NAG Library Routine Document

d02lzf (ivp_2nd_rkn_interp)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:     $\mathbf{neq}$ – IntegerInput

On entry: the number of second-order ordinary differential equations being solved by d02laf. It must contain the same value as the argument neq in a prior call to d02laf.

2:     $\mathbf{t}$ – Real (Kind=nag_wp)Input

On entry: $t$, the current value at which the solution and its derivative have been computed (as returned in argument t on output from d02laf).

3:     $\mathbf{y}\left(\mathbf{neq}\right)$ – Real (Kind=nag_wp) arrayInput

On entry: the $\mathit{i}$th component of the solution at $t$, for $\mathit{i}=1,2,\dots ,\mathbf{neq}$, as returned from d02laf.

4:     $\mathbf{yp}\left(\mathbf{neq}\right)$ – Real (Kind=nag_wp) arrayInput

On entry: the $\mathit{i}$th component of the derivative at $t$, for $\mathit{i}=1,2,\dots ,\mathbf{neq}$, as returned from d02laf.

5:     $\mathbf{nwant}$ – IntegerInput

On entry: the number of components of the solution and derivative whose values at twant are required. The first nwant components are evaluated.

Constraint: $1\le \mathbf{nwant}\le \mathbf{neq}$.

6:     $\mathbf{twant}$ – Real (Kind=nag_wp)Input

On entry: the point at which components of the solution and derivative are to be evaluated. twant should not normally be an extrapolation point, that is twant should satisfy

$$\mathit{told}\le \mathbf{twant}\le \mathbf{t}\text{,}$$

or if integration is proceeding in the negative direction

$$\mathit{told}\ge \mathbf{twant}\ge \mathbf{t}\text{,}$$

where told is the previous integration point which is held in an element of the array rwork and is, to within rounding, $\mathbf{t}-\mathbf{hused}$. (hused is given by d02lyf.) Extrapolation is permitted but not recommended, and $\mathbf{ifail}=\mathbf{2}$ is returned whenever extrapolation is attempted.

7:     $\mathbf{ywant}\left(\mathbf{nwant}\right)$ – Real (Kind=nag_wp) arrayOutput

On exit: the calculated value of the $\mathit{i}$th component of the solution at $t=\mathbf{twant}$, for $\mathit{i}=1,2,\dots ,\mathbf{nwant}$.

8:     $\mathbf{ypwant}\left(\mathbf{nwant}\right)$ – Real (Kind=nag_wp) arrayOutput

On exit: the calculated value of the $\mathit{i}$th component of the derivative at $t=\mathbf{twant}$, for $\mathit{i}=1,2,\dots ,\mathbf{nwant}$.

9:     $\mathbf{rwork}\left(\mathbf{lrwork}\right)$ – Real (Kind=nag_wp) arrayCommunication Array

On entry: this must be the same argument rwork as supplied to d02laf. It is used to pass information from d02laf to d02lzf and therefore the contents of this array must not be changed before calling d02lzf.

10:   $\mathbf{lrwork}$ – IntegerInput

On entry: the dimension of the array rwork as declared in the (sub)program from which d02lzf is called.

This must be the same argument lrwork as supplied to the setup routine d02lxf.

11:   $\mathbf{ifail}$ – IntegerInput/Output

On entry: ifail must be set to $0$, $-1\text{ or }1$. If you are unfamiliar with this argument you should refer to Section 3.4 in How to Use the NAG Library and its Documentation for details.

For environments where it might be inappropriate to halt program execution when an error is detected, the value $-1\text{ or }1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this argument, the recommended value is $0$. When the value $-\mathbf{1}\text{ or }\mathbf{1}$ is used it is essential to test the value of ifail on exit.

On exit: $\mathbf{ifail}=\mathbf{0}$ unless the routine detects an error or a warning has been flagged (see Section 6).

If d02lzf is to be used for extrapolation at twant, ifail should be set to $1$ before entry. It is then essential to test the value of ifail on exit.

6

Error Indicators and Warnings

$\mathbf{ifail}=1$

No successful steps, interpolation impossible at $\mathbf{twant}=〈\mathit{\text{value}}〉$.

On entry, $\mathbf{lrwork}=〈\mathit{\text{value}}〉$, but in a previous call to the setup routine $\mathbf{lrwork}=〈\mathit{\text{value}}〉$.

On entry, $\mathbf{neq}=〈\mathit{\text{value}}〉$, but in a previous call to the setup routine $\mathbf{neq}=〈\mathit{\text{value}}〉$.

On entry, $\mathbf{nwant}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{nwant}\ge 1$.

On entry, $\mathbf{nwant}=〈\mathit{\text{value}}〉$ and $\mathbf{neq}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{nwant}\le \mathbf{neq}$.

The integrator routine d02laf has not been called.

$\mathbf{ifail}=2$

Extrapolation at $\mathbf{twant}=〈\mathit{\text{value}}〉$.

d02lzf has been called for extrapolation. The values of the solution and its derivative at twant have been calculated and placed in ywant and ypwant before returning with this error number (see Section 7).

$\mathbf{ifail}=3$

Interpolation is not permitted on data from the high order formulas.

$\mathbf{ifail}=-99$

An unexpected error has been triggered by this routine. Please contact NAG.

See Section 3.9 in How to Use the NAG Library and its Documentation for further information.

$\mathbf{ifail}=-399$

Your licence key may have expired or may not have been installed correctly.

See Section 3.8 in How to Use the NAG Library and its Documentation for further information.

$\mathbf{ifail}=-999$

Dynamic memory allocation failed.

See Section 3.7 in How to Use the NAG Library and its Documentation for further information.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example