NAG C Library, Mark 23

CLW3223DAL - License Managed

Microsoft Windows XP / Vista / 7, Intel C/C++ or 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 Mark 23 Library Manual (which we will refer to as the Library Manual). Wherever that manual refers 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 been compiled in a manner that facilitates the use of multiple threads.

2. Post Release Information

Please check the following URL:

http://www.nag.co.uk/doc/inun/cl23/w32dal/postrelease.html

for details of any new information related to the applicability or usage of this implementation.

3. General Information

For best performance, we recommend that you should use the variant of the NAG C Library which is based on the supplied Math Kernel Library (MKL) i.e. nagc_mkl_MT.lib, nagc_mkl_MD.lib or CLW3223DA_mkl.dll. However if you use a version of the MKL different from the version used in creating this implementation and you have problems when calling a NAG routine, we suggest that you use one of the above libraries with the supplied MKL, or one of the self-contained libraries nagc_nag_MT.lib, nagc_nag_MD.lib or CLW3223DA_nag.dll.

Note that the NAG C Library is carefully designed so that any memory used can be reclaimed - either by the Library itself or by the user invoking calls of NAG_FREE(). However, the Library does itself depend on the use of compiler run-time and other libraries which may sometimes leak memory, and memory tracing tools used on programs linked to the NAG Library may report this. The amount of memory leaked will vary from application to application, but should not be excessive and never increase without limit as more calls are made to the NAG Library.

3.1. Accessing the Library

In this section we assume that the library and the NAG include files have been installed in the default folder:
  C:\Program Files\NAG\CL23\clw3223dal
If this folder does not exist, please consult the system manager (or the person who did the installation). In some of the following subsections, this folder is referred to as install dir.

We also assume that the default shortcut for the Library command prompt is placed in the Start Menu under:

  Start|All Programs|NAG|CL23|NAG C Library (CLW3223DAL)|CLW3223DAL Command Prompt
If this shortcut does not exist, please consult the system manager (or the person who did the installation). (Other shortcuts created as part of the Library installation procedure are also assumed to be in this location.)

To ensure that the NAG DLL is accessible at runtime, the install dir\bin folder must be on the path. The install dir\MKL_ia32_10.3\bin folder must also be on the path, but should appear later in the path than the install dir\bin folder, since the NAG versions of some linear algebra routines (BLAS or LAPACK) are included in the NAG libraries. (See Section 4 for details.)

To check the accessibility of the NAG DLL, run the program NAG_C_DLL_info.exe which is available from the Start Menu shortcut

  Start|All Programs|NAG|CL23|NAG C Library (CLW3223DAL)|Check NAG DLL Accessibility (CLW3223DAL)

3.1.1. From a command window

To access this implementation from a command window some environment variables need to be set.

The shortcut:

  Start|All Programs|NAG|CL23|NAG C Library (CLW3223DAL)|CLW3223DAL Command Prompt
may be used to start a command prompt window with the correct settings for the INCLUDE, LIB and PATH environment variables for the Library and supplied MKL. The environment variable NAG_CLW3223DAL, which is needed by the nagc_example_*.bat batch files is also set.

If the shortcut is not used, you can set the environment variables by running the batch file envvars.bat for this implementation. The default location for this file is:

  C:\Program Files\NAG\CL23\clw3223dal\batch\envvars.bat
If this file is not in the default location, you can locate it by searching for the file envvars.bat containing clw3223dal.

You may then compile and link to the NAG C Library on the command line using one of the following commands:

  cl /MD driver.c CLW3223DA_mkl.lib
  cl /MD driver.c CLW3223DA_nag.lib
  cl /MT driver.c nagc_mkl_MT.lib mkl_intel_s.lib mkl_intel_thread.lib mkl_core.lib libiomp5mt.lib user32.lib advapi32.lib
  cl /MT driver.c nagc_nag_MT.lib user32.lib advapi32.lib
  cl /MD driver.c nagc_mkl_MD.lib mkl_intel_s.lib mkl_intel_thread.lib mkl_core.lib libiomp5md.lib user32.lib advapi32.lib
  cl /MD driver.c nagc_nag_MD.lib user32.lib advapi32.lib
where driver.c is your application program. (Note - this assumes use of the Microsoft C compiler cl. You may also use the Intel C compiler icl. Options for both compilers are the same.)

The C/C++ compiler options:

/MD
means compile code to link with the import library for the multi-threaded DLL version of the C run time library
/MT
means compile code to link with the static multi-threaded version of the C run time library
These options should be used consistently throughout your project.

CLW3223DA_mkl.lib is a DLL import library that makes use of MKL for BLAS/LAPACK routines. CLW3223DA_nag.lib is a DLL import library that includes NAG BLAS/LAPACK. Both libraries have been compiled with the /MD option. This option must be used when compiling applications to be linked with either of these libraries to ensure linking to the correct C run time libraries.

nagc_mkl_MT.lib is a static library that does not include BLAS/LAPACK and should be linked to the MKL static libraries. nagc_nag_MT.lib is a static library that includes NAG BLAS/LAPACK. Both libraries have been compiled with the /MT option. This option must be used when compiling applications to be linked with either of these libraries to ensure linking to the correct C run time libraries.

nagc_mkl_MD.lib is a static library that does not include BLAS/LAPACK and should be linked to the MKL static libraries. nagc_nag_MD.lib is a static library that includes NAG BLAS/LAPACK. Both libraries have been compiled with the /MD option. This option must be used when compiling applications to be linked with either of these libraries to ensure linking to the correct C run time libraries.

More information on calling NAG DLLs is available on the NAG web site at http://www.nag.co.uk/numeric/Num_DLLhelp.asp

More information specific to this product may be available from the Post Release Information page:

http://www.nag.co.uk/doc/inun/cl23/w32da/postrelease.html

3.1.2. From MS Visual Studio

The following instructions apply to Microsoft Visual Studio 2010 Express Edition. Instructions for other versions of Visual Studio are likely to vary somewhat.

If it is planned to use Microsoft Visual Studio to build programs that use the NAG C Library, each user should set the appropriate options.

Start Visual Studio and create your project in the usual way. We assume that your project is going to make use of the NAG C Library. Then from the "Project" menu, select "Properties" and then expand the "Configuration Properties" section. Then click the "VC++ Directories" entry.

The default folders are as follows:
  "Include Directories"
    "C:\Program Files\NAG\CL23\clw3223dal\include"
  "Library Directories"
    "C:\Program Files\NAG\CL23\clw3223dal\lib"
    "C:\Program Files\NAG\CL23\clw3223dal\MKL_ia32_10.3\lib"
  "Executable Directories"
    "C:\Program Files\NAG\CL23\clw3223dal\bin"
    "C:\Program Files\NAG\CL23\clw3223dal\MKL_ia32_10.3\bin"

The NAG C Library (and possibly the MKL libraries) need to be specified in the linker options. Either, right click the project name and select "Properties", or select your project and click the "Project" menu button and select "Properties". Expand "Configuration Properties", then expand "Linker" and then choose "Input". Add the appropriate library files to the "Additional Dependencies" list; please see the table below.

Additionally the appropriate C run time library option needs to be set. First add your C file, e.g. NAG example program, to the project, using the "Project" menu and "Add Existing Item". (If you don't have a C file in the project, you won't see the C++ options.) Either, right click the project name and select "Properties", or select your project and click the "Project" menu button and select "Properties". Expand "Configuration Properties" (if required), expand C/C++ and select "Code Generation". Then select "Runtime Library" and change this to the appropriate version, for example /MD or /MT. This must match the version of the NAG C Library that you link to.

NAG C Library MKL and other Libraries C Run time Libraries
CLW3223DA_mkl.lib (Not required at link time) Multi-threaded DLL (/MD)
CLW3223DA_nag.lib (Not required at link time) Multi-threaded DLL (/MD)
nagc_mkl_MT.lib mkl_intel_s.lib mkl_intel_thread.lib mkl_core.lib libiomp5mt.lib Multi-threaded (/MT)
nagc_nag_MT.lib   Multi-threaded (/MT)
nagc_mkl_MD.lib mkl_intel_s.lib mkl_intel_thread.lib mkl_core.lib libiomp5md.lib Multi-threaded DLL (/MD)
nagc_nag_MD.lib   Multi-threaded DLL (/MD)

If a data file needs to be attached to the standard input or the output of a program needs to be redirected to a file, you may need to run the executable from a command prompt window to avoid the limitations of some versions of Visual Studio.

The above instructions are specific to Microsoft Visual Studio Express 2010. If a different version of Visual Studio is being used the procedure may differ slightly.

3.2. Example Programs

The example results distributed were generated at Mark 23, using the software described in Section 2.2 of the Installer's Note. These example results may not be exactly reproducible if the example programs are run in a slightly different environment (for example, a different C compiler, a different compiler library, or a different set of BLAS or LAPACK routines). The results which are most sensitive to such differences are: eigenvectors (which may differ by a scalar multiple, often -1, but sometimes complex); numbers of iterations and function evaluations; and residuals and other "small" quantities of the same order as the machine precision.

The distributed example results are those obtained with the MKL-based DLL library CLW3223DA_mkl.dll (using the MKL BLAS and LAPACK routines). Running the examples with NAG BLAS or LAPACK may give slightly different results.

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 example programs are most easily accessed using the batch files nagc_example_dll.bat, nagc_example_static_MT.bat and nagc_example_static_MD.bat, which can be found in the "batch" folder. These batch files will provide you with a copy of an example program (and its data, 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 the results being sent to a file and to the command window.

These batch files require that the environment variables for your C/C++ compiler and the NAG C Library are set. In particular, the environment variable NAG_CLW3223DAL needs to be set to the location of the NAG C Library. Please see Section 3.1.1 for details of how to do this.

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

  nagc_example_dll e04ucc
will copy the example program data and options files e04ucce.c, e04ucce.d and e04ucce.opt into the current directory and process them to produce the example program results in the file e04ucce.r.

nagc_example_dll.bat links to the DLL version of the NAG C library using NAG BLAS/LAPACK.

To link with the MKL version of the DLL, use the -mkl option, e.g.

  nagc_example_dll -mkl e04ucc

The nagc_example_static_MD batch file is used in the same way and links to the the static NAG C Library compiled with /MD.

  nagc_example_static_MT e04ucc
Again, it is possible to link the the MKL BLAS/LAPACK by using the -mkl option
  nagc_example_static_MD -mkl e04ucc

The nagc_example_static_MT.bat batch file links to the static library using NAG BLAS/LAPACK compiled with /MT, e.g.

  nagc_example_static_MT e04ucc
  nagc_example_static_MT -mkl e04ucc
The first command links with the static library using NAG BLAS/LAPACK. To link with the MKL version of the library, use the -mkl option, as shown in the second command.

The example programs are supplied in machine-readable form. They are suitable for immediate usage. 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.

4. Routine-specific Information

Any further information which applies to one or more routines in this implementation is listed below, chapter by chapter.
  1. f06, f07, f08 and f16

    In this implementation calls to the NAG version of the following Basic Linear Algebra Subprograms (BLAS) and linear algebra routines (LAPACK) are included in the libraries nagc_mkl_MD.lib, nagc_mkl_MT.lib and CLW3223DA_mkl.dll to avoid problems with the vendor version:
      dgesdd  dggevx   dsbev   dsbevx  dstedc
      dtgsna  zgges    zggesx  zggev   zggevx
      zhbev   zhbevx   zheevx  ztgsen  ztgsna
    
  2. 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:
    s07aac  F_1 = 1.0e+13
            F_2 = 1.0e-14
    
    s10aac  E_1 = 1.8715e+1
    s10abc  E_1 = 7.080e+2
    s10acc  E_1 = 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 > x_big = 2.55e+305
    
    s15adc  x_hi = 2.65e+1
    s15aec  x_hi = 2.65e+1
    s15afc  underflow trap was necessary
    s15agc  fail.code = NW_HI if x >= 2.53e+307
            fail.code = NW_REAL if 4.74e+7 <= x < 2.53e+307
            fail.code = NW_NEG if x < -2.66e+1
    
    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 0 < 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 < -5.7e+10
    s17ahc  fail.code = NE_REAL_ARG_GT if x > 1.041e+2
            fail.code = NE_REAL_ARG_LT if x < -5.7e+10
    s17ajc  fail.code = NE_REAL_ARG_GT if x > 1.041e+2
            fail.code = NE_REAL_ARG_LT if x < -1.9e+9
    s17akc  fail.code = NE_REAL_ARG_GT if x > 1.041e+2
            fail.code = NE_REAL_ARG_LT if x < -1.9e+9
    s17dcc  fail.code = NE_OVERFLOW_LIKELY if abs(z) < 3.92223e-305
            fail.code = NW_SOME_PRECISION_LOSS if abs(z) or fnu+n-1 > 3.27679e+4
            fail.code = NE_TOTAL_PRECISION_LOSS if abs(z) or fnu+n-1 > 1.07374e+9
    s17dec  fail.code = NE_OVERFLOW_LIKELY if Im(z) > 7.00921e+2
            fail.code = NW_SOME_PRECISION_LOSS if abs(z) or fnu+n-1 > 3.27679e+4
            fail.code = NE_TOTAL_PRECISION_LOSS if abs(z) or fnu+n-1 > 1.07374e+9
    s17dgc  fail.code = NW_SOME_PRECISION_LOSS if abs(z) > 1.02399e+3
            fail.code = NE_TOTAL_PRECISION_LOSS if abs(z) > 1.04857e+6
    s17dhc  fail.code = NW_SOME_PRECISION_LOSS if abs(z) > 1.02399e+3
            fail.code = NE_TOTAL_PRECISION_LOSS if abs(z) > 1.04857e+6
    s17dlc  fail.code = NE_OVERFLOW_LIKELY if abs(z) < 3.92223e-305
            fail.code = NW_SOME_PRECISION_LOSS if abs(z) or fnu+n-1 > 3.27679e+4
            fail.code = NE_TOTAL_PRECISION_LOSS if abs(z) or fnu+n-1 > 1.07374e+9
    
    s18adc  fail.code = NE_REAL_ARG_TOO_SMALL if 0 < 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
    s18dcc  fail.code = NE_OVERFLOW_LIKELY if abs(z) < 3.92223e-305
            fail.code = NW_SOME_PRECISION_LOSS if abs(z) or fnu+n-1 > 3.27679e+4
            fail.code = NE_TOTAL_PRECISION_LOSS if abs(z) or fnu+n-1 > 1.07374e+9
    s18dec  fail.code = NE_OVERFLOW_LIKELY if Re(z) > 7.00921e+2
            fail.code = NW_SOME_PRECISION_LOSS if abs(z) or fnu+n-1 > 3.27679e+4
            fail.code = NE_TOTAL_PRECISION_LOSS if abs(z) or fnu+n-1 > 1.07374e+9
    
    s19aac  fail.code = NE_REAL_ARG_GT if abs(x) >= 5.04818e+1
    s19abc  fail.code = NE_REAL_ARG_GT if abs(x) >= 5.04818e+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 < 1.583e-205
            fail.code = NE_REAL_ARG_GE if an argument >= 3.765e+202
    s21bdc  fail.code = NE_REAL_ARG_LT if an argument < 2.813e-103
            fail.code = NE_REAL_ARG_GT if an argument >= 1.407e+102
    
  3. x01

    The values of the mathematical constants are provided in the header file nagx01.h:

    X01AAC (pi) = 3.1415926535897932
    X01ABC (gamma) = 0.5772156649015328
    
  4. 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   = Nag_TRUE
    

    Derived parameters of the floating-point arithmetic

    X02AJC = 1.11022302462516e-16 X02AKC = 2.22507385850721e-308 X02ALC = 1.79769313486231e+308 X02AMC = 2.22507385850721e-308 X02ANC = 2.22507385850721e-308

    Parameters of other aspects of the computing environment

    X02AHC = 1.42724769270596e+45 X02BBC = 2147483647 X02BEC = 15 X02DAC = Nag_TRUE

5. Documentation

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/CL/CLdocumentation.asp.

The Library Manual is supplied in the following formats:

The following main index files have been provided for these formats:

	nagdoc_cl23/html/FRONTMATTER/manconts.xml
	nagdoc_cl23/pdf/FRONTMATTER/manconts.pdf
	nagdoc_cl23/pdf/FRONTMATTER/manconts.html
Use your web browser to navigate from here. For convenience, a master index file containing links to the above files has been provided at
	nagdoc_cl23/index.html

Advice on viewing and navigating the formats available can be found in the Online Documentation document.

In addition the following are provided:

6. Support from NAG

(a) Contact with NAG

Queries concerning this document or the implementation generally should be directed to NAG 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 or account number and NAG product code (in this case CLW3223DAL).

(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 the following URLs:

http://www.nag.co.uk/, http://www.nag.com/, http://www.nag-j.co.jp/ or http://www.nag-gc.com/

(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 announcements about new products or product/service enhancements, technical tips, customer stories and NAG's event diary. You can register via one of our websites, or by contacting us at nagnews@nag.co.uk.

(e) Product Registration

To ensure that you receive information on updates and other relevant announcements, please register this product with us. For NAG Library products this may be accomplished by filling in the online registration form at http://www.nag.co.uk/numeric/Library_Registration.asp.

7. User Feedback

Many factors influence the way that 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 any of the NAG Response Centres (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
801 Warrenville Road
Suite 185
Lisle, IL  60532-4332                   NAG Inc Response Center
USA                                     email: support@nag.com

Tel: +1 630 971 2337                    Tel: +1 630 971 2337
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                          Nihon NAG Response Centre
Japan                                   email: support@nag-j.co.jp

Tel: +81 3 5542 6311                    Tel: +81 3 5542 6311
Fax: +81 3 5542 6312                    Fax: +81 3 5542 6312

NAG Taiwan Branch Office
5F.-5, No.36, Sec.3
Minsheng E. Rd.
Taipei City 10480                       NAG Taiwan Response Centre
Taiwan                                  email: support@nag-gc.com

Tel: +886 2 25093288                    Tel: +886 2 25093288
Fax: +886 2 25091798                    Fax: +886 2 25091798