NAG Library Routine Document

s15aff (dawson)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:     $\mathbf{x}$ – Real (Kind=nag_wp)Input

On entry: the argument $x$ of the function.

2:     $\mathbf{ifail}$ – 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

7

Accuracy

If $\delta$ is considerably greater than the machine precision (i.e., if $\delta$ is due to data errors etc.), then $\epsilon$ and $\delta$ are approximately related by:

$$\epsilon \simeq \left|\frac{x\left(1-2xF\left(x\right)\right)}{F\left(x\right)}\right|\delta \text{.}$$

The following graph shows the behaviour of the error amplification factor $\left|\frac{x\left(1-2xF\left(x\right)\right)}{F\left(x\right)}\right|$:

Figure 1

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

Program Text (s15affe.f90)

10.2

Program Data

Program Data (s15affe.d)

10.3

Program Results

Program Results (s15affe.r)