NAG Fortran Library, Mark 20

FLW3220DTL - License Managed

Windows NT/2000/XP Compaq Visual Fortran, Thread Safe

Users' Note



Contents


1. Introduction

All users of the NAG Fortran Library should make sure they read the Users' Note that is appropriate for the implementation they are using. These documents provide implementation-specific details that supplement 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 before calling any library routine you should read the following reference material:

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

If you intend to use the NAG library within a multi-threaded application please refer to the document on Thread Safety which gives specific guidance and help.

2. Availability of Routines

All routines listed in the chapter contents of the NAG Fortran Library, Mark 20, are available in this implementation. At Mark 20, 95 new primary ("user-callable") and 36 new thread safe routines have been introduced, and 2 routines deleted. Please consult the 'News' document in the online documentation 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

Assuming that the directory containing the libraries has been added to the LIB environment variable, you may compile and link to the NAG Fortran Library and MKL on the command line in the following manner: 

df /threads /automatic driver.for nag20DT.lib mkl_s.lib mkl_def.lib
where driver.for is your application program.

If you are using Developer Studio, after establishing a workspace you should make the system aware of the libraries by clicking on Project, then Settings, then Link and entering the library and relevant MKL libraries under Object/library modules. The installation procedure attempts to make Developer Studio aware of the location of the NAG libraries and of the MKL libraries supplied by NAG. You can confirm that it has been successful by examining the Directories pane when Tools/Options/Directories/Show directories for/Libraries has been selected. If the installation had difficulty, perhaps because several versions of Developer Studio were recorded in the registry, then you can set this facility manually in the Directories pane. Otherwise you will have to specify the full path name of the libraries in Object/library modules.

3.2. Example Programs

The example programs are most easily accessed by using the batch file 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. Finally, the executable program will be run. The example program concerned is specified by the argument to nagex.bat. For example, if the location of nagex.bat is on your path, create the directory c:\test, make c:\test the current directory and then give the command: 
nagex c06eaf

This will copy the example program and its data into the directory c:\test and process them to produce the example program results in the file c06eafe.res. Please note that the environment variables NAGDTDIR and MKLDIR need to be set as described in the Installer's Note in order for nagex.bat to run successfully.

In the online documentation, routine documents present the example programs in a generalised form, using bold italicised terms as described in Section 3.3.

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.

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 or REAL (KIND(0.0D0))
basic precision      - double precision
complex              - COMPLEX*16 or COMPLEX (KIND(0.0D0)) 
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.

Additional bold italicised terms are used in the example programs in the online documentation 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 normally 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. These routines are potentially not thread safe and in general such output is not recommended in a multi-threaded environment.

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 for calling the NAG Fortran Library. Their purpose is to allow a Fortran 90 compiler (such as the Compaq Visual Fortran 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

The interface blocks were 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 generally more reliable than individually written declarations.

The NAG Fortran Library Interface Block files consist of 11 separate modules. Their 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). If you are compiling on the command line, to make one or more files accessible you should either copy them to the current directory or ensure that the directory containing the .mod files has been added to the INCLUDE environment variable.

If you are using Developer Studio, you should find that the installation procedure has made Developer Studio aware of the location of the NAG interface blocks. You can confirm that this has been successful by examining the Directories pane when Tools/Options/Directories/Show directories for/Include files has been selected. If the installation had difficulty, perhaps because several versions of Developer Studio were recorded in the registry, then you can set this facility manually in the Directories pane. Otherwise, after establishing a workspace you should make the system aware of any interface blocks by clicking on Project, then Settings, then Fortran, choosing Preprocessor in the Category menu and entering the full paths to the interface blocks in the box labelled INCLUDE and USE Paths.

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

3.6 Thread Safety

 Both the full library (nag20DT.LIB) and the thread safe subset library (nag20DTS.LIB) have been compiled using the thread safe switches /threads /automatic and will link to the thread safe runtime libraries.

For advice on using the NAG library in a multi-threaded application please refer to the document on Thread Safety, which is part of the introductory material in the manual.

3.7. Calling the Library from C or C++

With care, the NAG Fortran Library may be used from within a C or C++ environment. To help you make the mapping between Fortran and C types, a set of C header files (.\headers\nagmk20.h) and a set of C++ header files (.\headers\nagmk20.hxx) are provided. Either cut and paste the relevant section of the appropriate file into your C or C++ application or simply include the relevant header file with your application. Please refer to the file .\headers\techdoc.html for details on how to use the header files.

4. Routine-specific Information

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

(a) F06

In this implementation calls to the Basic Linear Algebra Subprograms (BLAS) are implemented by calls to the Intel MKL Library.

(b) G02

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

(c) P01

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

(d) 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)   = 1.8500D+1
S10ABF  E(1)   = 7.080D+2
S10ACF  E(1)   = 7.080D+2
S13AAF  x(hi)  = 7.083D+2
S13ACF  x(hi)  = 1.0D+16
S13ADF  x(hi)  = 1.0D+17
S14AAF  IFAIL  = 1 if X > 1.70D+2
        IFAIL  = 2 if X < -1.70D+2
        IFAIL  = 3 if abs(X) < 2.23D-308
S14ABF  IFAIL  = 2 if X > 2.55D+305
S15ADF  x(hi)  = 2.66D+1
        x(low) = -6.25D+0
S15AEF  x(hi)  = 6.25D+0
S17ACF  IFAIL  = 1 if X > 1.0D+16
S17ADF  IFAIL  = 1 if X > 1.0D+16
        IFAIL  = 3 if 0.0D+00 < X <= 2.23D-308
S17AEF  IFAIL  = 1 if abs(X) > 1.0D+16
S17AFF  IFAIL  = 1 if abs(X) > 1.0D+16
S17AGF  IFAIL  = 1 if X > 1.038D+2
        IFAIL  = 2 if X < -5.6D+10
S17AHF  IFAIL  = 1 if X > 1.041D+2
        IFAIL  = 2 if X < -5.6D+10
S17AJF  IFAIL  = 1 if X > 1.041D+2
        IFAIL  = 2 if X < -1.8D+9
S17AKF  IFAIL  = 1 if X > 1.041D+2
        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) > 7.00D+2
        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 0.0D+00 < X <= 2.23D-308
S18AEF  IFAIL  = 1 if abs(X) > 7.116D+2
S18AFF  IFAIL  = 1 if abs(X) > 7.116D+2
S18CDF  IFAIL  = 2 if 0.0D+00 < X <= 2.23D-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) > 7.00D+2
        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) >= 4.95000D+1
S19ABF  IFAIL  = 1 if abs(x) >= 4.95000D+1
S19ACF  IFAIL  = 1 if X > 9.9726D+2
S19ADF  IFAIL  = 1 if X > 9.9726D+2
S21BCF  IFAIL  = 3 if an argument < 1.579D-205
        IFAIL  = 4 if an argument >= 3.774D+202
S21BDF  IFAIL  = 3 if an argument < 2.820D-103
        IFAIL  = 4 if an argument >= 1.404D+102

(e) X01

The values of the mathematical constants are: 
X01AAF (PI)    = 3.1415926535897932D+00
X01ABF (GAMMA) = 0.5772156649015329D+00

(f) 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 = Z'3CA0000000000001' ( 1.11022302462516D-16 )
X02AKF = Z'0010000000000000' ( 2.22507385850721D-308 )
X02ALF = Z'7FEFFFFFFFFFFFFF' ( 1.79769313486231D+308 )
X02AMF = Z'0010000000000000' ( 2.22507385850721D-308 )
X02ANF = Z'0010000000000000' ( 2.22507385850721D-308 )
Parameters of other aspects of the computing environment 
X02AHF = Z'43F0000000000000' ( 1.84467440737095D+19 )
X02BBF = 2147483647
X02BEF = 15
X02DAF = .FALSE.

(g) 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

5.1. Online Documentation

The NAG Fortran Library documentation is provided as Portable Document Format (PDF) files, with an HTML index, in the .\doc\manual20 directory. The introductory material is also provided as HTML files via the .\doc\manual20\html\mark20.html index.

You are advised to consult the introductory materials before calling any routine. You are particularly strongly advised to read the thread safety document if you are creating multi-threaded applications.

In addition the following are provided in the .\doc directory

5.2 Printed Documentation

Printed copies of the NAG Fortran Library Manual are available for purchase; please refer to the NAG documentation order form (available on the NAG websites) 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. (This is given at the head of this document.)

(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 pleased to receive your comments by email at feedback@nag.co.uk. Alternatively feel free to 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
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