Known Issues for the NAG Library FL Interface

This document reflects all reported and resolved issues that affect various releases of the NAG Library FL Interface up to Mark 27.1.

Some of these issues may have been fixed at intermediate "point" releases of the Library, while other fixes are scheduled for incorporation at future releases. For library Marks where those fixes are not yet incorporated, a workaround for the known issue is provided wherever possible.

To find the Mark and point release number of your library, call NAG routine a00aaf( ).

Order the issues by

c02agf

Synopsis	Overflow may occur if the routine attempts to scale the polynomial coefficients.
Description	In rare circumstances overflow may be observed if $scal = .TRUE.$ .
Severity	Non-critical
Issue Since Mark	16
Workaround	Set argument $scal = .FALSE.$ .

c05adf

Synopsis	Routine c05adf exhibits unpredictable (and incorrect) behaviour.
Description	Certain smooth and continuous test functions can cause the routine to behave in an unpredictable manner, including homing in to a zero outside the specified interval or wildly oscillating and generating NaNs.
Severity	Critical
Issue Since Mark	22.1
Fixed at Mark	22.2
Workaround	None.

c05qsf

Synopsis	$iflag$ not set on entry to $fcn$ in c05qsf.
Description	The argument $iflag$ to $fcn$ in c05qsf is never initialized internally, but its value on exit from $fcn$ is tested to determine whether user termination has been requested.
Severity	Critical
Issue Since Mark	23
Fixed at Mark	23.1
Workaround	If you wish to continue execution, always set $iflag$ to a positive value in $fcn$ .

c09aaf, c09ccf and c09cdf

Synopsis	Multi-level wavelets cannot handle periodic end extension.
Description	When $mode ='P'$ and $wtrans ='M'$ the multi-level wavelet transform routines do not work properly if $n$ is not a power of 2.
Severity	Non-critical
Issue Since Mark	22
Fixed at Mark	23
Workaround	The option combination of a multi-level wavelet transform using a periodic end extension is currently disallowed; a call to the initialization routine c09aaf with this combination will return with an error code. For multilevel analysis of periodic data, you are advised to experiment with the alternative end conditions; the periodic property of the data can also be used to extend the data set in both directions to points that better suit the alternative end condition (e.g., extend the data to next maximum or minimum).

d01esf

Synopsis	Initialization and option setting does not work when using the long name.
Description	Initialization and option setting for the sparse grid routine d01esf (nagf_quad_md_sgq_multi_vec) using d01zkf (nagf_quad_opt_set) does not work when using the long name nagf_quad_md_sgq_multi_vec in the option string. It does work when using the short name d01esf in the option string.
Severity	Non-critical
Issue Since Mark	25
Fixed at Mark	25.2
Workaround	Initializing and setting options for d01esf (nagf_quad_md_sgq_multi_vec) via calls to d01zkf (nagf_quad_opt_set) should use option strings containing the short name d01esf rather than the long name.

d01esf

Synopsis	Segmentation faults when optional parameter $Index Level$ is set to a value greater than $m_{q}$ .
Description	Segmentation faults or other array bound violation problems may occur if the value of $Index Level$ (set via a call to d01zkf) is greater than $m_{q}$ , the maximum level of the underlying quadrature rule.
Severity	Critical
Issue Since Mark	25
Fixed at Mark	25.4
Workaround	Do not set $Index Level$ to more than 9 when using Gauss–Patterson or more than 12 when using Clenshaw–Curtis.

d01esf

Synopsis	$Quadrature Rule = GP$ is not accepted as a valid option.
Description	When setting the quadrature rule for d01esf using the d01zkf option setting routine, the documented choice $Quadrature Rule = GP$ is not recognised as a valid option and an error is reported.
Severity	Non-critical
Issue Since Mark	25
Fixed at Mark	25.4
Workaround	The alternatives $Quadrature Rule = Gauss-Patterson or GPATT$ may be used instead. Note: Gauss-Patterson is the default choice for the quadrature rule in d01esf, so in general it will not be necessary to specify this option.

d02ngf

Synopsis	d02ngf can fail on stationary problems.
Description	d02ngf can fail on stationary problems..
Severity	Critical
Issue Since Mark	23
Fixed at Mark	27.3

d06aaf, d06abf and d06acf

Synopsis	Stack size or thread safety problems may be observed with some d06 routines.
Description	d06aaf, d06abf and d06acf contain large local arrays that may cause stack size and/or thread safety problems.
Severity	Critical
Issue Since Mark	20
Fixed at Mark	24
Workaround	Do not use these routines in a multithreaded environment. For serial execution, set stack size limit to 10MB or greater.

d06abf

Synopsis	Although the documented constraint on $nvmax$ is $nvmax \geq nvb + nvint$ , the actual required minimum for $nvmax$ is $nvb + nvint + 12$ . For some small scale problems, setting $nvmax = nvb + nvint$ will give unpredictable results and could produce a segmentation fault.
Description	Although the documented constraint on $nvmax$ is $nvmax \geq nvb + nvint$ , the actual required minimum for $nvmax$ is $nvb + nvint + 12$ . For some small scale problems, setting $nvmax = nvb + nvint$ will give unpredictable results and could produce a segmentation fault. The problem is remedied by setting $nvmax = nvb + nvint + 12$ and ensuring that the arrays $coor$ and $conn$ are correspondingly large enough.
Severity	Critical
Issue Since Mark	20
Fixed at Mark	26
Workaround	Set $nvmax \geq nvb + nvint + 12$ ; declare or allocate the arrays $coor$ and $conn$ using this value of $nvmax$ ; increase the lengths of the work arrays ( $rwork$ and $iwork$ ) to account for the increase in the value of $nvint$ .

d06abf, d06acf and d06baf

Synopsis	d06abf, d06acf and d06baf may crash if $itrace > 1$ .
Description	Setting argument $itrace > 1$ in calls of any of d06abf, d06acf and d06baf causes failure with a run-time error due to record overflow - values are written into a string which is not big enough.
Severity	Critical
Issue Since Mark	22.1
Fixed at Mark	22.2
Workaround	Argument $itrace$ is used to get printed information about a generated grid. The only workaround is to use values of $itrace \leq 1$ .

d06abf and d06acf

Synopsis	d06abf and d06acf array bound violation.
Description	Calls to d06abf and d06acf could, potentially, perform memory overwrites leading to unpredictable behaviour. This is due to the possibility of writes to the array argument $coor$ of d06abf and d06acf outside of its declared bounds; this could occur when the argument $nvmax$ is set to a value less than $nvb + nvint + 12$ for calls to d06abf or to a value less than $nvb + nvint + 13$ for calls to d06acf.
Severity	Critical
Issue Since Mark	22
Fixed at Mark	22.1
Workaround	Increase the value of $nvmax$ to be at least $nvb + nvint + 12$ when calling d06abf and to be at least $nvb + nvint + 13$ when calling d06acf. This will ensure that no array bound violations for $coor$ are possible.

d06acf

Synopsis	d06acf returns $ifail = 2$ error for some boundary meshes due to an internal scaling issue.
Description	d06acf returns $ifail = 2$ error for some boundary meshes due to an internal scaling issue.
Severity	Non-critical
Issue Since Mark	20
Fixed at Mark	28.4
Workaround	Scale input boundary mesh prior to calling d06acf so that $= 0$ and $= 1$ .

e01sgf, e01shf, e01tgf and e01thf

Synopsis	The algorithm underlying interpolation routines e01sgf, e01shf, e01tgf and e01thf was modified at Mark 26 and Mark 26.1; different results will be obtained when using these routines than previously.
Description	The algorithm underlying interpolation routines e01sgf, e01shf, e01tgf and e01thf was modified at Mark 26 to improve perceived deficiencies. In particular, at earlier library Marks the evaluation routines would not attempt to return any useful result if an evaluation point was not close enough to any of the original data points, and this issue was addressed at Mark 26. At Mark 26.1 further work was done on the routines because they had been found not to work well on gridded data sets (as opposed to the random data sets that they are primarily intended for). It should be noted that because of the various underlying changes to the routines, the precise results returned from Mark 26 onwards will not usually be identical to those before Mark 26.
Severity	Non-critical
Issue Since Mark	26
Fixed at Mark	26.1
Workaround	Not applicable.

e01shf

Synopsis	e01shf will occasionally incorrectly identify a point as being outside the region defined by the interpolant.
Description	e01shf will occasionally incorrectly identify a point as being outside the region defined by the interpolant. This leads to the function value being extrapolated rather than interpolated and can lead to incorrect results.
Severity	Non-critical
Issue Since Mark	26.0
Fixed at Mark	27.1
Workaround	None.

e02bff

Synopsis	Incorrect computation and potential illegal memory read may occur with $start = 10 or 11$ and $xord = 1$ .
Description	When using $start = 10 or 11$ and $xord = 1$ , if any abscissae are outside the valid section of the spline (i.e., $ixloc < 4$ or $ixloc > ncap7 - 3$ ) and the ordering of the segment groups of abscissae is insufficient, some valid abscissae will not be evaluated and the evaluation of some invalid abscissae will be attempted. Specifically, if there are NLOWER abscissae with $ixloc < 4$ and NUPPER abscissae with $ixloc > ncap7 - 3$ , then all abscissae with index $i$ satisfying $NLOWER < i \leq nx - NUPPER$ will be evaluated, and all other abscissae will not be evaluated. Hence if (the provided or computed) $ixloc$ is not ordered as $[ixloc < 4, 4 \leq ixloc \leq ncap7 - 3, ixloc > ncap7 - 3]$ , i.e., any lower invalid points are at the start and any invalid upper points are at the end, then some incorrect computation will be performed. If any lower invalid points are not at the start, then an illegal data read of $c$ before its first element will be performed.
Severity	Critical
Issue Since Mark	24
Fixed at Mark	25
Workaround	Either order the abscissae so that any lower invalid points are at the start and any upper invalid points are at the end, or do not use $xord = 1$ with $start = 10 or 11$ .

e02gaf

Synopsis	Ill-conditioned data sets may cause e02gaf to get stuck in an infinite loop.
Description	Certain ill-conditioned data sets could cause e02gaf to get stuck in an infinite loop.
Severity	Critical
Issue Since Mark	16
Fixed at Mark	26
Workaround	As a workaround, it may be possible to avoid the infinite loop by reordering the points in the input data.

e04dga, e04mfa, e04nca, e04nfa, e04nka, e04uca, e04ufa, e04uga and e04usa

Synopsis	No check that a mandatory call to the initialization routine has been made.
Description	Whilst it is necessary to call initialization routine e04wbf prior to calling the named e04 routines, no software check is made to ensure that this has happened.
Severity	Non-critical
Issue Since Mark	20
Workaround	Ensure that initialization routine e04wbf has been called.

e04fcf

Synopsis	Internal buffer overflow in e04fcf.
Description	When the grade of the optimization problem drops to zero, an internal buffer overflow occurs. This destroys some of the internal state of the optimizer, typically causing it to stop prematurely. Scope of the problem: If the grade of the optimization problem is non-zero on exit from e04fcf, then the bug is not triggered and that particular optimization is unaffected. If the grade is zero on exit, then the optimization is affected in all supported FL marks. (Note: the grade can be observed by setting $iprint = 1$ and using e04fdz). How the problem manifests: Optimization terminates prematurely, usually with $ifail = 3$ . Note: an exit with $ifail = 3$ does not on its own indicate that an optimization is affected by the bug. Severity: Since the solver is typically close to convergence when the grade drops to zero, the returned solution is usually pretty good. The bug fix is unlikely to improve the results of e04fcf significantly.
Severity	Non-critical
Issue Since Mark	16
Fixed at Mark	24.5
Workaround	There is no practical workaround.

e04lbf

Synopsis	In very rare cases, the algorithm used by e04lbf may become trapped in an infinite loop.
Description	The routine might lock itself in an infinite loop when a variable lying on the boundary is cyclically added and removed to/from free variables. This can happen only at points with indefinite Hessian and very small projected gradients when one variable is lying on the boundary and another one is very close to it.
Severity	Critical
Issue Since Mark	16
Fixed at Mark	25
Workaround	Unfortunately there is no convenient workaround.

e04mtf

Synopsis	$stats$ and $rinfo$ were not correctly filled by the presolver.
Description	The arrays $stats$ and $rinfo$ were not correctly filled when the problem was entirely solved by the presolver. It now returns the correct values. The optional parameter $Print Solution$ now correctly writes the linear constraints dual variables when no bounds are defined on the variables.
Severity	Non-critical
Issue Since Mark	26.1
Fixed at Mark	27
Workaround	Don't rely on $rinfo (1), rinfo (2)$ to hold the primal and dual objective in this case and recompute it as $c^{'} x$ and $b y$ , respectively.

e04mtf

Synopsis	e04mtf does not report the correct solution when $3$ or more columns are proportional to each other in the constraint matrix.
Description	e04mtf does not report the correct solution when $3$ or more columns are proportional to each other in the constraint matrix. In such a case, the solution reported may be infeasible.
Severity	Non-critical
Issue Since Mark	26.1
Fixed at Mark	27
Workaround	A workaround is to disable the more complex presolve operations by setting the optional parameter $LP Presolve = BASIC$ . This may slow down the solver depending on the problem.

e04mtf

Synopsis	In some very rare cases, the solution reported presents big violations on a small number of linear constraints.
Description	In some very rare cases, the solution reported presents big violations on a small number of linear constraints.
Severity	Non-critical
Issue Since Mark	26.1
Fixed at Mark	27.1
Workaround	A workaround is to deactivate the more complex presolver operations with the optional parameter $LP Presolve = BASIC$ .

e04mtf

Synopsis	In some very rare cases, e04mtf reports problem infeasibility for a feasible problem.
Description	In some very rare cases, the solver reports problem infeasibility when there are numerical difficulties.
Severity	Non-critical
Issue Since Mark	26.1
Fixed at Mark	28.6
Workaround	Unfortunately there is no convenient workaround.

e04mtf and e04ptf

Synopsis	Infeasible bounds defined by e04rjf of a variable are ignored and infeasibility is not reported.
Description	When infeasible bounds are defined by e04rjf for a variable, instead of reporting problem infeasibility, the bounds are overridden and wrong solution may be reported.
Severity	Non-critical
Issue Since Mark	26.1
Fixed at Mark	27.1
Workaround	A workaround is to deactivate the more complex presolver operations with the optional parameter $LP Presolve = BASIC$ for e04mtf and $SOCP Presolve = BASIC$ for e04ptf.

e04mxf

Synopsis	Insufficient estimates of problem size might lead to crash.
Description	In some circumstances when calling e04mxf not in query mode, internal memory overwrites may occur, possibly causing program crash.
Severity	Critical
Issue Since Mark	24
Fixed at Mark	25
Workaround	Call e04mxf in query mode first to get good upper estimates of the problem size.

e04nka and e04nkf

Synopsis	Actual array size required is underestimated.
Description	Sometimes the suggested array size returned in parameter $miniz$ is underestimated.
Severity	Critical
Issue Since Mark	22
Fixed at Mark	24
Workaround	Increase the size of array $iz$ and the value of $leniz$ accordingly.

e04nqf, e04vhf and e04wdf

Synopsis	Internal file overflow.
Description	If you set a $New Basis File$ in e04nqf, e04vhf and e04wdf and your total problem size ( $n + m$ , $n + nf$ or $n + nclin + ncnln$ , respectively) is greater than 80 you will experience an internal buffer overflow and possible program crash.
Severity	Critical
Issue Since Mark	22.3
Fixed at Mark	23
Workaround	Unfortunately there is no convenient workaround. The only way to avoid this crash is to not specify a $New Basis File$ or to have a small enough problem.

e04nrf, e04vkf and e04wef

Synopsis	Optional parameters $List$ and $Nolist$ are not handled correctly.
Description	Routines e04nrf, e04vkf and e04wef do not handle optional parameters $List$ and $Nolist$ correctly. Specifying $List$ does not alter the behaviour of subsequent routines in the suite, and specifying $Nolist$ erroneously reports an error.
Severity	Non-critical
Issue Since Mark	8
Fixed at Mark	27.3
Workaround	Routine e04nsf should be used instead to set optional parameters $List$ or $Nolist$ .

e04nsf

Synopsis	$List$ option does not work.
Description	Call e04nsf('List',cw,iw,rw,ifail) fails to cause the options subsequently set to be echoed.
Severity	Non-critical
Issue Since Mark	23
Fixed at Mark	23.2
Workaround	Unfortunately there is no convenient workaround.

e04stf

Synopsis	Wrong Intent for $cpuser$ argument in NAG Ipopt solver.
Description	The explicit Fortran interface blocks for e04stf and its associated user procedures mistakenly advertise their $cpuser$ argument as Intent (Inout). The argument should be Intent (In): you may modify any data for which you are using $cpuser$ as a handle, but you must not change the handle itself.
Severity	Non-critical
Issue Since Mark	26
Fixed at Mark	26.1
Workaround	In user procedures supplied to e04stf that have explicit interfaces, change $cpuser$ to have Intent (In).

e04stf

Synopsis	e04stf returns Lagrangian multipliers in the wrong order.
Description	The Lagrangian multipliers returned in $u$ are in the wrong order: multipliers for lower bound and upper bound of non-box constraints are swapped; nonlinear constraints multipliers are stored before the linear ones.
Severity	Non-critical
Issue Since Mark	26
Fixed at Mark	26.1
Workaround	The order described in the documentation is now used.

e04uff

Synopsis	Insufficient space in $work$ array might lead to a crash.
Description	Insufficient space in $work$ array might lead to a crash, this is particularly likely if $lwork < n + ncnln + 2$ .
Severity	Non-critical
Issue Since Mark	18
Fixed at Mark	26.1
Workaround	Provide sufficient size as recommended in the documentation.

e04vhf

Synopsis	When the objective function has no separated linear part, using user-defined names for variables and constraints might lead to a crash.
Description	When the objective function only has the nonlinear part defined without a separated linear part, the solver might crash when trying to read user-defined names for variables and constraints.
Severity	Critical
Issue Since Mark	21
Fixed at Mark	27.1
Workaround	Unfortunately there is no convenient workaround. The only way to avoid this crash is to not specify names for variables and constraints.

e04vhf

Synopsis	Information about the last constraint might not be printed.
Description	If the problem has a nonlinear objective function without a linear part and $objrow < nf$ , the last constraint is not printed in the final information about the solution (Rows section).
Severity	Non-critical
Issue Since Mark	21
Fixed at Mark	26
Workaround	None.

e04vhf and e04wdf

Synopsis	Setting the optional parameters $List$ or $Nolist$ for e04vhf (using e04vlf) or for e04wdf (using e04wff) results in an erroneous exit flag and, potentially, undefined behaviour.
Description	Enabling or disabling echoing of optional parameters to e04vhf as they are set, by specifying Call e04vlf('List',iw,rw,ifail) or Call e04vlf('Nolist',iw,rw,ifail) results in an internal exit flag being set. This erroneous, undefined, error flag is then returned as an $ifail$ by e04vhf. Enabling or disabling echoing of optional parameters to e04wdf as they are set, by specifying Call e04wff('List',iw,rw,ifail) or Call e04wff('Nolist',iw,rw,ifail) results in an internal exit flag being set. This erroneous, undefined, error flag is then returned as an $ifail$ by e04wdf.
Severity	Non-critical
Issue Since Mark	23
Fixed at Mark	23.2
Workaround	Unfortunately there is no convenient workaround using NAG Fortran Library routines, but it is possible to set an element of the $iw$ array to enable or disable listing. To enable listing (equivalent to setting $List$ ) set $iw (502) = 1$ and to disable listing ( $Nolist$ ) set $iw (502) = 0$ .

e04vhf and others

Synopsis	User-supplied character strings containing spaces may cause garbled error messages.
Description	Some routines produce error messages containing character data that has been supplied through the argument $List$ by the user. An example is e04vhf, where the or can be referred to in error messages. Having spaces in these strings confuses the internal error-message splitter, which splits on spaces. Thus, error messages returned by the routine may be garbled.
Severity	Non-critical
Issue Since Mark	22
Fixed at Mark	23
Workaround	Make sure user-provided character data is without spaces

e04xaf/e04xaa

Synopsis	Attempt to write too many characters to a record in a routine called by e04xaf/e04xaa.
Description	Call e04xaf/e04xaa with $msglvl = 2$ and a compiler runtime error may occur.
Severity	Critical
Issue Since Mark	22.1
Fixed at Mark	22.2
Workaround	Don't call e04xaf/e04xaa with $msglvl = 2$ .

e05jbf

Synopsis	Array-out-of-bounds error in routine called by e05jbf.
Description	When using initialization method $iinit = 4$ with infinite bounds $bl$ and $bu$ , and when the number of randomly-generated initialization points (which will always be between 3 and $sdlist$ ) is greater than $n$ , NaNs may be created in the initialization data, which makes the initializer enter into an infinite loop.
Severity	Critical
Issue Since Mark	22
Fixed at Mark	22.1
Workaround	Use finite bounds when $iinit = 4$ .

e05jcf and e05jdf

Synopsis	Crash may occur when the real value does not contain a decimal point, e.g., when 1E5 is passed as the real value.
Description	When setting a real valued optional parameter using either e05jcf or e05jdf, if the real value contained in the string is in exponential format without a decimal point (for example 1E5 as opposed to 1.0E5), an unrecoverable crash may occur.
Severity	Critical
Issue Since Mark	23
Fixed at Mark	23.1
Workaround	Real values contained in the optional parameter string should always include a decimal point.

e05saf and e05sbf

Synopsis	Gradient check is incorrect and will fail or enter infinite loop.
Description	Error in $objfun$ gradient checking when using either e05saf or e05sbf in conjunction with e04dgf/e04dga or e04kzf as the local minimizer.
Severity	Critical
Issue Since Mark	23
Fixed at Mark	23.1
Workaround	Simply disabling gradient checking will allow the algorithm to continue unhindered. Alternatively, using e04ucf/e04uca as the local minimizer will test the gradients provided in $objfun$ correctly.

e05saf and e05sbf

Synopsis	Optional parameter values can be set incorrectly.
Description	If optional parameter $Local Interior Iterations = 0$ is set then this will also, incorrectly, disable local exterior iterations.
Severity	Non-critical
Issue Since Mark	23
Fixed at Mark	23.2
Workaround	If no internal local minimization is required, set optional parameter $Local Interior Iterations = 1$ .

e05sbf

Synopsis	Unpredictable behaviour if e05sbf is called with $ncon \geq ndim + 2$ .
Description	Attempting to solve non-linearly constrained problems where the number of constraints is greater than the number of dimensions may lead to unpredictable behaviour.
Severity	Critical
Issue Since Mark	23
Fixed at Mark	23.2
Workaround	Increasing $ndim$ to be greater than $ncon$ , and setting all additional box bounds to equality will prevent the error. This will unfortunately come at a cost of efficiency in the routine.

e05zkf

Synopsis	Crash may occur when the real value does not contain a decimal point, e.g., when 1E5 is passed as the real value.
Description	When setting a real valued optional parameter using e05zkf, if the real value contained in the string is in exponential format without a decimal point (for example 1E5 as opposed to 1.0E5), an unrecoverable crash may occur.
Severity	Critical
Issue Since Mark	23
Fixed at Mark	23.1
Workaround	Real values contained in the optional parameter string should always include a decimal point.

e05zkf

Synopsis	Parsing an optional parameter string may incorrectly identify a token as numeric.
Description	e05zkf may incorrectly identify strings, that may be numeric in exponential format, as numeric when they should be interpreted as strings. The exact circumstance under which this error may occur cannot be defined and it is unlikely to occur in practice.
Severity	Critical
Issue Since Mark	23
Fixed at Mark	23.1
Workaround	Avoid using optional parameter strings that contain substrings such as ‘E05’, ‘+D01’, ‘.E15’, …, as input.

f01bsf

Synopsis	An error message issued by the routine may be garbled.
Description	When called with data which is incompatible with the matrix factorized by the previous call of f01brf, f01bsf will return $ifail = 5$ , but the associated printed message may be garbled.
Severity	Non-critical
Issue Since Mark	19
Fixed at Mark	25
Workaround	Avoid supplying incompatible data to f01bsf.

f11bef, f11bsf, f11gef and f11gsf

Synopsis	Multithreaded versions of the routines f11bef, f11bsf, f11gef and f11gsf may produce slightly different results when run on multiple threads.
Description	Multithreaded versions of the routines f11bef, f11bsf, f11gef and f11gsf may produce slightly different results when run on multiple threads, e.g., the number of iterations to solution and the computed matrix norms and termination criteria reported by the associated monitoring routines. A bug affecting f11bef and f11gef has been fixed, and parallel vector dot products have been modified in all routines to improve consistency of results.
Severity	Non-critical
Issue Since Mark	19
Fixed at Mark	27.1
Workaround	None.

f16rbf and f16ubf

Synopsis	f16rbf and f16ubf return $0$ if $kl$ or $ku$ is $0$ , instead of the correct norm. $ldab$ is incorrectly forced to be at least $m$ when $m = n$ .
Description	f16rbf and f16ubf mistakenly make a quick return if $kl$ or $ku$ is $0$ , instead of computing the correct value for the requested norm. Also, $ldab$ is incorrectly forced to be at least $m$ when $m = n$ .
Severity	Critical
Issue Since Mark	23
Fixed at Mark	27.3
Workaround	None.

g02anf

Synopsis	The returned matrix is not a valid correlation matrix.
Description	The algorithm computes an incorrect value for $alpha$ . Thus the returned matrix is not positive definite as stated, and is not a valid correlation matrix.
Severity	Critical
Issue Since Mark	25
Fixed at Mark	25.3
Workaround	Unfortunately there is no convenient workaround.

g02hff

Synopsis	Incorrect results are returned when performing a Mallows type regression.
Description	Incorrect results are returned when performing a Mallows type regression, averaging over residuals.
Severity	Non-critical
Issue Since Mark	16
Fixed at Mark	26.1
Workaround	None.

g02jcf

Synopsis	Segmentation fault caused by access past the end of an array.
Description	An error can occur when there are multiple blocks of random variables, at least one with a subject variable and at least one without. The error can only occur when the block with the subject variable occurs first in $rndm$ .
Severity	Critical
Issue Since Mark	23
Fixed at Mark	25
Workaround	Ensure that blocks without subject variables appear in $rndm$ before those with subject variables.

g02jdf

Synopsis	In very rare cases, the routine may become trapped in an infinite loop.
Description	The routine was affected by a bug in the underlying solver e04lbf (modified Newton method). In very rare cases the solver might get into an infinite loop.
Severity	Critical
Issue Since Mark	23
Fixed at Mark	25
Workaround	The bug can be avoided by switching to the other optimizer (SQP method e04ucf/e04uca, $iopt (5) = 1$ ).

g02jff

Synopsis	A segmentation fault is likely to occur if a model with multiple random statements is supplied to the routine, where at least one of those statements does not have a $Subject$ term.
Description	A segmentation fault is likely to occur if a model with multiple random statements is supplied to the routine, where at least one of those statements does not have a $Subject$ term. For example, a model specified using: V1 + V2 / SUBJECT = V3 V4 + V5 / SUBJECT = V6 would not trigger the error, but one specified using: V1 + V2 V4 + V5 / SUBJECT = V6 would. The error is not triggered when there is only a single random statement, so a model specified using just V1 + V2 will not trigger the error.
Severity	Critical
Issue Since Mark	27
Fixed at Mark	27.1
Workaround	A workaround to this issue is to always supply a $Subject$ term. If the required model is of the form: V1 + V2 V4 + V5 / SUBJECT = V6 then you can specify an equivalent model by using: V1 + V2 / SUBJECT = DUMMY V4 + V5 / SUBJECT = V6 where the variable DUMMY has a single level, and always takes a value of one. This will require adding the variable DUMMY to your dataset.

g02qgf

Synopsis	Returns incorrect results when $ntau > 1$ and user supplied initial values for $b$ are being used.
Description	If $ntau > 1$ , the optional parameter $Calculate Initial Values = NO$ is set, and the rows of array $B$ are not all identical, then the results returned by g02qgf are incorrect.
Severity	Critical
Issue Since Mark	23
Fixed at Mark	24
Workaround	Rather than call the routine once with $ntau > 1$ , call the routine multiple times with $ntau = 1$ , analysing a different value of $tau$ on each call.

g05saf

Synopsis	When run on multiple threads, the Mersenne Twister generator present in g05saf and other associated g05 routines may not give the expected sequence on the second and subsequent calls (after initialization) to the routine.
Description	The NAG Mersenne Twister pseudo-random number generator is used within g05saf and other g05 routines. The size, $lstate$ , of the $state$ array used by this generator is 633 as a minimum and 1260 if the skip-ahead functionality is desired. See the document for g05kff for further details. When using the Mersenne Twister generator in a multithreaded version of the NAG Library and running on multiple threads, if $lstate < 1260$ , the $state$ array was not being initialized correctly inside the code for g05saf. Thus on a second and subsequent call to any of the NAG pseudo-random number routines after initialization the sequence produced could be different from that expected from the Mersenne Twister algorithm, and if the entire calculation was repeated, different from run to run.
Severity	Non-critical
Issue Since Mark	23
Fixed at Mark	26
Workaround	The problem can be avoided by either: Always using a $state$ array of size $lstate = 1260$ , this being the recommended solution. Only run the Mersenne Twister generator on one thread.

g05sgf

Synopsis	Inconsistent random number sequences when running g05sgf in parallel.
Description	When running the parallelized version of g05sgf in the NAG Library for SMP & Multicore on multiple threads, the random number sequence generated may be inconsistent from run to run, and may not conform to the algorithmic properties expected from this routine. This is most likely to occur when the number of random numbers to be generated is small.
Severity	Critical
Issue Since Mark	23
Fixed at Mark	24.5
Workaround	It is recommended that users do not call this routine in parallel, which can be achieved either by setting the environment variable OMP_NUM_THREADS to 1 (affecting the entire program) or using the OpenMP runtime library routine OMP_SET_NUM_THREADS to set the number of threads to 1 before calling g05sgf and then using OMP_SET_NUM_THREADS again to reset the number of threads to the desired value for subsequent calls to other parallelized routines or the users own OpenMP parallelized code.

g08ckf and g08clf

Synopsis	The wrong value for $p$ is returned when $aa2$ is large.
Description	In g08ckf and g08clf the value returned for the upper tail probability $p$ is wrong when the calculated Anderson-Darling test statistic $aa2$ is large. In the case of g08ckf, when $aa2 > 153.4677$ the returned value of $p$ should be zero; in the case of g08clf, when $aa2 > 10.03$ the returned value of $p$ should be $\leq \exp (- 14.360135)$ .
Severity	Critical
Issue Since Mark	23
Workaround	Workaround for g08ckf: Call g08ckf(...) If (aa2 > 153.4677d0) p = 0.0d0 Workaround for g08clf: Call g08clf(...) If (aa2 > 10.03d0) p = exp(-14.360135d0)

g13faf

Synopsis	g13faf may return a negative value as the estimate of the last $β$ parameter (i.e., $β_{p}$ ) for a subset of models.
Description	g13faf can result in a negative value for the estimate of the last $β$ parameter (i.e., $β_{p}$ ) or, if $p = 0$ , the last $α$ parameter (i.e., $α_{q}$ ). This issue only affects a subset of models that have normally distributed errors and do not include an asymmetry term. If the routine did not return a negative value as the estimate of the last $β$ parameter (or, if $p = 0$ , the last $α$ parameter), then that particular model was not affected by the issue.
Severity	Critical
Issue Since Mark	20
Fixed at Mark	27
Workaround	None

g22ydf

Synopsis	When $what ='V'$ the information returned in $plab$ and/or $vinfo$ may be incorrect.
Description	The information returned in $plab$ and/or $vinfo$ may be incorrect in cases where $what ='V'$ and the underlying linear mixed effects regression model has a random variable, with a single level (so either binary or continuous), that only takes the value zero.
Severity	Non-critical
Issue Since Mark	27.0
Workaround	The work around is to drop the term from the model, as it does not contribute. For example, if the random part of your model was specified as: V1 + V2 / SUBJECT=V3 and the variable V2 was a continuous variable, that only takes a value of zero in the data, then this is equivalent to re-specifying the model using: V1 / SUBJECT=V3.

h02bbf

Synopsis	Misleading error associated with an undocumented error exit can be produced.
Description	A puzzling error message may be produced with an undocumented error exit $ifail = 11$ if workspace sizes are not sufficiently large to accommodate an internal partition of the workspace that meets the requirements of the problem.
Severity	Non-critical
Issue Since Mark	22
Fixed at Mark	24
Workaround	Increase the size of workspace arrays $iwork$ and $rwork$ and their dimensions $liwork$ and $lrwork$ .

h02cbf

Synopsis	Minimum lengths of real workspace displayed in errors messages from h02cbf/h02cba are incorrect.
Description	If you provide too little real workspace to h02cbf/h02cba the minimum value required will be displayed in the error message (if messaging is enabled). The value is too small by $4 \times mdepth + n$ . The documented values are correct.
Severity	Non-critical
Issue Since Mark	22.3
Fixed at Mark	22.4
Workaround	Add $4 \times mdepth + n$ to the minimum $lwrk$ described in error messages, or use the values from the documentation.

LAPACK (applies to 32-bit Windows Library FLDLL244M/L only)

Synopsis	Calls of LAPACK routines with incorrect arguments may cause program crash.
Description	(This error report applies to 32-bit Windows library FLDLL244M/L only). In some circumstances, a call to an LAPACK routine from the FLDLL244M_mkl variant of the NAG library may cause a program crash. The crash can occur if your program calls any LAPACK routine with faulty arguments (for example, if you call LAPACK routine DGETRF with argument $n < 0$ ). In normal circumstances, MKL should issue an error message, but a problem with the LAPACK error handling routine XERBLA in the version of MKL distributed with Mark 24.1 of the NAG library leads to a crash instead of an error message.
Severity	Non-critical
Issue Since Mark	24.1
Fixed at Mark	24.1.1
Workaround	A workaround is simply to link to the all-NAG library FLDLL244M_nag where the problem does not exist. Once you are confident that you have no argument errors in your calls to LAPACK routines, you can revert to calling FLDLL244M_mkl.

Metis external package files use large amount of thread local storage (TLS)

Synopsis	Thread Local Storage default limit was exceeded for delay loaded shared library.
Description	A fair amount of thread local storage had been allocated by an auxiliary routine which has now been updated to use a very small amount of thread local storage. Prior to the update, this only affected the case where the shared version of the Nag Library was delay loaded, since this assumed a small default maximum amount of thread local storage, which was in fact exceeded. The issue had been present since the introduction of the auxiliary routine at Mark 26.1. From Mark 28.6, the amount of thread local storage used is very small and this is no longer an issue.
Severity	Non-critical
Issue Since Mark	26.1
Fixed at Mark	28.6
Workaround	None.

s30naf

Synopsis	The constraint on argument $s$ is incorrectly checked.
Description	The documented constraint on argument $s$ is correct, but the constraint was incorrectly checked. This made it impossible to use a value of $s$ less than 1.0.
Severity	Non-critical
Issue Since Mark	22
Fixed at Mark	22.1
Workaround	None.