. The supplied example contains an OPTIONS /CHECK statement.

(e) P01

On hard failure, P01ABF writes the error message to the error message unit specified by X04AAF and then stops.

(f) S07 - S21

The constants referred to in the NAG Fortran Library Manual have the following values in this implementation:
S07AAF  F(1)   = 1.0D+13
        F(2)   = 1.0D-14

S10AAF  E(1)   = 18.5
S10ABF  E(1)   = 709.0
S10ACF  E(1)   = 709.0

S13AAF  x(hi)  = 709.0
S13ACF  x(hi)  = 1.0D+16
S13ADF  x(hi)  = 1.0D+17

S14AAF  IFAIL  = 1 if X > 170.0
        IFAIL  = 2 if X < -170.0
        IFAIL  = 3 if abs(X) < 2.70D-308
S14ABF  IFAIL  = 2 if X > 1.28D+305

S15ADF  x(hi)  = 26.6
        x(low) = -6.25
S15AEF  x(hi)  = 6.25

S17ACF  IFAIL  = 1 if X > 1.0D+16
S17ADF  IFAIL  = 1 if X > 1.0D+16
        IFAIL  = 3 if 0.0 < X <= 2.70D-308
S17AEF  IFAIL  = 1 if abs(X) > 1.0D+16
S17AFF  IFAIL  = 1 if abs(X) > 1.0D+16
S17AGF  IFAIL  = 1 if X > 103.9
        IFAIL  = 2 if X < -5.6D+10
S17AHF  IFAIL  = 1 if X > 104.1
        IFAIL  = 2 if X < -5.6D+10
S17AJF  IFAIL  = 1 if X > 104.1
        IFAIL  = 2 if X < -1.8D+9
S17AKF  IFAIL  = 1 if X > 104.1
        IFAIL  = 2 if X < -1.8D+9
S17DCF  IFAIL  = 2 if abs (Z) < 9.81D-306
        IFAIL  = 4 if abs (Z) or FNU+N-1 > 3.27D+4
        IFAIL  = 5 if abs (Z) or FNU+N-1 > 1.07D+9
S17DEF  IFAIL  = 2 if imag (Z) > 702.0
        IFAIL  = 3 if abs (Z) or FNU+N-1 > 3.27D+4
        IFAIL  = 4 if abs (Z) or FNU+N-1 > 1.07D+9
S17DGF  IFAIL  = 3 if abs (Z) > 1.02D+3
        IFAIL  = 4 if abs (Z) > 1.04D+6
S17DHF  IFAIL  = 3 if abs (Z) > 1.02D+3
        IFAIL  = 4 if abs (Z) > 1.04D+6
S17DLF  IFAIL  = 2 if abs (Z) < 9.81D-306
        IFAIL  = 4 if abs (Z) or FNU+N-1 > 3.27D+4
        IFAIL  = 5 if abs (Z) or FNU+N-1 > 1.07D+9

S18ADF  IFAIL  = 2 if 0.0 < X <= 2.70D-308
S18AEF  IFAIL  = 1 if abs(X) > 712.3
S18AFF  IFAIL  = 1 if abs(X) > 712.3
S18CDF  IFAIL  = 2 if 0.0 < X <= 2.70D-308
S18DCF  IFAIL  = 2 if abs (Z) < 9.81D-306
        IFAIL  = 4 if abs (Z) or FNU+N-1 > 3.27D+4
        IFAIL  = 5 if abs (Z) or FNU+N-1 > 1.07D+9
S18DEF  IFAIL  = 2 if real (Z) > 702.0
        IFAIL  = 3 if abs (Z) or FNU+N-1 > 3.27D+4
        IFAIL  = 4 if abs (Z) or FNU+N-1 > 1.07D+9

S19AAF  IFAIL  = 1 if abs(x) >= 49.50
S19ABF  IFAIL  = 1 if abs(x) >= 49.50
S19ACF  IFAIL  = 1 if X > 998.24
S19ADF  IFAIL  = 1 if X > 998.24

S21BCF  IFAIL  = 3 if an argument < 9.944D-206
        IFAIL  = 4 if an argument >= 5.990D+202
S21BDF  IFAIL  = 3 if an argument < 2.238D-103
        IFAIL  = 4 if an argument >= 1.769D+102

(g) X01

The values of the mathematical constants are:
X01AAF (PI)    = 3.1415926535897932
X01ABF (GAMMA) = 0.5772156649015329

(h) X02

The values of the machine constants are:

The basic parameters of the model

X02BHF = 2
X02BJF = 53
X02BKF = -1023
X02BLF = 1023
X02DJF = .TRUE.
Derived parameters of the floating-point arithmetic
X02AJF = Z'0000000000003CC0' ( 1.11022302462516D-16 )
X02AKF = Z'0000000000000010' ( 5.56268464626804D-309 )
X02ALF = Z'FFFFFFFFFFFF7FFF' ( 8.98846567431158D+307 )
X02AMF = Z'0074000000000020' ( 1.11253692925364D-308 )
X02ANF = Z'9DE7333F504F0033' ( 2.68590174324498D-308 )
Parameters of other aspects of the computing environment
X02AHF = Z'0000000000004970' ( 1.42724769270596D+45 )
X02BBF = 2147483647
X02BEF = 15
X02DAF = .FALSE.

(i) X04

The default output units for error and advisory messages for those routines which can produce explicit output are both Fortran Unit 6.

5. Documentation

Each supported NAG Fortran Library site is currently provided with a printed copy of the NAG Fortran Library Manual (or Update) and Introductory Guide. Additional copies 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.

A full on-line version of the NAG Fortran Library Manual is available in the form of Portable Document Format (PDF) files. Please contact NAG if you are interested in this.

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 FLDAV19DG).

(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 simply 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 delighted to receive your comments. We have provided a short survey on our website at www.nag.co.uk/local/feedback to enable you to provide this feedback. Alternatively feel free to contact the appropriate NAG Response Centre who will be happy either to record your comments or to send you a printed copy of the survey.

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
 
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

[NP3524/UN]