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 been compiled in a manner that facilitates the use of multiple threads.
http://www.nag.co.uk/doc/inun/fl24/l6idcl/postrelease.html
for details of any new information related to the applicability or usage of this implementation.
For repeatability of results, we recommend that you use one of the self-contained variants of the NAG Fortran Library, i.e. libnag_nag.a or libnag_nag.so. These have been compiled using the -fp-model precise option and so are optimized for repeatability rather than speed.
If your machine has more than one processor or a multicore chip, then it is recommended that you set the environment variable OMP_NUM_THREADS to the number of available threads, e.g.
setenv OMP_NUM_THREADS 4in the C shell, or
OMP_NUM_THREADS=4 export OMP_NUM_THREADSin the Bourne shell. This will enable the Intel MKL BLAS to make use of the extra processor(s) / core(s) and will thus speed up the computation of many of the Library procedures.
With MKL version 10.0 or newer, this is the default behaviour. In this case, if you do not want MKL to make use of multiple cores, OMP_NUM_THREADS should be set to 1.
If you are running on an Intel processor and using an MKL-based variant of the NAG Library, performance may be enhanced by using the Conditional Numerical Reproducibility settings introduced in MKL 11.0. To get the best performance from the MKL routines, set the environment variable MKL_CBWR appropriately for your processor. See http://software.intel.com/sites/products/documentation/doclib/mkl_sa/11/mkl_userguide_lnx/index.htm#GUID-DCB010F6-DDBF-4A00-8BB3-049BEFDC2ED2.htm for the various settings available. Alternatively, call the mkl_set_cbwr_branch function from your code prior to calling any NAG Library routines.
Please note that this implementation is not compatible with versions of MKL earlier than 10.3.
By default [INSTALL_DIR] (see Installer's Note (in.html)) is /opt/NAG/fll6i24dcl or /usr/local/NAG/fll6i24dcl depending on your system; however it could have been changed by the person who did the installation. To identify [INSTALL_DIR] for this installation:
ifort -I[INSTALL_DIR]/nag_interface_blocks [INSTALL_DIR]/lib/libnag_mkl.a driver.f90 \ -Wl,--start-group [INSTALL_DIR]/mkl_intel64/libmkl_intel_lp64.a \ [INSTALL_DIR]/mkl_intel64/libmkl_intel_thread.a \ [INSTALL_DIR]/mkl_intel64/libmkl_core.a -Wl,--end-group \ -liomp5 -lpthreadwhere driver.f90 is your application program;
or
ifort -I[INSTALL_DIR]/nag_interface_blocks driver.f90 \ [INSTALL_DIR]/lib/libnag_mkl.so -L[INSTALL_DIR]/mkl_intel64 \ -lmkl_rtif the shareable library is required. Please note that the shareable library is not fully resolved unless linked against the run-time library libmkl_rt.so explicitly; this requires the environment variable LD_LIBRARY_PATH to be set correctly at link time (see below).
However, if you prefer to link to a version of the NAG Library which does not require the use of MKL you may wish to use the self-contained libraries as follows:
ifort -I[INSTALL_DIR]/nag_interface_blocks driver.f90 \ [INSTALL_DIR]/lib/libnag_nag.aor
ifort -I[INSTALL_DIR]/nag_interface_blocks driver.f90 \ [INSTALL_DIR]/lib/libnag_nag.soif the shareable library is required.
If your application has been linked with the shareable NAG and MKL libraries then the environment variable LD_LIBRARY_PATH must be set (or extended) to allow run-time linkage.
In the C shell type:
setenv LD_LIBRARY_PATH [INSTALL_DIR]/lib:[INSTALL_DIR]/mkl_intel64to set LD_LIBRARY_PATH, or
setenv LD_LIBRARY_PATH \ [INSTALL_DIR]/lib:[INSTALL_DIR]/mkl_intel64:${LD_LIBRARY_PATH}to extend LD_LIBRARY_PATH if you already have it set.
In the Bourne shell, type:
LD_LIBRARY_PATH=[INSTALL_DIR]/lib:[INSTALL_DIR]/mkl_intel64 export LD_LIBRARY_PATHto set LD_LIBRARY_PATH, or
LD_LIBRARY_PATH=[INSTALL_DIR]/lib:[INSTALL_DIR]/mkl_intel64:${LD_LIBRARY_PATH} export LD_LIBRARY_PATHto extend LD_LIBRARY_PATH if you already have it set.
Note that you may also need to set LD_LIBRARY_PATH to point at other items such as compiler run-time libraries, for example if you are using a newer version of the compiler.
If you are using a different compiler, you may need to link against the Intel ifort run-time libraries provided in [INSTALL_DIR]/rtl.
A document, techdoc.html, giving advice on calling the NAG Fortran Library from C and C++ is also available in [INSTALL_DIR]/c_headers.
(a) subroutines are called as such;
(b) functions are declared with the right type;
(c) the correct number of arguments are passed; and
(d) all arguments match in type and structure.
The NAG Fortran Library interface block files are organised by Library chapter. They are aggregated into one module named
nag_libraryThe modules are supplied in pre-compiled form (.mod files) and they can be accessed by specifying the -Ipathname option on each compiler invocation, where pathname ([INSTALL_DIR]/nag_interface_blocks) is the path of the directory containing the compiled interface blocks.
The .mod module files were compiled with the compiler shown in Section 2.1 of the Installer's Note. Such module files are compiler-dependent. If you wish to use NAG modules with a version of the Intel Fortran compiler other than the one used to build this NAG Library, you may need to recompile the interface blocks with your own compiler version. A recompiled set of interface blocks can be created in a separate directory (e.g. nag_interface_blocks_alt) using the supplied script command
[INSTALL_DIR]/scripts/nag_recompile_mods nag_interface_blocks_altfrom the [INSTALL_DIR] directory. This script uses the version of the Intel Fortran compiler from your PATH environment; to specify an alternative version it is safest to first run the Intel Fortran compiler environment scripts for that version prior to running [INSTALL_DIR]/scripts/nag_recompile_mods.
To make the new set of compiled modules the default set, move the directory [INSTALL_DIR]/nag_interface_blocks to [INSTALL_DIR]/nag_interface_blocks_original, and then move the directory containing the new set of modules [INSTALL_DIR]/nag_interface_blocks_alt to [INSTALL_DIR]/nag_interface_blocks.
See the Post Release Information page
http://www.nag.co.uk/doc/inun/fl24/l6idcl/postrelease.html
where more information may be available, or contact NAG for further help.
The distributed example results are those obtained with the static library libnag_mkl.a, (i.e. using the MKL BLAS and LAPACK routines).
Note that the example material has been adapted, if necessary, from that published in the Library Manual, so that programs are suitable for execution with this implementation with no further changes. The distributed example programs should be used in preference to the versions in the Library Manual wherever possible.
The directory [INSTALL_DIR]/scripts contains four scripts: nag_example_mkl, nag_example_shar_mkl, nag_example and nag_example_shar.
The example programs are most easily accessed by one of the commands
Each command will provide you with a copy of an example program (and its data and options file, if any), compile the program and link it with the appropriate libraries (showing you the compile command so that you can recompile your own version of the program). Finally, the executable program will be run with appropriate arguments specifying data, options and results files as needed.
The example program concerned is specified by the argument to the command, e.g.
nag_example_mkl e04nrfwill copy the example program and its data and options files (e04nrfe.f90, e04nrfe.d and e04nrfe.opt) into the current directory, compile the program and run it to produce the example program results in the file e04nrfe.r.
This implementation of the NAG Fortran Library uses 32-bit integers.
The NAG Library and documentation use parameterized types for floating-point variables. Thus, the type
REAL(KIND=nag_wp)appears in documentation of all NAG Fortran Library routines, where nag_wp is a Fortran KIND parameter. The value of nag_wp will vary between implementations, and its value can be obtained by use of the nag_library module. We refer to the type nag_wp as the NAG Library "working precision" type, because most floating-point arguments and internal variables used in the library are of this type.
In addition, a small number of routines use the type
REAL(KIND=nag_rp)where nag_rp stands for "reduced precision type". Another type, not currently used in the library, is
REAL(KIND=nag_hp)for "higher precision type" or "additional precision type".
For correct use of these types, see almost any of the example programs distributed with the Library.
For this implementation, these types have the following meanings:
REAL (kind=nag_rp) means REAL (i.e. single precision) REAL (kind=nag_wp) means DOUBLE PRECISION COMPLEX (kind=nag_rp) means COMPLEX (i.e. single precision complex) COMPLEX (kind=nag_wp) means double precision complex (e.g. COMPLEX*16)
In addition, the Manual has adopted a convention of using bold italics to distinguish some terms.
One important bold italicised term is machine
precision, which denotes the relative precision to which
DOUBLE PRECISION floating-point numbers are stored in
the computer, e.g. in an implementation with approximately 16 decimal
digits of precision, machine precision has a value of
approximately
The precise value of machine precision is given by the routine X02AJF. Other routines in Chapter X02 return the values of other implementation-dependent constants, such as the overflow threshold, or the largest representable integer. Refer to the X02 Chapter Introduction for more details.
The bold italicised term block size is used only in Chapters F07 and F08. It denotes the block size used by block algorithms in these chapters. You only need to be aware of its value when it affects the amount of workspace to be supplied – see the parameters WORK and LWORK of the relevant routine documents and the Chapter Introduction.
Many LAPACK routines have a "workspace query" mechanism which allows a caller to interrogate the routine to determine how much workspace to supply. Note that LAPACK routines from the MKL may require a different amount of workspace from the equivalent NAG versions of these routines. Care should be taken when using the workspace query mechanism.
In this implementation calls to the NAG version of the following BLAS and LAPACK routines are included in the libraries libnag_mkl.a and libnag_mkl.so to avoid problems with the vendor version:
DBDSQR DGEBAL DGEESX DGEEVX DGEHRD DGGESX DHSEQR ZBDSQR ZGEBAL ZGEEVX ZHPEVD ZHSEQR ZTRSEN ZTRSV
The behaviour of functions in these Chapters may depend on implementation-specific values.
General details are given in the Library Manual, but the specific values used in this implementation are as follows:
S07AAF F_1 = 1.0E+13 F_2 = 1.0E-14 S10AAF E_1 = 1.8715E+1 S10ABF E_1 = 7.080E+2 S10ACF E_1 = 7.080E+2 S13AAF x_hi = 7.083E+2 S13ACF x_hi = 1.0E+16 S13ADF x_hi = 1.0E+17 S14AAF IFAIL = 1 if X > 1.70E+2 IFAIL = 2 if X < -1.70E+2 IFAIL = 3 if abs(X) < 2.23E-308 S14ABF IFAIL = 2 if X > x_big = 2.55E+305 S15ADF x_hi = 2.65E+1 S15AEF x_hi = 2.65E+1 S15AGF IFAIL = 1 if X >= 2.53E+307 IFAIL = 2 if 4.74E+7 <= X < 2.53E+307 IFAIL = 3 if X < -2.66E+1 S17ACF IFAIL = 1 if X > 1.0E+16 S17ADF IFAIL = 1 if X > 1.0E+16 IFAIL = 3 if 0 < X <= 2.23E-308 S17AEF IFAIL = 1 if abs(X) > 1.0E+16 S17AFF IFAIL = 1 if abs(X) > 1.0E+16 S17AGF IFAIL = 1 if X > 1.038E+2 IFAIL = 2 if X < -5.7E+10 S17AHF IFAIL = 1 if X > 1.041E+2 IFAIL = 2 if X < -5.7E+10 S17AJF IFAIL = 1 if X > 1.041E+2 IFAIL = 2 if X < -1.9E+9 S17AKF IFAIL = 1 if X > 1.041E+2 IFAIL = 2 if X < -1.9E+9 S17DCF IFAIL = 2 if abs(Z) < 3.92223E-305 IFAIL = 4 if abs(Z) or FNU+N-1 > 3.27679E+4 IFAIL = 5 if abs(Z) or FNU+N-1 > 1.07374E+9 S17DEF IFAIL = 2 if AIMAG(Z) > 7.00921E+2 IFAIL = 3 if abs(Z) or FNU+N-1 > 3.27679E+4 IFAIL = 4 if abs(Z) or FNU+N-1 > 1.07374E+9 S17DGF IFAIL = 3 if abs(Z) > 1.02399E+3 IFAIL = 4 if abs(Z) > 1.04857E+6 S17DHF IFAIL = 3 if abs(Z) > 1.02399E+3 IFAIL = 4 if abs(Z) > 1.04857E+6 S17DLF IFAIL = 2 if abs(Z) < 3.92223E-305 IFAIL = 4 if abs(Z) or FNU+N-1 > 3.27679E+4 IFAIL = 5 if abs(Z) or FNU+N-1 > 1.07374E+9 S18ADF IFAIL = 2 if 0 < X <= 2.23E-308 S18AEF IFAIL = 1 if abs(X) > 7.116E+2 S18AFF IFAIL = 1 if abs(X) > 7.116E+2 S18DCF IFAIL = 2 if abs(Z) < 3.92223E-305 IFAIL = 4 if abs(Z) or FNU+N-1 > 3.27679E+4 IFAIL = 5 if abs(Z) or FNU+N-1 > 1.07374E+9 S18DEF IFAIL = 2 if REAL(Z) > 7.00921E+2 IFAIL = 3 if abs(Z) or FNU+N-1 > 3.27679E+4 IFAIL = 4 if abs(Z) or FNU+N-1 > 1.07374E+9 S19AAF IFAIL = 1 if abs(X) >= 5.04818E+1 S19ABF IFAIL = 1 if abs(X) >= 5.04818E+1 S19ACF IFAIL = 1 if X > 9.9726E+2 S19ADF IFAIL = 1 if X > 9.9726E+2 S21BCF IFAIL = 3 if an argument < 1.583E-205 IFAIL = 4 if an argument >= 3.765E+202 S21BDF IFAIL = 3 if an argument < 2.813E-103 IFAIL = 4 if an argument >= 1.407E+102
The values of the mathematical constants are:
X01AAF (pi) = 3.1415926535897932 X01ABF (gamma) = 0.5772156649015328
The values of the machine constants are:
The basic parameters of the model
X02BHF = 2 X02BJF = 53 X02BKF = -1021 X02BLF = 1024Derived parameters of the floating-point arithmetic
X02AJF = 1.11022302462516E-16 X02AKF = 2.22507385850721E-308 X02ALF = 1.79769313486231E+308 X02AMF = 2.22507385850721E-308 X02ANF = 2.22507385850721E-308Parameters of other aspects of the computing environment
X02AHF = 1.42724769270596E+45 X02BBF = 2147483647 X02BEF = 15
The Library Manual is available as part of the installation or via download from the NAG website. The most up-to-date version of the documentation is accessible via the NAG website at http://www.nag.co.uk/numeric/FL/FLdocumentation.asp.
The Library Manual is supplied in the following formats:
The following main index files have been provided for these formats:
nagdoc_fl24/html/FRONTMATTER/manconts.html nagdoc_fl24/pdf/FRONTMATTER/manconts.pdf nagdoc_fl24/pdf/FRONTMATTER/manconts.htmlUse your web browser to navigate from here. For convenience, a master index file containing links to the above files has been provided at
nagdoc_fl24/index.html
Advice on viewing and navigating the formats available can be found in the Online Documentation document.
In addition the following are provided:
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