NAG FL Interface
d02ejf (ivp_​bdf_​zero_​simple)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

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

On entry: the initial value of the independent variable $x$.

Constraint: $\mathbf{x}\ne \mathbf{xend}$.

On exit: if g is supplied by you, x contains the point where $g(x,y)=0.0$, unless $g(x,y)\ne 0.0$ anywhere on the range x to xend, in which case, x will contain xend. If g is not supplied x contains xend, unless an error has occurred, when it contains the value of $x$ at the error.

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

On entry: the final value of the independent variable. If $\mathbf{xend}<\mathbf{x}$, integration will proceed in the negative direction.

Constraint: $\mathbf{xend}\ne \mathbf{x}$.

3: $\mathbf{n}$ – Integer Input

On entry: $\mathit{n}$, the number of differential equations.

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

4: $\mathbf{y}\left(\mathbf{n}\right)$ – Real (Kind=nag_wp) array Input/Output

On entry: the initial values of the solution $y_1,y_2,\dots ,y_{\mathit{n}}$ at $x=\mathbf{x}$.

On exit: the computed values of the solution at the final point $x=\mathbf{x}$.

5: $\mathbf{fcn}$ – Subroutine, supplied by the user. External Procedure

fcn must evaluate the functions $f_i$ (i.e., the derivatives $y_i^{\prime }$) for given values of its arguments $x,y_1,\dots ,y_{\mathit{n}}$.

The specification of fcn is:

Fortran Interface copy

Subroutine fcn ( x, y, f) Real (Kind=nag_wp), Intent (In) :: x, y(*) Real (Kind=nag_wp), Intent (Inout) :: f(*)

C Header Interface copy

void  fcn (const double *x, const double y[], double f[])

C++ Header Interface copy

#include <nag.h> extern "C" { void  fcn (const double &x, const double y[], double f[]) }

where $\mathit{n}$ is the value of n in the call of d02ejf.

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

On entry: $x$, the value of the independent variable.

2: $\mathbf{y}\left(*\right)$ – Real (Kind=nag_wp) array Input

Note: the dimension, $\mathit{n}$, of y is n as in the call of d02ejf.

On entry: $y_{\mathit{i}}$, for $\mathit{i}=1,2,\dots ,\mathit{n}$, the value of the variable.

3: $\mathbf{f}\left(*\right)$ – Real (Kind=nag_wp) array Output

Note: the dimension, $\mathit{n}$, of f is n as in the call of d02ejf.

On exit: the value of $f_{\mathit{i}}$, for $\mathit{i}=1,2,\dots ,\mathit{n}$.

fcn must either be a module subprogram USEd by, or declared as EXTERNAL in, the (sub)program from which d02ejf is called. Arguments denoted as Input must not be changed by this procedure.

Note: fcn should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by d02ejf. If your code inadvertently does return any NaNs or infinities, d02ejf is likely to produce unexpected results.

6: $\mathbf{pederv}$ – Subroutine, supplied by the NAG Library or the user. External Procedure

pederv must evaluate the Jacobian of the system (that is, the partial derivatives $\frac{\partial f_i}{\partial y_j}$) for given values of the variables $x,y_1,y_2,\dots ,y_{\mathit{n}}$.

The specification of pederv is:

Fortran Interface copy

Subroutine pederv ( x, y, pw) Real (Kind=nag_wp), Intent (In) :: x, y(*) Real (Kind=nag_wp), Intent (Inout) :: pw(*)

C Header Interface copy

void  pederv (const double *x, const double y[], double pw[])

C++ Header Interface copy

#include <nag.h> extern "C" { void  pederv (const double &x, const double y[], double pw[]) }

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

On entry: $x$, the value of the independent variable.

2: $\mathbf{y}\left(*\right)$ – Real (Kind=nag_wp) array Input

Note: the dimension, $\mathit{n}$, of y is n as in the call of d02ejf.

On entry: $y_{\mathit{i}}$, for $\mathit{i}=1,2,\dots ,\mathit{n}$, the value of the variable.

3: $\mathbf{pw}\left(*\right)$ – Real (Kind=nag_wp) array Output

Note: the dimension of pw is $\mathbf{n}\times \mathbf{n}$, with n as in the call of d02ejf.

On exit: $\mathbf{pw}\left(\mathit{n}\times (\mathit{i}-1)+\mathit{j}\right)$ must contain the value of $\frac{\partial f_{\mathit{i}}}{\partial y_{\mathit{j}}}$, for $\mathit{i}=1,2,\dots ,\mathit{n}$ and $\mathit{j}=1,2,\dots ,\mathit{n}$.

pederv must either be a module subprogram USEd by, or declared as EXTERNAL in, the (sub)program from which d02ejf is called. Arguments denoted as Input must not be changed by this procedure.

Note: pederv should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by d02ejf. If your code inadvertently does return any NaNs or infinities, d02ejf is likely to produce unexpected results.

If you do not wish to supply the Jacobian, the actual argument pederv must be the dummy routine d02ejy. (d02ejy is included in the NAG Library.)

7: $\mathbf{tol}$ – Real (Kind=nag_wp) Input/Output

On entry: must be set to a positive tolerance for controlling the error in the integration. Hence tol affects the determination of the position where $g(x,y)=0.0$, if g is supplied.

d02ejf has been designed so that, for most problems, a reduction in tol leads to an approximately proportional reduction in the error in the solution. However, the actual relation between tol and the accuracy achieved cannot be guaranteed. You are strongly recommended to call d02ejf with more than one value for tol and to compare the results obtained to estimate their accuracy. In the absence of any prior knowledge, you might compare the results obtained by calling d02ejf with $\mathbf{tol}={10}^{-p}$ and $\mathbf{tol}={10}^{-p-1}$ if $p$ correct decimal digits are required in the solution.

Constraint: $\mathbf{tol}>0.0$.

On exit: normally unchanged. However if the range x to xend is so short that a small change in tol is unlikely to make any change in the computed solution, then, on return, tol has its sign changed.

8: $\mathbf{relabs}$ – Character(1) Input

On entry: the type of error control. At each step in the numerical solution an estimate of the local error, $\mathit{est}$, is made. For the current step to be accepted the following condition must be satisfied:

$$\mathit{est}=\sqrt{\frac{1}{\mathit{n}}\sum _{i=1}^{\mathit{n}}{(e_i/({\tau }_r\times \left|y_i\right|+{\tau }_a))}^2}\le 1.0$$

where ${\tau }_r$ and ${\tau }_a$ are defined by

relabs	${\mathit{\tau }}_{\mathit{r}}$	${\mathit{\tau }}_{\mathit{a}}$
'M'	tol	tol
'A'	0.0	tol
'R'	tol	$\epsilon$
'D'	tol	$\epsilon$

where $\epsilon$ is a small machine-dependent number and $e_i$ is an estimate of the local error at $y_i$, computed internally. If the appropriate condition is not satisfied, the step size is reduced and the solution is recomputed on the current step. If you wish to measure the error in the computed solution in terms of the number of correct decimal places, relabs should be set to 'A' on entry, whereas if the error requirement is in terms of the number of correct significant digits, relabs should be set to 'R'. If you prefer a mixed error test, relabs should be set to 'M', otherwise if you have no preference, relabs should be set to the default 'D'. Note that in this case 'D' is taken to be 'R'.

Constraint: $\mathbf{relabs}=\text{'A'}$, $\text{'M'}$, $\text{'R'}$ or $\text{'D'}$.

9: $\mathbf{output}$ – Subroutine, supplied by the NAG Library or the user. External Procedure

output permits access to intermediate values of the computed solution (for example to print or plot them), at successive user-specified points. It is initially called by d02ejf with $\mathbf{xsol}=\mathbf{x}$ (the initial value of $x$). You must reset xsol to the next point (between the current xsol and xend) where output is to be called, and so on at each call to output. If, after a call to output, the reset point xsol is beyond xend, d02ejf will integrate to xend with no further calls to output; if a call to output is required at the point $\mathbf{xsol}=\mathbf{xend}$, xsol must be given precisely the value xend.

The specification of output is:

Fortran Interface copy

Subroutine output ( xsol, y) Real (Kind=nag_wp), Intent (In) :: y(*) Real (Kind=nag_wp), Intent (Inout) :: xsol

C Header Interface copy

void  output (double *xsol, const double y[])

C++ Header Interface copy

#include <nag.h> extern "C" { void  output (double &xsol, const double y[]) }

1: $\mathbf{xsol}$ – Real (Kind=nag_wp) Input/Output

On entry: $x$, the value of the independent variable.

On exit: you must set xsol to the next value of $x$ at which output is to be called.

2: $\mathbf{y}\left(*\right)$ – Real (Kind=nag_wp) array Input

Note: the dimension, $\mathit{n}$, of y is n as in the call of d02ejf.

On entry: the computed solution at the point xsol.

output must either be a module subprogram USEd by, or declared as EXTERNAL in, the (sub)program from which d02ejf is called. Arguments denoted as Input must not be changed by this procedure.

Note: output should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by d02ejf. If your code inadvertently does return any NaNs or infinities, d02ejf is likely to produce unexpected results.

If you do not wish to access intermediate output, the actual argument output must be the dummy routine d02ejx. (d02ejx is included in the NAG Library.)

10: $\mathbf{g}$ – real (Kind=nag_wp) Function, supplied by the user. External Procedure

g must evaluate the function $g(x,y)$ for specified values $x,y$. It specifies the function $g$ for which the first position $x$ where $g(x,y)=0$ is to be found.

The specification of g is:

Fortran Interface copy

Function g ( x, y) Real (Kind=nag_wp) :: g Real (Kind=nag_wp), Intent (In) :: x, y(*)

C Header Interface copy

double  g (const double *x, const double y[])

C++ Header Interface copy

#include <nag.h> extern "C" { double  g (const double &x, const double y[]) }

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

On entry: $x$, the value of the independent variable.

2: $\mathbf{y}\left(*\right)$ – Real (Kind=nag_wp) array Input

Note: the dimension, $\mathit{n}$, of y is n as in the call of d02ejf.

On entry: $y_{\mathit{i}}$, for $\mathit{i}=1,2,\dots ,\mathit{n}$, the value of the variable.

g must either be a module subprogram USEd by, or declared as EXTERNAL in, the (sub)program from which d02ejf is called. Arguments denoted as Input must not be changed by this procedure.

Note: g should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by d02ejf. If your code inadvertently does return any NaNs or infinities, d02ejf is likely to produce unexpected results.

If you do not require the root-finding option, the actual argument g must be the dummy routine d02ejw. (d02ejw is included in the NAG Library.)

11: $\mathbf{w}\left(\mathbf{iw}\right)$ – Real (Kind=nag_wp) array Workspace

12: $\mathbf{iw}$ – Integer Input

On entry: the dimension of the array w as declared in the (sub)program from which d02ejf is called.

Constraint: $\mathbf{iw}\ge (12+\mathbf{n})\times \mathbf{n}+50$.

13: $\mathbf{ifail}$ – Integer Input/Output

On entry: ifail must be set to $0$, $-1$ or $1$ to set behaviour on detection of an error; these values have no effect when no error is detected.

A value of $0$ causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of $-1$ means that an error message is printed while a value of $1$ means that it is not.

If halting is not appropriate, the value $-1$ or $1$ is recommended. If message printing is undesirable, then the value $1$ is recommended. Otherwise, the value $0$ is recommended. When the value $-\mathbf{1}$ 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, $\mathbf{iw}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{iw}\ge (12+\mathbf{n})\times \mathbf{n}+50$; that is, $⟨\mathit{\text{value}}⟩$.

On entry, $\mathbf{n}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{n}\ge 1$.

On entry, $\mathbf{relabs}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{relabs}=\text{'M'}$, $\text{'A'}$, $\text{'R'}$ or $\text{'D'}$.

On entry, $\mathbf{tol}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{tol}>0.0$.

On entry, $\mathbf{x}=⟨\mathit{\text{value}}⟩$ and $\mathbf{xend}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{x}\ne \mathbf{xend}$.

$\mathbf{ifail}=2$

Integration successful as far as $x=⟨\mathit{\text{value}}⟩$, but further progress not possible with the input value of $\mathbf{tol}=⟨\mathit{\text{value}}⟩$.

With the given value of tol, no further progress can be made across the integration range from the current point $x=\mathbf{x}$. (See Section 9 for a discussion of this error exit.) The components $\mathbf{y}\left(1\right),\mathbf{y}\left(2\right),\dots ,\mathbf{y}\left(\mathbf{n}\right)$ contain the computed values of the solution at the current point $x=\mathbf{x}$. If you have supplied $g$, no point at which $g(x,y)$ changes sign has been located up to the point $x=\mathbf{x}$.

$\mathbf{ifail}=3$

No integration steps have been taken. Progress not possible with the input value of $\mathbf{tol}=⟨\mathit{\text{value}}⟩$.

$\mathbf{ifail}=4$

No integration steps have been taken. xsol has been set illegally.

$\mathbf{ifail}=5$

Integration successful as far as $x=⟨\mathit{\text{value}}⟩$, but xsol has been reset illegally.

$\mathbf{ifail}=6$

No change in sign of the function $g(x,y)$ was detected in the integration range.

$\mathbf{ifail}=7$

Integration successful as far as $x=⟨\mathit{\text{value}}⟩$, but an internal error has occurred during rootfinding.

$\mathbf{ifail}=8$

Integration successful as far as $x=⟨\mathit{\text{value}}⟩$, but an internal error has occurred during interpolation.

$\mathbf{ifail}=9$

Impossible error — internal variable $\mathrm{IERR}=⟨\mathit{\text{value}}⟩$.

Impossible error — internal variable $\mathrm{IREVCM}=⟨\mathit{\text{value}}⟩$.

$\mathbf{ifail}=-99$

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

See Section 7 in the Introduction to the NAG Library FL Interface for further information.

$\mathbf{ifail}=-399$

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

See Section 8 in the Introduction to the NAG Library FL Interface for further information.

$\mathbf{ifail}=-999$

Dynamic memory allocation failed.

See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results