NAG Fortran Library, Mark 20

FLW3220DSL - License Managed

Microsoft Windows 98/NT/ME/2000/XP,
Salford FTN77,
Double Precision

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.

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) Routine Document

The libraries supplied with this implementation have not been compiled in a manner that facilitates the use of multiple threads.

2. Availability of Routines

All routines listed in the chapter contents documents of the NAG Fortran Library Manual, Mark 20 are available in this implementation. At Mark 20, 95 new primary ("user-callable") routines and 36 thread safe equivalents of existing routines have been introduced. Two routines have been deleted. Please consult Mark 20 News (see Section 5) for lists of these routines and for a list of routines scheduled for withdrawal at Mark 21 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

A version of the Intel Math Kernel Library (MKL) version 2.1, adapted for use with the Salford compiler, has been supplied with this implementation. This library is not identical to any of the libraries supplied by Intel in their MKL distribution. It has been adapted for FTN77/FTN95 by Salford Software and thoroughly tested with the NAG Library by NAG. The installer will have been given the choice of whether to install libraries for the Intel MKL BLAS and LAPACK , the NAG BLAS and LAPACK or both.

The shortcut

   Start | Programs | Numerical Algorithms Group | FL20 | Salford Fortran compiler with NAG static Lib. Command Prompt

may be used to start a command prompt window with the correct setting of the PATH environment variable for the compiler and Library.

Within this window you may compile your program in the following manner:

ftn77 /intl /logl /nolink driver.f
where driver.f is your application program.

The program may be linked with the NAG library and MKL using the command

naglink driver
naglink is a .BAT file provided in the batch folder, and is simply :
@echo off
echo load %1e.obj                           > slink.lst
echo load "%NAGLIBDIR%\lib\nag.lib"        >> slink.lst
echo load "%NAGLIBDIR%\mkl21\mkl_s.lib"    >> slink.lst
echo load "%NAGLIBDIR%\mkl21\kernel32.lib" >> slink.lst
echo load netapi32.dll                     >> slink.lst
echo file %1e.exe                          >> slink.lst
slink slink.lst
You may wish to modify a copy of this .BAT file to include other libraries, etc. To use the NAG versions of BLAS and LAPACK rather than the MKL libraries, load the library nagbl.lib instead of nag.lib and remove references to mkl21\mkl_s.lib and mkl21\kernel32.lib.

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, with results saved in a file.

If the first argument to the script is -mkl the example program is linked with the version of the NAG library that uses the MKL BLAS and LAPACK.

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

nagex c06eaf
will copy the example program and its data into the files c06eafe.for and c06eafe.dat in the current folder and process them to produce the example program results, which are placed in the file c06eafe.res in the current folder.

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 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 routines. Running the examples with non-NAG BLAS or LAPACK may give slightly different results.

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,COMPLEX*32)
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 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. 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 90/95 programs. Their purpose is to allow the Fortran 90/95 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, their use is recommended in preference to 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 (.mod files). You should ensure that the folder containing the .mod files has been added to the MOD_PATH environment variable.

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) F06, F07 and F08

When using the library NAG.LIB (but not NAGBL.LIB), calls to the Basic Linear Algebra Subprograms (BLAS) and linear algebra routines (LAPACK) must be resolved by calls to another library, such as Intel MKL.

(c) G02

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

(d) P01

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

(e) 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)   = 18.50
S10ABF  E(1)   = 708.0
S10ACF  E(1)   = 708.0
 
S13AAF  x(hi)  = 708.2
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) < 2.58D-308
S14ABF  IFAIL  = 2 if X > 2.55D+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 <= 2.58D-308
S17AEF  IFAIL  = 1 if abs(X) > 1.0D+16
S17AFF  IFAIL  = 1 if abs(X) > 1.0D+16
S17AGF  IFAIL  = 1 if X > 103.8
        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) < 3.93D-305
        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) > 700.0
        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) < 3.93D-305
        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 <= 2.58D-308
S18AEF  IFAIL  = 1 if abs(X) > 711.5
S18AFF  IFAIL  = 1 if abs(X) > 711.5
S18CDF  IFAIL  = 2 if 0.0 < X <= 2.58D-308
S18DCF  IFAIL  = 2 if abs (Z) < 3.93D-305
        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) > 700.0
        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 > 997.06
S19ADF  IFAIL  = 1 if X > 997.06
 
S21BCF  IFAIL  = 3 if an argument < 1.740D-205
        IFAIL  = 4 if an argument >= 3.424D+202
S21BDF  IFAIL  = 3 if an argument < 2.960D-103
        IFAIL  = 4 if an argument >= 1.337D+102

(f) X01

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

(g) X02

The values of the machine constants are:

The basic parameters of the model

X02BHF =      2
X02BJF =     53
X02BKF =  -1021
X02BLF =   1024
X02DJF =  .TRUE.
Derived parameters of the floating-point arithmetic
X02AJF = 1.11130722679765D-16
X02AKF = 2.22507385850721D-308
X02ALF = 1.79769313486231D+308
X02AMF = 2.57466740049304D-308
X02ANF = 4.45014771701453D-308
Parameters of other aspects of the computing environment
X02AHF = 4.61168601842738D+18
X02BBF = 2147483647
X02BEF = 15
X02DAF = .FALSE.

(h) 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 ordinarily provided with a printed copy of the NAG Fortran 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 online version of the NAG Fortran Library Manual is supplied in the form of Portable Document Format (PDF) files, with an HTML index. The introductory material is also provided as HTML files. The main index is a fully linked contents document pointing to all the available PDF (and where available HTML) files.

The manual can be viewed directly from the distribution CD, and may have also been installed on local hard disk. If it has been installed on your PC, there will be a shortcut

   Start | Programs | Numerical Algorithms Group | FL20 | Manual

which will start your HTML browser at the contents page. This page may be found on the distribution CD as \Manual\html\mark20.html.

In addition the following are provided in the doc folder:

The Users' Note may be accessed via the shortcut :

   Start | Programs | Numerical Algorithms Group | FL20 | Salford Fortran compiler NAG static Lib. User Note

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 FLW3220DSL).

(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
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
Hatchobori Frontier Building 2F
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