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 their use within a multithreaded application. If you intend to use the NAG library within a multithreaded application please refer to the document on Thread Safety in the Library Manual (see Section 5).
for details of any new information related to the applicability or usage of this implementation.
In this section we assume that the library has been installed in the default folder:
c:\Program Files\NAG\FS24\fsw6i24dclIf 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|FS24|NAG Library for SMP and Multicore (FSW6I24DCL)|FSW6I24DCL 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 PATH environment variable must be set such that the location of the NAG DLL, specifically the folder install_dir\bin, is on the path. The install_dir\MKL_intel64_11.0\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 FSW6I24DC.dll. (See Section 4 for details.)
set OMP_NUM_THREADS=Nwhere N is the number of threads required. OMP_NUM_THREADS may be re-set between each execution of the program, as desired.
In general, the maximum number of threads you are recommended to use is the number of physical cores on your SMP system.
Start|All Programs|NAG|FS24|NAG Library for SMP and Multicore (FSW6I24DCL)|FSW6I24DCL 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 the supplied MKL.
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 of this file is:
c:\Program Files\NAG\FS24\fsw6i24dcl\batch\envvars.batIf the file is not in the default location, you can locate it by searching for the file envvars.bat containing fsw6i24dcl.
You may then compile and link to the NAG Library on the command line using one of the following commands:
ifort /MD /Qopenmp driver.f90 FSW6I24DC_static.lib mkl_rt.lib user32.libwhere driver.f90 is your application program; or
ifort /MD /Qopenmp driver.f90 FSW6I24DC.libif the DLL version of the library is required. Note that in the DLL case it is not necessary to explicitly link to the MKL library. Notice that in both cases we compile using the /MD compiler flag. This tells the compiler that we wish to link to multi-threaded DLL versions of compiler run-time libraries. This flag is important to ensure compatibility with this implementation of the NAG Library for SMP and Multicore.
The /Qopenmp flag tells the compiler to heed any OpenMP directives that may be present in your own code. It also causes the linker to link to the compiler threading library, libiomp5md.lib. For older versions of the Intel compiler, a different threading library (named libguide) was used by default. If you are using an older compiler (such as ifort 10.1) then you may need to add libiomp5md.lib explicitly to the compile line, e.g.
ifort /MD /Qopenmp driver.f90 FSW6I24DC_static.lib mkl_rt.lib libiomp5md.lib user32.libor
ifort /MD /Qopenmp driver.f90 FSW6I24DC.lib libiomp5md.libto avoid error messages at link or run time.
Please note that the Intel Visual Fortran compiler environment variables must be set in the command window. For more details refer to the User's Guide for the compiler.
To ensure that the NAG DLL is accessible at runtime, the PATH environment variable must be set such that the location of the NAG DLL, specifically the folder install dir\bin, is on the path. The location of the MKL DLLs, install dir\MKL_intel64_11.0\bin must also be on the path, but should appear after the install dir\bin folder.
Once Visual Studio has been opened, it is possible to set up the directories for use with Intel Fortran in this and all subsequent projects which use this compiler. One way to do so is:
Having done this, if an Intel Fortran project requires a library or NAG interface block during the compilation and linking process then the full path to the library and interface block do not need to be specified.
Whilst the above changes will apply to every Intel Fortran project, the following tasks need to be performed for each individual Intel Fortran project.
The library is intended to be run in fully optimised mode, so to avoid any warning messages, you might decide to set the active configuration to Release. You can do this from the Toolbar or alternatively via the Build|Configuration Manager menus. Note that if you work in Debug mode, you may receive a warning message about conflicting C run-time libraries.
There are a number of ways to add the NAG Library to the project. We describe just two; choose the one that most suits you.
If the Solution Explorer window is open then make sure that the group project (the first line) is NOT selected. From the Project menu, choose the project Properties item. (Alternatively right-click on a specific single project in the Solution Explorer and choose Properties.)
From the form, click Linker in the leftmost panel and then choose Input. The right hand panel will now have an Additional Dependencies entry, and you need to type FSW6I24DC_static.lib mkl_rt.lib libiomp5md.lib user32.lib in this location to use the FSW6I24DC_static.lib library and MKL. Please note that the library names are separated by a space only and that FSW6I24DC_static.lib must be the first one. Press the OK button. Similary, to use the DLL version of the NAG library, insert FSW6I24DC.lib in the Additional Dependencies field.
Before you can compile the project you need to specify the correct run-time library needed.
From the Properties Window, click Fortran in the leftmost panel and then choose Libraries. The right hand panel will now have a Runtime Library entry, and you need to select Multithreaded DLL. After you select the correct run-time library press the OK button.
As described earlier when compiling from the command line, you should also tell the compiler to use the /Qopenmp switch. From the Properties form, click Fortran in the leftmost panel and then choose Language. Click on the Process OpenMP Directives entry in the right hand panel and select Generate Parallel Code (/QopenMP) from the drop-down list.
The Properties information may also be accessed via the Toolbar. With the project selected in Solution Explorer, choose the Properties Window button on the Toolbar. In the ensuing window choose then the rightmost Property Pages icon. Select the appropriate settings as detailed in the paragraphs above.
Important: in the Visual Studio "Configuration Manager", ensure the Active Solution Platform is set to x64 (to ensure compatibility with this 64-bit implementation of the NAG Library). If x64 is not shown in the list of available platforms, choose New... and type or choose x64, copying settings from Win32. Failure to set the platform to x64 will result in linker errors when you build your project.
The project should now compile and link using the appropriate choice from the Build menu.
To run a program that does not require input or output redirected from standard input or standard output, from within the Microsoft Development Environment, the program may be executed via the Debug menu (by selecting Start Without Debugging, for example).
Examples of use of the DLL from within Excel are given in the install dir\samples\excel64_examples folder. The folder install dir\samples\excel64_examples\linear_algebra contains the file xls_demo_64.html. This file gives some hints about using NAG DLL from within Excel spreadsheets.
This has been tested using Microsoft Office Excel 2010.
This has been tested using Visual Studio 2005, 2008 and 2010.
Examples of the use of the DLL from C and C++ are given in the install dir\samples\c_examples and install dir\samples\cpp_examples folders.
A document, techdoc.html, giving more detailed advice on calling the DLL from C and C++ is available in install dir\c_headers. There is also a shortcut to this document on the Start Menu under
Start|All Programs|NAG|FS24|NAG Library for SMP and Multicore (FSW6I24DCL)|Calling FSW6I24DCL from C & C++by default. Note that some changes will be needed if you paste code from one of the C examples given there into a C++ file since, if __cplusplus is defined, the header file provided uses C++ reference arguments for scalars, and therefore the "address of" operator should not be used. See Section 3 of the techdoc.html document for more details.
cl /MD driver.c FSW6I24DC.libwhere driver.c is your application program. This assumes that the folder containing the header file has been added to the INCLUDE environment variable. If not, you could use:
cl /MD /I"install dir\c_headers" driver.c FSW6I24DC.libTo link to the static library instead of the DLL, you will also need access to the compiler run-time library directory install dir\rtl. It is most convenient if you add that directory to your LIB environment variable, then use, for example:
cl /MD /I"install dir\c_headers" driver.c FSW6I24DC_static.lib mkl_rt.lib user32.libThe Intel C compiler icl may be used in the same way as the Microsoft compiler cl, though it may not be necessary to add the rtl directory to your LIB environment variable.
Examples of the use of the DLL from C# are given in the install dir\samples\cs_examples folder. At a command line prompt, these can easily be compiled using the C# compiler csc like this:
csc driver.cswhere driver.cs is the name of any of the example programs.
For further information, see also http://www.nag.co.uk/numeric/csharpinfo.asp.
From a DOS command prompt, first make sure that the PATH environment variable is correctly set, as described in Section 3.1.2.
You may then compile and link to the NAG Library for SMP and Multicore on the command line using one of the following commands:
nagfor -I"install dir\nag_interface_blocks_nagfor" driver.f90 "install dir\bin\FSW6I24DC.dll" -o driver.exe
Using the DLL from within the Fortran Builder IDE itself is also easy, following steps like these:
Start|All Programs|NAG|FS24|NAG Library for SMP and Multicore (FSW6I24DCL)|Check NAG DLL Accessibility for FSW6I24DCLSee Section 4.2.3 of the Installer's Note for details of this utility.
(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 Library interface block files are organised by Library chapter. They are aggregated into one module named
The modules are supplied in pre-compiled form (.mod files) for use by the Intel Fortran compiler, ifort.
If you use the Library command prompt shortcut or set the environment variables by running the batch file envvars.bat for this implementation (see Section 3.1.2), and the Intel ifort compiler, you can use any of the commands described in Section 3.1.2 to access these modules since the environment variable INCLUDE will be set.
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, so if you wish to use the NAG example programs, or use the interface blocks in your own programs, when using a compiler that is incompatible with these modules, you will first need to create your own module files, as described here.
Create a folder named nag_interface_blocks_original in a location of your choice (the exact folder name is not important), and copy the contents of nag_interface_blocks to nag_interface_blocks_original, thus saving the original set of interface blocks.
Then in folder nag_interface_blocks recompile all the .f90 files into objects using your compiler. Because the interface blocks contain some inter-dependencies, the order of compilation is important, but the following compilation order should work:
ifort -c nag_precisions.f90 ifort -c nag_a_ib.f90 ifort -c nag_blast_ib.f90 ifort -c nag_blas_consts.f90 ifort -c nag_blas_ib.f90 ifort -c nag_c_ib.f90 ifort -c nag_d_ib.f90 ifort -c nag_e_ib.f90 ifort -c nag_f_ib.f90 ifort -c nag_g_ib.f90 ifort -c nag_h_ib.f90 ifort -c nag_lapack_ib.f90 ifort -c nag_m_ib.f90 ifort -c nag_omp_ib.f90 ifort -c nag_s_ib.f90 ifort -c nag_w_ib.f90 ifort -c nag_x_ib.f90 ifort -c nag_long_names.f90 ifort -c nag_library.f90The object files generated by the compilation may be discarded - only the module files are needed.
You should now be able to use the newly compiled module files in the usual way.
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 by the batch files nagsmp_example_static.bat or nagsmp_example_dll.bat which are in the folder install_dir\batch.
The batch files need the environment variable NAG_FSW6I24DCL.
As mentioned in Section 3.1.2, the installation procedure provides a shortcut which starts a Command Prompt with local environment variables. The environment variables include NAG_FSW6I24DCL. This shortcut is placed in the Start Menu under
Start|All Programs|NAG|FS24|NAG Library for SMP and Multicore (FSW6I24DCL)|FSW6I24DCL Command PromptIf the shortcut is not used, you need to set this environment variable. It can be set by running the batch file envvars.bat for this implementation. The default location of this file is:
c:\Program Files\NAG\FS24\fsw6i24dcl\batch\envvars.batIf the file is not in the default location, you can locate it by searching for the file envvars.bat containing FSW6I24DCL.
The batch script nagsmp_example_static.bat will provide you with a copy of an example program (and its data, if any), compile the program and link it with the library FSW6I24DC_static.lib and the MKL. Finally, the executable program will be run.
The example program concerned, and the number of OpenMP threads to use, are specified by the arguments to nagsmp_example_static.bat, e.g.
nagsmp_example_static e04ucf 4will copy the example program e04ucfe.f and its data file e04ucfe.d into the current directory and process them to produce the example program results in the file e04ucfe.r.
Alternatively you could use:
nagsmp_example_dll e04ucf 4
The difference between nagsmp_example_static.bat and nagsmp_example_dll.bat is that while nagsmp_example_static.bat links to the static version of the NAG SMP and MKL Libraries, nagsmp_example_dll.bat links to the DLL version of the libraries.
REAL(KIND=nag_wp)appears in documentation of all NAG Library for SMP & Multicore 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
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.
C06PAF C06PCF C06PFF C06PJF C06PKF C06PPF C06PQF C06PRF C06PSF C06PUF C06PVF C06PWF C06PXF C06PYF C06PZF C06RAF C06RBF C06RCF C06RDFThe Intel DFTI routines allocate their own workspace internally, so no changes are needed to the size of workspace array WORK passed to the NAG C06 routines listed above from that specified in their respective library documents.
C09FAF C09FBF C09FCF C09FDF
In this implementation calls to BLAS and LAPACK routines are implemented by calls to MKL,
except for the following routines:
DGERFS DGGEVX DGGGLM DSBEV DSBEVX DSBTRD ZGEESX ZHBEV ZHBEVX ZHBTRD ZTRSEN
F07ADF/DGETRF F07AEF/DGETRS F07ARF/ZGETRF F07ASF/ZGETRS F07AVF/ZGERFS F07BDF/DGBTRF F07BEF/DGBTRS F07BHF/DGBRFS F07BRF/ZGBTRF F07BSF/ZGBTRS F07BVF/ZGBRFS F07CHF/DGTRFS F07CVF/ZGTRFS F07FDF/DPOTRF F07FEF/DPOTRS F07FHF/DPORFS F07FJF/DPOTRI F07FRF/ZPOTRF F07FSF/ZPOTRS F07FVF/ZPORFS F07GEF/DPPTRS F07GHF/DPPRFS F07GSF/ZPPTRS F07GVF/ZPPRFS F07HEF/DPBTRS F07HHF/DPBRFS F07HSF/ZPBTRS F07HVF/ZPBRFS F07JHF/DPTRFS F07JVF/ZPTRFS F07MHF/DSYRFS F07MVF/ZHERFS F07NVF/ZSYRFS F07PHF/DSPRFS F07PVF/ZHPRFS F07QVF/ZSPRFS F07THF/DTRRFS F07TVF/ZTRRFS F07UEF/DTPTRS F07UHF/DTPRFS F07USF/ZTPTRS F07UVF/ZTPRFS F07VEF/DTBTRS F07VHF/DTBRFS F07VSF/ZTBTRS F07VVF/ZTBRFS F08AEF/DGEQRF F08AFF/DORGQR F08AGF/DORMQR F08ASF/ZGEQRF F08ATF/ZUNGQR F08AUF/ZUNMQR F08FEF/DSYTRD F08FFF/DORGTR F08FSF/ZHETRD F08FTF/ZUNGTR F08GFF/DOPGTR F08GTF/ZUPGTR F08JEF/DSTEQR F08JJF/DSTEBZ F08JKF/DSTEIN F08JSF/ZSTEQR F08JXF/ZSTEIN F08KEF/DGEBRD F08KSF/ZGEBRD F08MEF/DBDSQR F08MSF/ZBDSQR F08NEF/DGEHRD F08NGF/DORMHR F08NSF/ZGEHRD F08PEF/DHSEQR F08PKF/DHSEIN F08PSF/ZHSEQR F08PXF/ZHSEIN F08TAF/DSPGV F08TBF/DSPGVX F08TCF/DSPGVD F08TNF/ZHPGV F08TPF/ZHPGVX F08TQF/ZHPGVD
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
X01AAF (pi) = 3.1415926535897932 X01ABF (gamma) = 0.5772156649015328
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-308
Parameters 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/FSdocumentation.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
Advice on viewing and navigating the formats available can be found in the Online Documentation document.
In addition the following are provided:
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 FSW6I24DCL).
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:
NAG Ltd Wilkinson House Jordan Hill Road OXFORD OX2 8DR NAG Ltd Response Centre United Kingdom email: email@example.com 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: firstname.lastname@example.org 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: email@example.com 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: firstname.lastname@example.org Tel: +886 2 25093288 Tel: +886 2 25093288 Fax: +886 2 25091798 Fax: +886 2 25091798