NAG Library Manual, Mark 27.1
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NAG CL Interface
d01gyc (md_​numth_​coeff_​prime)

NAG Library Manual, Mark 27.1
Interfaces:  FL   CL   CPP   AD 
NAG CL Interface Introduction
D01 (Quad) Chapter Contents
D01 (Quad) Chapter Introduction
d01gy:  FL   CL   CPP   AD 

▸▿ Contents

© The Numerical Algorithms Group Ltd. 2020
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1 Purpose

d01gyc calculates the optimal coefficients for use by d01gdc, for prime numbers of points.

2 Specification

#include <nag.h>
void  d01gyc (Integer ndim, Integer npts, double vk[], NagError *fail)
The function may be called by the names: d01gyc or nag_quad_md_numth_coeff_prime.

3 Description

The Korobov (1963) procedure for calculating the optimal coefficients a1,a2,…,an for p-point integration over the n-cube [0,1]n imposes the constraint that
a1=1  and  ai=ai-1( mod p),  i=1,2,…,n (1)
where p is a prime number and a is an adjustable argument. This argument is computed to minimize the error in the integral
3n∫01dx1⋯∫01dxn∏i=1n (1-2xi) 2, (2)
when computed using the number theoretic rule, and the resulting coefficients can be shown to fit the Korobov definition of optimality.
The computation for large values of p is extremely time consuming (the number of elementary operations varying as p2) and there is a practical upper limit to the number of points that can be used. Function d01gzc is computationally more economical in this respect but the associated error is likely to be larger.

4 References

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

5 Arguments

1: ndim – Integer Input
On entry: n, the number of dimensions of the integral.
Constraint: ndim≥1.
2: npts – Integer Input
On entry: p, the number of points to be used.
Constraint: npts must be a prime number ≥5.
3: vk[ndim] – double Output
On exit: the n optimal coefficients.
4: fail – NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

NE_ACCURACY
The machine precision is insufficient to perform the computation exactly. Try reducing npts: npts=⟨value⟩.
NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_BAD_PARAM
On entry, argument ⟨value⟩ had an illegal value.
NE_INT
On entry, ndim=⟨value⟩.
Constraint: ndim≥1.
On entry, npts=⟨value⟩.
Constraint: npts must be a prime number.
On entry, npts=⟨value⟩.
Constraint: npts≥5.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.

7 Accuracy

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

8 Parallelism and Performance

d01gyc is not threaded in any implementation.

9 Further Comments

The time taken is approximately proportional to p2 (see Section 3).

10 Example

This example calculates the Korobov optimal coefficients where the number of dimensions is 4 and the number of points is 631.

10.1 Program Text

Program Text (d01gyce.c)

10.2 Program Data

Program Data (d01gyce.d)

10.3 Program Results

Program Results (d01gyce.r)
NAG Library Manual, Mark 27.1
Interfaces:  FL   CL   CPP   AD 
NAG CL Interface Introduction
D01 (Quad) Chapter Contents
D01 (Quad) Chapter Introduction
d01gy:  FL   CL   CPP   AD 
© The Numerical Algorithms Group Ltd. 2020