NAG Library Routine Document

d02nyf  (ivp_stiff_integ_diag)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:     $\mathbf{neq}$ – IntegerInput

On entry: the value used for the argument neq when calling the integrator.

Constraint: $\mathbf{neq}\ge 1$.

2:     $\mathbf{neqmax}$ – IntegerInput

On entry: the value used for the argument neqmax when calling the integrator.

Constraint: $\mathbf{neqmax}\ge \mathbf{neq}$.

3:     $\mathbf{hu}$ – Real (Kind=nag_wp)Output

On exit: the last successful step size.

4:     $\mathbf{h}$ – Real (Kind=nag_wp)Output

On exit: the proposed next step size for continuing the integration.

5:     $\mathbf{tcur}$ – Real (Kind=nag_wp)Output

On exit: $t$, the value of the independent variable which the integrator has actually reached. tcur will always be at least as far as the output value of the argument $t$ in the direction of integration, but may be further (if overshooting and interpolation at tout was specified, e.g., see d02nbf).

6:     $\mathbf{tolsf}$ – Real (Kind=nag_wp)Output

On exit: a tolerance scale factor, $\mathbf{tolsf}\ge 1.0$, which is computed when a request for too much accuracy is detected by the integrator (indicated by a return with $\mathbf{ifail}=\mathbf{3}$ or $\mathbf{14}$). If itol is left unaltered but rtol and atol are uniformly scaled up by a factor of tolsf the next call to the integrator is deemed likely to succeed.

7:     $\mathbf{rwork}\left(50+4\times \mathbf{neq}\right)$ – Real (Kind=nag_wp) arrayCommunication Array

On entry: contains information supplied by the integrator.

8:     $\mathbf{nst}$ – IntegerOutput

On exit: the number of steps taken in the integration so far.

9:     $\mathbf{nre}$ – IntegerOutput

On exit: the number of function or residual evaluations (fcn (e.g., see d02nbf) or resid (e.g., see d02ngf) calls) used in the integration so far.

10:   $\mathbf{nje}$ – IntegerOutput

On exit: the number of Jacobian evaluations used in the integration so far. This equals the number of matrix $LU$ decompositions.

11:   $\mathbf{nqu}$ – IntegerOutput

On exit: the order of the method last used (successfully) in the integration.

12:   $\mathbf{nq}$ – IntegerOutput

On exit: the proposed order of the method for continuing the integration.

13:   $\mathbf{niter}$ – IntegerOutput

On exit: the number of iterations performed in the integration so far by the nonlinear equation solver.

14:   $\mathbf{imxer}$ – IntegerOutput

On exit: the index of the component of largest magnitude in the weighted local error vector $\left(e_{\mathit{i}}/w_{\mathit{i}}\right)$, for $\mathit{i}=1,2,\dots ,\mathbf{neq}$.

15:   $\mathbf{algequ}\left(\mathbf{neq}\right)$ – Logical arrayOutput

On exit: $\mathbf{algequ}\left(\mathit{i}\right)=\mathrm{.TRUE.}$ if the $\mathit{i}$th equation integrated was detected to be algebraic, otherwise $\mathbf{algequ}\left(\mathit{i}\right)=\mathrm{.FALSE.}$. Note that when the integrators for explicit equations are being used, then $\mathbf{algequ}\left(\mathit{i}\right)=\mathrm{.FALSE.}$, for $\mathit{i}=1,2,\dots ,\mathbf{neq}$.

16:   $\mathbf{inform}\left(23\right)$ – Integer arrayCommunication Array

On entry: contains information supplied by the integrator.

17:   $\mathbf{ifail}$ – 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).

6

Error Indicators and Warnings

$\mathbf{ifail}=1$

On entry,	$\mathbf{neq}<1$,
or	$\mathbf{neqmax}<1$,
or	$\mathbf{neq}>\mathbf{neqmax}$.

$\mathbf{ifail}=-99$

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