NLW32272EL - Licence Managed
NAG Library, Mark 27.2
NLW32272EL - Licence Managed
Microsoft Windows, 32-bit, Intel C/C++ or Microsoft C/C++ or Intel Fortran
Users' Note
NLW32272EL - Licence Managed
1
Introduction
This document is essential reading for every user of the NAG Library
implementation specified in the title. It provides implementation-specific
detail that augments the information provided in the NAG Mark 27.2 Library
Manual (which we will refer to as the Library Manual).
Wherever that manual refers to the "Users' Note for
your implementation", you should consult this note.
In addition, NAG recommends that before calling any Library routine you should
read the following reference material from the Library Manual
(see
Section 5):
-
(a)How to Use the NAG Library
-
(b)Chapter Introduction
-
(c)Routine Document
2
Supplementary Information
Please check the following URL:
for details of any new information related to the
applicability or usage of this implementation.
This implementation of the NAG Library provides static and
shared libraries that use a third-party vendor performance Library
to provide Basic Linear Algebra Subprograms (BLAS) and Linear Algebra
PACKage (LAPACK) routines (see below).
It also provides static and shared libraries that use self-contained NAG reference versions
of these routines (referred to as the self-contained libraries).
This implementation of the NAG Library has been tested with version
2020.0.4 of the
Intel ® Math Kernel Library for Windows (MKL)
which is supplied as a part of this product.
Please see the Intel website for further information about MKL
(
https://software.intel.com/en-us/mkl).
For best performance, we recommend that you use one of the
variants of the NAG Library which is based on the
supplied MKL, i.e.
nag_mkl_MT.lib,
nag_mkl_MD.lib or
NLW32272E_mkl.lib/
NLW32272E_mkl.dll.
These libraries do not
contain the NAG versions of the BLAS and
LAPACK routines (except for any routines listed in
Section 4).
The self-contained libraries,
nag_nag_MT.lib, nag_nag_MD.lib
and NLW32272E_nag.lib/NLW32272E_nag.dll, are also supplied.
These contain the NAG
versions of the BLAS and LAPACK routines.
Which static variant of the NAG Library you should use will also
depend on how you wish to link to the Microsoft run-time libraries.
For example, if you are linking with the multithreaded static run-time
libraries, you should use
nag_mkl_MT.lib or
nag_nag_MT.lib,
whereas if you are linking with the
multithreaded dynamic link run-time libraries, you should use
nag_mkl_MD.lib or
nag_nag_MD.lib.
Alternatively, if you wish to call a dynamic link library (DLL)
variant of the NAG Library, you should link with the import
library
NLW32272E_mkl.lib or
NLW32272E_nag.lib
(and, at run time, make sure that the corresponding DLL,
NLW32272E_mkl.dll or
NLW32272E_nag.dll,
is on your path).
For more details, see
Section 3.1.1.
The NAG AD Library is not included in this implementation.
Note that the NAG Library is carefully designed so that any memory used
can be reclaimed – either by the Library itself or by the user invoking
calls of NAG_FREE(). However, the Library does itself depend on the use of
compiler run-time and other libraries which may sometimes leak memory,
and memory tracing tools used on programs linked to the NAG Library may
report this. The amount of memory leaked will vary from application to
application, but should not be excessive and should never increase without limit
as more calls are made to the NAG Library.
If you intend to use the NAG Library within a multithreaded application please refer to the document
CL Interface Multithreading
or
FL Interface Multithreading
(as appropriate) for more information.
The libraries supplied with this implementation do not contain OpenMP
or any other threading mechanisms.
However, the MKL vendor Library is OpenMP threaded. See
Section 3.1.0 for more information on how to control this threading.
Intel have introduced a conditional bitwise reproducibility (BWR) option in MKL. Provided a user's code adheres to certain conditions (see
https://software.intel.com/en-us/mkl-windows-developer-guide-reproducibility-conditions), BWR can be forced by setting the
MKL_CBWR environment variable. See the MKL documentation for further details. It should be noted, however, that many NAG routines do not adhere to these conditions. This means that for a given NAG library built on top of MKL, it may not be possible to ensure BWR for all NAG routines across different CPU architectures by setting
MKL_CBWR. See
Section 8.1
of How to Use the NAG Library for more general information on bitwise reproducibility.
Please note that this implementation is not compatible with versions of MKL earlier than 10.3.
3.1
Accessing the Library
In this section we assume that the Library has been installed in the default
folder, namely
C:\Program Files\NAG\NL27\nlw32272el
(Note that if a 32-bit Library is installed on a 64-bit machine, the
default location will actually be
C:\Program Files (x86)\NAG\NL27\nlw32272el
instead.)
The actual name of the "Program Files" folder may appear differently, depending on
your locale.
If the above folder does not exist, please consult the system manager (or
the person who did the installation).
In some of the following subsections, this folder is referred to as
install_dir.
We also assume that the shortcut for the Library command prompt is in the
NAG Library (NLW32272EL)
section of the Start Menu or
All apps under:
NAG NLW32272EL Command Prompt
If this shortcut does not exist, please consult the system manager (or
the person who did the installation). (Other shortcuts created as part of the
Library installation procedure are also assumed to be in this location.)
If you are using a DLL form of the Library (see
Section 3.1.1), you need
to ensure that the NAG DLL
(
NLW32272E_mkl.dll or
NLW32272E_nag.dll)
is accessible at run time; therefore the
install_dir\bin folder must be on the path.
The
install_dir\rtl\bin folder must be on the
path too (unless you have the appropriate Intel run-time libraries on
your path already).
If an MKL-based version of the Library is to be used, the
install_dir\mkl\bin folder must also be
on the path, but should appear later in the path than the
install_dir\bin folder, since the NAG versions of
a few BLAS / LAPACK routines may be included in the NAG Libraries
to avoid problems with the vendor versions. (See
Section 4 for details.)
To check the accessibility of the NAG DLLs, run the program
NAG_Library_DLL_info.exe which is available from the
Start Menu or
All apps shortcut
Check NAG NLW32272EL DLL Accessibility
See
Section 4.2.2 of the Installer's Note
for details of this utility.
3.1.0
Setting the Number of Threads to Use
This implementation of the NAG Library, and MKL, make
use of OpenMP to implement threading in some of the Library routines. The number of threads
that will be used at run time can be controlled by setting the environment variable
OMP_NUM_THREADS to the appropriate value.
You can set an environment variable in a command window:
set OMP_NUM_THREADS=N
where N is the number of threads required. Environment variables
can also be set in the usual way via the Windows Control Panel.
The environment variable OMP_NUM_THREADS
may be re-set between each execution of the program, as desired.
Multiple levels of OpenMP parallelism may be present in some
MKL routines,
and you may also call these multithreaded routines from within an OpenMP parallel region in your
own application. By default, OpenMP nested parallelism is disabled, so only the outermost parallel
region will actually be active, using
N threads in the example above. The inner level(s)
will not be active, i.e. they will run on one thread. You can check
if OpenMP nested parallelism is enabled and choose to enable/disable it by
querying and setting the
OMP_NESTED OpenMP environment variable.
If OpenMP nested parallelism is enabled, the above example will create
N threads at each
parallel region for each thread at a higher level, thus
N*N threads in total if there are two
levels of OpenMP parallelism, etc. To provide more detailed control of nested parallelism, the
environment variable
OMP_NUM_THREADS can be set to be a comma-separated list to specify
the number of threads desired at each level. e.g.
set OMP_NUM_THREADS=N,P
This will create
N threads for the first level of parallelism, and then
P threads
for each outer level thread when an inner level of parallelism is encountered.
Note: If the environment variable OMP_NUM_THREADS is not set, the default value can vary
from compiler to compiler, and for different vendor libraries, usually to either be 1 or else equal
to the maximum number of cores available on your system. The latter could be an issue if you are
sharing the system with other users, or are running a higher level of parallelism within your own
application. Thus it is recommended that you always set OMP_NUM_THREADS explicitly to your
desired value.
In general, the maximum number of threads you are recommended to use is the number
of physical cores on your shared memory system.
However, most Intel processors
support a facility known as Hyperthreading, which allows each physical core to support up to
two threads at the same time and thus appear to the operating system as two logical cores.
It may be beneficial to make use of this functionality, but this choice will depend
on the particular algorithms and problem size(s) used. You are advised to benchmark
performance-critical applications with and without making use of the additional logical cores,
to determine the best choice for you. This can normally be achieved simply by an appropriate choice
for the number of threads to use, via OMP_NUM_THREADS. Completely disabling Hyperthreading
normally requires setting the desired choice in the BIOS on your system at boot time.
The supplied Intel MKL libraries include additional environment variables to allow
greater control of the threading within MKL. These are discussed at
https://software.intel.com/en-us/articles/intel-math-kernel-library-intel-mkl-intel-mkl-100-threading.
Many NAG routines make calls to routines within MKL, thus the MKL environment variables
may indirectly affect the operation of the NAG Library as well. The default settings of the
MKL environment variables should be suitable for most purposes, thus it is recommended that
you do not explicitly set these variables.
Please contact NAG for further advice if required.
3.1.1
From a Command Window
To access this implementation from a command window some environment
variables need to be set.
The shortcut:
NAG NLW32272EL Command Prompt
may be used to start a command prompt window with the correct settings
for the
INCLUDE,
LIB and
PATH environment
variables for the Library and the
supplied MKL.
The environment variable
NAG_NLW32272EL,
which is needed by the
nag_example_*.bat
batch files is also set.
If the shortcut is not used, you can set the environment variables by
running the batch file
envvars.bat for this implementation.
The default location for this file is:
C:\Program Files\NAG\NL27\nlw32272el\batch\envvars.bat
If this file is not in the default location, you can locate it by
searching for the file
envvars.bat containing
nlw32272el.
You may then compile and link to the NAG Library on the command line
using one of the following commands:
cl /MD driver.c NLW32272E_mkl.lib
ifort /iface:cvf /MD driver.f90 NLW32272E_mkl.lib
cl /MD driver.c NLW32272E_nag.lib
ifort /iface:cvf /MD driver.f90 NLW32272E_nag.lib
cl /MT driver.c nag_mkl_MT.lib mkl_rt.lib libiomp5md.lib user32.lib
/link /nodefaultlib:ifconsol.lib /nodefaultlib:ifmodintr.lib /nodefaultlib:libifcoremt.lib
/nodefaultlib:libifport.lib /nodefaultlib:ifwin.lib
ifort /iface:cvf /MT driver.f90 nag_mkl_MT.lib mkl_rt.lib libiomp5md.lib user32.lib
cl /MT driver.c nag_nag_MT.lib user32.lib
/link /nodefaultlib:ifconsol.lib /nodefaultlib:ifmodintr.lib /nodefaultlib:libifcoremt.lib
/nodefaultlib:libifport.lib /nodefaultlib:ifwin.lib
ifort /iface:cvf /MT driver.f90 nag_nag_MT.lib user32.lib
cl /MD driver.c nag_mkl_MD.lib mkl_rt.lib libiomp5md.lib user32.lib
/link /nodefaultlib:ifconsol.lib /nodefaultlib:ifmodintr.lib /nodefaultlib:libifcoremd.lib
/nodefaultlib:libifportmd.lib /nodefaultlib:ifwin.lib
ifort /iface:cvf /MD driver.f90 nag_mkl_MD.lib mkl_rt.lib libiomp5md.lib user32.lib
cl /MD driver.c nag_nag_MD.lib user32.lib
/link /nodefaultlib:ifconsol.lib /nodefaultlib:ifmodintr.lib /nodefaultlib:libifcoremd.lib
/nodefaultlib:libifportmd.lib /nodefaultlib:ifwin.lib
ifort /iface:cvf /MD driver.f90 nag_nag_MD.lib user32.lib
where
driver.c or
driver.f90
is your application program. (Note – we assume above use of
the Microsoft C compiler
cl. You may also use the Intel C compiler
icl. Options for both compilers are the same.)
The compiler/linker options:
- /MD
- means compile code to link with import libraries for
multithreaded DLL versions of compiler run-time libraries
- Please note this option must be specified when compiling/linking the c_header examples.
- /MT
- means compile code to link with static
multithreaded versions of compiler run-time libraries
- /nodefaultlib:
- tells the linker not to complain about a missing (and here un-needed)
run-time library
These options should be used consistently throughout your project.
NLW32272E_mkl.lib is a DLL import library that makes use
of MKL for BLAS/LAPACK routines.
NLW32272E_nag.lib is a DLL import library that includes NAG BLAS/LAPACK.
Both libraries have been compiled with the /MD option.
This option must be used when compiling applications to be
linked with such libraries to ensure linking to the correct
compiler run-time libraries.
nag_mkl_MT.lib
is a static library that does not include
BLAS/LAPACK and should be linked to the MKL static libraries.
nag_nag_MT.lib
is a static library that includes NAG BLAS/LAPACK.
Both libraries have been compiled with the /MT option.
This option must be used when compiling applications to be
linked with such libraries to ensure linking to the correct
compiler run-time libraries.
nag_mkl_MD.lib
is a static library that does not include
BLAS/LAPACK and should be linked to the MKL static libraries.
nag_nag_MD.lib
is a static library that includes NAG BLAS/LAPACK.
Both libraries have been compiled with the /MD option.
This option must be used when compiling applications to be
linked with such libraries to ensure linking to the correct
compiler run-time libraries.
3.1.2
From Microsoft Visual Studio
The following instructions apply to Microsoft Visual Studio 2019.
If a different version of Visual Studio is being used the procedure
may differ slightly.
If it is planned to use Microsoft Visual Studio to build programs that
use the NAG Library, each user should set the appropriate options.
Start Visual Studio and create your project in the usual way.
We assume that your project is going to make use of the NAG Library.
The Library is intended to be run in fully optimized mode, so to avoid any
warning messages, you might decide to set the active configuration to
Release. Once Visual Studio has been opened,
you can do this from the Toolbar or alternatively via the
Build|Configuration Manager menus. Note that if you work in
Debug mode, you may
receive a warning message about conflicting run-time libraries.
If you are running on a 64-bit
system, make sure the Platform is set to Win32 (to
ensure compatibility with this 32-bit implementation of the NAG
Library). This can be changed via the Configuration Manager...
button on the Property Pages.
The following steps show how to add the NAG Library to the project:
- 1.Open the Property Pages for the project.
There are several ways of doing this including:
- •If the Solution
Explorer window is open then make sure that the group project (the first line)
is NOT selected. From the Project menu, choose
the Properties (or project Properties) item.
- •Alternatively, right-click on a specific
single project in the Solution Explorer and choose Properties.
- •The Properties information may also be accessed via the Toolbar.
With the project selected in Solution Explorer, choose the
Properties Window button on the Toolbar.
In the ensuing window choose then the rightmost Property Pages
icon.
- 2.Various folder
locations need to be configured. From the form,
click/expand Configuration Properties.
If your project is a Microsoft or Intel C or C++ project:
- •Click/expand VC++ Directories in the leftmost panel. Then
- ◦Select Include Directories and add the install_dir\include folder
- ◦Select Library Directories and add the install_dir\lib folder
and the install_dir\rtl\lib folder (and, if required,
the install_dir\mkl\lib folder).
(Alternatively, these could be specified via the Additional Library
Directories setting, as per the Fortran project instructions below.)
If your project is an Intel Fortran project:
- •Click/expand Fortran in the leftmost panel and then choose General. Then
- ◦Select Additional Include Directories and add the full name of
the install_dir\nag_interface_blocks folder
- •Click/expand Linker and then General in the leftmost panel. Then
- ◦Select Additional Library Directories and add
the install_dir\lib folder and
the install_dir\rtl\lib folder (and, if required,
the install_dir\mkl\lib
folder)
The default folders are as follows:
C/C++ project Include Directories
C:\Program Files\NAG\NL27\nlw32272el\include
Fortran project Additional Include Directories
C:\Program Files\NAG\NL27\nlw32272el\nag_interface_blocks
C/C++ or Fortran project [Additional] Library Directories
C:\Program Files\NAG\NL27\nlw32272el\lib
C:\Program Files\NAG\NL27\nlw32272el\rtl\lib
C:\Program Files\NAG\NL27\nlw32272el\mkl\lib
Click on the
Apply button to accept the changes
or click on the
OK button to accept the changes and close the form.
- 3.The NAG Library and Intel
run-time libraries (and possibly the MKL libraries) need to be
specified in the linker options.
From the Property Pages form, click/expand Linker in the leftmost panel
(also under Configuration Properties) then select Input and
add the appropriate library files
to the Additional Dependencies list; please see the table
below.
In addition, you may need to add the flag /SAFESEH:NO to
avoid linker errors. Within the Linker section,
click/expand Command Line and add /SAFESEH:NO
under Additional Options to add this to the linker command
line.
Click on the Apply button to accept the changes
or click on the OK button to accept the changes and close the form.
- 4.Additionally the appropriate run-time library option needs to be
set.
This must match the version of the NAG Library that you link to.
If your project is a Microsoft or Intel C or C++ project:
- •First add your source file, e.g. a NAG example program, to the project,
using Add Existing Item... from the Project menu.
(If you don't have a C or C++ file in the project, the C++
options may not be visible.)
- •Open the Property Pages again (as detailed above) and click/expand
Configuration Properties (if required) and then C/C++,
then click on Code Generation in the left hand panel. Then,
from the right hand panel, select
Runtime Library and change this to the appropriate version,
for example Multi-threaded (/MT) if your project uses one of
the two libraries nag_nag_MT.lib
or nag_mkl_MT.lib. If your project uses
any of the other NAG libraries you need to select
Multi-threaded DLL (/MD).
- •After you
select the correct run-time library
click on the Apply button to accept the changes
or click on the OK button to accept the changes and close the form.
If your project is an Intel Fortran project:
- •From the Properties form, click/expand Fortran in the
leftmost panel and then choose Libraries. The right hand panel will
now have a Runtime Library entry, and you need to select
Multithreaded if your project uses one of the two libraries
nag_nag_MT.lib or nag_mkl_MT.lib. If your project uses
any of the other NAG libraries you need to select
Multithread DLL.
- •It is also essential to set the calling convention used by the compiler to
match that used by this version of the NAG Library. Still in the Fortran
section,
choose External procedures. Ensure that the value for
Calling Convention is set to CVF (/iface:cvf).
- •After you select the correct run-time library and calling convention
click on the Apply button to accept the changes
or click on the OK button to accept the changes and close the form.
NAG Library | MKL and other Libraries | Run-time Libraries |
NLW32272E_mkl.lib | (not required at link time) | Multi-threaded DLL (/MD) |
NLW32272E_nag.lib | (not required at link time) | Multi-threaded DLL (/MD) |
nag_mkl_MT.lib | mkl_rt.lib libiomp5md.lib user32.lib | Multi-threaded (/MT) |
nag_nag_MT.lib | user32.lib | Multi-threaded (/MT) |
nag_mkl_MD.lib | mkl_rt.lib libiomp5md.lib user32.lib | Multi-threaded DLL (/MD) |
nag_nag_MD.lib | user32.lib | Multi-threaded DLL (/MD) |
- 5.
For a Microsoft C or C++ project,
if you are linking to a static version of the NAG Library, i.e.
nag_mkl_MT.lib or nag_mkl_MD.lib
rather than a DLL, then it will also be necessary to change
project settings to tell the linker to ignore some run-time
libraries.
Again in Configuration Properties, click/expand the Linker
section in the left hand panel, then click on Input. On the right
hand panel, select Ignore Specific Default Libraries, choose
Edit and add the list of libraries shown as /nodefaultlib:
in the commands in Section 3.1.1, choosing the set
for /MD or /MT builds as appropriate (note that the sets
are similar but not identical). Separate the library names with semi-colons.
Click on the OK button to accept the changes and close the form.
The project should now compile and link using the appropriate choice from
the Build menu.
To run a program from within the Microsoft
Development Environment, the program may be executed via the
Debug menu (by selecting
Start Without Debugging (Ctrl+F5),
for example).
Note that the
PATH environment variable must be set
appropriately, as detailed in
Section 3.1.1
above.
If a data file needs to be attached to the standard input or the
output of a program needs to be redirected to the standard output,
this can be achieved by selecting the
Debugging section on
the Properties form and inserting the appropriate commands in
the
Command Arguments field, e.g.
< input_file > output_file
If the input and output files are not in the application's working
directory, full or relative paths may need to be specified. For NAG
examples that use an
.opt file, this should be placed in the
working directory. This directory may be set via the
Working
Directory field, which is also on the
Debugging page of
the Properties form.
3.1.3
Note on Fortran Module Files
The Fortran
.mod module files supplied with this NAG Library implementation
in the
nag_interface_blocks folder were compiled with
the Intel
ifort compiler. Such module files are compiler-dependent and
will not be suitable for use with other Fortran compilers. If you wish to use
the NAG example programs, or use the interface blocks in your own programs,
when using another compiler, you will first need to create your own module
files. See
Section 3.2 for details.
3.1.4
From NAG Fortran Builder
There are three cases to consider:
- •Fortran Builder has built-in knowledge of some versions of the NAG Library.
Depending on which version of Fortran Builder you have, it may know about
this Library NLW32272EL. If so, then it should automatically
detect that you have the Library installed, and use it if you create a new
"NAG Library Project" in the Fortran Builder IDE. This is the simplest way
to use NLW32272EL from Fortran Builder, because you should not need to
tell the IDE the location of the NAG Library or interface blocks in order
to use it. See Fortran Builder documentation for how to create a NAG Library
project.
- •If your version of Fortran Builder was released before this
Library NLW32272EL was released, then it may not have this built-in knowledge.
However, it should still be possible to use the new Library from
within the IDE, following steps like these:
- ◦Create a new Console Project
- ◦Go to Project Settings via the Project menu
- ◦On the Basic Settings tab, make sure that Bit Mode is set to 32-bit
- ◦Click the Directories tab, then the Include tab
- ◦Add the include directory install_dir\nag_interface_blocks_nagfor
(note that you should not put any quotation marks around the
directory name even though it may include spaces)
- ◦Then click the Link tab
- ◦Add a link library, for example
install_dir\lib\NLW32272E_nag.lib
- ◦Click the Basic Settings tab, and tick the DLL Compatibility check box – this
turns on the -compatible flag to ensure that
the compiler uses the
same stdcall calling convention used to build the Library
- ◦Click on OK to accept the changes
- ◦Build the project and run your program in the usual way
Note that if you build your project in Debug mode (the default), it is not possible to use the
Undefined variables option which is accessible on the Fortran Compiler / Runtime Check
tab of Project Settings. This is because the NAG Library was not compiled with
this option. Trying to use it will cause a compile-time error in Fortran Builder, showing
an "Incompatible option setting" when using the NAG interface blocks.
- •Finally, it is possible to link to the DLL versions of the NAG Library
using the command line version of nagfor, the Fortran Compiler which comes with NAG Fortran
Builder. Interface blocks for use with a version of Fortran
Builder are supplied in folder install_dir\nag_interface_blocks_nagfor.
If you have a different version of the NAG compiler,
you may first need to recompile the module files as
described in Section 3.2.
Note that in this case
it is important to use the -compatible compiler flag when compiling
the interface blocks, to make sure that they are compatible with the Library.
From a Windows Command Prompt, first make sure that the
PATH
environment variable is correctly set, as described in
Section 3.1.1.
You may then compile and link to the NAG Library on the
command line using one of the following commands:
nagfor -abi=32 -ieee=full -compatible -I"install_dir\nag_interface_blocks_nagfor" driver.f90
"install_dir\lib\NLW32272E_mkl.lib" -o driver.exe
nagfor -abi=32 -ieee=full -compatible -I"install_dir\nag_interface_blocks_nagfor" driver.f90
"install_dir\lib\NLW32272E_nag.lib" -o driver.exe
depending on whether you wish to link to the MKL-supported version of the
Library or the all-NAG version.
The full pathname of the NLW32272E_mkl or
NLW32272E_nag library file must be specified and must be enclosed
within quotes if it contains spaces.
3.1.5
From Other Environments
Information on calling the NAG Library
from environments not mentioned above may be available from the
Supplementary Information page:
3.2
Fortran Interface Blocks
The NAG Library interface blocks define the type and arguments of each
user-callable NAG Library Fortran routine. While they are not essential
to calling the NAG Library from Fortran programs, their use is highly
recommended, and they are essential if the supplied examples are used.
Their purpose is to allow the Fortran compiler to check that NAG
Library routines are called correctly. The interface blocks enable
the compiler to check that:
-
(a)subroutines are called as such;
-
(b)functions are declared with the right type;
-
(c)the correct number of arguments are passed; and
-
(d)all arguments match in type and structure.
The NAG Library interface block files are organised by Library chapter.
They are aggregated into one module named
nag_library
The modules are supplied in compiled form (.mod files) for
use by the Intel Fortran compiler, ifort.
If you use the Library command prompt shortcut, or set the environment
variables
by running the batch file
envvars.bat for this implementation
(see
Section 3.1.1),
and the Intel
ifort compiler,
you can use any of the commands described in
Section 3.1.1 to access these modules
since the environment variable
INCLUDE will be set.
The
.mod module files were compiled with the Fortran compiler shown
in
Section 2.2 of the Installer's Note.
Such module files are compiler-dependent, so if you wish to use
the NAG example programs, or use the interface blocks in your own programs,
when using a compiler that is incompatible with these modules,
you will first need to create
your own module files, as described here.
Create a folder named nag_interface_blocks_original in a location
of your choice (the exact folder name is not important), and copy
the contents of nag_interface_blocks to
nag_interface_blocks_original, thus saving the original set
of interface blocks.
Then in folder
nag_interface_blocks recompile all the
.f90
files into objects using your compiler. Because the interface blocks contain
some inter-dependencies, the order of compilation is important, but the
following compilation order should work, where
FCOMP is the name of your Fortran compiler:
(N.B. you will also need to add the /iface:cvf switch if
FCOMP is the Intel
Fortran compiler,
ifort, and probably similar flags for other compilers,
in order to get the correct calling convention)
FCOMP -c nag_precisions.f90
FCOMP -c nag_a_ib.f90
FCOMP -c nag_blast_ib.f90
FCOMP -c nag_blas_consts.f90
FCOMP -c nag_blas_ib.f90
FCOMP -c nag_c_ib.f90
FCOMP -c nag_d_ib.f90
FCOMP -c nag_e_ib.f90
FCOMP -c nag_f_ib.f90
FCOMP -c nag_g_ib.f90
FCOMP -c nag_h_ib.f90
FCOMP -c nag_lapack_ib.f90
FCOMP -c nag_m_ib.f90
FCOMP -c nag_s_ib.f90
FCOMP -c nag_x_ib.f90
FCOMP -c nag_long_names.f90
FCOMP -c nag_library.f90
The object files generated by the compilation may be discarded – only
the module files are needed.
You should now be able to use the newly compiled module files in the
usual way.
3.3
Example Programs
The example results distributed were generated at
Mark 27.2 using the software
described in
Section 2.2 of the Installer's Note.
These example results may
not be exactly reproducible if the example programs are run in a slightly
different environment (for example, a different C or Fortran
compiler, a different compiler run-time library, or a different set of BLAS or LAPACK routines).
The results which are most sensitive to such differences are: eigenvectors (which may
differ by a scalar multiple, often
-1, but sometimes complex); numbers
of iterations and function evaluations; and residuals and other "small" quantities of the
same order as the machine precision.
The distributed example results are those obtained with the static library
nag_mkl_MD.lib
(i.e. using the MKL BLAS and LAPACK
routines).
Running the examples with NAG BLAS or LAPACK may
give slightly different results.
Note that the example material has been adapted, if necessary, from that
published in the Library Manual, so that programs are suitable for
execution with this implementation with no further changes.
The distributed example programs should be used in preference to the versions
in the Library Manual wherever possible.
The example programs are most easily accessed using the batch files
nag_example_DLL.bat, nag_example_static_MT.bat and
nag_example_static_MD.bat,
which can be found in the
install_dir\batch folder.
These batch files require that the environment variables for your
C/C++ or Fortran
compiler and the NAG Library are set. In particular, the
environment variable
NAG_NLW32272EL needs to be set to the location
of the NAG Library. Please see
Section 3.1.1
for details of how to do this.
Each of the
nag_example_*.bat
batch files mentioned above will
provide you with a copy of an example program (and its data and options file,
if any), compile the program and link it with the appropriate libraries
(showing you the compile command so that you can recompile your own
version of the program).
Finally, the executable program will be run (with appropriate arguments
specifying data, options and results files as needed),
with the results being sent to a file and to the command window.
Example programs in both C and Fortran are provided.
The example program concerned is specified by the argument to the
command, e.g.
nag_example_DLL e04ucc
nag_example_DLL e04ucf
will copy the example program and its data and options files
(
e04ucce.c,
e04ucce.d and
e04ucce.opt for C,
or
e04ucfe.f90 and
e04ucfe.d for Fortran)
into the current folder, compile and link the program and run it
to produce the example program results in the file
e04ucce.r (for C)
or
e04ucfe.r (for Fortran).
nag_example_DLL.bat
links to the DLL version of the NAG Library using NAG BLAS/LAPACK.
To link with the MKL version of the DLL, use the
-mkl option,
e.g.
nag_example_DLL -mkl e04ucc
nag_example_DLL -mkl e04ucf
The
nag_example_static_MD.bat
batch file is used in the same way and
links to the static NAG library compiled with
/MD.
nag_example_static_MD e04ucc
nag_example_static_MD e04ucf
Again, it is
possible to link the MKL BLAS/LAPACK by using the
-mkl option
nag_example_static_MD -mkl e04ucc
nag_example_static_MD -mkl e04ucf
The
nag_example_static_MT.bat
batch file links to the static library compiled with
/MT, e.g.
nag_example_static_MT e04ucc
nag_example_static_MT e04ucf
nag_example_static_MT -mkl e04ucc
nag_example_static_MT -mkl e04ucf
To invoke the Intel C/C++ compiler instead of the Microsoft C/C++
compiler, add the -icl option to the
batch file command.
3.4
Maintenance Level
The maintenance level of the Library can be determined by compiling
and executing the example that calls a00aaf or a00aac, or you could
call one of the
nag_example_*.bat batch files
with the argument
a00aaf or
a00aac.
See
Section 3.3.
This example prints out details of the implementation, including
title and product code, compiler and precision used, mark and
maintenance level.
Alternatively, run the diagnostic program
NAG_Library_DLL_info.exe which itself calls a00aac and a00aaf (see
Section 4.2.2 of the Installer's Note).
3.5
C Data Types
In this implementation, the NAG C types
Integer
and
Pointer are defined as follows:
NAG Type |
C Type |
Size (bytes) |
Integer |
int |
4 |
Pointer |
void * |
4 |
The values for
sizeof(Integer) and
sizeof(Pointer)
are also given by the
a00aac example program. Information on
other NAG data types is available in
Section 3.1.1 of the NAG CL Interface Introduction
component of the Library Manual (see
Section
5 below).
3.6
Fortran Data Types and Interpretation of Bold Italicised Terms
This implementation of the NAG Library includes libraries for 32-bit integers only.
The libraries are located in install_dir\lib.
The NAG Library and documentation use parameterized types for
floating-point variables.
Thus, the type
REAL(KIND=nag_wp)
appears in the documentation of all NAG Library routines,
where
nag_wp
is a Fortran KIND parameter. The value of
nag_wp will vary
between implementations,
and its value can be obtained by use of the
nag_library
module. We refer to the type
nag_wp as the NAG Library "working precision" type, because
most floating-point
arguments and internal variables used in the Library are of this type.
In addition, a small number of routines use the type
REAL(KIND=nag_rp)
where
nag_rp stands for "reduced precision" type. Another
type, not currently
used in the Library, is
REAL(KIND=nag_hp)
for "higher precision" type or "additional precision" type.
For correct use of these types, see almost any of the example programs
distributed
with the Library.
For this implementation, these types have the following meanings:
REAL (kind=nag_rp) means REAL (i.e. single precision)
REAL (kind=nag_wp) means DOUBLE PRECISION
COMPLEX (kind=nag_rp) means COMPLEX (i.e. single precision complex)
COMPLEX (kind=nag_wp) means double precision complex (e.g. COMPLEX*16)
In addition, the FL Interface section of the Manual has adopted
a convention of using
bold
italics to distinguish some terms.
See
Section 2.5 of the NAG FL Interface Introduction for details.
3.7
Calling NAG Fortran Routines from C/C++
With care, the Fortran routines in the NAG Library may be used from within a C,
C++ or compatible environment. Using the Fortran routines in this manner may be
preferable to calling the C routines, either to access a legacy Fortran routine
for which a C routine equivalent is not available, or to have a lower level C
interface, using only elementary C data types, which may be more convenient for
use from other languages.
To assist the user make the mapping between Fortran and C types, a description
of the Fortran interface from a C perspective (the C Header Interface) is
included in each Fortran routine document.
A C/C++ header file (install_dir\include\nag.h) is
also provided. It is recommended that users wishing to use a NAG Fortran
routine in this manner #include
this header file
in their application.
A document,
alt_c_interfaces.html, giving advice on
calling the Fortran routines in the NAG Library from C and C++ is also available. (In previous
Marks of the NAG Library, this document was called
techdoc.html.)
3.8
C declarations for LAPACK, BLAS, etc.
The NAG C/C++ header files include declarations for the
LAPACK,
BLAS and BLAS Technical Forum
(
BLAST) routines included
in the NAG Library. Users may prefer to get these definitions from the C include files
associated with other libraries, e.g. the supplied Intel MKL.
In these circumstances, to avoid clashes between the different C header declarations,
the NAG declarations of these routines may be disabled by adding the compile flags:
-DNAG_OMIT_LAPACK_DECLARATION -DNAG_OMIT_BLAS_DECLARATION -DNAG_OMIT_BLAST_DECLARATION
to the C or C++ compile statements described in
Section 3.1.
Declarations for the alternative NAG F01, F06, F07 and F08 routine names will remain.
4
Routine-specific Information
Any further information which applies to one or more routines in this
implementation is listed below, chapter by chapter.
-
(a)F06, F07, F08 and F16
In Chapters F06, F07, F08 and F16, alternative routine names are available
for BLAS and LAPACK derived routines. For details of the alternative
routine names please refer to the relevant Chapter Introduction.
Note that applications should reference routines by their BLAS/LAPACK
names, rather than their NAG-style names, for optimum performance.
Many LAPACK routines have a "workspace query" mechanism which allows
a caller to interrogate the routine to determine how much workspace
to supply. Note that LAPACK routines from the
MKL Library may require
a different amount of workspace from the equivalent NAG reference versions
of these routines. Care should be taken when using the workspace
query mechanism.
In this implementation, calls to BLAS and LAPACK routines in the non-self-contained NAG libraries
are implemented by calls to MKL, except for the following routines:
blas_damax_val blas_damin_val blas_daxpby blas_ddot blas_dmax_val
blas_dmin_val blas_dsum blas_dwaxpby blas_zamax_val blas_zamin_val
blas_zaxpby blas_zsum blas_zwaxpby
dbdsvdx dgesvdx dgesvj dsbgvd zgeevx zgehrd zgejsv zgesvdx zgesvj zhbgvd
-
(b)S07 - S21
The behaviour of functions in these Chapters may depend on implementation-specific values.
General details are given in the Library Manual,
but the specific values used in this implementation are as follows:
s07aa[f] (nag[f]_specfun_tan)
F_1 = 1.0e+13
F_2 = 1.0e-14
s10aa[fc] (nag[f]_specfun_tanh)
E_1 = 1.8715e+1
s10ab[fc] (nag[f]_specfun_sinh)
E_1 = 7.080e+2
s10ac[fc] (nag[f]_specfun_cosh)
E_1 = 7.080e+2
s13aa[fc] (nag[f]_specfun_integral_exp)
x_hi = 7.083e+2
s13ac[fc] (nag[f]_specfun_integral_cos)
x_hi = 1.0e+16
s13ad[fc] (nag[f]_specfun_integral_sin)
x_hi = 1.0e+17
s14aa[fc] (nag[f]_specfun_gamma)
ifail = 1 (NE_REAL_ARG_GT) if x > 1.70e+2
ifail = 2 (NE_REAL_ARG_LT) if x < -1.70e+2
ifail = 3 (NE_REAL_ARG_TOO_SMALL) if abs(x) < 2.23e-308
s14ab[fc] (nag[f]_specfun_gamma_log_real)
ifail = 2 (NE_REAL_ARG_GT) if x > x_big = 2.55e+305
s15ad[fc] (nag[f]_specfun_erfc_real)
x_hi = 2.65e+1
s15ae[fc] (nag[f]_specfun_erf_real)
x_hi = 2.65e+1
s15ag[fc] (nag[f]_specfun_erfcx_real)
ifail = 1 (NW_HI) if x >= 2.53e+307
ifail = 2 (NW_REAL) if 4.74e+7 <= x < 2.53e+307
ifail = 3 (NW_NEG) if x < -2.66e+1
s17ac[fc] (nag[f]_specfun_bessel_y0_real)
ifail = 1 (NE_REAL_ARG_GT) if x > 1.0e+16
s17ad[fc] (nag[f]_specfun_bessel_y1_real)
ifail = 1 (NE_REAL_ARG_GT) if x > 1.0e+16
ifail = 3 (NE_REAL_ARG_TOO_SMALL) if 0 < x <= 2.23e-308
s17ae[fc] (nag[f]_specfun_bessel_j0_real)
ifail = 1 (NE_REAL_ARG_GT) if abs(x) > 1.0e+16
s17af[fc] (nag[f]_specfun_bessel_j1_real)
ifail = 1 (NE_REAL_ARG_GT) if abs(x) > 1.0e+16
s17ag[fc] (nag[f]_specfun_airy_ai_real)
ifail = 1 (NE_REAL_ARG_GT) if x > 1.038e+2
ifail = 2 (NE_REAL_ARG_LT) if x < -5.7e+10
s17ah[fc] (nag[f]_specfun_airy_bi_real)
ifail = 1 (NE_REAL_ARG_GT) if x > 1.041e+2
ifail = 2 (NE_REAL_ARG_LT) if x < -5.7e+10
s17aj[fc] (nag[f]_specfun_airy_ai_deriv)
ifail = 1 (NE_REAL_ARG_GT) if x > 1.041e+2
ifail = 2 (NE_REAL_ARG_LT) if x < -1.9e+9
s17ak[fc] (nag[f]_specfun_airy_bi_deriv)
ifail = 1 (NE_REAL_ARG_GT) if x > 1.041e+2
ifail = 2 (NE_REAL_ARG_LT) if x < -1.9e+9
s17dc[fc] (nag[f]_specfun_bessel_y_complex)
ifail = 2 (NE_OVERFLOW_LIKELY) if abs(z) < 3.92223e-305
ifail = 4 (NW_SOME_PRECISION_LOSS) if abs(z) or fnu+n-1 > 3.27679e+4
ifail = 5 (NE_TOTAL_PRECISION_LOSS) if abs(z) or fnu+n-1 > 1.07374e+9
s17de[fc] (nag[f]_specfun_bessel_j_complex)
ifail = 2 (NE_OVERFLOW_LIKELY) if AIMAG(z) > 7.00921e+2
ifail = 3 (NW_SOME_PRECISION_LOSS) if abs(z) or fnu+n-1 > 3.27679e+4
ifail = 4 (NE_TOTAL_PRECISION_LOSS) if abs(z) or fnu+n-1 > 1.07374e+9
s17dg[fc] (nag[f]_specfun_airy_ai_complex)
ifail = 3 (NW_SOME_PRECISION_LOSS) if abs(z) > 1.02399e+3
ifail = 4 (NE_TOTAL_PRECISION_LOSS) if abs(z) > 1.04857e+6
s17dh[fc] (nag[f]_specfun_airy_bi_complex)
ifail = 3 (NW_SOME_PRECISION_LOSS) if abs(z) > 1.02399e+3
ifail = 4 (NE_TOTAL_PRECISION_LOSS) if abs(z) > 1.04857e+6
s17dl[fc] (nag[f]_specfun_hankel_complex)
ifail = 2 (NE_OVERFLOW_LIKELY) if abs(z) < 3.92223e-305
ifail = 4 (NW_SOME_PRECISION_LOSS) if abs(z) or fnu+n-1 > 3.27679e+4
ifail = 5 (NE_TOTAL_PRECISION_LOSS) if abs(z) or fnu+n-1 > 1.07374e+9
s18ad[fc] (nag[f]_specfun_bessel_k1_real)
ifail = 2 (NE_REAL_ARG_TOO_SMALL) if 0 < x <= 2.23e-308
s18ae[fc] (nag[f]_specfun_bessel_i0_real)
ifail = 1 (NE_REAL_ARG_GT) if abs(x) > 7.116e+2
s18af[fc] (nag[f]_specfun_bessel_i1_real)
ifail = 1 (NE_REAL_ARG_GT) if abs(x) > 7.116e+2
s18dc[fc] (nag[f]_specfun_bessel_k_complex)
ifail = 2 (NE_OVERFLOW_LIKELY) if abs(z) < 3.92223e-305
ifail = 4 (NW_SOME_PRECISION_LOSS) if abs(z) or fnu+n-1 > 3.27679e+4
ifail = 5 (NE_TOTAL_PRECISION_LOSS) if abs(z) or fnu+n-1 > 1.07374e+9
s18de[fc] (nag[f]_specfun_bessel_i_complex)
ifail = 2 (NE_OVERFLOW_LIKELY) if REAL(z) > 7.00921e+2
ifail = 3 (NW_SOME_PRECISION_LOSS) if abs(z) or fnu+n-1 > 3.27679e+4
ifail = 4 (NE_TOTAL_PRECISION_LOSS) if abs(z) or fnu+n-1 > 1.07374e+9
s19aa[fc] (nag[f]_specfun_kelvin_ber)
ifail = 1 (NE_REAL_ARG_GT) if abs(x) >= 5.04818e+1
s19ab[fc] (nag[f]_specfun_kelvin_bei)
ifail = 1 (NE_REAL_ARG_GT) if abs(x) >= 5.04818e+1
s19ac[fc] (nag[f]_specfun_kelvin_ker)
ifail = 1 (NE_REAL_ARG_GT) if x > 9.9726e+2
s19ad[fc] (nag[f]_specfun_kelvin_kei)
ifail = 1 (NE_REAL_ARG_GT) if x > 9.9726e+2
s21bc[fc] (nag[f]_specfun_ellipint_symm_2)
ifail = 3 (NE_REAL_ARG_LT) if an argument < 1.583e-205
ifail = 4 (NE_REAL_ARG_GE) if an argument >= 3.765e+202
s21bd[fc] (nag[f]_specfun_ellipint_symm_3)
ifail = 3 (NE_REAL_ARG_LT) if an argument < 2.813e-103
ifail = 4 (NE_REAL_ARG_GT) if an argument >= 1.407e+102
-
(c)X01
The values of the mathematical constants are:
x01aa[fc] (nag[f]_math_pi)
= 3.1415926535897932
x01ab[fc] (nag[f]_math_euler)
= 0.5772156649015328
-
(d)X02
The values of the machine constants are:
The basic parameters of the model
x02bh[fc] (nag[f]_machine_model_base)
= 2
x02bj[fc] (nag[f]_machine_model_digits)
= 53
x02bk[fc] (nag[f]_machine_model_minexp)
= -1021
x02bl[fc] (nag[f]_machine_model_maxexp)
= 1024
Derived parameters of the floating-point arithmetic
x02aj[fc] (nag[f]_machine_precision)
= 1.11022302462516e-16
x02ak[fc] (nag[f]_machine_real_smallest)
= 2.22507385850721e-308
x02al[fc] (nag[f]_machine_real_largest)
= 1.79769313486231e+308
x02am[fc] (nag[f]_machine_real_safe)
= 2.22507385850721e-308
x02an[fc] (nag[f]_machine_complex_safe)
= 2.22507385850721e-308
Parameters of other aspects of the computing environment
x02ah[fc] (nag[f]_machine_sinarg_max)
= 1.42724769270596e+45
x02bb[fc] (nag[f]_machine_integer_max)
= 2147483647
x02be[fc] (nag[f]_machine_decimal_digits)
= 15
-
(e)X04
Fortran routines:
The default output units for error and advisory messages for those routines
which can produce explicit output are both Fortran Unit 6.
-
(f)X06
Chapter X06 routines do not change the behaviour of MKL threading
in this implementation of the Library.
5
Documentation
The Library Manual is available as a separate installation,
via download from the NAG website.
The most up-to-date version of the documentation
is accessible via the NAG website at
NAG Library Manual, Mark 27.2.
The Library Manual is supplied in HTML5, a fully linked version of the manual
using HTML and MathML.
These documents can be accessed using your web browser.
The following master index file has been provided:
nagdoc_27.2\index.html
If the Library Manual has been
installed locally, this index file is available from
the
NAG Mark 27-2 Manual section of the Start Menu
or
All apps under
NAG Library Manual Mark 27.2 (HTML5)
by default. Use your web browser to navigate from here.
Advice on viewing and navigating the documentation can be found in
Guide to the NAG Library Documentation.
In addition the following are provided:
- in.html – Installer's Note
- un.html – Users' Note (this document)
- alt_c_interfaces.html – Advice on
calling the Fortran routines in the NAG Library from C and C++
The Users' Note is available from the
NAG Library (NLW32272EL)
section of the Start Menu or
All apps under
NAG NLW32272EL Users' Note
by default.
6
Support from NAG
Please see
for information about the NAG Technical Support Service, including
details of the NAG Technical Support Service contact points.
We would also be delighted to receive your feedback on NAG's products
and services.
Please see
for worldwide contact details for the Numerical Algorithms Group.
NLW32272EL - Licence Managed