Mick Pont, Anna Kwiczala
Numerical Algorithms Group, April 2009
(This report supersedes NAG Technical Report TR1/04 (NP3658))
This report gives detailed instructions on how to call routines in the NAG C and Fortran Libraries from the Java programming language. We show examples using Java running on both UNIX and Microsoft Windows platforms.
- The Java Native Interface
- Use of an Interface Library
- Building more Interfaces
The NAG C Library  and NAG Fortran Library  contain many mathematical and statistical routines which are useful for package builders. Areas covered include linear algebra, optimization, quadrature, differential equations, regression analysis, and time series analysis. Although written in C or Fortran, the functionality of the libraries can be accessed from other languages, including C++, and on PCs, DLL versions of the libraries can be exploited in many ways . It is natural, then, to wonder whether it is possible to call the NAG Libraries from the Java programming language .
For someone needing to perform numerical computations, one approach is to create Java classes implementing the required functionality; a group who have made progress in this direction, partly by writing new code and partly by converting pre-existing code from other languages into Java, is the Numerics Working Group of the Java Grande Forum. The JavaNumerics web page  gives much useful information, including discussion of the difficulties of using Java for numerical computation due to constraints imposed by Java as it currently stands.
In this report, we use the alternative approach of calling the NAG Libraries directly from Java, thus evading the job of writing or rewriting code, and everything that that entails in the way of testing. Of course, since we propose to call the NAG Libraries, our application will no longer be portable in the sense that it would have been had it been exclusively written in Java, because now it will rely on the presence of a machine-dependent implementation of a NAG Library at run time. However, it will still be portable in the sense that the NAG Libraries are available on almost all commercially significant machines.
Apart from avoiding the need to first write Java versions of numerical routines, using the NAG Libraries has another advantage. Java has been designed to be portable; a compiled program will run on any machine which has an implementation of the Java Virtual Machine (VM). To accomplish this, the Java compiler does not compile to machine-dependent assembler, as do traditional languages such as C or C++, but to a machine-independent byte code. This byte code then gets interpreted at run time by the VM. Although the Java interpreter is efficient, it is clear that it would be hard for any interpreted program to run as fast as a program compiled to assembler code. For many applications this does not matter; but for applications that perform cpu-intensive operations on large amounts of data, it may be significant. By moving those operations out of Java and into the NAG Libraries, we may therefore hope to cut execution time.
In order to access the NAG Libraries from a Java program, we will make use of the Java Native Interface.
2. The Java Native Interface
The Java Native Interface (JNI), which comes as part of the Java Software Development Kit (SDK), gives compile- and run-time support to anyone who would like to call native code from a Java program. By native code, we mean non-Java code, typically C or C++; in this report we will assume C.
At compile time, the JNI defines the way that Java data types correspond to C data types – C programs get this information from JNI header files that come with the Java SDK. A tool, javah, that comes with the SDK, aids in creating application-specific header files which aim to eliminate mistakes in communication between Java and C routines.
At run time, the JNI allows the passing of Java objects to the C code, and allows the C code access to Java properties and methods. Thus, for example, the C code can set properties of Java classes, and it is possible to call a Java method from C.
During preparation of this report, we tested code on two machines:
- a Linux machine running 64-bit Fedora 8 (Werewolf) with Java SE Development Kit v1.6.0u11, plus gcc (GCC) 4.5.0, Mark 9 of the NAG C Library, and Mark 22 of the NAG Fortran Library
- a PC running Windows XP with Java SE Development Kit v1.6.0u11, plus Microsoft Visual C++ version 9.0, Mark 9 of the NAG C Library, and Mark 22 of the NAG Fortran Library
Working on other UNIX platforms should be similar to Linux x86; the main differences are likely to be in the location of Java include files, and the method of creating a shared object (dynamic library).
A good introduction to the Java Native Interface (JNI) can be found at the Sun Microsystems web site .
3. Use of an Interface Library
Use of the JNI entails creation of an intermediate shared library (on UNIX systems) or DLL (Microsoft Windows systems). This library acts as the interface between the Java code and the NAG C Library code.
The interface library is required because when a native method (i.e. function or subroutine) is called from Java, extra arguments are prepended to the argument list of the native routine being called. These extra arguments give the native code access to Java methods and properties, but of course the NAG Libraries were not designed to handle these arguments. Furthermore, the types of the arguments passed from Java do not always correspond exactly to standard C or Fortran types, and so the NAG Libraries cannot use them directly. The interface library must handle these issues, make its own calls to the NAG Library, and then send the results back to Java.
The Java Native Interface as a link between Java and a NAG Library
Implementation of a call from Java to a NAG Library is a three-stage process
- Write a declaration, in Java, for the native method. This declaration will include the keyword native to signify to the Java compiler that it will be implemented externally.
- Create a header file for use by the native (C) code. This header file contains the declaration of the native method as viewed by the C compiler, i.e. it includes the extra arguments required for the C function to access Java methods and properties, and also has argument types defined in terms of standard C types.
- Implement the native method in C. This function will use the header file created above, make calls to the NAG C or Fortran Library and possibly back to Java methods, and return results to Java. The C code is compiled to build the interface library. Note that we implement this code in C even when we intend to make use of the NAG Fortran Library; because of the structure of the extra arguments mentioned above it is not possible to write this "glue" code in Fortran.
When the interface library has been built, the Java code that uses it is still machine-independent even though the interface library is not. Thus, we need to build the interface library on all platforms that we are interested in, but we do not have to edit or rebuild the Java code that uses it.
The process of creating an interface library is most easily understood by demonstration. We give five examples, each showing different aspects of use of the JNI with the NAG Libraries.
4.1 Example 1 Bessel function Y0 (x)
||The simplest possible example: we call a function with only one return value – the Y0 (x) Bessel function routine s17acc from the NAG C Library. No special code is required to handle the single return value.
4.2 Example 2 Solving a system of linear equations A x = b
||We call a function which returns an array of results – the linear equation solver f04arc. Extra code is required to get data from Java to C and results back from C to Java.
4.3 Example 3 Evaluating the definite integral of a user-supplied function f(x)
||We call a function which requires a function as one of its arguments – the quadrature routine d01ajc of the NAG C Library. We demonstrate how the C code can call back to a Java method to evaluate the function to be
integrated. Also, we will see how the C code can pass results back to Java by modifying Java class properties.
4.4 Example 4 Solving a nonlinear minimization problem
||This example shows how to call the nonlinear minimization routine e04ucf of the NAG Fortran Library. We demonstrate how the C interface code needs to handle calls to Fortran and deal with callback routines from Fortran to C to Java. We also need to take account of the way Fortran stores two-dimensional arrays.
4.5 Example 5 Computing the European option price given by the Black–Scholes–Merton formula.
||Another function which returns an array of results – the option pricing formula s30aac.
4.6 Example 6 Solving a global optimization problem.
||An example showing how to call the global optimization NAG Fortran Library routine e05jbf.
5. Building more Interfaces
If you have studied all the examples above, you will have learned the basic techniques for passing information between Java and the NAG C and Fortran Libraries. You should be able to use these techniques, and perhaps re-use some of the source code presented here, to create interfaces to many other of the routines in the NAG Library. It should be relatively easy to enhance the interfaces presented, for example to return an error message to Java when a NAG routine has failed, instead of just returning an integer code.
If you are interested in calling NAG Fortran routines from Java, NAG supplies header files  that can help to make it easier to call NAG Fortran 77 Library routines from an interface library written in C.
You can also download zip files with the complete source code of the examples above and of all the other NAG option pricing routines.
Calling NAG Fortran Library routines: fortran_examples.zip
Calling NAG C Library routines: c_examples.zip
-  The NAG C Library Manual
Numerical Algorithms Group
Numerical Algorithms Group Limited, Oxford, UK, 2009.
-  The NAG Fortran Library Manual
Numerical Algorithms Group
Numerical Algorithms Group Limited, Oxford, UK, 2009.
-  Enhancing the Numerical Capability of Your Application
Numerical Algorithms Group
Numerical Algorithms Group Limited, Oxford, UK, 2004.
-  Java 2 Platform, Standard Edition (J2SE) Documentation
Sun Microsystems Inc. 1995-2004
-  JavaNumerics
Ron Boisvert, Roldan Pozo
Java Numerics Working Group, 1998-2003.
-  Java Native Interface: Programmer's Guide and Specification
Sun Microsystems Inc. 2002.
-  Calling NAG Fortran Library Routines from C Language Programs Using the NAG C Header Files
Numerical Algorithms Group Ltd, Oxford, UK, 2002
Copyright 2009 Numerical Algorithms Group