NAG Library Routine Document

D01GZF

which grows less rapidly than the number of operations required by D01GYF. The associated error is likely to be larger although it may be the only practical alternative for high values of

p

4 References

Korobov N M (1963) Number Theoretic Methods in Approximate Analysis Fizmatgiz, Moscow

5 Parameters

1: $NDIM$ – INTEGERInput: On entry: $n$ , the number of dimensions of the integral.

Constraint: $NDIM \geq 1$ .
2: $NP1$ – INTEGERInput: On entry: the larger prime factor $p_{1}$ of the number of points in the integration rule.

Constraint: $NP1$ must be a prime number $\geq 5$ .
3: $NP2$ – INTEGERInput: On entry: the smaller prime factor $p_{2}$ of the number of points in the integration rule. For maximum efficiency, $p_{2}^{2}$ should be close to $p_{1}$ .

Constraint: $NP2$ must be a prime number such that $NP1 > NP2 \geq 2$ .
4: $VK (NDIM)$ – REAL (KIND=nag_wp) arrayOutput: On exit: the $n$ optimal coefficients.
5: $IFAIL$ – INTEGERInput/Output: On entry: IFAIL must be set to $0$ , $- 1 or 1$ . If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value $- 1 or 1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is $0$ . When the value $- 1 or 1$ is used it is essential to test the value of IFAIL on exit.

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

6 Error Indicators and Warnings

If on entry

IFAIL = 0

- 1

, explanatory error messages are output on the current error message unit (as defined by X04AAF).

Errors or warnings detected by the routine:

$IFAIL = 1$

On entry,

NDIM < 1

$IFAIL = 2$

On entry,	$NP1 < 5$ ,
or	$NP2 < 2$ ,
or	$NP1 \leq NP2$ .

$IFAIL = 3$: The value $NP1 \times NP2$ exceeds the largest integer representable on the machine, and hence the optimal coefficients could not be used in a valid call of D01GCF or D01GDF.

$IFAIL = 4$

On entry,

NP1 is not a prime number.

$IFAIL = 5$

On entry,

NP2 is not a prime number.

$IFAIL = 6$: The precision of the machine is insufficient to perform the computation exactly. Try smaller values of NP1 or NP2, or use an implementation with higher precision.

$IFAIL = - 99$: An unexpected error has been triggered by this routine. Please contact NAG.
See Section 3.8 in the Essential Introduction for further information.

$IFAIL = - 399$: Your licence key may have expired or may not have been installed correctly.
See Section 3.7 in the Essential Introduction for further information.

$IFAIL = - 999$: Dynamic memory allocation failed.
See Section 3.6 in the Essential Introduction for further information.

7 Accuracy

The optimal coefficients are returned as exact integers (though stored in a real array).

8 Parallelism and Performance

Not applicable.

9 Further Comments

The time taken by D01GZF grows at least as fast as

{(p_{1} p_{2})}^{4 / 3}

. (See Section 3.)

10 Example

This example calculates the Korobov optimal coefficients where the number of dimensons is

4

and the number of points is the product of the two prime numbers,

89

and

11

10.1 Program Text

Program Text (d01gzfe.f90)

10.2 Program Data

None.

10.3 Program Results

Program Results (d01gzfe.r)

D01GZF (PDF version)

D01 Chapter Contents

D01 Chapter Introduction

NAG Library Manual

NAG Library Routine DocumentD01GZF

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

NAG Library Routine Document

D01GZF