NAG FL Interface
Replacement Calls Advice
C05 – Roots of One or More Transcendental Equations
c05adf
Withdrawn at Mark 25.
Replaced by
c05ayf.
Old Code
FUNCTION F(XX)
...
END FUNCTION F
...
CALL c05adf(A,B,EPS,ETA,F,X,IFAIL)
New Code
FUNCTION F(XX,IUSER,RUSER)
...
INTEGER, INTENT(INOUT) :: IUSER(*)
REAL (KIND=nag_wp), INTENT(INOUT) :: RUSER(*)
...
END FUNCTION F
...
INTEGER :: IUSER(1)
REAL (KIND=nag_wp) :: RUSER(1)
...
CALL c05ayf(A,B,EPS,ETA,F,X,IUSER,RUSER,IFAIL)
c05agf
Withdrawn at Mark 25.
Replaced by
c05auf.
Old Code
FUNCTION F(XX)
...
END FUNCTION F
...
CALL c05agf(X,H,EPS,ETA,F,A,B,IFAIL)
New Code
FUNCTION F(XX,IUSER,RUSER)
...
INTEGER, INTENT(INOUT) :: IUSER(*)
REAL (KIND=nag_wp), INTENT(INOUT) :: RUSER(*)
...
END FUNCTION F
...
INTEGER :: IUSER(1)
REAL (KIND=nag_wp) :: RUSER(1)
...
CALL c05auf(X,H,EPS,ETA,F,A,B,IUSER,RUSER,IFAIL)
c05ajf
Withdrawn at Mark 25.
Replaced by
c05awf.
Old Code
FUNCTION F(XX)
...
END FUNCTION F
...
CALL c05ajf(X,EPS,ETA,F,NFMAX,IFAIL)
New Code
FUNCTION F(XX,IUSER,RUSER)
...
INTEGER, INTENT(INOUT) :: IUSER(*)
REAL (KIND=nag_wp), INTENT(INOUT) :: RUSER(*)
...
END FUNCTION F
...
INTEGER :: IUSER(1)
REAL (KIND=nag_wp) :: RUSER(1)
...
CALL c05awf(X,EPS,ETA,F,NFMAX,IUSER,RUSER,IFAIL)
c05nbf
Withdrawn at Mark 25.
Replaced by
c05qbf.
Old Code
SUBROUTINE FCN(N,X,FVEC,IFLAG)
...
END SUBROUTINE FCN
...
CALL c05nbf(FCN,N,X,FVEC,XTOL,WA,LWA,IFAIL)
New Code
SUBROUTINE FCN(N,X,FVEC,IUSER,RUSER,IFLAG)
...
INTEGER, INTENT(INOUT) :: IUSER(*)
REAL (KIND=nag_wp), INTENT(INOUT) :: RUSER(*)
...
END FUNCTION FCN
...
INTEGER :: IUSER(1)
REAL (KIND=nag_wp) :: RUSER(1)
...
CALL c05qbf(FCN,N,X,FVEC,XTOL,IUSER,RUSER,IFAIL)
c05ncf
Withdrawn at Mark 25.
Replaced by
c05qcf.
Old Code
SUBROUTINE FCN(N,X,FVEC,IFLAG)
...
END SUBROUTINE FCN
...
REAL (KIND=nag_wp) :: FJAC(LDFJAC,N)
...
CALL c05ncf(FCN,N,X,FVEC,XTOL,MAXFEV,ML,MU,EPSFCN,DIAG,MODE,FACTOR, &
NPRINT,NFEV,FJAC,LDFJAC,R,LR,QTF,W,IFAIL)
New Code
SUBROUTINE FCN(N,X,FVEC,IUSER,RUSER,IFLAG)
...
INTEGER, INTENT(INOUT) :: IUSER(*)
REAL (KIND=nag_wp), INTENT(INOUT) :: RUSER(*)
...
END FUNCTION FCN
...
INTEGER :: IUSER(1)
REAL (KIND=nag_wp) :: FJAC(N,N), RUSER(1)
...
CALL c05qcf(FCN,N,X,FVEC,XTOL,MAXFEV,ML,MU,EPSFCN,MODE,DIAG,FACTOR, &
NPRINT,NFEV,FJAC,R,QTF,IUSER,RUSER,IFAIL)
c05ndf
Withdrawn at Mark 25.
Replaced by
c05qdf.
Old Code
REAL (KIND=nag_wp) :: FJAC(LDFJAC,N)
...
CALL c05ndf(IREVCM,N,X,FVEC,XTOL,ML,MU,EPSFCN,DIAG,MODE,FACTOR, &
FJAC,LDFJAC,R,LR,QTF,W,IFAIL)
New Code
REAL (KIND=nag_wp) :: FJAC(N,N), RWSAV(4*N+20)
INTEGER :: IWSAV(17)
...
CALL c05qdf(IREVCM,N,X,FVEC,XTOL,ML,MU,EPSFCN,MODE,DIAG,FACTOR, &
FJAC,R,QTF,IWSAV,RWSAV,IFAIL)
c05pbf/c05pba
Withdrawn at Mark 25.
Replaced by
c05rbf.
Old Code
SUBROUTINE FCN_C05PBF(N,X,FVEC,FJAC,LDFJAC,IFLAG)
...
END SUBROUTINE FCN_C05PBF
...
REAL (KIND=nag_wp) :: FJAC(LDFJAC,N)
...
CALL C05PBF(FCN_C05PBF,N,X,FVEC,FJAC,LDFJAC,XTOL,WA,LWA,IFAIL)
or
SUBROUTINE FCN_C05PBA(N,X,FVEC,FJAC,LDFJAC,IFLAG,IUSER,RUSER)
...
END SUBROUTINE FCN_C05PBA
...
REAL (KIND=nag_wp) :: FJAC(LDFJAC,N)
...
CALL C05PBA(FCN_C05PBA,N,X,FVEC,FJAC,LDFJAC,XTOL,WA,LWA,IUSER,RUSER,IFAIL)
New Code
SUBROUTINE FCN(N,X,FVEC,FJAC,IUSER,RUSER,IFLAG)
...
END SUBROUTINE FCN
...
REAL (KIND=nag_wp) :: FJAC(N,N)
...
CALL c05rbf(FCN,N,X,FVEC,FJAC,XTOL,IUSER,RUSER,IFAIL)
c05pcf/c05pca
Withdrawn at Mark 25.
Replaced by
c05rcf.
Old Code
SUBROUTINE FCN_C05PCF(N,X,FVEC,FJAC,LDFJAC,IFLAG)
...
END SUBROUTINE FCN_C05PCF
...
REAL (KIND=nag_wp) :: FJAC(LDFJAC,N)
...
CALL C05PCF(FCN_C05PCF,N,X,FVEC,FJAC,LDFJAC,XTOL,MAXFEV,DIAG,MODE,FACTOR, &
NPRINT,NFEV,NJEV,R,LR,QTF,W,IFAIL)
or
SUBROUTINE FCN_C05PCA(N,X,FVEC,FJAC,LDFJAC,IFLAG,IUSER,RUSER)
...
END SUBROUTINE FCN_C05PCA
...
REAL (KIND=nag_wp) :: FJAC(LDFJAC,N)
...
CALL C05PCA(FCN_C05PCA,N,X,FVEC,FJAC,LDFJAC,XTOL,MAXFEV,DIAG,MODE,FACTOR, &
NPRINT,NFEV,NJEV,R,LR,QTF,W,IUSER,RUSER,IFAIL)
New Code
SUBROUTINE FCN(N,X,FVEC,FJAC,IUSER,RUSER,IFLAG)
...
INTEGER, INTENT(INOUT) :: IUSER(*)
REAL (KIND=nag_wp), INTENT(INOUT) :: RUSER(*)
...
END FUNCTION FCN
...
REAL (KIND=nag_wp) :: FJAC(N,N)
...
CALL c05rcf(FCN,N,X,FVEC,FJAC,XTOL,MAXFEV,MODE,DIAG,FACTOR, &
NPRINT,NFEV,NJEV,R,QTF,IUSER,RUSER,IFAIL)
c05pdf/c05pda
Withdrawn at Mark 25.
Replaced by
c05rdf.
Old Code
REAL (KIND=nag_wp) :: FJAC(LDFJAC,N), RWSAV(10)
INTEGER :: IWSAV(15)
...
CALL C05PDF(IREVCM,N,X,FVEC,FJAC,LDFJAC,XTOL,DIAG,MODE,FACTOR, &
R,LR,QTF,W,IFAIL)
or
CALL C05PDA(IREVCM,N,X,FVEC,FJAC,LDFJAC,XTOL,DIAG,MODE,FACTOR, &
R,LR,QTF,W,LWSAV,IWSAV,RWSAV,IFAIL)
New Code
REAL (KIND=nag_wp) :: FJAC(N,N), RWSAV(4*N+10)
INTEGER :: IWSAV(17)
...
CALL c05rdf(IREVCM,N,X,FVEC,FJAC,XTOL,MODE,DIAG,FACTOR, &
R,QTF,IWSAV,RWSAV,IFAIL)
c05zaf
Withdrawn at Mark 25.
Replaced by
c05zdf.
Old Code
CALL c05zaf(M,N,X,FVEC,FJAC,LDFJAC,XP,FVECP,MODE,ERR)
New Code
IFAIL = 0
CALL c05zdf(MODE,M,N,X,FVEC,FJAC,LDFJAC,XP,FVECP,ERR,IFAIL)
The array
xp must now have dimension
n regardless of the value of
mode, and likewise
err must now have dimension
m regardless. The argument
ifail is the standard NAG argument for error trapping. If you are unfamiliar with this argument you should refer to
Section 4 in the Introduction to the NAG Library FL Interface for details.
C06 – Summation of Series
c06dbf
Withdrawn at Mark 25.
Replaced by
c06dcf.
Old Code
DO I = 1, LX
RES(I) = c06dbf(X(I),C,N,S)
END DO
New Code
XMIN = 1.0D0
XMAX = 1.0D0
SELECT CASE (S)
CASE (1,2,3)
S_USE = S
CASE DEFAULT
S_USE = 2
END SELECT
IFAIL = 0
CALL c06dcf(X,LX,XMIN,XMAX,C,N,S_USE,RES,IFAIL)
The old routine
c06dbf returns a single sum at a time, whereas the new routine
c06dcf returns a vector of
lx values at once. The values supplied in
x to
c06dcf are unnormalized original variable values in the range
$\left[{\mathbf{xmin}},{\mathbf{xmax}}\right]$. The argument
ifail is the standard NAG argument for error trapping. If you are unfamiliar with this argument you should refer to
Section 4 in the Introduction to the NAG Library FL Interface for details.
c06eaf
Withdrawn at Mark 26.
Replaced by
c06paf.
c06paf removes restrictions on sequence length and combines transform directions.
Old Code
CALL c06eaf(X,N,IFAIL)
New Code
CALL c06paf('F',X,N,WORK,IFAIL)
where
work is a real array of length
$3\times {\mathbf{n}}+100$ and
the dimension of the array
x has been extended from the original
n
to
${\mathbf{n}}+2$.
The output values
x are stored in a different order with real and imaginary parts stored contiguously. The mapping of output elements is as follows:
 ${\mathbf{x}}\left(2\times \mathit{i}\right)\leftarrow {\mathbf{x}}\left(\mathit{i}\right)$, for $\mathit{i}=0,1,\dots ,{\mathbf{n}}/2$ and
${\mathbf{x}}\left(2\times \mathit{i}+1\right)\leftarrow {\mathbf{x}}\left({\mathbf{n}}\mathit{i}\right)$, for $\mathit{i}=1,2,\dots ,\left({\mathbf{n}}+1\right)/2$.
c06ebf
Withdrawn at Mark 26.
Replaced by
c06paf.
c06paf removes restrictions on sequence length and combines transform directions.
Old Code
CALL c06ebf(X,N,IFAIL)
New Code
CALL c06paf('B',X,N,WORK,IFAIL)
where
work is a real array of length
$3\times {\mathbf{n}}+100$ and
the dimension of the array
x has been extended from the original
n
to
${\mathbf{n}}+2$.
The input values of
x are stored in a different order with real and imaginary parts stored contiguously. Also
c06paf performs the inverse transform without the need to first conjugate. If prior conjugation of original array
x is assumed then the mapping of input elements is:
 ${\mathbf{x}}\left(2\times \mathit{i}\right)\leftarrow {\mathbf{x}}\left(\mathit{i}\right)$, for $\mathit{i}=0,1,\dots ,{\mathbf{n}}/2$ and
${\mathbf{x}}\left(2\times \mathit{i}+1\right)\leftarrow {\mathbf{x}}\left({\mathbf{n}}\mathit{i}\right)$, for $\mathit{i}=1,2,\dots ,\left({\mathbf{n}}1\right)/2$.
c06ecf
Withdrawn at Mark 26.
Replaced by
c06pcf.
c06pcf removes restrictions on sequence length, combines transform directions and uses complex types.
Old Code
CALL c06ecf(X,Y,N,IFAIL)
New Code
CALL c06pcf('F',Z,N,WORK,IFAIL)
where
work is a complex array of length
$2\times {\mathbf{n}}+15$ and
Z
is a complex array of length
n such that
$\text{Z}\left(\mathit{i}\right)=\mathrm{CMPLX}\left(\text{X}\left(\mathit{i}\right),\text{Y}\left(\mathit{i}\right)\right)$, for
$\mathit{i}=0,1,\dots ,{\mathbf{n}}1$ on input and output.
c06ekf
Withdrawn at Mark 26.
Replaced by
c06fkf.
c06fkf removes restrictions on sequence length.
Old Code
CALL c06ekf(IJOB,X,Y,N,IFAIL)
New Code
CALL c06fkf(IJOB,X,Y,N,WORK,IFAIL)
where
work is a real array of length
n.
c06fpf
Scheduled for withdrawal at Mark 28.
Replaced by
c06ppf or
c06pqf.
c06pqf provides a simpler interface for both forward and backward transforms.
c06ppf retains original input ordering at the expense of efficiency.
Old Code
CALL c06fpf(M,N,X,INIT,TRIG,WORK,IFAIL)
New Code
CALL c06pqf('F',N,M,X,WORK,IFAIL)
where the dimension of
work has been extended from
${\mathbf{m}}\times {\mathbf{n}}$ to
${\mathbf{m}}\times {\mathbf{n}}+2\times {\mathbf{n}}$ (to include TRIG) and the dimension of the array
x has been extended from the original
${\mathbf{n}}\times {\mathbf{m}}$ to
$\left({\mathbf{n}}+2\right)\times {\mathbf{m}}$.
The input values are stored slightly differently to allow for two extra storage spaces at the end of each sequence.
The mapping of input elements is as follows:

(Here
x begins at element zero
${\mathbf{x}}\left(0\right)$.)
for
$\mathit{j}=0,1,\dots ,{\mathbf{m}}1$

$J=j\times \left({\mathbf{n}}+2\right)$;

${\mathbf{x}}\left(J+\mathit{i}\right)\leftarrow {\mathbf{x}}\left(\mathit{i}\times {\mathbf{m}}+j\right)$, for $\mathit{i}=0,1,\dots ,{\mathbf{n}}1$;

${\mathbf{x}}\left(J+{\mathbf{n}}\right)$
and
${\mathbf{x}}\left(J+{\mathbf{n}}+1\right)$ need not be set.
The output values
x are stored in a different order with real and imaginary parts of each Hermitian sequence stored contiguously.
The mapping of output elements is as follows:

(Here
x begins at element zero
${\mathbf{x}}\left(0\right)$.)
for
$\mathit{j}=0,1,\dots ,{\mathbf{m}}1$

$J=j\times \left({\mathbf{n}}+2\right)$;

${\mathbf{x}}\left(J+2\times \mathit{i}\right)\leftarrow {\mathbf{x}}\left(\mathit{i}\times {\mathbf{m}}+j\right)$, for $\mathit{i}=0,1,\dots ,{\mathbf{n}}/2$ [real parts];

${\mathbf{x}}\left(J+2\times \mathit{i}+1\right)\leftarrow {\mathbf{x}}\left(\left({\mathbf{n}}\mathit{i}\right)\times {\mathbf{m}}+j\right)$, for $\mathit{i}=1,2,\dots ,\left({\mathbf{n}}1\right)/2$ [imaginary parts];

${\mathbf{x}}\left(J+1\right)$ is set to zero;

${\mathbf{x}}\left(J+{\mathbf{n}}+1\right)$ is set to zero when n is even.
c06fqf
Scheduled for withdrawal at Mark 28.
Replaced by
c06ppf or
c06pqf.
c06pqf provides a simpler interface for both forward and backward transforms.
c06ppf returns real sequences in row order at the expense of efficiency.
Old Code
CALL c06fqf(M,N,X,INIT,TRIG,WORK,IFAIL)
New Code
CALL c06pqf('B',N,M,X,WORK,IFAIL)
where the dimension of
work has been extended from
${\mathbf{m}}\times {\mathbf{n}}$ to
${\mathbf{m}}\times {\mathbf{n}}+2\times {\mathbf{n}}$ (to include TRIG) and the dimension of the array
x has been extended from the original
${\mathbf{n}}\times {\mathbf{m}}$ to
$\left({\mathbf{n}}+2\right)\times {\mathbf{m}}$.
The input values
x are stored in a different order with real and imaginary parts of each Hermitian sequence stored contiguously.
The mapping of input elements is as follows:

(Here
x begins at element zero
${\mathbf{x}}\left(0\right)$.)
for
$\mathit{j}=0,1,\dots ,{\mathbf{m}}1$

$J=j\times \left({\mathbf{n}}+2\right)$;

${\mathbf{x}}\left(J+2\times \mathit{i}\right)\leftarrow {\mathbf{x}}\left(\mathit{i}\times {\mathbf{m}}+j\right)$, for $\mathit{i}=0,1,\dots ,{\mathbf{n}}/2$ [real parts];

${\mathbf{x}}\left(J+2\times \mathit{i}+1\right)\leftarrow {\mathbf{x}}\left(\left({\mathbf{n}}\mathit{i}\right)\times {\mathbf{m}}+j\right)$, for $\mathit{i}=1,2,\dots ,\left({\mathbf{n}}1\right)/2$ [imaginary parts];

${\mathbf{x}}\left(J+1\right)$ must be zero;

${\mathbf{x}}\left(J+{\mathbf{n}}+1\right)$ must zero when n is even.
The output values are stored slightly differently to allow for two extra storage spaces at the end of each sequence.
The mapping of output elements is as follows:

(Here
x begins at element zero
${\mathbf{x}}\left(0\right)$.)
for
$\mathit{j}=0,1,\dots ,{\mathbf{m}}1$

$J=j\times \left({\mathbf{n}}+2\right)$;

${\mathbf{x}}\left(J+\mathit{i}\right)\leftarrow {\mathbf{x}}\left(\mathit{i}\times {\mathbf{m}}+j\right)$, for $\mathit{i}=0,1,\dots ,{\mathbf{n}}1$;

${\mathbf{x}}\left(J+{\mathbf{n}}\right)$
and
${\mathbf{x}}\left(J+{\mathbf{n}}+1\right)$ will be set to zero.
c06frf
Withdrawn at Mark 26.
Replaced by
c06psf.
c06psf provides a simpler interface for both forward and backward transforms.
Old Code
call c06frf(M,N,X,Y,INIT,TRIG,WORK,IFAIL)
New Code
Do j = 1, m*n
cx(j) = cmplx(x(j),y(j),kind=nag_wp)
End Do
Call c06psf('F',M,N,CX,CWORK,IFAIL)
x(1:m*n) = real(cx(1:m*n))
y(1:m*n) = aimag(cx(1:m*n))
where
$\mathrm{cx}$ and $\mathrm{cwork}$ are complex array of length $\mathrm{m}\times \mathrm{n}$ and $\mathrm{n}\times \mathrm{m}+2\times \mathrm{n}+15$ respectively.
c06fuf
Withdrawn at Mark 26.
Replaced by
c06puf.
c06puf provides a simpler interface for both forward and backward transforms.
Old Code
Call c06fuf(M,N,X,Y,INIT,TRIGM,TRIGN,WORK,IFAIL)
New Code
Do j = 1, m*n
cx(j) = cmplx(x(j),y(j),kind=nag_wp)
End Do
Call c06puf('F',M,N,CX,CWORK,IFAIL)
x(1:m*n) = real(cx(1:m*n))
y(1:m*n) = aimag(cx(1:m*n))
where $\mathrm{cx}$ and $\mathrm{cwork}$ are complex arrays of lengths $\mathrm{m}\times \mathrm{n}$ and $\mathrm{n}\times \mathrm{m}+2\times \mathrm{n}+2\times \mathrm{m}+30$ respectively.
c06gbf
Withdrawn at Mark 26.
There is no replacement for this routine.
c06gcf
Withdrawn at Mark 26.
There is no replacement for this routine.
c06gqf
Withdrawn at Mark 26.
There is no replacement for this routine.
c06gsf
Withdrawn at Mark 26.
There is no replacement for this routine.
c06haf
Withdrawn at Mark 26.
Replaced by
c06ref.
c06ref has a simpler interface, storing sequences by column.
Old Code
Call c06haf(M,N,X,INIT,TRIG,WORK,IFAIL)
New Code
Call c06ref(M,N,Y,IFAIL)
where
$\mathit{y}\left(1:n1,m\right)$ is a twodimensional real array such that
$\mathit{y}\left(1:n1,j\right)=\mathit{x}\left(j:m\times \left(n1\right),m\right)$.
c06hbf
Withdrawn at Mark 26.
Replaced by
c06rff.
c06rff has a simpler interface, storing sequences by column.
Old Code
Call c06hbf(M,N,X,INIT,TRIG,WORK,IFAIL)
New Code
Call c06rff(M,N,Y,IFAIL)
where
$\mathit{y}\left(0:n,m\right)$ is a twodimensional real array such that
$\mathit{y}\left(0:n,j\right)=\mathit{x}\left(j:m\times \left(n+1\right),m\right)$.
c06hcf
Withdrawn at Mark 26.
Replaced by
c06rgf.
c06rgf has a simpler interface, storing sequences by column.
Old Code
Call c06hcf(DIRECT,M,N,X,INIT,TRIG,WORK,IFAIL)
New Code
Call c06rgf(IDIR,M,N,Y,IFAIL)
where
$\mathit{y}\left(1:n,m\right)$ is a twodimensional real array such that
$\mathit{y}\left(1:n,j\right)=\mathit{x}\left(j:m\times n,m\right)$; ${\mathbf{idir}}=1$ or $1$ for forward and inverse transforms respectively.
c06hdf
Withdrawn at Mark 26.
Replaced by
c06rhf.
c06rhf has a simpler interface, storing sequences by column.
Old Code
Call c06hdf(DIRECT,M,N,X,INIT,TRIG,WORK,IFAIL)
New Code
Call c06rhf(IDIR,M,N,Y,IFAIL)
where $\mathit{y}\left(0:n1,m\right)$ is a twodimensional real array such that
$\mathit{y}\left(0:n1,j\right)=\mathit{x}\left(j:m\times n,m\right)$;
${\mathbf{idir}}=1$ or $1$ for forward and inverse transforms respectively.
D01 – Quadrature
d01baf
Withdrawn at Mark 26.
Replaced by
d01uaf.
Withdrawn to provide thread safety in passing of data to user supplied function and a simpler interface to select the quadrature rule.
Old Code
FUNCTION FUN(x)
...
real(kind=nag_wp) :: FUN
real(kind=nag_wp), intent(in) :: X
FUN = ...
END FUNCTION
DINEST = d01baf(D01XXX,A,B,N,FUN,IFAIL)
New Code
SUBROUTINE F(X,NX,FV,IFLAG,IUSER,RUSER)
...
! see example below
...
END SUBROUTINE F
...
integer :: key
integer, allocatable :: iuser(:)
real(kind=nag_wp), allocatable :: ruser(:)
! set KEY according to quadrature formula
! KEY = 0 : (D01XXX=D01BAZ)
! KEY = 3 : (D01XXX=D01BAY)
! KEY = 4 : (D01XXX=D01BAW)
! KEY = 5 : (D01XXX=D01BAX)
! KEY = ABS(KEY) for normal weights
KEY = 0
allocate(iuser(liuser), ruser(lruser))
CALL d01uaf(KEY,A,B,N,F,DINEST,IUSER,RUSER,IFAIL)
iuser and
ruser are arrays
available to allow you to pass information to the usersupplied subroutine
f.
iflag is an integer which you may use to force an immediate exit from
d01uaf in case of an error in the usersupplied subroutine
f.
f may be used to call the original
fun as follows, although it may be more efficient to recode the integrand.
SUBROUTINE F(X,NX,FV,IFLAG,IUSER,RUSER)
...
integer, intent(in) :: NX
integer, intent(inout) :: iflag
real(kind=nag_wp), intent(in) :: X(NX)
real(kind=nag_wp), intent(out) :: fv(nx)
real(kind=wp), intent(inout) :: ruser(*)
integer, intent(inout) :: iuser(*)
integer :: j
external FUN
do j=1,nx
FV(j) = FUN(x(j))
enddo
END SUBROUTINE F
d01bbf
Withdrawn at Mark 26.
Replaced by
d01tbf.
Withdrawn to provide thread safety in passing of data to the usersupplied routine and a simpler interface to select the quadrature rule.
Old Code
CALL d01bbf(D01XXX,A,B,ITYPE,N,WEIGHT,ABSCIS,IFAIL)
New Code
Integer :: key
CALL d01tbf(KEY,A,B,N,WEIGHT,ABSICS,IFAIL)
The supplied subroutines D01XXX and the argument
itype have been combined into a single argument
key.
${\mathbf{key}}<0$ is equivalent to
$\text{ITYPE}=1$ (adjusted weights).
${\mathbf{key}}>0$ is equivalent to
$\mathbf{itype}=0$ (normal weights).
$\left{\mathbf{key}}\right$ indicates the quadrature rule.
 $\left{\mathbf{key}}\right=0$ : Gauss–Legendre ($\mathbf{D01XXX}=\mathbf{D01BAZ}$)
 $\left{\mathbf{key}}\right=3$ : Gauss–Laguerre ($\mathbf{D01XXX}=\mathbf{D01BAX}$)
 $\left{\mathbf{key}}\right=4$ : Gauss–Hermite ($\mathbf{D01XXX}=\mathbf{D01BAW}$)
 $\left{\mathbf{key}}\right=5$ : Rational Gauss ($\mathbf{D01XXX}=\mathbf{D01BAY}$)
d01rbf
Scheduled for withdrawal at Mark 28.
There is no replacement for this routine.
Withdrawn as a separate diagnostic routine is not required. The details of the computation, as stored in the parameters
icom and
com, are specified in
Section 10.1 in
d01raf.
See
Section 10 in
d01raf for further details.
D02 – Ordinary Differential Equations
d02pcf
Withdrawn at Mark 26.
Replaced by
d02pef and associated D02P routines.
These replacements were made primarily for reasons of threadsafety.
Old Code
CALL d02pvf(N,TSTART,YINIT,TEND,TOL,THRESH,METHOD,'U',ERRASS, &
HSTART,W,LW,IFAIL)
...
CALL d02pcf(F,TWANT,T,Y,YP,YMAX,W,IFAIL)
New Code
IF (.Not. ERRASS) METHOD = METHOD
CALL d02pqf(N,TSTART,TEND,YINIT,TOL,THRESH,METHOD,HSTART,IWSAV, &
RWSAV,IFAIL)
...
CALL d02pef(F2,N,TWANT,T,Y,YP,YMAX,IUSER,RUSER,IWSAV,RWSAV,IFAIL)
iwsav is an integer array of length
$130$ and
rwsav is a real array of length
$350+32\times {\mathbf{n}}$.
iuser and
ruser are arrays available to allow you to pass information to the user defined routine F2 (see
f in
d02pef).
The definition of
F2
(see
f in
d02pef) can use the original routine
f as follows:
SUBROUTINE F2(T,N,Y,YP,IUSER,RUSER)
! .. Scalar Arguments ..
Real (Kind=wp), Intent (In) :: t
Integer, Intent (In) :: n
! .. Array Arguments ..
Real (Kind=wp), Intent (Inout) :: ruser(1)
Real (Kind=wp), Intent (In) :: y(n)
Real (Kind=wp), Intent (Out) :: yp(n)
Integer, Intent (Inout) :: iuser(1)
! .. Procedure Arguments ..
External :: f
! .. Executable Statements ..
Continue
Call f(t,y,yp)
Return
End Subroutine F2
d02pdf
Withdrawn at Mark 26.
Replaced by
d02pff or
d02pgf and associated D02P routines.
These replacements were made primarily for reasons of threadsafety.
d02pgf also offers a reverse communication approach.
Old Code
CALL d02pvf(N,TSTART,YINIT,TEND,TOL,THRESH,METHOD,'U',ERRASS, &
HSTART,W,LW,IFAIL)
...
CALL d02pdf(F,T,Y,YP,WORK,IFAIL)
New Code
IF (.Not. ERRASS) METHOD = METHOD
CALL d02pqf(N,TSTART,TEND,YINIT,TOL,THRESH,METHOD,HSTART,IWSAV, &
RWSAV,IFAIL)
...
CALL d02pff(F2,N,T,Y,YP,IUSER,RUSER,IWSAV,RWSAV,IFAIL)
iwsav is an integer array of length
$130$ and
rwsav is a real array of length
$350+32\times {\mathbf{n}}$.
iuser and
ruser are arrays
available to allow you to pass information to the user defined routine
F2
(see
f in
d02pef).
The definition of
F2
(see
f in
d02pef) can use the original routine
f as follows:
SUBROUTINE F2(T,N,Y,YP,IUSER,RUSER)
! .. Scalar Arguments ..
Real (Kind=wp), Intent (In) :: t
Integer, Intent (In) :: n
! .. Array Arguments ..
Real (Kind=wp), Intent (Inout) :: ruser(1)
Real (Kind=wp), Intent (In) :: y(n)
Real (Kind=wp), Intent (Out) :: yp(n)
Integer, Intent (Inout) :: iuser(1)
! .. Procedure Arguments ..
External :: f
! .. Executable Statements ..
Continue
Call f(t,y,yp)
Return
End Subroutine F2
d02pvf
Withdrawn at Mark 26.
Replaced by
d02pqf.
This replacement was made primarily for reasons of threadsafety.
See
d02pcf and
d02pdf for further information.
d02pwf
Withdrawn at Mark 26.
Replaced by
d02prf.
This replacement was made primarily for reasons of threadsafety.
Old Code
CALL d02pwf(TENDNU,IFAIL)
New Code
CALL d02prf(TENDNU,IWSAV,RWSAV,IFAIL)
iwsav is an integer array of length
$130$ and
rwsav is a real array of length
$350$.
d02pxf
Withdrawn at Mark 26.
Replaced by
d02psf.
This replacement was made primarily for reasons of threadsafety.
Old Code
CALL d02pxf(TWANT,REQEST,NWANT,YWANT,YPWANT,F,WORK,WRKINT, &
LENINT,IFAIL)
New Code
If (REQEST=='S' .or. REQEST=='s') Then
IDERIV = 0
Else if (REQEST=='D' .or. REQEST=='d') Then
IDERIV = 1
Else
IDERIV = 2
End If
CALL d02psf(TWANT,IDERIV,NWANT,YWANT,YPWANT,F2,WORKINT, &
LENINT,IUSER,RUSER,IWSAV,RWSAV,IFAIL)
iwsav is an integer array of length
$130$ and
rwsav is a real array of length
$350+32\times {\mathbf{n}}$.
iuser and
ruser are arrays available to allow you to pass information to the user defined routine F2 (see
f in
d02psf).
wcomm is a real array of length
lwcomm. See the routine document for
d02psf for further information.
The definition of
F2
(see
f in
d02psf) can use the original routine
f as follows:
SUBROUTINE F2(T,N,Y,YP,IUSER,RUSER)
! .. Scalar Arguments ..
Real (Kind=wp), Intent (In) :: t
Integer, Intent (In) :: n
! .. Array Arguments ..
Real (Kind=wp), Intent (Inout) :: ruser(1)
Real (Kind=wp), Intent (In) :: y(n)
Real (Kind=wp), Intent (Out) :: yp(n)
Integer, Intent (Inout) :: iuser(1)
! .. Procedure Arguments ..
External :: f
! .. Executable Statements ..
Continue
Call f(t,y,yp)
Return
End Subroutine F2
d02pyf
Withdrawn at Mark 26.
Replaced by
d02ptf.
This replacement was made primarily for reasons of threadsafety.
Old Code
Call d02pyf(TOTFCN,STPCST,WASTE,STPSOK,HNEXT,IFAIL)
New Code
Call d02ptf(TOTFCN,STPCST,WASTE,STPSOK,HNEXT,IWSAV, &
RWSAV,IFAIL)
d02pzf
Withdrawn at Mark 26.
Replaced by
d02puf.
This replacement was made primarily for reasons of threadsafety.
Old Code
Call d02pzf(RMSERR,ERRMAX,TERRMX,WORK,IFAIL)
New Code
Call d02puf(N,RMSERR,ERRMAX,TERRMX,IWSAV,RWSAV,IFAIL)
n must be unchanged from that passed to
d02pqf.
iwsav is an integer array of length
$130$ and
rwsav is a real array of length
$350+32\times {\mathbf{n}}$.
d02tkf
Withdrawn at Mark 27.
Replaced by
d02tlf.
This replacement was made primarily for reasons of threadsafety.
Old Code
Call d02tkf(FFUN,FJAC,GAFUN,GBFUN,GAJAC,GBJAC,GUESS,RCOMM,ICOMM,IFAIL)
New Code
Call d02tlf(FFUN,FJAC,GAFUN,GBFUN,GAJAC,GBJAC,GUESS,RCOMM,ICOMM,IUSER, &
RUSER,IFAIL)
The arrays
iuser and
ruser are also supplied as an additional two arguments to the seven usersupplied routines. These arrays are free to use to supply information to the seven routine arguments.
D03 – Partial Differential Equations
d03ryf
Withdrawn at Mark 27.
There is no replacement for this routine.
E01 – Interpolation
e01sef
Withdrawn at Mark 20.
Replaced by
e01sgf.
Old Code
CALL e01sef(M,X,Y,F,RNW,RNQ,NW,NQ,FNODES,MINNQ,WRK,IFAIL)
New Code
CALL e01sgf(M,X,Y,F,NW,NQ,IQ,LIQ,RQ,LRQ,IFAIL)
e01sef has been superseded by
e01sgf which gives improved accuracy, facilities for obtaining gradient values and a consistent interface with
e01tgf for interpolation of scattered data in three dimensions.
The interpolant generated by the two routines will not be identical, but similar results may be obtained by using the same values of
nw and
nq. Details of the interpolant are passed to the evaluator through the arrays
iq and
rq rather than
fnodes and
rnw.
e01sff
Withdrawn at Mark 20.
Replaced by
e01shf.
Old Code
CALL e01sff(M,X,Y,F,RNW,FNODES,PX,PY,PF,IFAIL)
New Code
CALL e01shf(M,X,Y,F,IQ,LIQ,RQ,LRQ,1,PX,PY,PF,QX,QY,IFAIL)
The two calls will not produce identical results due to differences in the generation routines
e01sef and
e01sgf. Details of the interpolant are passed from
e01sgf through the arrays
iq and
rq rather than
fnodes and
rnw.
e01shf also returns gradient values in
qx and
qy and allows evaluation at arrays of points rather than just single points.
E02 – Curve and Surface Fitting
e02acf
Withdrawn at Mark 27.
Replaced by
e02alf.
Old Code
CALL e02acf(X, Y, N, A, M1, REF)
New Code
CALL e02alf(N, X, Y, M1, A, REF, IFAIL)
E04 – Minimizing or Maximizing a Function
e04ccf/e04cca
Withdrawn at Mark 24.
Replaced by
e04cbf.
Old Code
CALL e04ccf(N,X,F,TOL,IW,W1,W2,W3,W4,W5,W6,FUNCT,MONIT,MAXCAL, &
IFAIL)
or
CALL E04CCA(N,X,F,TOL,IW,W1,W2,W3,W4,W5,W6,FUNCT2,MONIT2,MAXCAL, &
IUSER,RUSER,IFAIL)
New Code
CALL e04cbf(N,X,F,TOLF,TOLX,FUNCT2,MONIT3,MAXCAL,IUSER,RUSER, &
IFAIL)
SUBROUTINE MONIT3(FMIN,FMAX,SIM,N,NCALL,SERROR,VRATIO,IUSER,
RUSER)
INTEGER N, NCALL, IUSER(*)
REAL (KIND=nag_wp) FMIN, FMAX, SIM(N+1,N), SERROR, VRATIO, RUSER(*)
CALL MONIT2(FMIN,FMAX,SIM,N,N+1,NCALL,IUSER,RUSER)
! Add code here to monitor the values of SERROR and VRATIO, if necessary
RETURN
END
e04dgf/e04dga
Deprecated.
Replaced by
e04kff.
The new solver
e04kff is part of the NAG
Optimization suite (see
Section 3.1 in the
E04 Chapter Introduction), therefore the definition of the objective function
values and gradients need to be split into two separate
subroutines.
e04kff offers a significant improvement in
performance over
e04dgf/e04dga as well as additional functionality, such as
the addition of variable bounds and monitoring.
Callbacks
Old Code
Subroutine objfun(mode,n,x,objf,objgrd,nstate,iuser,ruser)
! .. Implicit None Statement ..
Implicit None
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (Out) :: objf
Integer, Intent (Inout) :: mode
Integer, Intent (In) :: n, nstate
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Out) :: objgrd(n)
Real (Kind=nag_wp), Intent (Inout) :: ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(n)
Integer, Intent (Inout) :: iuser(*)
! .. Executable Statements ..
! Compute objective at point x
objf = ...
If (mode==2) Then
! Compute objective gradient at point x
objgrd(1:n) = (/.../)
End If
Return
End Subroutine objfun
New Code
Subroutine objfun(nvar,x,fx,inform,iuser,ruser,cpuser)
! .. Use Statements ..
Use, Intrinsic :: iso_c_binding, Only: c_ptr
! .. Implicit None Statement ..
Implicit None
! .. Scalar Arguments ..
Type (c_ptr), Intent (In) :: cpuser
Real (Kind=nag_wp), Intent (Out) :: fx
Integer, Intent (Inout) :: inform
Integer, Intent (In) :: nvar
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Inout) :: ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(nvar)
Integer, Intent (Inout) :: iuser(*)
! .. Executable Statements ..
! Compute objective at point x
fx = ...
Return
End Subroutine objfun
Subroutine objgrd(nvar,x,nnzfd,fdx,inform,iuser,ruser,cpuser)
! .. Use Statements ..
Use, Intrinsic :: iso_c_binding, Only: c_ptr
! .. Implicit None Statement ..
Implicit None
! .. Scalar Arguments ..
Type (c_ptr), Intent (In) :: cpuser
Integer, Intent (Inout) :: inform
Integer, Intent (In) :: nnzfd, nvar
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Inout) :: fdx(nvar), ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(nvar)
Integer, Intent (Inout) :: iuser(*)
! .. Executable Statements ..
! Compute objective gradient at point x
fdx(1:nnzfd) = (/.../)
Return
End Subroutine objgrd
Main Call
Old Code
ifail = 1
Call e04dgf(n,objfun,iter,objf,objgrd,x,iwork,work,iuser,ruser,ifail)
New Code
! .. Use Statements ..
Use, Intrinsic :: iso_c_binding, Only: c_null_ptr, c_ptr
! ...
! Initialize problem with n variables
ifail = 0
Call e04raf(handle,n,ifail)
! Add nonlinear objective function with dense gradient
! (dependent on all variables)
ifail = 0
Call e04rgf(handle,n,(/(j,j=1,n)/),ifail)
! Solve the problem
cpuser = c_null_ptr
ifail = 1
Call e04kff(handle,objfun,objgrd,e04kfu,n,x,rinfo,stats,iuser,ruser, &
cpuser,ifail)
iter = stats(8)
objf = rinfo(1)
! Free the handle memory
ifail = 0
Call e04rzf(handle,ifail)
e04jcf
Deprecated.
Replaced by
e04jdf and
e04jef.
e04jdf and
e04jef
are a part of the new
NAG Optimization Suite (see
Section 3.1 in the
E04 Chapter Introduction)
which allows you to define and solve various problems in a uniform
manner. They also offer various algorithmic additions, such as a
performance improvement on noisy problems, a possibility to progress
towards the solution earlier than after
$n$
initial function evaluations, heuristic stopping criteria, recovery
from unavailable function evaluations, and various other algorithmic
updates and tuning. In addition,
e04jef
offers a reverse communication interface (see
Section 3.2 in the
E04 Chapter Introduction) which might be useful in some
environments or if you can parallelize your function evaluations.
Callbacks
The callback functions are almost identical but the new one has added cpuser argument and the order of arguments is slightly different.
Old Code
Subroutine objfun(n,x,f,iuser,ruser,inform)
New Code
Subroutine objfun(n,x,f,inform,iuser,ruser,cpuser)
Main Call
Old Code
ifail = 1
Call e04jcf(objfun,n,npt,x,bl,bu,rhobeg,rhoend,e04jcp,maxcal,f,nf,iuser, &
ruser,ifail)
New Code
! .. Use Statements ..
Use, Intrinsic :: iso_c_binding, Only: c_null_ptr, c_ptr
! ...
! Initialize problem with n variables
ifail = 0
Call e04raf(handle,n,ifail)
! Add nonlinear objective function which depends on all variables
ifail = 0
Call e04rgf(handle,n,(/(j,j=1,n)/),ifail)
! Add bounds for the variables
Call e04rhf(handle,n,bl,bu,ifail)
! Pass npt, rhobeg, rhoend, maxcal as options if different from defaults
ifail = 0
Call e04zmf(handle,'DFO Number Interp Points = <your npt>',ifail)
Call e04zmf(handle,'DFO Starting Trust Region = <your rhobeg>',ifail)
Call e04zmf(handle,'DFO Trust Region Tolerance = <your rhoend>',ifail)
Call e04zmf(handle,'DFO Max Objective Calls = <your maxcal>',ifail)
! Solve the problem
cpuser = c_null_ptr
ifail = 1
Call e04jdf(handle,objfun,e04jdu,n,x,rinfo,stats,iuser,ruser,cpuser,ifail)
! retrieve the objective value and the total number of calls made to the
! objective function
f = rinfo(1)
nf = stats(1)
! Free the handle memory
ifail = 0
Call e04rzf(handle,ifail)
e04mzf
Deprecated.
Replaced by
e04mxf.
Old Code
mpslst = .false. ! or = .true.
Call e04mzf(infile,maxn,maxm,maxnnz,xbldef,xbudef,mpslst,n,m,nnz,iobj,
ncolh,a,irowa,iccola,bl,bu,start,pnames,nname,crname,xs,istate,ifail)
if (ifail==1 .or. ifail==2 .or. ifail==3) then
! not enough memory, allocate bigger arrays as given in M, N, NNZ
! and call e04mzf again
else if (ifail>=4 .and. ifail<=16) then
! MPS input file formating error
! stop
else if (ifail==17) then
! wrong arguments to e04mzf
! stop
else if (ifail==0) then
! data successfully read, call solver
end if
New Code
mpslst = 0 ! or = 1
Call e04mxf(infile,maxn,maxm,maxnnz,maxncolh,maxnnzh,maxlintvar,
mpslst,n,m,nnz,ncolh,nnzh,lintvar,iobj,a,irowa,iccola,bl,bu,pnames,
nname,crname,h,irowh,iccolh,minmax,intvar,ifail)
if (ifail==2) then
! not enough memory, allocate bigger arrays as given in M, N, NNZ, NCOLH,
! NNZH, LINTVAR and call e04mxf again
else if (ifail>=3 .and. ifail<=35) then
! MPS input file formatting error
! stop
else if (ifail==36) then
! wrong input argument
! stop
else if (ifail=999) then
! internal memory allocation error
! stop
else if (ifail==0 .or. ifail==1) then
! data successfully read (with possible warning)
start = 'C'
do j=1,n
xs(j) = min(max(0.0_nag_wp,bl(j)),bu(j))
istate(j) = 0.0_nag_wp
end do
! call solver
end if
e04mxf has extended the functionality of
e04mzf and the interface has changed substantially. If there are integer variables, a quadratic part of the objective function or OBJSENSE section,
e04mxf will read them and return them in the new arguments (
lintvar,
intvar,
ncolh,
nnzh,
h,
irowh,
iccolh and
minmax), with
e04mzf these caused a file formatting error. The new routine
e04mxf might also accept a slightly misformatted input file and return a warning
${\mathbf{ifail}}={\mathbf{1}}$.
The type of the argument
mpslst has changed from logical to integer.
The parameters
xbldef and
xbudef of
e04mzf were removed and fixed in
e04mxf to their default values
$0$ and
${10}^{20}$, respectively. Note that value
${10}^{20}$ within bounds is interpreted in our solvers as
$+\infty $ (unconstrained).
Parameters
start,
xs and
istate were present in
e04mzf only for the convenience of calling the solver routine
e04nkf/e04nka and have been removed from
e04mxf.
Should you need any assistance, please do not hesitate to contact
NAG.
e04unf
Withdrawn at Mark 22.
Replaced by
e04usf/e04usa.
Old Code
CALL e04unf(M,N,NCLIN,NCNLN,LDA,LDCJ,LDFJ, &
LDR,A,BL,BU,Y,CONFUN,OBJFUN,ITER, &
ISTATE,C,CJAC,F,FJAC,CLAMDA,OBJF, &
R,X,IWORK,LIWORK,WORK,LWORK,IUSER, &
RUSER,IFAIL)
New Code
CALL e04usf(M,N,NCLIN,NCNLN,LDA,LDCJ,LDFJ, &
LDR,A,BL,BU,Y,CONFUN,OBJFUN,ITER, &
ISTATE,C,CJAC,F,FJAC,CLAMDA,OBJF, &
R,X,IWORK,LIWORK,WORK,LWORK,IUSER, &
RUSER,IFAIL)
The specification of the subroutine
objfun must also be changed as follows:
Old Code
SUBROUTINE OBJFUN(MODE,M,N,LDFJ,X,F,FJAC,NSTATE,IUSER,RUSER)
INTEGER MODE,M,N,LDFJ,NSTATE,IUSER(*)
REAL (KIND=nag_wp) X(N),F(*),FJAC(LDFJ,*),RUSER(*)
New Code
SUBROUTINE OBJFUN(MODE,M,N,LDFJ,NEEDFI,X,F,FJAC,NSTATE, &
IUSER,RUSER)
INTEGER MODE,M,N,LDFJ,NEEDFI,NSTATE,IUSER(*)
REAL (KIND=nag_wp) X(N),F(*),FJAC(LDFJ,*),RUSER(*)
See the routine documents for further information.
e04zcf/e04zca
Withdrawn at Mark 24.
There is no replacement for this routine.
F02 – Eigenvalues and Eigenvectors
f02bjf
Withdrawn at Mark 23.
Replaced by
f08waf.
Old Code
CALL f02bjf(N,A,LDA,B,LDB,EPS1,ALFR,ALFI,BETA,MATV,V,LDV,ITER,IFAIL)
New Code
IF (MATV) THEN
JOBVR = 'V'
ELSE
JOBVR = 'N'
ENDIF
CALL dggev('N',JOBVR,N,A,LDA,B,LDB,ALFR,ALFI,BETA,VL,LDVL, &
VR,LDVL,WORK,LWORK,INFO)
IF (INFO.EQ.0) THEN
...
f02eaf
Withdrawn at Mark 23.
Replaced by
f08paf.
Old Code
CALL f02eaf(JOB,N,A,LDA,WR,WI,Z,LDZ,WORK,LWORK,IFAIL)
New Code
LOGICAL SELECT
EXTERNAL SELECT
...
IF (JOB.EQ.'N') THEN
JOBVS = 'N'
ELSE
JOBVS = 'V'
END IF
CALL dgees(JOBVS,'N',SELECT,N,A,LDA,0,WR,WI,Z,LDZ,WORK, &
LWORK,BWORK,INFO)
IF (INFO.EQ.0) THEN
....
LOGICAL FUNCTION SELECT(AR,AI)
REAL (KIND=nag_wp) :: AR, AI
SELECT = .TRUE.
RETURN
END
f02ebf
Withdrawn at Mark 23.
Replaced by
f08naf.
Old Code
CALL f02ebf(JOB,N,A,LDA,WR,WI,VR,LDVR,VI,LDVI,WORK,LWORK, &
IFAIL)
New Code
IF (JOB.EQ.'N') THEN
JOBVR = 'N'
ELSE
JOBVR = 'V'
END IF
CALL dgeev('N',JOBVR,N,A,LDA,WR,WI,VL,LDVL,VR1,LDVR1, &
WORK,LWORK,INFO)
IF (INFO.EQ.0) THEN
! Eigenvector information is stored differently.
! For complex conjugate pairs (that is, corresponding
! to the jth eigenvector such that WI(j) is nonzero,
! and WI(j) = WI(j+1)), the real and imaginary parts
! of the first of the pair of eigenvectors are stored
! as consecutive columns of VR1: VR1(:,j), VR1(:,j+1).
! The second in the pair is just the conjugate of the
! first, so can be constructed by negating the
! elements in VR1(:,j+1).
! If the jth eigenvector is real (WI(j)=0), the
! corresponding real eigenvector is stored in the
! jth column of VR1, VR1(1:N,j).
f02faf
Withdrawn at Mark 23.
Replaced by
f08faf.
Old Code
CALL f02faf(JOB,UPLO,N,A,LDA,W,WORK,LWORK,IFAIL)
New Code
CALL dsyev(JOB,UPLO,N,A,LDA,W,WORK,LWORK,INFO)
IF (INFO.EQ.0) THEN
...
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace query mechanism ($\mathbf{lwork}=1$) should be used to determine the requirement for optimal performance.
f02fcf
Withdrawn at Mark 23.
Replaced by
f08fbf.
Old Code
CALL f02fcf(JOB,RANGE,UPLO,N,A,LDA,WL,WU,IL,IU,MEST,M, &
W,Z,LDZ,WORK,LWORK,IWORK,IFAIL)
New Code
CALL dsyevx(JOB,RANGE,UPLO,N,A,LDA,WL,WU,IL,IU,ABSTOL,M, &
W,Z,LDZ,WORK,LWORK,IWORK,JFAIL,INFO)
IF (INFO.EQ.0) THEN
...
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace query mechanism ($\mathbf{lwork}=1$) should be used to determine the requirement for optimal performance.
f02fdf
Withdrawn at Mark 23.
Replaced by
f08saf.
Old Code
CALL f02fdf(ITYPE,JOB,UPLO,N,A,LDA,B,LDB,W,WORK,LWORK,IFAIL)
New Code
CALL dsygv(ITYPE,JOB,UPLO,N,A,LDA,B,LDB,W,WORK,LWORK,INFO)
IF (INFO.EQ.0) THEN
...
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace query mechanism ($\mathbf{lwork}=1$) should be used to determine the requirement for optimal performance.
f02fhf
Withdrawn at Mark 23.
Replaced by
f08uaf.
Old Code
CALL f02fhf(N,MA,A,LDA,MB,B,LDB,D,WORK,LWORK,IFAIL)
New Code
CALL dsbgv('N','U',N,MA,MB,A,LDA,B,LDB,D,Z,LDZ,WORK,INFO)
IF (INFO.EQ.0) THEN
...
The order of eigenvalues in D changes from descending to ascending.
The minimum workspace requirement has changed to become $\mathtt{LWORK}=3\times {\mathbf{n}}$
f02gaf
Withdrawn at Mark 23.
Replaced by
f08pnf.
Old Code
CALL f02gaf(JOB,N,A,LDA,W,Z,LDZ,RWORK,WORK,LWORK,IFAIL)
New Code
LOGICAL BWORK(1)
LOGICAL SELECT
EXTERNAL SELECT
...
IF (JOB.EQ.'N') THEN
JOBVS = 'N'
ELSE
JOBVS = 'V'
END IF
CALL zgees(JOBVS,'N',SELECT,N,A,LDA,0,W,Z,LDZ, &
WORK,LWORK,RWORK,BWORK,INFO)
IF (INFO.NE.0) THEN
...
LOGICAL FUNCTION SELECT(C)
COMPLEX*16 C
SELECT = .TRUE.
RETURN
END
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace query mechanism ($\mathbf{lwork}=1$) should be used to determine the requirement for optimal performance.
f02gbf
Withdrawn at Mark 23.
Replaced by
f08nnf.
Old Code
CALL f02gbf(JOB,N,A,LDA,W,V,LDV,RWORK,WORK,LWORK,IFAIL)
New Code
CALL zgeev('N',JOB,N,A,LDA,W,VL,LDVL,V,LDV, &
WORK,LWORK,RWORK,INFO)
IF (INFO.EQ.0) THEN
...
f02gjf
Withdrawn at Mark 23.
Replaced by
f08wnf.
Old Code
CALL f02gjf(N,AR,LDAR,AI,LDAI,BR,LDBR,BI,LDBI,EPS1,ALFR, &
ALFI,BETA,MATV,VR,LDVR,VI,LDVI,ITER,IFAIL)
New Code
IF (MATV) THEN
JOBVR = 'V'
ELSE
JOBVR = 'N'
END IF
! Set A=AR + iAI and B = BR+iBI
CALL zggev('N',JOBVR,N,A,LDA,B,LDB,ALPHA,BETA1,VL,LDVL, &
V,LDV,WORK,LWORK,RWORK,INFO)
IF (INFO.EQ.0) THEN
...
Note that the separated real and imaginary parts of input and output data in
f02gjf has been replaced by combined complex types in
f08wnf.
f02haf
Withdrawn at Mark 23.
Replaced by
f08fnf.
Old Code
CALL f02haf(JOB,UPLO,N,A,LDA,W,RWORK,WORK,LWORK,IFAIL)
New Code
CALL zheev(JOB,UPLO,N,A,LDA,W,WORK,LWORK,RWORK,INFO)
IF (INFO.EQ.0) THEN
...
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace query mechanism ($\mathbf{lwork}=1$) should be used to determine the requirement for optimal performance.
f02hcf
Withdrawn at Mark 23.
Replaced by
f08fpf.
Old Code
CALL f02hcf(JOB,RANGE,UPLO,N,A,LDA,WL,WU,IL,IU,MEST,M, &
W,Z,LDZ,WORK,LWORK,RWORK,IWORK,IFAIL)
New Code
CALL zheevx(JOB,RANGE,UPLO,N,A,LDA,WL,WU,IL,IU,ABSTOL,M, &
W,Z,LDZ,WORK,LWORK,RWORK,IWORK,JFAIL,INFO)
IF (INFO.EQ.0) THEN
...
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace query mechanism ($\mathbf{lwork}=1$) should be used to determine the requirement for optimal performance.
f02hdf
Withdrawn at Mark 23.
Replaced by
f08snf.
Old Code
CALL f02hdf(ITYPE,JOB,UPLO,N,A,LDA,B,LDB,W,RWORK,WORK, &
LWORK,IFAIL)
New Code
CALL zhegv(ITYPE,JOB,UPLO,N,A,LDA,B,LDB,W,WORK,LWORK, &
RWORK,INFO)
IF (INFO.EQ.0) THEN
...
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace query mechanism ($\mathbf{lwork}=1$) should be used to determine the requirement for optimal performance.
f02sdf
Withdrawn at Mark 27.
Replaced by
f12agf and
f12fgf.
The replacement routines
f12fgf (symmetric case) and
f12agf (nonsymmetric case) are threaded for parallel execution in multithreaded implementations. These routines are based on the ARPACK package and make calls to BLAS/LAPACK routines. These may be threaded within the vendor library used by the implementation, which provides an additional opportunity for multithreaded performance.
Old Code
CALL f02sdf(N,MA+1,MB+1,A,LDA,B,LDB,SYM,RELEP,RMU,VEC,D,IWORK,WORK, &
LWORK,IFAIL)
New Code
LICOMM = 140
LCOMM = 3*N + 3*NCV*NCV + 6*NCV + 60
ALLOCATE (COMM(LCOMM),DR(NCV),DI(NCV),RESID(N),V(N,NCV), &
ICOMM(LICOMM))
! B is symmetric definite:
IF (B_symm_def) THEN
CALL f12aff(N,1,NCV,ICOMM,LICOMM,COMM,LCOMM,IFAIL)
CALL f12adf('Generalized',ICOMM,COMM,IFAIL)
CALL f12adf('Shifted Inverse',ICOMM,COMM,IFAIL)
CALL f12agf(KL,KU,A,LDA,B,LDB,RMU,0.0,NCONV,DR,DI,V,N,RESID, &
V,LDV,COMM,ICOMM,IFAIL)
VEC(1:N) = V(1:N,1)
ELSE
CALL f12aaf(N,NEV,NCV,ICOMM,LICOMM,COMM,LCOMM,IFAIL)
ALLOCATE(C(LDA,N),IPIV(N),X(N),MX(N))
C = A  RMU*B
CALL dgbtrf(N,N,KL,KU,C,LDA,IPIV,INFO)
IREVCM = 0
DO WHILE (IREVCM/=5)
CALL f12abf(IREVCM,RESID,V,LDV,X,MX,NSHIFT,COMM,ICOMM,IFAIL)
IF (IREVCM==1 .OR. IREVCM==1) THEN
! Perform x < OP*x = inv[ASIGMA*B]*Bx.
CALL dgbmv('N',N,N,KL,KU,ONE,B,LDB,X,1,ZERO,MX,1)
X(1:N) = MX(1:N)
CALL dgbtrs('N',N,KL,KU,1,C,LDA,IPIV,X,N,INFO)
END IF
END DO
! Postprocess using f12acf to compute eigenvalue.
CALL F12ACF(NCONV,DR,DI,V,LDV,RMU,0.0,RESID,V,N,COMM,ICOMM,IFAIL)
LR = DR(1)/(DR(1)**2+DI(1)**2) + RMU
END IF
f02wdf
Withdrawn at Mark 27.
Replaced by
f02wuf and
f08aef.
This routine is replaced for multithreaded performance and the ability to benefit from vendor library performance (BLAS/LAPACK).
Note: only the multithreaded implementations of
f02wdf were able to benefit from parallelism or vendor BLAS/LAPACK performance.
The Householder
$QU$ factorization part of the functionality can be achieved with
f08aef. The action
${Q}^{\mathrm{T}}b$ can be computed by a call to
f08agf. The orthogonal matrix
$Q$ can be explicitly constructed, inplace, by a subsequent call to
f08aff.
If the singular value decomposition (SVD) of
$U$ is required, the result of
f08aef must be fed to
f02wuf, remembering that the first orthogonal matrix of the SVD is called
$Q$ in
f02wuf and
$R$ in
f02wdf
Old Code
IFAIL = 0
CALL f02wdf(M,N,A,LDA,WANTB,B,TOL,SVD,IRANK,Z,SV,WANTR,R, &
LDR,WANTPT,PT,LDPT,WORK,LWORK,IFAIL)
New Code
LWORK = 1
CALL dgeqrf(M,N,A,LDA,Z,WORK,LWORK,INFO)
LWORK = ANINT(WORK(1))
DEALLOCATE (WORK)
ALLOCATE (WORK(LWORK))
CALL dgeqrf(M,N,A,LDA,Z,WORK,LWORK,INFO)
NCOLB = 1
IF (WANTB) THEN
CALL dormqr('L','T',M,NCOLB,N,A,LDA,Z,B,M,WORK,LWORK,INFO)
END IF
IF (.NOT. SVD) THEN
! construct Q explicitly, overwrites A
CALL dorgqr(M,M,A,LDA,Z,WORK,LWORK,INFO)
ELSE
! SVD factorization, PT overwrites A
DEALLOCATE (WORK)
ALLOCATE (WORK(5*N))
CALL f02wuf(N,A,LDA,NCOLB,B,M,WANTR,R,LDR,SV,WANTPT,WORK,IFAIL)
! compute rank
IRANK = F06KLF(N,SV,1,TOL)
END IF
f02wef
Withdrawn at Mark 23.
Replaced by
f08kbf.
Old Code
CALL f02wef(M,N,A,LDA,NCOLB,B,LDB,WANTQ,Q,LDQ,SV,WANTP, &
PT,LDPT,WORK,IFAIL)
New Code
IF (WANTQ) THEN
JOBU = 'A'
ELSE
JOBU = 'N'
END IF
IF (WANTP) THEN
JOBVT = 'A'
ELSE
JOBVT = 'N'
END IF
LWORK = 1
CALL dgesvd(JOBU,JOBVT,M,N,A,LDA,SV,Q,LDQ,PT,LDPT,WORK,LWORK,INFO)
LWORK = ANINT(WORK(1))
ALLOCATE (W(LWORK))
CALL dgesvd(JOBU,JOBVT,M,N,A,LDA,SV,Q,LDQ,PT,LDPT,W,LWORK,INFO)
DEALLOCATE (W)
work must be a onedimensional real array of length at least
lwork given by:
$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,3\times \mathrm{min}\phantom{\rule{0.125em}{0ex}}\left({\mathbf{m}},{\mathbf{n}}\right)+\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left({\mathbf{m}},{\mathbf{n}}\right),5\times \mathrm{min}\phantom{\rule{0.125em}{0ex}}\left({\mathbf{m}},{\mathbf{n}}\right)\right)$
Larger values of
lwork, up to some optimal value, may improve performance.
Please note that the facility to return
${Q}^{\mathrm{T}}B$ is not provided so arguments
$\mathbf{wantb}$
and
$\mathbf{b}$ are not required. Instead,
f08kbf has an option to return the entire
${\mathbf{m}}*{\mathbf{m}}$ orthogonal matrix
$Q$, referred to as
${\mathbf{u}}$ in its documentation, through its 8th argument.
f02xef
Withdrawn at Mark 23.
Replaced by
f08kpf.
Old Code
CALL f02xef(M,N,A,LDA,NCOLB,B,LDB,WANTQ,Q,LDQ,SV,WANTP, &
PH,LDPH,RWORK,CWORK,IFAIL)
New Code
IF (WANTQ) THEN
JOBU = 'A'
ELSE
JOBU = 'N'
END IF
IF (WANTP) THEN
JOBVT = 'A'
ELSE
JOBVT = 'N'
END IF
LWORK = 1
CALL zgesvd(JOBU,JOBVT,M,N,A,LDA,SV,Q,LDQ,PT,LDPT,WORK, &
LWORK,RWORK,INFO)
LWORK = ANINT(WORK(1))
ALLOCATE (W(LWORK))
CALL zgesvd(JOBU,JOBVT,M,N,A,LDA,SV,Q,LDQ,PT,LDPT,W, &
LWORK,RWORK,INFO)
DEALLOCATE (W)
work must be a onedimensional complex array of length at least
lwork given by
$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,2\times \mathrm{min}\phantom{\rule{0.125em}{0ex}}\left({\mathbf{m}},{\mathbf{n}}\right)+\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left({\mathbf{m}},{\mathbf{n}}\right)\right)$
work must be a onedimensional real array of length
$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,5\times \mathrm{min}\phantom{\rule{0.125em}{0ex}}\left({\mathbf{m}},{\mathbf{n}}\right)\right)$.
Larger values of
lwork, up to some optimal value, may improve performance.
Please note that the facility to return
${Q}^{\mathrm{H}}B$ is not provided so arguments
wantb
and
$\mathbf{b}$ are not required. Instead,
f08kpf has an option to return the entire
${\mathbf{m}}*{\mathbf{m}}$ unitary matrix
$Q$, referred to as
${\mathbf{u}}$ in its documentation, through its 8th argument.
F03 – Determinants
f03aaf
Withdrawn at Mark 25.
Replaced by
f07adf and
f03baf.
Old Code
IFAIL = 0
CALL f03aaf(A,LDA,N,DET,WKSPCE,IFAIL)
New Code
INTEGER IPIV(N)
...
CALL dgetrf(N,N,A,LDA,IPIV,INFO)
IFAIL = 0
CALL f03baf(N,A,LDA,IPIV,D,ID,IFAIL)
DET = D*2**ID
Note: the real array
wkspce has been replaced by the integer array
ipiv for holding the pivots of the factorization.
f03abf
Withdrawn at Mark 25.
Replaced by
f07fdf and
f03bff.
Old Code
IFAIL = 0
CALL f03abf(A,LDA,N,DET,WKSPCE,IFAIL)
New Code
CALL dpotrf('U',N,A,LDA,INFO)
IFAIL = 0
CALL f03bff(N,A,LDA,D,ID,IFAIL)
DET = D*2**ID
Note: the real array
wkspce is no longer required. Also the upper triangular part of
$A$, stored in
a, has been replaced here by its Cholesky factorization; the lower triangular part of
$A$ can be used and overwritten by replacing 'U' by 'L' in the call to
dpotrf above.
f03acf
Withdrawn at Mark 25.
Replaced by
f07hdf and
f03bhf.
Old Code
IFAIL = 0
CALL f03acf(A,LDA,N,M,DET,RL,LDRL,M1,IFAIL)
New Code
CALL dpbtrf('L',N,M,AB,LDAB,INFO)
IFAIL = 0
CALL f03bhf('L',N,KD,AB,LDAB,D,ID,IFAIL)
DET = D*2**ID
Note: the storage of
$A$ in arrays
a and
ab is different. In fact
${\mathbf{ab}}\left(\mathit{i},\mathit{j}\right)=\mathbf{a}\left(\mathit{j},\mathit{i}\right)$, for
$\mathit{i}=1,2,\dots ,m$ and
$\mathit{j}=\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,im\right),\dots ,i$ which conforms to the LAPACK banded storage scheme. The factorization is returned in
ab rather than in a separate array (
rl). The upper part of matrix
$A$ can also be stored in
ab on input to
dpbtrf.
f03adf
Withdrawn at Mark 25.
Replaced by
f07arf and
f03bnf.
Old Code
IFAIL = 0
CALL f03adf(A,LDA,N,DETR,DETI,WKSPCE,IFAIL)
New Code
INTEGER IPIV(N)
...
CALL zgetrf(N,N,A,LDA,IPIV,INFO)
IFAIL = 0
CALL f03bnf(N,A,LDA,IPIV,D,ID,IFAIL)
DETR = REAL(D)*2**ID(1)
DETI = AIMAG(D)*2**ID(2)
Note: the real array
wkspce has been replaced by the integer array
ipiv for holding the pivots of the factorization. The real and imaginary parts of the determinant are independently scaled.
f03aef
Withdrawn at Mark 25.
Replaced by
f07fdf and
f03bff.
Old Code
IFAIL = 0
CALL f03aef(N,A,LDA,P,D1,ID,IFAIL)
New Code
CALL dpotrf('U',N,A,LDA,INFO)
IFAIL = 0
CALL f03bff(N,A,LDA,D1,ID,IFAIL)
Note: the upper triangular part of
$A$, stored in
a, has been replaced here by its Cholesky factorization; the lower triangular part of
$A$ can be used and overwritten by replacing
${\mathbf{uplo}}=\text{'U'}$ by
${\mathbf{uplo}}=\text{'L'}$ in the call to
f07fdf above.
f03aff
Withdrawn at Mark 25.
Replaced by
f07adf and
f03baf.
Old Code
IFAIL = 0
CALL f03aff(N,EPS,A,LDA,D1,ID,P,IFAIL)
New Code
INTEGER IPIV(N)
...
CALL dgetrf(N,N,A,LDA,IPIV,INFO)
IFAIL = 0
CALL f03baf(N,A,LDA,IPIV,D1,ID,IFAIL)
Note: real array
p has been replaced by the integer array
ipiv for holding the pivots of the factorization.
F04 – Simultaneous Linear Equations
f04aaf
Withdrawn at Mark 23.
Replaced by
f07aaf.
Old Code
CALL f04aaf(A,LDA,B,LDB,N,M,C,LDC,WKSPCE,IFAIL)
New Code
CALL dgesv(N,M,A,LDA,IPIV,B,LDB,INFO)
IF (INFO.EQ.0) THEN
! Answer now in B
...
f04abf
Scheduled for withdrawal at Mark 28.
Replaced by
f07fbf.
f04abf and
f04asf have been replaced by
f07fbf for performance. The replacement routine is threaded by NAG and may also be threaded in the vendor library (BLAS/LAPACK).
Old Code
CALL f04abf(A,LDA,B,LDB,N,M,C,LDC,WKSPCE,BB,LDBB,IFAIL)
New Code
CALL f04abf_wrap(a,lda,b,ldb,n,m,c,ldc,wkspce,bb,ldbb,ifail)
Subroutine f04abf_wrap(a,lda,b,ldb,n,m,c,ldc,wkspce,bb,ldbb,ifail)
! .. Use Statements ..
Use nag_library, Only: dposvx, dsymm, nag_wp
! .. Scalar Arguments ..
Integer, Intent (In) :: lda, ldb, ldbb, ldc, m, n
Integer, Intent (Inout) :: ifail
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Inout) :: a(lda,*), b(ldb,*)
Real (Kind=nag_wp), Intent (Out) :: bb(ldbb,m), c(ldc,m), wkspce(1)
! .. Local Scalars ..
Real (Kind=nag_wp) :: rcond, alpha, beta
Integer :: info, ldaf
Character (1) :: equed
! .. Local Arrays ..
Real (Kind=nag_wp) :: s(1)
Real (Kind=nag_wp), Allocatable :: af(:,:), work(:), ferr(:), berr(:)
Integer, Allocatable :: iwork(:)
ldaf = n
Allocate (af(ldaf,n),ferr(m),berr(m),work(3*n),iwork(n))
! The NAG name equivalent of dposvx is f07fbf
Call dposvx('N','Upper',n,m,a,lda,af,ldaf,equed,s,b,ldb, &
c,ldc,rcond,ferr,berr,work,iwork,info)
ifail = info
bb(1:n,1:m) = b(1:n,1:m)
alpha = 1.0_nag_wp
beta = 1.0_nag_wp
! The NAG name equivalent of dgemm is f06yaf
Call dsymm('L','U',n,m,alpha,a,lda,c,ldc,beta,bb,ldbb)
End Subroutine f04abf_wrap
f04acf
Withdrawn at Mark 23.
Replaced by
f07haf.
Old Code
CALL f04acf(A,LDA,B,LDB,N,M,IR,C,LDC,RL,LDRL,M1,IFAIL)
New Code
CALL dpbsv('U',N,M,IR,AB,LDAB,B,LDB,INFO)
IF (INFO.EQ.0) THEN
! A and AB are stored differently.
! AB may be regarded as the transpose of A, with the 'U' option.
! Thus LDAB might be M+1
! Answer now in B
...
f04adf
Withdrawn at Mark 23.
Replaced by
f07anf.
Old Code
CALL f04adf(A,LDA,B,LDB,N,M,C,LDC,WKSPCE,IFAIL)
New Code
CALL zgesv(N,M,A,LDA,IPIV,B,LDB,INFO)
IF (INFO.EQ.0) THEN
! Answer now in B
...
f04aef
Scheduled for withdrawal at Mark 28.
Replaced by
f07abf.
f04aef and
f04atf have been replaced by
f07abf for performance. The replacement routine is threaded by NAG and may also be threaded in the vendor library (BLAS/LAPACK).
Old Code
CALL f04aef(A,LDA,B,LDB,N,M,C,LDC,WKSPCE,AA,LDAA,BB,LDBB,IFAIL)
New Code
CALL f04aef_wrap(a,lda,b,ldb,n,m,c,ldc,wkspce,aa,ldaa,bb,ldbb,ifail)
Subroutine f04aef_wrap(a,lda,b,ldb,n,m,c,ldc,wkspce,aa,ldaa,bb,ldbb,ifail)
! .. Use Statements ..
Use nag_library, Only: dgesvx, dgemm, nag_wp
! .. Scalar Arguments ..
Integer, Intent (In) :: lda, ldaa, ldb, ldbb, ldc, m, n
Integer, Intent (Inout) :: ifail
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Inout) :: a(lda,*), b(ldb,*)
Real (Kind=nag_wp), Intent (Out) :: bb(ldbb,m), c(ldc,m), aa(ldaa,n), &
wkspce(1)
! .. Local Scalars ..
Real (Kind=nag_wp) :: rcond, alpha, beta
Integer :: info
Character (1) :: equed
! .. Local Arrays ..
Real (Kind=nag_wp) :: cscl(1), rscl(1)
Real (Kind=nag_wp), Allocatable :: work(:), ferr(:), berr(:)
Integer, Allocatable :: ipiv(:), iwork(:)
Allocate (berr(m),ferr(m),work(4*n),ipiv(n),iwork(n))
! The NAG name equivalent of dgesvx is f07abf
Call dgesvx('N','N',n,m,a,lda,aa,ldaa,ipiv,equed,rscl,cscl,b,ldb, &
c,ldc,rcond,ferr,berr,work,iwork,info)
ifail = info
bb(1:n,1:m) = b(1:n,1:m)
alpha = 1.0_nag_wp
beta = 1.0_nag_wp
! The NAG name equivalent of dgemm is f06yaf
Call dgemm('N','N',n,m,n,alpha,a,lda,c,ldc,beta,bb,ldbb)
End Subroutine f04aef_wrap
f04aff
Withdrawn at Mark 25.
There is no replacement for this routine.
The factorization and solution of a positive definite linear system can be handled by calls to routines from
Chapter F07, e.g.,
f07fbf.
For example:
Old Code
IFAIL = 0
CALL f03aef(N,A,LDA,P,D1,ID,IFAIL)
CALL f04aff(N,NRHS,A,LDA,P,B,LDB,EPS,X,LDX,BB,LDBB,K,IFAIL)
New Code
CALL dposvx('equil','upper',N,NRHS,A,LDA,AF,LDAF,'Yes',P,B, &
LDB,X,LDX,RCOND,FERR,BERR,WORK,IWORK,INFO)
IFAIL = 0
CALL f03bff(N,A,LDA,D1,ID,IFAIL)
f04agf
Withdrawn at Mark 25.
There is no replacement for this routine.
The factorization and solution of a positive definite linear system can be handled by calls to routines from
Chapter F07, e.g.,
f07faf.
For example:
Old Code
IFAIL = 0
CALL f03aef(N,A,LDA,P,D1,ID,IFAIL)
CALL f04agf(N,NRHS,A,LDA,P,B,LDB,X,LDX)
New Code
CALL dposv('upper',N,NRHS,A,LDA,B,LDB,INFO)
IFAIL = 0
CALL f03bff(N,A,LDA,D1,ID,IFAIL)
f04ahf
Withdrawn at Mark 25.
There is no replacement for this routine.
The factorization and solution of a real general linear system can be handled by calls to routines from the
Chapter F07, e.g.,
f07abf.
For example:
Old Code
IFAIL = 0
CALL f03aff(N,EPS,A,LDA,D1,ID,P,IFAIL)
CALL f04ahf(N,NRHS,A,LDA,AA,LDAA,P,B,LDB,EPS,X,LDX,BB, &
LDBB,K,IFAIL)
New Code
CALL dgesvx('Equil','No trans',N,NRHS,A,LDA,AA,LDAA,IPIV, &
'Yes',R,C,B,LDB,X,LDX,RCOND,FERR,BERR,WORK, &
IWORK,INFO)
IFAIL = 0
CALL f03baf(N,A,LDA,IPIV,D1,ID,IFAIL)
f04ajf
Withdrawn at Mark 25.
There is no replacement for this routine.
The factorization and solution of a real general linear system can be handled by calls to routines from
Chapter F07, e.g.,
f07aaf.
For example:
Old Code
IFAIL = 0
CALL f03aff(N,EPS,A,LDA,D1,ID,P,IFAIL)
CALL f04ajf(N,NRHS,A,LDA,P,B,LDB)
New Code
CALL dgesv(N,NRHS,A,LDA,IPIV,B,LDB,INFO)
IFAIL = 0
CALL f03baf(N,A,LDA,IPIV,D1,ID,IFAIL)
f04arf
Withdrawn at Mark 23.
Replaced by
f07aaf.
Old Code
CALL f04arf(A,LDA,B,N,C,WKSPCE,IFAIL)
New Code
CALL dgesv(N,1,A,LDA,IPIV,B,N,INFO)
IF (INFO.EQ.0) THEN
! Answer now in B
...
f04asf
Scheduled for withdrawal at Mark 28.
Replaced by
f07fbf.
f04abf and
f04asf have been replaced by
f07fbf for performance. The replacement routine is threaded by NAG and may also be threaded in the vendor library (BLAS/LAPACK).
Old Code
CALL f04asf(A,LDA,B,N,C,WK1,WK2,IFAIL)
New Code
CALL f04asf_wrap(a,lda,b,n,c,wk1,wk2,ifail)
Subroutine f04asf_wrap(a,lda,b,n,c,wk1,wk2,ifail)
! .. Use Statements ..
Use nag_library, Only: dposvx, nag_wp
! .. Scalar Arguments ..
Integer, Intent (In) :: lda, n
Integer, Intent (Inout) :: ifail
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Inout) :: a(lda,n), b(n)
Real (Kind=nag_wp), Intent (Out) :: c(n), wk1(1), wk2(1)
! .. Local Scalars ..
Real (Kind=nag_wp) :: rcond
Integer :: info, ldaf, m
Character (1) :: equed
! .. Local Arrays ..
Real (Kind=nag_wp) :: s(1), ferr(1), berr(1)
Real (Kind=nag_wp), Allocatable :: af(:,:), work(:)
Integer, Allocatable :: iwork(:)
ldaf = n
m = 1
Allocate (af(ldaf,n),work(3*n),iwork(n))
! The NAG name equivalent of dposvx is f07fbf
Call dposvx('N','Upper',n,m,a,lda,af,ldaf,equed,s,b,n, &
c,n,rcond,ferr,berr,work,iwork,info)
wk1(1) = rcond
wk2(1) = berr(1)
ifail = info
End Subroutine f04asf_wrap
f04atf
Scheduled for withdrawal at Mark 28.
Replaced by
f07abf.
f04aef and
f04atf have been replaced by
f07abf for performance. The replacement routine is threaded by NAG and may also be threaded in the vendor library (BLAS/LAPACK).
Old Code
Call f04atf(A,LDA,B,N,C,AA,LDAA,WKS1,WKS2,IFAIL)
New Code
CALL f04atf_wrap(a,lda,b,n,c,aa,ldaa,wks1,wks2,ifail)
Subroutine f04atf_wrap(a,lda,b,n,c,aa,ldaa,wks1,wks2,ifail)
! .. Use Statements ..
Use nag_library, Only: dgesvx, nag_wp
! .. Scalar Arguments ..
Integer, Intent (In) :: lda, ldaa, n
Integer, Intent (Inout) :: ifail
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Inout) :: a(lda,*), b(n)
Real (Kind=nag_wp), Intent (Out) :: c(n), aa(ldaa,n), wks1(1),
wks2(1)
! .. Local Scalars ..
Real (Kind=nag_wp) :: rcond
Integer :: info, m
Character (1) :: equed
! .. Local Arrays ..
Real (Kind=nag_wp) :: cscl(1), rscl(1), ferr(1),
berr(1)
Real (Kind=nag_wp), Allocatable :: work(:)
Integer, Allocatable :: ipiv(:), iwork(:)
m = 1
Allocate (work(4*n),ipiv(n),iwork(n))
! The NAG name equivalent of dgesvx is f07abf
Call dgesvx('N','N',n,m,a,lda,aa,ldaa,ipiv,equed,rscl,cscl,b,n, &
c,n,rcond,ferr,berr,work,iwork,info)
ifail = info
wks1(1) = rcond
wks2(1) = berr(1)
End Subroutine f04atf_wrap
f04eaf
Withdrawn at Mark 23.
Replaced by
f07caf.
Old Code
CALL f04eaf(N,D,DU,DL,B,IFAIL)
New Code
CALL dgtsv(N,1,DL(2),D,DU(2),B,N,INFO)
IF (INFO.EQ.0) THEN
! Answer now in B
...
f04faf
Withdrawn at Mark 23.
Replaced by
f07jaf, or
f07jdf and
f07jef.
Old Code
CALL f04faf(JOB,N,D,E,B,IFAIL)
New Code
CALL dptsv(N,1,D,E(2),B,1,INFO)
...
f04jaf
Withdrawn at Mark 23.
Replaced by
f08kaf.
Old Code
CALL f04jaf(M,N,A,LDA,B,TOL,SIGMA,IRANK,WORK,LWORK,IFAIL)
New Code
CALL dgelss(M,N,1,A,LDA,B,1,S,RCOND,IRANK,WORK,LWORK,INFO)
IF (INFO.EQ.0) THEN
! Answer now in B
! Singular values now in S, not WORK.
! The standard error is not computed
...
The minimum workspace requirement has changed from $4\times {\mathbf{n}}$ to $3\times \mathrm{min}\phantom{\rule{0.125em}{0ex}}\left({\mathbf{n}},{\mathbf{m}}\right)+\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(2\times \mathrm{min}\phantom{\rule{0.125em}{0ex}}\left({\mathbf{n}},{\mathbf{m}}\right),\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left({\mathbf{m}},{\mathbf{n}}\right),1\right)$.
f04jdf
Withdrawn at Mark 23.
Replaced by
f08kaf.
Old Code
CALL f04jdf(M,N,A,LDA,B,TOL,SIGMA,IRANK,WORK,LWORK,IFAIL)
New Code
CALL dgelss(M,N,1,A,LDA,B,1,S,RCOND,IRANK,WORK,LWORK,INFO)
! Note workspace requirements are different.
IF (INFO.EQ.0) THEN
! Answer now in B
! Singular values now in S, not WORK.
! The standard error is not computed
...
The minimum workspace requirement has changed from $\mathbf{n}\times \left(\mathbf{m}+4\right)$ to $3\times \mathrm{min}\phantom{\rule{0.125em}{0ex}}\left({\mathbf{n}},{\mathbf{m}}\right)+\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(2\times \mathrm{min}\phantom{\rule{0.125em}{0ex}}\left({\mathbf{n}},{\mathbf{m}}\right),\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left({\mathbf{m}},{\mathbf{n}}\right),1\right)$.
f04jlf
Withdrawn at Mark 23.
Replaced by
f08zbf.
Old Code
CALL f04jlf(M,N,P,A,LDA,B,LDB,D,X,Y,WORK,LWORK,IFAIL)
New Code
CALL dggglm(M,N,P,A,LDA,B,LDB,D,X,Y,WORK,LWORK,INFO)
IF (INFO.EQ.0) THEN
...
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace query mechanism ($\mathbf{lwork}=1$) should be used to determine the requirement for optimal performance.
f04jmf
Withdrawn at Mark 23.
Replaced by
f08zaf.
Old Code
CALL f04jmf(M,N,P,A,LDA,B,LDB,C,D,X,WORK,LWORK,IFAIL)
New Code
CALL dgglse(M,N,P,A,LDA,B,LDB,C,D,X,WORK,LWORK,INFO)
IF (INFO.EQ.0) THEN
...
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace query mechanism ($\mathbf{lwork}=1$) should be used to determine the requirement for optimal performance.
f04klf
Withdrawn at Mark 23.
Replaced by
f08zpf.
Old Code
CALL f04klf(M,N,P,A,LDA,B,LDB,D,X,Y,WORK,LWORK,IFAIL)
New Code
CALL zggglm(M,N,P,A,LDA,B,LDB,D,X,Y,WORK,LWORK,INFO)
IF (INFO.EQ.0) THEN
...
f04kmf
Withdrawn at Mark 23.
Replaced by
f08znf.
Old Code
CALL f04kmf(M,N,P,A,LDA,B,LDB,C,D,X,WORK,LWORK,IFAIL)
New Code
CALL zgglse(M,N,P,A,LDA,B,LDB,C,D,X,WORK,LWORK,INFO)
IF (INFO.EQ.0) THEN
...
f04ycf
Withdrawn at Mark 26.
Replaced by
f04ydf.
f04ydf employs a better algorithm (see Higham and Tisseur (2000)).
Old Code
CALL f04ycf(ICASE,N,X,ESTNRM,WORK,IWORK,IFAIL)
New Code
CALL f04ydf(IREVCM,M,N,X,LDX,Y,LDY,ESTNRM,T,SEED,WORK,IWORK,IFAIL)
f04ydf returns an estimate of the
$1$norm of a rectangular
$M\times N$ matrix, whereas
f04ycf only works with square matrices. The real array X, which was previously used to return matrix–vector products to
f04ycf, has been replaced with two real arrays
${\mathbf{x}}\left({\mathbf{ldx}},*\right)$ and
${\mathbf{y}}\left({\mathbf{ldy}},*\right)$ which are used to return matrixmatrix products to
f04ydf. Here,
${\mathbf{ldx}}\ge {\mathbf{n}}$,
${\mathbf{ldy}}\ge {\mathbf{m}}$ and the second dimensions of
x and
y are at least of size
t, where you can choose argument
t. The sizes of the workspace arrays
work and
iwork have been increased to
${\mathbf{m}}\times {\mathbf{t}}$ and
$2\times {\mathbf{n}}+5\times {\mathbf{t}}+20$ respectively. The integer
seed provides a seed for the random number generator used by
f04ydf. The integer
icase has been replaced by
irevcm, which can take the values
$0$,
$1$ or
$2$. See the routine documentation for
f04ydf further details about the reverse communication interface.
f04zcf
Withdrawn at Mark 26.
Replaced by
f04zdf.
f04zdf employs a better algorithm (see Higham and Tisseur (2000).
Old Code
CALL f04zcf(ICASE,N,X,ESTNRM,WORK,IFAIL)
New Code
CALL f04zdf(IREVCM,M,N,X,LDX,Y,LDY,ESTNRM,T,SEED,WORK,RWORK,IWORK,IFAIL)
f04zdf returns an estimate of the
$1$norm of a rectangular
$M\times N$ matrix, whereas
f04zcf only works with square matrices. The complex array X, which was previously used to return matrix–vector products to
f04zcf, has been replaced with two complex arrays
${\mathbf{x}}\left({\mathbf{ldx}},*\right)$ and
${\mathbf{y}}\left({\mathbf{ldy}},*\right)$ which are used to return matrixmatrix products to
f04zdf. Here,
${\mathbf{ldx}}\ge {\mathbf{n}}$,
${\mathbf{ldy}}\ge {\mathbf{m}}$ and the second dimensions of
x and
y are at least of size
t, where you can choose the argument
t. The sizes of the workspace arrays
work and
iwork have been increased to
${\mathbf{m}}\times {\mathbf{t}}$ and
$2\times {\mathbf{n}}+5\times {\mathbf{t}}+20$ respectively and there is an additional real workspace array
rwork of size
$2\times {\mathbf{n}}$. The integer
seed provides a seed for the random number generator used by
f04zdf. The integer
icase has been replaced by
irevcm, which can take the values
$0$,
$1$ or
$2$. See the routine documentation for
f04zdf for further details about the reverse communication interface.
F08 – Least Squares and Eigenvalue Problems (LAPACK)
For each of the deprecated routines listed below, e.g.,
f08bef, the replacement routine has one additional argument
lwork, used to supply the length of the array argument
work or to perform a workspace query by setting
${\mathbf{lwork}}=1$. It is safest to perform a workspace query first using a dummy workspace array of length
$1$ and then to allocate the array
of length equal to the optimal value returned in the dummy workspace, e.g.:
LWORK = 1
CALL dgeqp3(...,DUMWRK,LWORK,...)
LWORK = NINT(DUMWRK(1))
ALLOCATE (WORK(LWORK))
CALL dgeqp3(...,WORK,LWORK,...)
f08bef
Deprecated.
Replaced by
f08bff.
f08bsf
Deprecated.
Replaced by
f08btf.
f08vaf
Deprecated.
Replaced by
f08vcf.
f08vef
Deprecated.
Replaced by
f08vgf.
f08vnf
Deprecated.
Replaced by
f08vqf.
f08vsf
Deprecated.
Replaced by
f08vuf.
f08waf
Deprecated.
Replaced by
f08wcf.
f08wef
Deprecated.
Replaced by
f08wff.
f08wnf
Deprecated.
Replaced by
f08wqf.
f08wsf
Deprecated.
Replaced by
f08wtf.
f08xaf
Deprecated.
Replaced by
f08xcf.
f08xnf
Deprecated.
Replaced by
f08xqf.
F11 – Large Scale Linear Systems
f11baf
Withdrawn at Mark 21.
Replaced by
f11bdf.
Old Code
CALL f11baf(METHOD,PRECON,NORM,WEIGHT,ITERM,N,M,TOL,MAXITN, &
ANORM,SIGMAX,MONIT,LWREQ,IFAIL)
New Code
CALL f11bdf(METHOD,PRECON,NORM,WEIGHT,ITERM,N,M,TOL,MAXITN, &
ANORM,SIGMAX,MONIT,WORK,LWORK,LWREQ,IFAIL)
f11bdf contains two additional arguments as follows:
See the routine document for further information.
f11bbf
Withdrawn at Mark 21.
Replaced by
f11bef.
Old Code
CALL f11bbf(IREVCM,U,V,WORK,LWORK,IFAIL)
New Code
CALL f11bef(IREVCM,U,V,WGT,WORK,LWORK,IFAIL)
wgt must be a onedimensional real array of length at least
$n$ (the order of the matrix) if weights are to be used in the termination criterion, and
$1$ otherwise. Note that the call to
f11bef requires the weights to be supplied in
${\mathbf{wgt}}\left(1:n\right)$ rather than
${\mathbf{work}}\left(1:n\right)$. The minimum value of the argument
lwork may also need to be changed.
f11bcf
Withdrawn at Mark 21.
Replaced by
f11bff.
Old Code
CALL f11bcf(ITN,STPLHS,STPRHS,ANORM,SIGMAX,IFAIL)
New Code
CALL f11bff(ITN,STPLHS,STPRHS,ANORM,SIGMAX,WORK,LWORK,IFAIL)
f11bff contains two additional arguments as follows:
 ${\mathbf{work}}\left({\mathbf{lwork}}\right)$ – real array.
 lwork – integer.
See the routine document for further information.
f11gaf
Withdrawn at Mark 22.
Replaced by
f11gdf.
Old Code
CALL f11gaf(METHOD,PRECON,SIGCMP,NORM,WEIGHT,ITERM,N,TOL,MAXITN, &
ANORM,SIGMAX,SIGTOL,MAXITS,MONIT,LWREQ,IFAIL)
New Code
CALL f11gdf(METHOD,PRECON,SIGCMP,NORM,WEIGHT,ITERM,N,TOL,MAXITN, &
ANORM,SIGMAX,SIGTOL,MAXITS,MONIT,LWREQ,WORK,LWORK,IFAIL)
f11gdf contains two additional arguments as follows:
 ${\mathbf{work}}\left({\mathbf{lwork}}\right)$ – real array.
 lwork – integer.
See the routine document for further information.
f11gbf
Withdrawn at Mark 22.
Replaced by
f11gef.
Old Code
CALL f11gbf(IREVCM,U,V,WORK,LWORK,IFAIL)
New Code
CALL f11gef(IREVCM,U,V,WGT,WORK,LWORK,IFAIL)
wgt must be a onedimensional real array of length at least
$n$ (the order of the matrix) if weights are to be used in the termination criterion, and
$1$ otherwise. Note that the call to
f11gef requires the weights to be supplied in
${\mathbf{wgt}}\left(1:n\right)$ rather than
${\mathbf{work}}\left(1:n\right)$. The minimum value of the argument
lwork may also need to be changed.
f11gcf
Withdrawn at Mark 22.
Replaced by
f11gff.
Old Code
CALL f11gcf(ITN,STPLHS,STPRHS,ANORM,SIGMAX,ITS,SIGERR,IFAIL)
New Code
CALL f11gff(ITN,STPLHS,STPRHS,ANORM,SIGMAX,ITS,SIGERR, &
WORK,LWORK,IFAIL)
f11gff contains two additional arguments as follows:
 ${\mathbf{work}}\left({\mathbf{lwork}}\right)$ – real array.
 lwork – integer.
See the routine document for further information.
G01 – Simple Calculations on Statistical Data
g01aaf
Withdrawn at Mark 26.
Replaced by
g01atf.
Withdrawn because on output, additional information was needed to allow large datasets to be processed in blocks and the results combined through a call to
g01auf. This information is returned in
rcomm.
Old Code
CALL g01aaf(N,X,IWT,WT,XMEAN,S2,S3,S4,XMIN,XMAX,WTSUM,IFAIL)
New Code
PN = 0
CALL g01atf(N,X,IWT,WT,PN,XMEAN,S2,S3,S4,XMIN,XMAX,RCOMM,IFAIL)
IWT = PN
WTSUM = RCOMM(1)
g01agf
Withdrawn at Mark 27.
There is no replacement for this routine.
g01ahf
Withdrawn at Mark 27.
There is no replacement for this routine.
g01ajf
Withdrawn at Mark 27.
There is no replacement for this routine.
G02 – Correlation and Regression Analysis
g02jaf
g02jbf
g02jcf
g02jdf
g02jef
Deprecated.
For each of the routines
g02jaf,
g02jbf,
g02jcf,
g02jdf and
g02jef there is not a direct onetoone replacement, rather they have been replaced with a new suite of routines. This new suite allows a linear mixed effects model to be specified using a modelling language; giving a more natural way of specifying the model, allowing interaction terms to be specified and means that it is no longer necessary to create dummy variables when the model contains categorical variables.
The new suite of routines consists of:
 g22ybf used to describe the dataset of interest. Calling this routine allows labels to be assign to variables, which can then be used when specifying the model.
 g22yaf multiple calls to this routine are used to specify the fixed and random part of the model. The model is specified using strings and a modelling language, for example the string: ${V}_{1}+{V}_{2}+{V}_{1}.{V}_{1}$ would specify a model with the main effects of variables ${V}_{1}$ and ${V}_{2}$ and the interaction term between them. The modelling language is explained in detail in Section 3 in g22yaf.
 g02jff preprocesses the dataset prior to calling the model fitting routine.
 g02jhf fits the model and returns the parameter estimates etc.
In addition to the routines listed above, the following can also be used:
 g02jgf combines information returned by multiple calls to g02jff. This is useful for large problems as it allows the dataset to be split up into smaller subsets of data, preprocessing each one separately before combining them into a single set of information as if g02jff had been called on the full dataset.
 g22ydf can be used to obtain labels for the parameter estimates returned by g02jhf.
 g22zmf can be used to set any optional arguments.
 g22znf can be used to return the value of any optional arguments.
By default, the model fitting routine,
g02jhf, fits the linear mixed effects model using restricted maximum likelihood (REML). In order to fit the model using maximum likelihood (ML) you need to call the optional argument setting routine,
g22zmf with
optstr set to
$\mathit{Likelihood}=\mathit{ML}$, between the call to
g02jff and the call to
g02jhf.
G05 – Random Number Generators
g05caf
Withdrawn at Mark 22.
Replaced by
g05saf.
Old Code
DO 20 I = 1, N
X(I) = g05caf(X(I))
20 CONTINUE
New Code
CALL g05saf(N,STATE,X,IFAIL)
The integer array
state in the call to
g05saf contains information on the base generator being used. This array must have been initialized prior to calling
g05saf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05saf is likely to be different from those produced by
g05caf.
g05cbf
Withdrawn at Mark 22.
Replaced by
g05kff.
Old Code
CALL g05cbf(I)
New Code
LSEED = 1
SEED(1) = I
GENID = 1
SUBID = 1
CALL g05kff(GENID,SUBID,SEED,LSEED,STATE,LSTATE,IFAIL)
The integer array
state in the call to
g05kff contains information on the base generator being used. The base generator is chosen via the integer arguments
genid and
subid. The required length of the array
state depends on the base generator chosen. Due to changes in the underlying code a sequence of values produced by using a random number generator initialized via a call to
g05kff is likely to be different from a sequence produced by a generator initialized by
g05cbf, even if the same value for
I is used.
g05ccf
Withdrawn at Mark 22.
Replaced by
g05kgf.
Old Code
CALL g05ccf
New Code
GENID = 1
SUBID = 1
CALL g05kgf(GENID,SUBID,STATE,LSTATE,IFAIL)
The integer array
state in the call to
g05kgf contains information on the base generator being used. The base generator is chosen via the integer arguments
genid and
subid. The required length of the array
state depends on the base generator chosen.
g05cff
Withdrawn at Mark 22.
Replaced by
f06dff.
Old Code
CALL g05cff(IA,NI,XA,NX,IFAIL)
New Code
LSTATE = STATE(1)
CALL f06dff(LSTATE,STATE,1,CSTATE,1)
The state of the base generator for the group of routines
g05kff,
g05kgf,
g05khf,
g05kjf,
g05ncf,
g05ndf,
g05pdf–
g05pzf,
g05rcf–
g05rzf, G05S and G05T can be saved by simply creating a local copy of the array
state. The first element of the
state array contains the number of elements that are used by the random number generating routines, therefore either this number of elements can be copied, or the whole array (as defined in the calling program).
g05cgf
Withdrawn at Mark 22.
Replaced by
f06dff.
Old Code
CALL g05cgf(IA,NI,XA,NX,IFAIL)
New Code
LSTATE = CSTATE(1)
CALL f06dff(LSTATE,CSTATE,1,STATE,1)
The state of the base generator for the group of routines
g05kff,
g05kgf,
g05khf,
g05kjf,
g05ncf,
g05ndf,
g05pdf–
g05pzf,
g05rcf–
g05rzf, G05S and G05T can be restored by simply copying back the previously saved copy of the
state array. The first element of the
state array contains the number of elements that are used by the random number generating routines, therefore either this number of elements can be copied, or the whole array (as defined in the calling program).
g05daf
Withdrawn at Mark 22.
Replaced by
g05sqf.
Old Code
DO 10 I = 1, N
X(I) = g05daf(AA,BB)
10 CONTINUE
New Code
A = MIN(AA,BB)
B = MAX(AA,BB)
IFAIL = 0
CALL g05sqf(N,A,B,STATE,X,IFAIL)
The old routine
g05daf returns a single variate at a time, whereas the new routine
g05sqf returns a vector of
n values in one go. In
g05sqf the minimum value must be held in the argument
a and the maximum in argument
b, therefore
${\mathbf{a}}<{\mathbf{b}}$. This was not the case for the equivalent arguments in
g05daf.
The integer array
state in the call to
g05sqf contains information on the base generator being used. This array must have been initialized prior to calling
g05sqf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05sqf is likely to be different from those produced by
g05daf.
g05dbf
Withdrawn at Mark 22.
Replaced by
g05sff.
Old Code
DO 10 I = 1, N
X(I) = g05dbf(AA)
10 CONTINUE
New Code
A = ABS(AA)
IFAIL = 0
CALL g05sff(N,A,STATE,X,IFAIL)
The old routine
g05dbf returns a single variate at a time, whereas the new routine
g05sff returns a vector of
n values in one go. In
g05sff argument
a must be nonnegative, this was not the case for the equivalent argument in
g05dbf.
The integer array
state in the call to
g05sff contains information on the base generator being used. This array must have been initialized prior to calling
g05sff with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05sff is likely to be different from those produced by
g05dbf.
g05dcf
Withdrawn at Mark 22.
Replaced by
g05slf.
Old Code
DO 10 I = 1, N
X(I) = g05dcf(A,BB)
10 CONTINUE
New Code
B = ABS(BB)
IFAIL = 0
CALL g05slf(N,A,B,STATE,X,IFAIL)
The old routine
g05dcf returns a single variate at
a time, whereas the new routine
g05slf returns a
vector of
n values in one go. In
g05slf the spread (argument
a) must be positive, this was not the case for the equivalent arguments
in
g05dcf.
The integer array
state in the call to
g05slf
contains information on the base generator being used. This array must have
been initialized prior to calling
g05slf with a call
to either
g05kff or
g05kgf.
The required length of the array
state
will depend on the base generator chosen during initialization.
Due to changes
in the underlying code the sequence of values produced by
g05slf is likely to be different from those produced by
g05dcf.
g05ddf
Withdrawn at Mark 22.
Replaced by
g05skf.
Old Code
DO 10 I = 1, N
X(I) = g05ddf(XMU,SD)
10 CONTINUE
New Code
VAR = SD**2
IFAIL = 0
CALL g05skf(N,XMU,VAR,STATE,X,IFAIL)
The old routine
g05ddf returns a single variate at
a time, whereas the new routine
g05skf returns a
vector of
n values in one go.
g05skf expects the variance of the Normal distribution
(argument
var), compared to
g05ddf which expected the standard deviation.
The
integer array
state in the call to
g05skf contains information on the base generator being
used. This array must have been initialized prior to calling
g05skf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during
initialization.
Due to changes in the underlying code the sequence of values
produced by
g05skf is likely to be different from those
produced by
g05ddf.
g05def
Withdrawn at Mark 22.
Replaced by
g05smf.
Old Code
DO 10 I = 1, N
X(I) = g05def(XMU,SD)
10 CONTINUE
New Code
VAR = SD**2
IFAIL = 0
CALL g05smf(N,XMU,VAR,STATE,X,IFAIL)
The old routine
g05def returns a single variate at
a time, whereas the new routine
g05smf returns a
vector of
n values in one go.
g05smf expects the variance of the corresponding Normal
distribution (argument
var), compared
to
g05def which expected the standard deviation.
The integer array
state in the call
to
g05smf contains information on the base generator
being used. This array must have been initialized prior to calling
g05smf with a call to either
g05kff
or
g05kgf.
The required length of the array
state will depend on the base generator chosen
during initialization.
Due to changes in the underlying code the sequence of
values produced by
g05smf is likely to be different from
those produced by
g05def.
g05dff
Withdrawn at Mark 22.
Replaced by
g05scf.
Old Code
DO 10 I = 1, N
X(I) = g05dff(XMED,B)
10 CONTINUE
New Code
SEMIQR = ABS(B)
IFAIL = 0
CALL g05scf(N,XMED,SEMIQR,STATE,X,IFAIL)
The old routine
g05dff returns a single variate at
a time, whereas the new routine
g05scf returns a
vector of
n values in one go.
g05scf expects the semiinterquartile range (argument
semiqr) to be nonnegative, this was not the
case for the equivalent argument in
g05dff.
The integer array
state in the call
to
g05scf contains information on the base generator
being used. This array must have been initialized prior to calling
g05scf with a call to either
g05kff
or
g05kgf.
The required length of the array
state will depend on the base generator chosen
during initialization.
Due to changes in the underlying code the sequence of
values produced by
g05scf is likely to be different from
those produced by
g05dff.
g05dhf
Withdrawn at Mark 22.
Replaced by
g05sdf.
Old Code
DO 10 I = 1, N
X(I) = g05dhf(DF,IFAIL)
10 CONTINUE
New Code
CALL g05sdf(N,DF,STATE,X,IFAIL)
The old routine
g05dhf returns a single variate at
a time, whereas the new routine
g05sdf returns a
vector of
n values in one go.
The
integer array
state in the call to
g05sdf contains information on the base generator being
used. This array must have been initialized prior to calling
g05sdf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during
initialization.
Due to changes in the underlying code the sequence of values
produced by
g05sdf is likely to be different from those
produced by
g05dhf.
g05djf
Withdrawn at Mark 22.
Replaced by
g05snf.
Old Code
DO 10 I = 1, N
X(I) = g05djf(DF,IFAIL)
10 CONTINUE
New Code
CALL g05snf(N,DF,STATE,X,IFAIL)
The old routine
g05djf returns a single variate at
a time, whereas the new routine
g05snf returns a
vector of
n values in one go.
The
integer array
state in the call to
g05snf contains information on the base generator being
used. This array must have been initialized prior to calling
g05snf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during
initialization.
Due to changes in the underlying code the sequence of values
produced by
g05snf is likely to be different from those
produced by
g05djf.
g05dkf
Withdrawn at Mark 22.
Replaced by
g05shf.
Old Code
DO 10 I = 1, N
X(I) = g05dkf(DF1,DF2,IFAIL)
10 CONTINUE
New Code
CALL g05shf(N,DF1,DF2,STATE,X,IFAIL)
The old routine
g05dkf returns a single variate at
a time, whereas the new routine
g05shf returns a
vector of
n values in one go.
The
integer array
state in the call to
g05shf contains information on the base generator being
used. This array must have been initialized prior to calling
g05shf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during
initialization.
Due to changes in the underlying code the sequence of values
produced by
g05shf is likely to be different from those
produced by
g05dkf.
g05dpf
Withdrawn at Mark 22.
Replaced by
g05ssf.
Old Code
DO 10 I = 1, N
X(I) = g05dpf(A,B,IFAIL)
10 CONTINUE
New Code
CALL g05ssf(N,A,B,STATE,X,IFAIL)
The old routine
g05dpf returns a single variate at
a time, whereas the new routine
g05ssf returns a
vector of
n values in one go.
The
integer array
state in the call to
g05ssf contains information on the base generator being
used. This array must have been initialized prior to calling
g05ssf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during
initialization.
Due to changes in the underlying code the sequence of values
produced by
g05ssf is likely to be different from those
produced by
g05dpf.
g05drf
Withdrawn at Mark 22.
Replaced by
g05tkf.
Old Code
DO 10 I = 1, N
X(I) = g05drf(LAMDA,IFAIL)
10 CONTINUE
New Code
MODE = 3
CALL g05tjf(MODE,N,LAMBDA,R,LR,STATE,X,IFAIL)
The old routine
g05drf returns a single variate at
a time, whereas the new routine
g05tjf returns a
vector of
n values in one go. For
efficiency, the new routine can make use of a reference vector,
r. If, as in this case, the integer argument
mode is set to 3, the real reference
vector
r is not
referenced, and its
length,
lr, need only be at least
one.
The integer array
state in
the call to
g05tjf contains information on the base
generator being used. This array must have been initialized prior to calling
g05tjf with a call to either
g05kff or
g05kgf.
The required length of the
array
state will depend on the base
generator chosen during initialization.
Due to changes in the underlying code
the sequence of values produced by
g05tjf is likely to
be different from those produced by
g05drf.
g05dyf
Withdrawn at Mark 22.
Replaced by
g05tlf.
Old Code
DO 10 I = 1, N
X(I) = g05dyf(AA,BB)
10 CONTINUE
New Code
IFAIL = 0
A = MIN(AA,BB)
B = MAX(AA,BB)
CALL g05tlf(N,A,B,STATE,X,IFAIL)
The old routine
g05dyf returns a single variate at a time, whereas the new routine
g05tlf returns a vector of
n values in one go. In
g05tlf the minimum value must be held in the argument
a and the maximum in argument
b, therefore
${\mathbf{a}}\le {\mathbf{b}}$. This was not the case for the equivalent arguments in
g05dyf.
The integer array
state in the call to
g05tlf contains information on the base generator being used. This array must have been initialized prior to calling
g05tlf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05tlf is likely to be different from those produced by
g05dyf.
g05dzf
Withdrawn at Mark 22.
Replaced by
g05tbf.
Old Code
DO 20 I = 1, N
X(I) = g05dzf(PP)
20 CONTINUE
New Code
P = MAX(0.0D0,MIN(PP,1.0D0))
IFAIL = 0
CALL g05tbf(N,P,STATE,X,IFAIL)
The old routine
g05dzf returns a single variate at
a time, whereas the new routine
g05tbf returns a
vector of
n values in one go. The
real argument
p in
g05tbf must not be less than zero or greater than one, this was not the
case for the equivalent argument in
g05dzf.
The integer array
state in the call
to
g05tbf contains information on the base generator
being used. This array must have been initialized prior to calling
g05tbf with a call to either
g05kff
or
g05kgf.
The required length of the array
state will depend on the base generator chosen
during initialization.
Due to changes in the underlying code the sequence of
values produced by
g05tbf is likely to be different from
those produced by
g05dzf.
g05eaf
Withdrawn at Mark 22.
Replaced by
g05rzf.
Old Code
CALL g05eaf(XMU,M,C,LDC,EPS,R1,LR1,IFAIL)
New Code
MODE = 0
CALL g05rzf(MODE,N,M,XMU,C,LDC,R,LR,STATE,X,LDX,IFAIL)
The old routine
g05eaf sets up a reference vector for use by
g05ezf. The functionality of both these routines has been combined into the single new routine
g05rzf. Setting
${\mathbf{mode}}=0$
in the call to
g05rzf only sets up the real reference vector
r and hence mimics the functionality of
g05eaf.
The length of the real reference vector,
r, in
g05rzf must be at least
${\mathbf{m}}\times \left({\mathbf{m}}+1\right)+1$. In contrast to the equivalent argument in
g05eaf, this array must be allocated in the calling program.
g05ebf
Withdrawn at Mark 22.
Replaced by
g05tlf.
There is no direct replacement for routine
g05ebf.
g05ebf sets up a reference vector for use by
g05eyf, this reference vector is no longer required. The replacement routine for
g05eyf is
g05tlf.
g05ecf
Withdrawn at Mark 22.
Replaced by
g05tjf.
Old Code
CALL g05ecf(LAMBDA,R1,LR1,IFAIL)
DO 10 I = 1, N
X(I) = g05eyf(R1,LR1)
10 CONTINUE
New Code
MODE = 2
CALL g05tjf(MODE,N,LAMBDA,R,LR,STATE,X,IFAIL)
The old routine
g05ecf sets up a reference vector for use by
g05eyf. The replacement routine
g05tjf is now used to both set up a reference vector and generate the required variates. Setting
${\mathbf{mode}}=0$ in the call to
g05tjf sets up the real reference vector
r and hence mimics the functionality of
g05ecf. Setting
${\mathbf{mode}}=1$ generates a series of variates from a reference vector mimicking the functionality of
g05eyf for this particular distribution. Setting
${\mathbf{mode}}=2$ initializes the reference vector and generates the variates in one go.
The routine
g05eyf returns a single variate at a time, whereas the new routine
g05tjf returns a vector of
n values in one go.
The length of the real reference vector,
r, in
g05tjf, must be allocated in the calling program in contrast to the equivalent argument in
g05ecf, see the documentation for more details.
The integer array
state in the call to
g05tjf contains information on the base generator being used. This array must have been initialized prior to calling
g05tjf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05tjf is likely to be different from those produced by a combination of
g05ecf and
g05eyf.
g05edf
Withdrawn at Mark 22.
Replaced by
g05taf.
Old Code
CALL g05edf(M,P,R1,LR1,IFAIL)
DO 10 I = 1, N
X(I) = g05eyf(R1,LR1)
10 CONTINUE
New Code
MODE = 2
CALL g05taf(MODE,N,M,P,R,LR,STATE,X,IFAIL)
The old routine
g05edf sets up a reference vector for use by
g05eyf. The replacement routine
g05taf is now used to both set up a reference vector and generate the required variates. Setting
${\mathbf{mode}}=0$ in the call to
g05taf sets up the real reference vector
r and hence mimics the functionality of
g05edf. Setting
${\mathbf{mode}}=1$ generates a series of variates from a reference vector mimicking the functionality of
g05eyf for this particular distribution. Setting
${\mathbf{mode}}=2$ initializes the reference vector and generates the variates in one go.
The routine
g05eyf returns a single variate at a time, whereas the new routine
g05taf returns a vector of
n values in one go.
The length of the real reference vector,
r, in
g05taf, needs to be a different length from the equivalent argument in
g05edf, see the documentation for more details.
The integer array
state in the call to
g05taf contains information on the base generator being used. This array must have been initialized prior to calling
g05taf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05taf is likely to be different from those produced by a combination of
g05edf and
g05eyf.
g05eef
Withdrawn at Mark 22.
Replaced by
g05thf.
Old Code
CALL g05eef(M,P,R1,LR1,IFAIL)
DO 10 I = 1, N
X(I) = g05eyf(R1,LR1)
10 CONTINUE
New Code
MODE = 2
CALL g05thf(MODE,N,M,P,R,LR,STATE,X,IFAIL)
The old routine
g05eef sets up a reference vector for use by
g05eyf. The replacement routine
g05thf is now used to both set up a reference vector and generate the required variates. Setting
${\mathbf{mode}}=0$ in the call to
g05thf sets up the real reference vector
r and hence mimics the functionality of
g05eef. Setting
${\mathbf{mode}}=1$ generates a series of variates from a reference vector mimicking the functionality of
g05eyf for this particular distribution. Setting
${\mathbf{mode}}=2$ initializes the reference vector and generates the variates in one go.
The routine
g05eyf returns a single variate at a time, whereas the new routine
g05thf returns a vector of
n values in one go.
The length of the real reference vector,
r, in
g05thf, needs to be a different length from the equivalent argument in
g05eef, see the documentation for
g05thf for more details.
The integer array
state in the call to
g05thf contains information on the base generator being used. This array must have been initialized prior to calling
g05thf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05thf is likely to be different from those produced by a combination of
g05eef and
g05eyf.
g05eff
Withdrawn at Mark 22.
Replaced by
g05tef.
Old Code
CALL g05eff(NS,M,NP,R1,LR1,IFAIL)
DO 10 I = 1, N
X(I) = g05eyf(R1,LR1)
10 CONTINUE
New Code
MODE = 2
CALL g05tef(MODE,N,NS,NP,M,R,LR,STATE,X,IFAIL)
The old routine
g05eff sets up a reference vector for use by
g05eyf. The replacement routine
g05tef is now used to both set up a reference vector and generate the required variates. Setting
${\mathbf{mode}}=0$ in the call to
g05tef sets up the real reference vector
r and hence mimics the functionality of
g05eff. Setting
${\mathbf{mode}}=1$ generates a series of variates from a reference vector mimicking the functionality of
g05eyf for this particular distribution. Setting
${\mathbf{mode}}=2$ initializes the reference vector and generates the variates in one go.
The routine
g05eyf returns a single variate at a time, whereas the new routine
g05tef returns a vector of
n values in one go.
The length of the real reference vector,
r, in
g05tef, needs to be a different length from the equivalent argument in
g05eff, see the documentation for more details.
The integer array
state in the call
to
g05tef contains information on the base generator
being used. This array must have been initialized prior to calling
g05tef with a call to either
g05kff
or
g05kgf.
The required length of the array
state will depend on the base generator chosen
during initialization.
Due to changes in the underlying code the sequence of
values produced by
g05tef is likely to be different from
those produced by a combination of
g05eff and
g05eyf.
g05egf
Withdrawn at Mark 22.
Replaced by
g05phf.
Old Code
CALL g05egf(E,A,NA,B,NB,R,NR,VAR,IFAIL)
New Code
AVAR = B(1)**2
IQ = NB  1
IF (AVAR.GT.0.0D0) THEN
DO 10 I = 1, IQ
THETA(I) = B(I+1)/B(1)
10 CONTINUE
ELSE
DO 20 I = 1, IQ
THETA(I) = 0.0D0
20 CONTINUE
END IF
MODE = 0
CALL g05phf(MODE,N,E,NA,A,IQ,THETA,AVAR,R,LR,STATE,VAR,X,IFAIL)
The real vector
theta must be of length at least
${\mathbf{iq}}=\mathbf{nb}1$.
The old routine
g05egf sets up a reference vector for use by
g05ewf. The replacement routine
g05phf is now used to both set up a reference vector and generate the required variates. Setting
${\mathbf{mode}}=0$ in the call to
g05phf sets up the real reference vector
r and hence mimics the functionality of
g05egf. When
${\mathbf{mode}}=0$, the integer array
state in the call to
g05phf need not be set.
g05ehf
Withdrawn at Mark 22.
Replaced by
g05ncf.
Old Code
CALL g05ehf(INDEX,N,IFAIL)
New Code
CALL g05ncf(INDEX,N,STATE,IFAIL)
The integer array
state in the call to
g05ncf contains information on the base generator being used. This array must have been initialized prior to calling
g05ncf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05ncf is likely to be different from those produced by
g05ehf.
g05ejf
Withdrawn at Mark 22.
Replaced by
g05ndf.
Old Code
CALL g05ejf(IA,N,IZ,M,IFAIL)
New Code
CALL g05ndf(IA,N,IZ,M,STATE,IFAIL)
The integer array
state in the call to
g05ndf contains information on the base generator being used. This array must have been initialized prior to calling
g05ndf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05ndf is likely to be different from those produced by
g05ejf.
g05ewf
Withdrawn at Mark 22.
Replaced by
g05phf.
Old Code
CALL g05egf(E,A,NA,B,NB,R,NR,VAR,IFAIL)
DO 10 I = 1, N
X(I) = g05ewf(R,NR,IFAIL)
10 CONTINUE
New Code
AVAR = B(1)**2
IQ = NB  1
IF (AVAR.GT.0.0D0) THEN
DO 10 I = 1, IQ
THETA(I) = B(I+1)/B(1)
10 CONTINUE
ELSE
DO 20 I = 1, IQ
THETA(I) = 0.0D0
20 CONTINUE
END IF
MODE = 2
CALL g05phf(MODE,N,E,NA,A,NB1,THETA,AVAR,VAR,R,LR,STATE,X,IFAIL)
The real vector
theta must be of length at least
${\mathbf{iq}}=\mathbf{nb}1$.
The old routine
g05egf sets up a reference vector for use by
g05ewf. The replacement routine
g05phf is now used to both set up a reference vector and generate the required variates. Setting the integer argument
mode to 0 in the call to
g05phf sets up the real reference vector
r and hence mimics the functionality of
g05egf. Setting
mode to 1 generates a series of variates from a reference vector mimicking the functionality of
g05ewf. Setting
mode to 2 initializes the reference vector and generates the variates in one go.
The integer array
state in the call to
g05phf contains information on the base generator being used. This array must have been initialized prior to calling
g05phf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05phf is likely to be different from those produced by
g05egf.
g05exf
Withdrawn at Mark 22.
Replaced by
g05tdf.
Old Code
CALL g05exf(P,NP,IP1,ITYPE,R1,LR1,IFAIL)
DO 10 I = 1, N
X(I) = g05eyf(R1,LR1)
10 CONTINUE
New Code
MODE = 2
CALL g05tdf(MODE,N,P,NP,IP1,ITYPE,R,LR,STATE,X,IFAIL)
The old routine
g05exf sets up a reference vector for use by
g05eyf. The replacement routine
g05tdf is now used to both set up a reference vector and generate the required variates. Setting
${\mathbf{mode}}=0$ in the call to
g05tdf sets up the real reference vector
r and hence mimics the functionality of
g05exf. Setting
${\mathbf{mode}}=1$ generates a series of variates from a reference vector mimicking the functionality of
g05eyf for this particular distribution. Setting
${\mathbf{mode}}=2$ initializes the reference vector and generates the variates in one go.
The routine
g05eyf returns a single variate at a time, whereas the new routine
g05tdf returns a vector of
n values in one go.
The length of the real reference vector,
r, in
g05tdf must be allocated in the calling program in contrast to the equivalent argument in
g05exf, see the documentation for more details.
The integer array
state in the call to
g05tdf contains information on the base generator being used. This array must have been initialized prior to calling
g05tdf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05tdf is likely to be different from those produced by a combination of
g05exf and
g05eyf.
g05eyf
Withdrawn at Mark 22.
Replaced by
g05tdf.
There is no direct replacement routine for
g05eyf.
g05eyf is designed to generate random draws from a distribution defined by a reference vector. These reference vectors are created by other routines in
Chapter G05, for example
g05ebf,
which have themselves been superseded. In order to replace a call to
g05eyf you must identify which NAG routine generated the reference vector being used and look up its replacement. For example, to replace a call to
g05eyf preceded by a call to
g05ebf,
as in:
CALL g05ebf(M,IB,R,NR,IFAIL)
X = g05eyf(R,NR)
you would need to look at the replacement routine for
g05ebf.
g05ezf
Withdrawn at Mark 22.
Replaced by
g05rzf.
Old Code
CALL g05eaf(XMU,N,C,LDC,EPS,R1,LR1,IFAIL)
DO 20 I = 1, N
CALL g05ezf(CX,M,R,NR,IFAIL)
DO 30 J = 1, M
X(I,J) = CX(J)
30 CONTINUE
20 CONTINUE
New Code
MODE = 2
CALL g05rzf(MODE,N,M,XMU,C,LDC,R,LR,STATE,X,LDX,IFAIL)
The old routine
g05eaf sets up a reference vector for use by
g05ezf. The functionality of both these routines has been combined into the single new routine
g05rzf. Setting
${\mathbf{mode}}=2$
in the call to
g05rzf sets up the real reference vector
r and generates the draws from the multivariate Normal distribution in one go.
The old routine
g05ezf returns a single (
mdimensional vector) draw from the multivariate Normal distribution at a time, whereas the new routine
g05rzf returns an
n by
m matrix of
n draws in one go.
The integer array
state in the call to
g05rzf contains information on the base generator being used. This array must have been initialized prior to calling
g05rzf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05rzf is likely to be different from those produced by
g05ezf.
g05faf
Withdrawn at Mark 22.
Replaced by
g05sqf.
Old Code
CALL g05faf(AA,BB,N,X)
New Code
A = MIN(AA,BB)
B = MAX(AA,BB)
IFAIL = 0
CALL g05sqf(N,A,B,STATE,X,IFAIL)
In
g05sqf the minimum value must be held in the argument A and the maximum in argument
b, therefore
${\mathbf{a}}\le {\mathbf{b}}$. This was not the case for the equivalent arguments in
g05faf.
The integer array
state in the call to
g05sqf contains information on the base generator being used. This array must have been initialized prior to calling
g05sqf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05sqf is likely to be different from those produced by
g05faf.
g05fbf
Withdrawn at Mark 22.
Replaced by
g05sff.
Old Code
CALL g05fbf(AA,N,X)
New Code
A = ABS(AA)
IFAIL = 0
CALL g05sff(N,A,STATE,X,IFAIL)
In
g05sff argument
a must be nonnegative, this was not the case for the equivalent argument in
g05fbf.
The integer array
state in the call to
g05sff contains information on the base generator being used. This array must have been initialized prior to calling
g05sff with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05sff is likely to be different from those produced by
g05fbf.
g05fdf
Withdrawn at Mark 22.
Replaced by
g05skf.
Old Code
CALL g05fdf(XMU,SD,N,X)
New Code
VAR = SD**2
IFAIL = 0
CALL g05skf(N,XMU,VAR,STATE,X,IFAIL)
g05skf expects the variance of the Normal distribution (argument
var), compared to
g05fdf which expected the standard deviation.
The integer array
state in the call to
g05skf contains information on the base generator being used. This array must have been initialized prior to calling
g05skf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05skf is likely to be different from those produced by
g05fdf.
g05fef
Withdrawn at Mark 22.
Replaced by
g05sbf.
Old Code
CALL g05fef(A,B,N,X,IFAIL)
New Code
CALL g05sbf(N,A,B,STATE,X,IFAIL)
The integer array
state in the call to
g05sbf contains information on the base generator being used. This array must have been initialized prior to calling
g05sbf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05sbf is likely to be different from those produced by
g05fef.
g05fff
Withdrawn at Mark 22.
Replaced by
g05sjf.
Old Code
CALL g05fff(A,B,N,X,IFAIL)
New Code
CALL g05sjf(N,A,B,STATE,X,IFAIL)
The integer array
state in the call to
g05sjf contains information on the base generator being used. This array must have been initialized prior to calling
g05sjf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05sjf is likely to be different from those produced by
g05fff.
g05fsf
Withdrawn at Mark 22.
Replaced by
g05srf.
Old Code
CALL g05fsf(VK,N,X,IFAIL)
New Code
CALL g05srf(N,VK,STATE,X,IFAIL)
The integer array
state in the call to
g05srf contains information on the base generator being used. This array must have been initialized prior to calling
g05srf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05srf is likely to be different from those produced by
g05fsf.
g05gaf
Withdrawn at Mark 22.
Replaced by
g05pxf.
Old Code
CALL g05gaf(SIDE,INIT,M,N,A,LDA,WK,IFAIL)
New Code
CALL g05pxf(SIDE,INIT,M,N,STATE,A,LDA,IFAIL)
The integer array
state in the call to
g05pxf contains information on the base generator being used. This array must have been initialized prior to calling
g05pxf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05pxf is likely to be different from those produced by
g05gaf.
g05gbf
Withdrawn at Mark 22.
Replaced by
g05pyf.
Old Code
CALL g05gbf(N,D,C,LDC,EPS,WK,IFAIL)
New Code
CALL g05pyf(N,D,EPS,STATE,C,LDC,IFAIL)
The integer array
state in the call to
g05pyf contains information on the base generator being used. This array must have been initialized prior to calling
g05pyf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05pyf is likely to be different from those produced by
g05gbf.
g05hdf
Withdrawn at Mark 22.
Replaced by
g05pjf.
Old Code
CALL g05hdf(MODE,K,IP,IQ,MEAN,PAR,LPAR,QQ,LDQQ,N,W,REF,LREF, &
IWORK,LIWORK,IFAIL)
New Code
IF (MODE.EQ.'S') THEN
IMODE = 0
ELSE IF (MODE.EQ.'C') THEN
IMODE = 1
ELSE IF (MODE.EQ.'R') THEN
IMODE = 3
END IF
LL = 0
DO 30 L = 1, IP
DO 20 I = 1, K
DO 10 J = 1, K
LL = LL + 1
PHI(I,J,L) = PAR(LL)
10 CONTINUE
20 CONTINUE
30 CONTINUE
DO 60 L = 1, IQ1
DO 50 I = 1, K
DO 40 J = 1, K
LL = LL + 1
THETA(I,J,L) = PAR(LL)
40 CONTINUE
50 CONTINUE
60 CONTINUE
IF (MEAN.EQ.'M') THEN
DO 70 I = 1, K
LL = LL + 1
XMEAN(I) = PAR(LL)
70 CONTINUE
ELSE
DO 80 I = 1, K
XMEAN(I) = 0.0D0
80 CONTINUE
END IF
LDW = N
CALL g05pjf(IMODE,N,K,XMEAN,IP,PHI,IQ,THETA,QQ,LDQQ,REF,LREF, &
STATE,W,LDW,IWORK,LIWORK,IFAIL)
The integer argument
IMODE should be set to 0, 1 or 3 in place of the argument
mode having settings of 'S', 'C' or 'R' respectively. The real array
phi should have length at least
$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{ip}}\times \left({\mathbf{k}}\times {\mathbf{k}}\right)\right)$; if dimensioned as
${\mathbf{phi}}\left({\mathbf{k}},{\mathbf{k}},{\mathbf{ip}}\right)$ (as in the above example) then
${\mathbf{phi}}\left(i,j,l\right)$ will contain the element
$\mathbf{par}\left(\left(l1\right)\times k\times k+\left(i1\right)\times k+j\right)$. The real array
theta should have length at least
$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{iq}}\times \left({\mathbf{k}}\times {\mathbf{k}}\right)\right)$; if dimensioned as
${\mathbf{theta}}\left({\mathbf{k}},{\mathbf{k}},{\mathbf{iq}}\right)$ (as in the above example) then
${\mathbf{theta}}\left(i,j,l\right)$ will contain the element
$\mathbf{par}\left(\mathbf{ip}\times k\times k+\left(l1\right)\times k\times k+\left(i1\right)\times k+j\right)$. The real array
xmean should have length at least
k; if
$\mathbf{mean}=\text{'M'}$ then
${\mathbf{xmean}}\left(i\right)$ will contain the element
$\mathbf{par}\left(\mathbf{ip}+\mathbf{iq}\times k\times k+i\right)$, otherwise
xmean should contain an array of zero values.
The integer array
state in the call to
g05pjf contains information on the base generator being used. This array must have been initialized prior to calling
g05pjf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05pjf is likely to be different from those produced by
g05hdf.
g05hkf
Withdrawn at Mark 24.
Replaced by
g05pdf.
Old Code
CALL g05hkf(DIST,NUM,IP,IQ,THETA,GAMMA,DF,HT,ET,FCALL,RVEC,IGEN, &
ISEED,RWSAV,IFAIL)
New Code
CALL g05pdf(DIST,NUM,IP,IQ,THETA,GAMMA,DF,HT,ET,FCALL,R,LR,STATE, &
IFAIL)
The integer array
state in the call to
g05pdf contains information on the base generator being used. This array must have been initialized prior to calling
g05pdf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05pdf is likely to be different from those produced by
g05hkf.
g05hlf
Withdrawn at Mark 24.
Replaced by
g05pef.
Old Code
CALL g05hlf(DIST,NUM,IP,IQ,THETA,GAMMA,DF,HT,ET,FCALL,RVEC,IGEN, &
ISEED,RWSAV,IFAIL)
New Code
CALL g05pef(DIST,NUM,IP,IQ,THETA,GAMMA,DF,HT,ET,FCALL,R,LR,STATE, &
IFAIL)
The integer array
state in the call to
g05pef contains information on the base generator being used. This array must have been initialized prior to calling
g05pef with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05pef is likely to be different from those produced by
g05hlf.
g05hmf
Withdrawn at Mark 24.
Replaced by
g05pff.
Old Code
CALL g05hmf(DIST,NUM,IP,IQ,THETA,GAMMA,DF,HT,ET,FCALL,RVEC,IGEN, &
ISEED,RWSAV,IFAIL)
New Code
CALL g05pff(DIST,NUM,IP,IQ,THETA,GAMMA,DF,HT,ET,FCALL,R,LR,STATE, &
IFAIL)
The integer array
state in the call to
g05pff contains information on the base generator being used. This array must have been initialized prior to calling
g05pff with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
Due to changes in the underlying code the sequence of values produced by
g05pff is likely to be different from those produced by
g05hmf.
g05hnf
Withdrawn at Mark 24.
Replaced by
g05pgf.
Old Code
CALL g05hnf(DIST,NUM,IP,IQ,THETA,DF,HT,ET,FCALL,RVEC,IGEN,ISEED, &
RWSAV,IFAIL)
New Code
CALL g05pgf(DIST,NUM,IP,IQ,THETA,DF,HT,ET,FCALL,RVEC,STATE, &
IFAIL)
The integer array
state in the call to
g05pgf contains information on the base generator being used. This array must have been initialized prior to calling
g05pgf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05kaf
Withdrawn at Mark 24.
Replaced by
g05saf.
Old Code
DO 20 I = 1, N
X(I) = g05kaf(IGEN,ISEED)
20 CONTINUE
New Code
CALL g05saf(N,STATE,X,IFAIL)
The old routine
g05kaf returns a single variate at a time, whereas the new routine
g05saf returns a vector of
n values in one go.
The integer array
state in the call to
g05saf contains information on the base generator being used. This array must have been initialized prior to calling
g05saf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05kbf
Withdrawn at Mark 24.
Replaced by
g05kff.
Old Code
g05kbf(IGEN,ISEED)
New Code
IF (IGEN.EQ.0) THEN
CALL g05kff(1,1,ISEED,LSEED,STATE,LSTATE,IFAIL)
ELSE
CALL g05kff(2,IGEN,ISEED,LSEED,STATE,LSTATE,IFAIL)
END IF
g05kcf
Withdrawn at Mark 24.
Replaced by
g05kgf.
Old Code
CALL g05kcf(IGEN,ISEED)
New Code
IF (IGEN.EQ.0) THEN
CALL g05kgf(1,1,STATE,LSTATE,IFAIL)
ELSE
CALL g05kgf(2,IGEN,STATE,LSTATE,IFAIL)
END IF
g05kef
Withdrawn at Mark 24.
Replaced by
g05tbf.
Old Code
DO 20 I = 1, N
X(I) = g05kef(P,IGEN,ISEED,IFAIL)
20 CONTINUE
New Code
CALL g05tbf(N,P,STATE,X,IFAIL)
The old routine
g05kef returns a single variate at a time, whereas the new routine
g05tbf returns a vector of
n values in one go.
The integer array
state in the call to
g05tbf contains information on the base generator being used. This array must have been initialized prior to calling
g05tbf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05laf
Withdrawn at Mark 24.
Replaced by
g05skf.
Old Code
CALL g05laf(XMU,VAR,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05skf(N,XMU,VAR,STATE,X,IFAIL)
The integer array
state in the call to
g05skf contains information on the base generator being used. This array must have been initialized prior to calling
g05skf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05lbf
Withdrawn at Mark 24.
Replaced by
g05snf.
Old Code
CALL g05lbf(DF,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05snf(N,DF,STATE,X,IFAIL)
The integer array
state in the call to
g05snf contains information on the base generator being used. This array must have been initialized prior to calling
g05snf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05lcf
Withdrawn at Mark 24.
Replaced by
g05sdf.
Old Code
CALL g05lcf(DF,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05sdf(N,DF,STATE,X,IFAIL)
The integer array
state in the call to
g05sdf contains information on the base generator being used. This array must have been initialized prior to calling
g05sdf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05ldf
Withdrawn at Mark 24.
Replaced by
g05shf.
Old Code
CALL g05ldf(DF1,DF2,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05shf(N,DF1,DF2,STATE,X,IFAIL)
The integer array
state in the call to
g05shf contains information on the base generator being used. This array must have been initialized prior to calling
g05shf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05lef
Withdrawn at Mark 24.
Replaced by
g05sbf.
Old Code
CALL g05lef(A,B,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05sbf(N,A,B,STATE,X,IFAIL)
The integer array
state in the call to
g05sbf contains information on the base generator being used. This array must have been initialized prior to calling
g05sbf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05lff
Withdrawn at Mark 24.
Replaced by
g05sjf.
Old Code
CALL g05lff(A,B,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05sjf(N,A,B,STATE,X,IFAIL)
The integer array
state in the call to
g05sjf contains information on the base generator being used. This array must have been initialized prior to calling
g05sjf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05lgf
Withdrawn at Mark 24.
Replaced by
g05sqf.
Old Code
CALL g05lgf(A,B,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05sqf(N,A,B,STATE,X,IFAIL)
The integer array
state in the call to
g05sqf contains information on the base generator being used. This array must have been initialized prior to calling
g05sqf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05lhf
Withdrawn at Mark 24.
Replaced by
g05spf.
Old Code
CALL g05lhf(XMIN,XMAX,XMED,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05spf(N,XMIN,XMED,XMAX,STATE,X,IFAIL)
The integer array
state in the call to
g05spf contains information on the base generator being used. This array must have been initialized prior to calling
g05spf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05ljf
Withdrawn at Mark 24.
Replaced by
g05sff.
Old Code
CALL g05ljf(A,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05sff(N,A,STATE,X,IFAIL)
The integer array
state in the call to
g05sff contains information on the base generator being used. This array must have been initialized prior to calling
g05sff with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05lkf
Withdrawn at Mark 24.
Replaced by
g05smf.
Old Code
CALL g05lkf(XMU,VAR,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05smf(N,XMU,VAR,STATE,X,IFAIL)
The integer array
state in the call to
g05smf contains information on the base generator being used. This array must have been initialized prior to calling
g05smf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05llf
Withdrawn at Mark 24.
Replaced by
g05sjf.
Old Code
CALL g05llf(XMED,SEMIQR,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05scf(N,XMED,SEMIQR,STATE,X,IFAIL)
The integer array
state in the call to
g05scf contains information on the base generator being used. This array must have been initialized prior to calling
g05scf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05lmf
Withdrawn at Mark 24.
Replaced by
g05ssf.
Old Code
CALL g05lmf(A,B,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05ssf(N,A,B,STATE,X,IFAIL)
The integer array
state in the call to
g05ssf contains information on the base generator being used. This array must have been initialized prior to calling
g05ssf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05lnf
Withdrawn at Mark 24.
Replaced by
g05slf.
Old Code
CALL g05lnf(A,B,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05slf(N,A,B,STATE,X,IFAIL)
The integer array
state in the call to
g05slf contains information on the base generator being used. This array must have been initialized prior to calling
g05slf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05lpf
Withdrawn at Mark 24.
Replaced by
g05srf.
Old Code
CALL g05lpf(VK,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05srf(N,VK,STATE,X,IFAIL)
The integer array
state in the call to
g05srf contains information on the base generator being used. This array must have been initialized prior to calling
g05srf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05lqf
Withdrawn at Mark 24.
Replaced by
g05sgf.
Old Code
CALL g05lqf(NMIX,A,WGT,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05sgf(N,NMIX,A,WGT,STATE,X,IFAIL)
The integer array
state in the call to
g05sgf contains information on the base generator being used. This array must have been initialized prior to calling
g05sgf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05lxf
Withdrawn at Mark 24.
Replaced by
g05ryf.
Old Code
CALL g05lxf(MODE,DF,M,XMU,C,LDC,N,X,LDX,IGEN,ISEED,R,LR,IFAIL)
New Code
IF (MODE == 0) THEN
NMODE = 1
ELSE IF (MODE == 1) THEN
NMODE = 0
ELSE
NMODE = MODE
END IF
CALL g05ryf(NMODE,N,DF,M,XMU,C,LDC,R,LR,STATE,X,LDX,IFAIL)
The integer array
state in the call to
g05ryf contains information on the base generator being used. This array must have been initialized prior to calling
g05ryf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05lyf
Withdrawn at Mark 24.
Replaced by
g05rzf.
Old Code
g05lyf(MODE,M,XMU,C,LDC,N,X,LDX,IGEN,ISEED,R,LR,IFAIL)
New Code
IF (MODE == 0) THEN
NMODE = 1
ELSE IF (MODE == 1) THEN
NMODE = 0
ELSE
NMODE = MODE
END IF
CALL g05rzf(NMODE,N,M,XMU,C,LDC,R,LR,STATE,X,LDX,IFAIL)
The integer array
state in the call to
g05rzf contains information on the base generator being used. This array must have been initialized prior to calling
g05rzf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05lzf
Withdrawn at Mark 24.
Replaced by
g05rzf.
Old Code
CALL g05lzf(MODE,M,XMU,C,LDC,X,IGEN,ISEED,R,LR,IFAIL)
New Code
IF (MODE == 0) THEN
NMODE = 1
ELSE IF (MODE == 1) THEN
NMODE = 0
ELSE
NMODE = MODE
END IF
CALL g05rzf(NMODE,N,M,XMU,C,LDC,R,LR,STATE,X,LDX,IFAIL)
The integer array
state in the call to
g05rzf contains information on the base generator being used. This array must have been initialized prior to calling
g05rzf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05maf
Withdrawn at Mark 24.
Replaced by
g05tlf.
Old Code
CALL g05maf(A,B,N,X,IGEN,ISEED,IFAIL)
New Code
CALL g05tlf(N,A,B,STATE,X,IFAIL)
The integer array
state in the call to
g05tlf contains information on the base generator being used. This array must have been initialized prior to calling
g05tlf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05mbf
Withdrawn at Mark 24.
Replaced by
g05tcf.
Old Code
CALL g05mbf(MODE,P,N,X,IGEN,ISEED,R,NR,IFAIL)
New Code
CALL g05tcf(MODE,N,P,R,LR,STATE,X,IFAIL)
DO 20 I = 1, N
X(I) = X(I) + 1
20 CONTINUE
g05mbf returned the number of trials required to get the first success, whereas
g05tcf returns the number of failures before the first success, therefore the value returned by
g05tcf is one less than the equivalent value returned from
g05mbf.
The integer array
state in the call to
g05tcf contains information on the base generator being used. This array must have been initialized prior to calling
g05tcf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05mcf
Withdrawn at Mark 24.
Replaced by
g05thf.
Old Code
CALL g05mcf(MODE,M,P,N,X,IGEN,ISEED,R,NR,IFAIL)
New Code
CALL g05thf(MODE,N,M,P,R,LR,STATE,X,IFAIL)
The integer array
state in the call to
g05thf contains information on the base generator being used. This array must have been initialized prior to calling
g05thf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05mdf
Withdrawn at Mark 24.
Replaced by
g05tff.
Old Code
CALL g05mdf(MODE,A,N,X,IGEN,ISEED,R,NR,IFAIL)
New Code
CALL g05tff(MODE,N,A,R,LR,STATE,X,IFAIL)
The integer array
state in the call to
g05tff contains information on the base generator being used. This array must have been initialized prior to calling
g05tff with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05mef
Withdrawn at Mark 24.
Replaced by
g05tkf.
Old Code
CALL g05mef(M,VLAMDA,X,IGEN,ISEED,IFAIL)
New Code
CALL g05tkf(M,VLAMDA,STATE,X,IFAIL)
The integer array
state in the call to
g05tkf contains information on the base generator being used. This array must have been initialized prior to calling
g05tkf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05mjf
Withdrawn at Mark 24.
Replaced by
g05taf.
Old Code
CALL g05mjf(MODE,M,P,N,X,IGEN,ISEED,R,NR,IFAIL)
New Code
CALL g05taf(MODE,N,M,P,R,LR,STATE,X,IFAIL)
The integer array
state in the call to
g05taf contains information on the base generator being used. This array must have been initialized prior to calling
g05taf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05mkf
Withdrawn at Mark 24.
Replaced by
g05tjf.
Old Code
CALL g05mkf(MODE,LAMBDA,N,X,IGEN,ISEED,R,NR,IFAIL)
New Code
CALL g05tjf(MODE,N,LAMBDA,R,LR,STATE,X,IFAIL)
The integer array
state in the call to
g05tjf contains information on the base generator being used. This array must have been initialized prior to calling
g05tjf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05mlf
Withdrawn at Mark 24.
Replaced by
g05tef.
Old Code
CALL g05mlf(MODE,NS,NP,M,N,X,IGEN,ISEED,R,NR,IFAIL)
New Code
CALL g05tef(MODE,N,NS,NP,M,R,LR,STATE,X,IFAIL)
The integer array
state in the call to
g05tef contains information on the base generator being used. This array must have been initialized prior to calling
g05tef with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05mrf
Withdrawn at Mark 24.
Replaced by
g05tgf.
Old Code
CALL g05mrf(MODE,M,K,P,N,X,LDX,IGEN,ISEED,R,NR,IFAIL)
New Code
CALL g05tgf(MODE,N,M,K,P,R,LR,STATE,X,LDX,IFAIL)
The integer array
state in the call to
g05tgf contains information on the base generator being used. This array must have been initialized prior to calling
g05tgf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05mzf
Withdrawn at Mark 24.
Replaced by
g05tdf.
Old Code
CALL g05mzf(MODE,P,NP,IP1,ITYPE,N,X,IGEN,ISEED,R,NR,IFAIL)
New Code
CALL g05tdf(MODE,N,P,NP,IP1,ITYPE,R,LR,STATE,X,IFAIL)
The integer array
state in the call to
g05tdf contains information on the base generator being used. This array must have been initialized prior to calling
g05tdf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05naf
Withdrawn at Mark 24.
Replaced by
g05ncf.
Old Code
CALL g05naf(INDEX,N,IGEN,ISEED,IFAIL)
New Code
CALL g05ncf(INDEX,N,STATE,IFAIL)
The integer array
state in the call to
g05ncf contains information on the base generator being used. This array must have been initialized prior to calling
g05ncf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05nbf
Withdrawn at Mark 24.
Replaced by
g05ndf.
Old Code
CALL g05nbf(IPOP,N,ISAMPL,M,IGEN,ISEED,IFAIL)
New Code
CALL g05ndf(IPOP,N,ISAMPL,M,STATE,IFAIL)
The integer array
state in the call to
g05ndf contains information on the base generator being used. This array must have been initialized prior to calling
g05ndf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05paf
Withdrawn at Mark 24.
Replaced by
g05phf.
Old Code
CALL g05paf(MODE,XMEAN,IP,PHI,IQ,THETA,AVAR,VAR,N,X,IGEN,ISEED,R, &
NR,IFAIL)
New Code
CALL g05phf(MODE,N,XMEAN,IP,PHI,IQ,THETA,AVAR,R,LR,STATE,VAR,X, &
IFAIL)
The integer array
state in the call to
g05phf contains information on the base generator being used. This array must have been initialized prior to calling
g05phf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05pcf
Withdrawn at Mark 24.
Replaced by
g05pjf.
Old Code
CALL g05pcf(MODE,K,XMEAN,IP,PHI,IQ,THETA,VAR,LDV,N,X,IGEN,ISEED,R, &
NR,IWORK,LIWORK,IFAIL)
New Code
CALL g05pjf(MODE,N,K,XMEAN,IP,PHI,IQ,THETA,VAR,LDV,R,LR,STATE,X,LDX, &
IFAIL)
The integer array
state in the call to
g05pjf contains information on the base generator being used. This array must have been initialized prior to calling
g05pjf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05qaf
Withdrawn at Mark 24.
Replaced by
g05pxf.
Old Code
CALL g05qaf(SIDE,INIT,M,N,A,LDA,IGEN,ISEED,WK,IFAIL)
New Code
CALL g05pxf(SIDE,INIT,M,N,STATE,A,LDA,IFAIL)
The integer array
state in the call to
g05pxf contains information on the base generator being used. This array must have been initialized prior to calling
g05pxf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05qbf
Withdrawn at Mark 24.
Replaced by
g05pyf.
Old Code
CALL g05qbf(N,D,C,LDC,EPS,IGEN,ISEED,WK,IFAIL)
New Code
CALL g05pyf(N,D,EPS,STATE,C,LDC,IFAIL)
The integer array
state in the call to
g05pyf contains information on the base generator being used. This array must have been initialized prior to calling
g05pyf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05qdf
Withdrawn at Mark 24.
Replaced by
g05pzf.
Old Code
CALL g05qdf(MODE,NROW,NCOL,TOTR,TOTC,X,LDX,IGEN,ISEED,R,NR,IW,LIW, &
IFAIL)
New Code
CALL g05pzf(MODE,NROW,NCOL,TOTR,TOTC,R,LR,STATE,X,LDX,IFAIL)
The integer array
state in the call to
g05pzf contains information on the base generator being used. This array must have been initialized prior to calling
g05pzf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05raf
Withdrawn at Mark 24.
Replaced by
g05rdf.
Old Code
CALL g05raf(MODE,M,C,LDC,N,X,LDX,IGEN,ISEED,R,LR,IFAIL)
New Code
IF (MODE == 0) THEN
NMODE = 1
ELSE IF (MODE == 1) THEN
NMODE = 0
ELSE
NMODE = MODE
END IF
CALL CALL g05rdf(NMODE,N,M,C,LDC,R,LR,STATE,X,LDX,IFAIL)
The integer array
state in the call to
g05rdf contains information on the base generator being used. This array must have been initialized prior to calling
g05rdf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05rbf
Withdrawn at Mark 24.
Replaced by
g05rcf.
Old Code
CALL g05rbf(MODE,DF,M,C,LDC,N,X,LDX,IGEN,ISEED,R,LR,IFAIL)
New Code
IF (MODE == 0) THEN
NMODE = 1
ELSE IF (MODE == 1) THEN
NMODE = 0
ELSE
NMODE = MODE
END IF
CALL CALL g05rcf(NMODE,N,DF,M,C,LDC,R,LR,STATE,X,LDX,IFAIL)
The integer array
state in the call to
g05rcf contains information on the base generator being used. This array must have been initialized prior to calling
g05rcf with a call to either
g05kff or
g05kgf.
The required length of the array
state will depend on the base generator chosen during initialization.
g05yaf
Withdrawn at Mark 23.
Replaced by
g05ylf and
g05ymf.

Faure quasirandom numbers
Old Code
CALL g05yaf(.TRUE.,'F',ISKIP,IDIM,QUAS,IREF,IFAIL)
New Code
CALL g05ylf(4,IDIM,IREF,LIREF,ISKIP,IFAIL)
Old Code
CALL g05yaf(.FALSE.,'F',ISKIP,IDIM,QUAS,IREF,IFAIL)
New Code
CALL g05ymf(1,2,QUAS,LDQUAS,IREF,IFAIL)


Sobol quasirandom numbers
Old Code
CALL g05yaf(.TRUE.,'S',ISKIP,IDIM,QUAS,IREF,IFAIL)
New Code
CALL g05ylf(2,IDIM,IREF,LIREF,ISKIP,IFAIL)
Old Code
CALL g05yaf(.FALSE.,'S',ISKIP,IDIM,QUAS,IREF,IFAIL)
New Code
CALL g05ymf(1,2,QUAS,LDQUAS,IREF,IFAIL)


Neiderreiter quasirandom numbers
Old Code
CALL g05yaf(.TRUE.,'N',ISKIP,IDIM,QUAS,IREF,IFAIL)
New Code
CALL g05ylf(3,IDIM,IREF,LIREF,ISKIP,IFAIL)
Old Code
CALL g05yaf(.FALSE.,'N',ISKIP,IDIM,QUAS,IREF,IFAIL)
New Code
CALL g05ymf(1,2,QUAS,LDQUAS,IREF,IFAIL)

g05ybf
Withdrawn at Mark 23.
Replaced by
g05ylf and either
g05yjf or
g05ykf.
This routine has been replaced by a suite of routines consisting of the relevant initialization routine followed by one of two possible generator routines.

Faure quasirandom numbers with Gaussian probability:
Old Code
CALL g05ybf(.TRUE.,'F',.FALSE.,MEAN,STD,ISKIP,IDIM,QUASI,IREF,IFAIL)
New Code
CALL g05ylf(4,IDIM,IREF,LIREF,ISKIP,IFAIL)
Old Code
CALL g05ybf(.FALSE.,'F',.FALSE.,MEAN,STD,ISKIP,IDIM,QUASI,IREF,IFAIL)
New Code
CALL g05yjf(MEAN,STD,N,QUASI,IREF,IFAIL)


Sobol quasirandom numbers with Gaussian probability:
Old Code
CALL g05ybf(.TRUE.,'S',.FALSE.,MEAN,STD,ISKIP,IDIM,QUASI,IREF,IFAIL)
New Code
CALL g05ylf(2,IDIM,IREF,LIREF,ISKIP,IFAIL)
Old Code
CALL g05ybf(.FALSE.,'S',.FALSE.,MEAN,STD,ISKIP,IDIM,QUASI,IREF,IFAIL)
New Code
CALL g05yjf(MEAN,STD,N,QUASI,IREF,IFAIL)


Neiderreiter quasirandom numbers with Gaussian probability:
Old Code
CALL g05ybf(.TRUE.,'N',.FALSE.,MEAN,STD,ISKIP,IDIM,QUASI,IREF,IFAIL)
New Code
CALL g05ylf(3,IDIM,IREF,LIREF,ISKIP,IFAIL)
Old Code
CALL g05ybf(.FALSE.,'N',.FALSE.,MEAN,STD,ISKIP,IDIM,QUASI,IREF,IFAIL)
New Code
CALL g05yjf(MEAN,STD,N,QUASI,IREF,IFAIL)


Faure quasirandom numbers with log Normal probability:
Old Code
CALL g05ybf(.TRUE.,'F',.TRUE.,MEAN,STD,ISKIP,IDIM,QUASI,IREF,IFAIL)
New Code
CALL g05ylf(4,IDIM,IREF,LIREF,ISKIP,IFAIL)
Old Code
CALL g05ybf(.FALSE.,'F',.TRUE.,MEAN,STD,ISKIP,IDIM,QUASI,IREF,IFAIL)
New Code
CALL g05ykf(MEAN,STD,N,QUASI,IREF,IFAIL)


Sobol quasirandom numbers with log Normal probability:
Old Code
CALL g05ybf(.TRUE.,'S',.TRUE.,MEAN,STD,ISKIP,IDIM,QUASI,IREF,IFAIL)
New Code
CALL g05ylf(2,IDIM,IREF,LIREF,ISKIP,IFAIL)
Old Code
CALL g05ybf(.FALSE.,'S',.TRUE.,MEAN,STD,ISKIP,IDIM,QUASI,IREF,IFAIL)
New Code
CALL g05ykf(MEAN,STD,N,QUASI,IREF,IFAIL)


Neiderreiter quasirandom numbers with log Normal probability:
Old Code
CALL g05ybf(.TRUE.,'N',.TRUE.,MEAN,STD,ISKIP,IDIM,QUASI,IREF,IFAIL)
New Code
CALL g05ylf(3,IDIM,IREF,LIREF,ISKIP,IFAIL)
Old Code
CALL g05ybf(.FALSE.,'N',.TRUE.,MEAN,STD,ISKIP,IDIM,QUASI,IREF,IFAIL)
New Code
CALL g05ykf(MEAN,STD,N,QUASI,IREF,IFAIL)

g05ycf
Withdrawn at Mark 24.
Replaced by
g05ylf.
Old Code
CALL g05ycf(IDIM,IREF,IFAIL)
New Code
GENID = 4
CALL g05ylf(GENID,IDIM,IREF,LIREF,ISKIP,IFAIL)
g05ydf
Withdrawn at Mark 24.
Replaced by
g05ymf.
Old Code
CALL g05ydf(N,QUASI,IREF,IFAIL)
New Code
CALL g05ymf(N,QUAS,LDQUAS,IREF,IFAIL)
g05yef
Withdrawn at Mark 24.
Replaced by
g05ylf.
Old Code
CALL g05yef(IDIM, IREF, ISKIP, IFAIL)
New Code
GENID = 2
CALL g05ylf(GENID,IDIM,IREF,LIREF,ISKIP,IFAIL)
g05yff
Withdrawn at Mark 24.
Replaced by
g05ymf.
Old Code
CALL g05yff(N,QUASI,IREF,IFAIL)
New Code
CALL g05ymf(N,QUAS,LDQUAS,IREF,IFAIL)
g05ygf
Withdrawn at Mark 24.
Replaced by
g05ylf.
Old Code
CALL g05ygf(IDIM,IREF,ISKIP,IFAIL)
New Code
GENID = 3
CALL g05ylf(GENID,IDIM,IREF,LIREF,ISKIP,IFAIL)
g05yhf
Withdrawn at Mark 24.
Replaced by
g05ymf.
Old Code
CALL g05yhf(N,QUASI,IREF,IFAIL)
New Code
CALL g05ymf(N,RCORD,QUAS,LDQUAS,IREF,IFAIL)
g05zaf
Withdrawn at Mark 22.
There is no replacement for this routine.
g05zaf was used to select the underlying generator for the old style random number generation routines. These routines are no longer available and hence no direct replacement routine for
g05zaf is required. See
g05kff and
g05kgf for details on how to select the underlying generator for the newer style routines.
G10 – Smoothing in Statistics
g10baf
Withdrawn at Mark 27.
Replaced by
g10bbf.
Withdrawn primarily due to threadsafety.
The replacement routine also introduces new functionality with respect to the automatic selection of a suitable window width.
Old Code
CALL g10baf(N,X,WINDOW,SLO,SHI,NS,SMOOTH,T,USEFFT,FFT,IFAIL)
New Code
ALLOCATE(RCOMM,NS+20)
CALL g10bbf(N,X,1,WINDOW,SLO,SHI,NS,SMOOTH,T,USEFFT,RCOMM,IFAIL)
! the next step is only required if the information in FFT
! was being used outside another call to G10BAF
FFT(1:NS) = RCOMM(21:NS+20)
G13 – Time Series Analysis
g13dcf
Withdrawn at Mark 24.
Replaced by
g13ddf.
Old Code
CALL g13dcf(K,N,IP,IQ,MEAN,PAR,NPAR,QQ,KMAX,W,PARHLD,EXACT,IPRINT, &
CGETOL,MAXCAL,ISHOW,NITER,RLOGL,V,G,CM,LDCM,WORK,LWORK, &
IW,LIW,IFAIL)
New Code
CALL g13ddf(K,N,IP,IQ,MEAN,PAR,NPAR,QQ,KMAX,W,PARHLD,EXACT,IPRINT, &
CGETOL,MAXCAL,ISHOW,NITER,RLOGL,V,G,CM,LDCM,IFAIL)
The workspace arguments
work,
lwork,
iw and
liw are no longer required in the call to
g13ddf.
P01 – Error Trapping
p01abf
Withdrawn at Mark 24.
There is no replacement for this routine.
X02 – Machine Constants
x02daf
Withdrawn at Mark 24.
There is no replacement for this routine.
x02djf
Withdrawn at Mark 24.
There is no replacement for this routine.