NAG FL Interface
d02ncf (ivp_​stiff_​exp_​bandjac)

1 Purpose

2 Specification

3 Description

!     Declarations

      External fcn, jac, monitr
          .
          .
          .
      ifail = 0
      Call d02nvf(...,ifail)
      Call d02ntf(neq, neqmax, jceval, ml, mu, nwkjac, njcpvt, &
                  rwork, ifail)
      ifail = -1
      Call d02ncf(neq, neqmax, t, tout, y, ydot, rwork, rtol,  &
                  atol, itol, inform, fcn, ysave, ny2dim, jac, &
                  wkjac, nwkjac,jacpvt, njcpvt, monitr, itask, &
		  itrace, ifail)
      If (ifail.eq.1 .or. ifail.ge.14) Stop
      ifail = 0
      Call d02nyf(...)
          .
          .
          .
      Stop
      End

4 References

5 Arguments

1: $\mathbf{neq}$ – Integer Input

On entry: the number of differential equations to be solved.

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

2: $\mathbf{ldysav}$ – Integer Input

On entry: a bound on the maximum number of differential equations to be solved during the integration.

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

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

On entry: $t$, the value of the independent variable. The input value of t is used only on the first call as the initial point of the integration.

On exit: the value at which the computed solution $y$ is returned (usually at tout).

4: $\mathbf{tout}$ – Real (Kind=nag_wp) Input

On entry: the next value of $t$ at which a computed solution is desired. For the initial $t$, the input value of tout is used to determine the direction of integration. Integration is permitted in either direction (see also itask).

Constraint: $\mathbf{tout}\ne \mathbf{t}$.

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

On entry: the values of the dependent variables (solution). On the first call the first neq elements of y must contain the vector of initial values.

On exit: the computed solution vector, evaluated at t (usually $\mathbf{t}=\mathbf{tout}$).

6: $\mathbf{ydot}\left(\mathbf{neq}\right)$ – Real (Kind=nag_wp) array Output

On exit: the time derivatives $y^{\prime }$ of the vector $y$ at the last integration point.

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

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

Note: the dimension of the array rtol must be at least $1$ if $\mathbf{itol}=1$ or $2$, and at least $\mathbf{neq}$ otherwise.

On entry: the relative local error tolerance.

Constraint: $\mathbf{rtol}\left(i\right)\ge 0.0$ for all relevant $i$ (see itol).

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

Note: the dimension of the array atol must be at least $1$ if $\mathbf{itol}=1$ or $3$, and at least $\mathbf{neq}$ otherwise.

On entry: the absolute local error tolerance.

Constraint: $\mathbf{atol}\left(i\right)\ge 0.0$ for all relevant $i$ (see itol).

10: $\mathbf{itol}$ – Integer Input

On entry: a value to indicate the form of the local error test. itol indicates to d02ncf whether to interpret either or both of rtol or atol as a vector or a scalar. The error test to be satisfied is $\Vert e_i/w_i\Vert <1.0$, where $w_i$ is defined as follows:

itol	rtol	atol	${\mathit{w}}_{\mathit{i}}$
1	scalar	scalar	$\mathbf{rtol}\left(1\right)\times \left|y_i\right|+\mathbf{atol}\left(1\right)$
2	scalar	vector	$\mathbf{rtol}\left(1\right)\times \left|y_i\right|+\mathbf{atol}\left(i\right)$
3	vector	scalar	$\mathbf{rtol}\left(i\right)\times \left|y_i\right|+\mathbf{atol}\left(1\right)$
4	vector	vector	$\mathbf{rtol}\left(i\right)\times \left|y_i\right|+\mathbf{atol}\left(i\right)$

$e_i$ is an estimate of the local error in $y_i$, computed internally, and the choice of norm to be used is defined by a previous call to an integrator setup routine.

Constraint: $\mathbf{itol}=1$, $2$, $3$ or $4$.

11: $\mathbf{inform}\left(23\right)$ – Integer array Communication Array

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

fcn must evaluate the derivative vector for the explicit ordinary differential equation system, defined by $y^{\prime }=g(t,y)$.

The specification of fcn is:

Fortran Interface copy

Subroutine fcn ( neq, t, y, f, ires) Integer, Intent (In) :: neq Integer, Intent (Inout) :: ires Real (Kind=nag_wp), Intent (In) :: t, y(neq) Real (Kind=nag_wp), Intent (Out) :: f(neq)

C Header Interface copy

void  fcn (const Integer *neq, const double *t, const double y[], double f[], Integer *ires)

C++ Header Interface copy

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

1: $\mathbf{neq}$ – Integer Input

On entry: the number of differential equations being solved.

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

On entry: $t$, the current value of the independent variable.

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

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

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

On exit: the value $y_{\mathit{i}}^{\prime }$, given by $y_{\mathit{i}}^{\prime }=g_{\mathit{i}}(t,y)$, for $\mathit{i}=1,2,\dots ,\mathbf{neq}$.

5: $\mathbf{ires}$ – Integer Input/Output

On entry: $\mathbf{ires}=1$.

On exit: you may set ires as follows to indicate certain conditions in fcn to the integrator:

$\mathbf{ires}=1$

Indicates a normal return from fcn, that is ires has not been altered by you and integration continues.

$\mathbf{ires}=2$

Indicates to the integrator that control should be passed back immediately to the calling (sub)program with the error indicator set to $\mathbf{ifail}=\mathbf{11}$.

$\mathbf{ires}=3$

Indicates to the integrator that an error condition has occurred in the solution vector, its time derivative or in the value of $t$. The integrator will use a smaller time step to try to avoid this condition. If this is not possible the integrator returns to the calling (sub)program with the error indicator set to $\mathbf{ifail}=\mathbf{7}$.

$\mathbf{ires}=4$

Indicates to the integrator to stop its current operation and to enter monitr immediately with argument $\mathbf{imon}=-2$.

fcn must either be a module subprogram USEd by, or declared as EXTERNAL in, the (sub)program from which d02ncf 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 d02ncf. If your code inadvertently does return any NaNs or infinities, d02ncf is likely to produce unexpected results.

13: $\mathbf{ysav}(\mathbf{ldysav},\mathbf{sdysav})$ – Real (Kind=nag_wp) array Communication Array

14: $\mathbf{sdysav}$ – Integer Input

On entry: the second dimension of the array ysav as declared in the (sub)program from which d02ncf is called. An appropriate value for sdysav is described in the specification of the integrator setup routines d02nvf and d02nwf. This value must be the same as that supplied to the integrator setup routine.

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

jac must evaluate the Jacobian of the system. If this option is not required, the actual argument for jac must be the dummy routine d02ncz. (d02ncz is included in the NAG Library.) You must indicate to the integrator whether this option is to be used by setting the argument jceval appropriately in a call to the banded linear algebra setup routine d02ntf.

First we must define the system of nonlinear equations which is solved internally by the integrator. The time derivative, $y^{\prime }$, generated internally, has the form

$$y^{\prime }=(y-z)/\left(hd\right)\text{,}$$

where $h$ is the current step size and $d$ is an argument that depends on the integration method in use. The vector $y$ is the current solution and the vector $z$ depends on information from previous time steps. This means that $\frac{d}{d{y}^{\prime }}\left(\text{ }\right)=\left(hd\right)\frac{d}{dy}\left(\text{ }\right)$. The system of nonlinear equations that is solved has the form

$$y^{\prime }-g(t,y)=0$$

but it is solved in the form

$$r(t,y)=0\text{,}$$

where $r$ is the function defined by

$$r(t,y)=\left(hd\right)\left((y-z)/\left(hd\right)-g(t,y)\right)\text{.}$$

It is the Jacobian matrix $\frac{\partial r}{\partial y}$ that you must supply in jac as follows:

$$\begin{array}{ll}\frac{\partial r_i}{\partial y_j}=1-\left(hd\right)\frac{\partial g_i}{\partial y_j}\text{,}& \text{if }i=j\text{,}\\ & \\ \frac{\partial r_i}{\partial y_j}=-\left(hd\right)\frac{\partial g_i}{\partial y_j}\text{,}& \text{otherwise.}\end{array}$$

The specification of jac is:

Fortran Interface copy

Subroutine jac ( neq, t, y, h, d, ml, mu, p) Integer, Intent (In) :: neq, ml, mu Real (Kind=nag_wp), Intent (In) :: t, y(neq), h, d Real (Kind=nag_wp), Intent (Inout) :: p(ml+mu+1,neq)

C Header Interface copy

void  jac (const Integer *neq, const double *t, const double y[], const double *h, const double *d, const Integer *ml, const Integer *mu, double p[])

C++ Header Interface copy

#include <nag.h> extern "C" { void  jac (const Integer &neq, const double &t, const double y[], const double &h, const double &d, const Integer &ml, const Integer &mu, double p[]) }

1: $\mathbf{neq}$ – Integer Input

On entry: the number of differential equations being solved.

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

On entry: $t$, the current value of the independent variable.

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

On entry: $y_{\mathit{i}}$, for $\mathit{i}=1,2,\dots ,\mathbf{neq}$, the current solution component.

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

On entry: the current step size.

5: $\mathbf{d}$ – Real (Kind=nag_wp) Input

On entry: the argument $d$ which depends on the integration method.

6: $\mathbf{ml}$ – Integer Input

7: $\mathbf{mu}$ – Integer Input

On entry: the number of subdiagonals and superdiagonals respectively in the band.

8: $\mathbf{p}(\mathbf{ml}+\mathbf{mu}+1,\mathbf{neq})$ – Real (Kind=nag_wp) array Input/Output

On entry: is set to zero.

On exit: elements of the Jacobian matrix $\frac{\partial r}{\partial y}$ stored as specified by the following pseudocode:

   Do i = 1, neq
      j1 = max(i-ml,1)
      j2 = min(i+mu,neq)
      Do j = j1, j2
         k = min(ml+1-i,0)+j
         p(k,i) = δr/δy(i,j)
      End Do
   End Do

See also f07bdf.

Only nonzero elements of this array need be set, since it is preset to zero before the call to jac.

jac must either be a module subprogram USEd by, or declared as EXTERNAL in, the (sub)program from which d02ncf is called. Arguments denoted as Input must not be changed by this procedure.

Note: jac should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by d02ncf. If your code inadvertently does return any NaNs or infinities, d02ncf is likely to produce unexpected results.

16: $\mathbf{wkjac}\left(\mathbf{nwkjac}\right)$ – Real (Kind=nag_wp) array Communication Array

17: $\mathbf{nwkjac}$ – Integer Input

On entry: the dimension of the array wkjac as declared in the (sub)program from which d02ncf is called. This value must be the same as that supplied to the linear algebra setup routine d02ntf.

Constraint: $\mathbf{nwkjac}\ge (2m_L+m_U+1)\times \mathbf{neq}$, where $m_L$ and $m_U$ are the number of subdiagonals and superdiagonals respectively in the band, defined by a call to d02ntf.

18: $\mathbf{jacpvt}\left(\mathbf{njcpvt}\right)$ – Integer array Communication Array

19: $\mathbf{njcpvt}$ – Integer Input

On entry: the dimension of the array jacpvt as declared in the (sub)program from which d02ncf is called. This value must be the same as that supplied to the linear algebra setup routine d02ntf.

Constraint: $\mathbf{njcpvt}\ge \mathbf{ldysav}$.

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

monitr performs tasks requested by you. If this option is not required, the actual argument for monitr must be the dummy routine d02nby. (d02nby is included in the NAG Library.)

The specification of monitr is:

Fortran Interface copy

Subroutine monitr ( neq, ldysav, t, hlast, hnext, y, ydot, ysav, r, acor, imon, inln, hmin, hmax, nqu) Integer, Intent (In) :: neq, ldysav, nqu Integer, Intent (Inout) :: imon Integer, Intent (Out) :: inln Real (Kind=nag_wp), Intent (In) :: t, hlast, ydot(neq), ysav(ldysav,*), r(neq), acor(neq,2) Real (Kind=nag_wp), Intent (Inout) :: hnext, y(neq), hmin, hmax

C Header Interface copy

void  monitr (const Integer *neq, const Integer *ldysav, const double *t, const double *hlast, double *hnext, double y[], const double ydot[], const double ysav[], const double r[], const double acor[], Integer *imon, Integer *inln, double *hmin, double *hmax, const Integer *nqu)

C++ Header Interface copy

#include <nag.h> extern "C" { void  monitr (const Integer &neq, const Integer &ldysav, const double &t, const double &hlast, double &hnext, double y[], const double ydot[], const double ysav[], const double r[], const double acor[], Integer &imon, Integer &inln, double &hmin, double &hmax, const Integer &nqu) }

1: $\mathbf{neq}$ – Integer Input

On entry: the number of differential equations being solved.

2: $\mathbf{ldysav}$ – Integer Input

On entry: an upper bound on the number of differential equations to be solved.

3: $\mathbf{t}$ – Real (Kind=nag_wp) Input

On entry: the current value of the independent variable.

4: $\mathbf{hlast}$ – Real (Kind=nag_wp) Input

On entry: the last step size successfully used by the integrator.

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

On entry: the step size that the integrator proposes to take on the next step.

On exit: the next step size to be used. If this is different from the input value, imon must be set to $4$.

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

On entry: $y$, the values of the dependent variables evaluated at $t$.

On exit: these values must not be changed unless imon is set to $2$.

7: $\mathbf{ydot}\left(\mathbf{neq}\right)$ – Real (Kind=nag_wp) array Input

On entry: the time derivatives $y^{\prime }$ of the vector $y$.

8: $\mathbf{ysav}(\mathbf{ldysav},*)$ – Real (Kind=nag_wp) array Communication Array

Note: the second dimension of ysav is sdysav as in the call of d02ncf.

On entry: workspace to enable you to carry out interpolation using either of the routines d02xjf or d02xkf.

9: $\mathbf{r}\left(\mathbf{neq}\right)$ – Real (Kind=nag_wp) array Input

On entry: if $\mathbf{imon}=0$ and $\mathbf{inln}=3$, the first neq elements contain the residual vector, $y^{\prime }-g(t,y)$.

10: $\mathbf{acor}(\mathbf{neq},2)$ – Real (Kind=nag_wp) array Input

On entry: with $\mathbf{imon}=1$, $\mathbf{acor}(i,1)$ contains the weight used for the $i$th equation when the norm is evaluated, and $\mathbf{acor}(i,2)$ contains the estimated local error for the $i$th equation. The scaled local error at the end of a timestep may be obtained by calling d02zaf as follows:

ifail = 1
errloc = d02zaf(neq, acor(1,2), acor(1,1), ifail)
! CHECK IFAIL BEFORE PROCEEDING

11: $\mathbf{imon}$ – Integer Input/Output

On entry: a flag indicating under what circumstances monitr was called:

$\mathbf{imon}=-2$

Entry from the integrator after $\mathbf{ires}=4$ (set in fcn) caused an early termination (this facility could be used to locate discontinuities).

$\mathbf{imon}=-1$

The current step failed repeatedly.

$\mathbf{imon}=0$

Entry after a call to the internal nonlinear equation solver (see inln).

$\mathbf{imon}=1$

The current step was successful.

On exit: may be reset to determine subsequent action in d02ncf.

$\mathbf{imon}=-2$

Integration is to be halted. A return will be made from the integrator to the calling (sub)program with $\mathbf{ifail}=\mathbf{12}$.

$\mathbf{imon}=-1$

Allow the integrator to continue with its own internal strategy. The integrator will try up to three restarts unless imon is set $\ne -1$ on exit.

$\mathbf{imon}=0$

Return to the internal nonlinear equation solver, where the action taken is determined by the value of inln (see inln).

$\mathbf{imon}=1$

Normal exit to the integrator to continue integration.

$\mathbf{imon}=2$

Restart the integration at the current time point. The integrator will restart from order $1$ when this option is used. The solution y, provided by monitr, will be used for the initial conditions.

$\mathbf{imon}=3$

Try to continue with the same step size and order as was to be used before the call to monitr. hmin and hmax may be altered if desired.

$\mathbf{imon}=4$

Continue the integration but using a new value of hnext and possibly new values of hmin and hmax.

12: $\mathbf{inln}$ – Integer Output

On exit: the action to be taken by the internal nonlinear equation solver when monitr is exited with $\mathbf{imon}=0$. By setting $\mathbf{inln}=3$ and returning to the integrator, the residual vector is evaluated and placed in the array r, and then monitr is called again. At present this is the only option available: inln must not be set to any other value.

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

On entry: the minimum step size to be taken on the next step.

On exit: the minimum step size to be used. If this is different from the input value, imon must be set to $3$ or $4$.

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

On entry: the maximum step size to be taken on the next step.

On exit: the maximum step size to be used. If this is different from the input value, imon must be set to $3$ or $4$. If hmax is set to zero, no limit is assumed.

15: $\mathbf{nqu}$ – Integer Input

On entry: the order of the integrator used on the last step. This is supplied to enable you to carry out interpolation using either of the routines d02xjf or d02xkf.

monitr must either be a module subprogram USEd by, or declared as EXTERNAL in, the (sub)program from which d02ncf is called. Arguments denoted as Input must not be changed by this procedure.

Note: monitr should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by d02ncf. If your code inadvertently does return any NaNs or infinities, d02ncf is likely to produce unexpected results.

21: $\mathbf{itask}$ – Integer Input

On entry: the task to be performed by the integrator.

$\mathbf{itask}=1$

Normal computation of output values of $y\left(t\right)$ at $t=\mathbf{tout}$ (by overshooting and interpolating).

$\mathbf{itask}=2$

Take one step only and return.

$\mathbf{itask}=3$

Stop at the first internal integration point at or beyond $t=\mathbf{tout}$ and return.

$\mathbf{itask}=4$

Normal computation of output values of $y\left(t\right)$ at $t=\mathbf{tout}$ but without overshooting $t=\mathbf{tcrit}$. tcrit must be specified as an option in one of the integrator setup routines before the first call to the integrator, or specified in the optional input routine before a continuation call. tcrit may be equal to or beyond tout, but not before it, in the direction of integration.

$\mathbf{itask}=5$

Take one step only and return, without passing tcrit. tcrit must be specified as under $\mathbf{itask}=4$.

Constraint: $\mathbf{itask}=1$, $2$, $3$, $4$ or $5$.

22: $\mathbf{itrace}$ – Integer Input

On entry: the level of output that is printed by the integrator. itrace may take the value $-1$, $0$, $1$, $2$ or $3$.

$\mathbf{itrace}<-1$

$-1$ is assumed and similarly if $\mathbf{itrace}>3$, $3$ is assumed.

$\mathbf{itrace}=-1$

No output is generated.

$\mathbf{itrace}=0$

Only warning messages are printed on the current error message unit (see x04aaf).

$\mathbf{itrace}>0$

Warning messages are printed as above, and on the current advisory message unit (see x04abf) output is generated which details Jacobian entries, the nonlinear iteration and the time integration. The advisory messages are given in greater detail the larger the value of itrace.

23: $\mathbf{ifail}$ – 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 $-1$ is recommended since useful values can be provided in some output arguments even when $\mathbf{ifail}\ne \mathbf{0}$ on exit. 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

$\mathbf{ifail}=1$

Either the integrator setup routine has not been called prior to the first call of this routine, or a communication array has become corrupted.

Either the linear algebra setup routine has not been called prior to the first call of this routine, or a communication array has become corrupted.

Either the routine was entered on a continuation call without a prior call of this routine, or a communication array has become corrupted.

Either the value of njcpvt is not the same as the value supplied to the setup routine or a communication array has become corrupted.
$\mathbf{njcpvt}=⟨\mathit{\text{value}}⟩$ and $\mathbf{njcpvt}=⟨\mathit{\text{value}}⟩$ in d02ntf.

Either the value of nwkjac is not the same as the value supplied to the setup routine or a communication array has become corrupted.
$\mathbf{nwkjac}=⟨\mathit{\text{value}}⟩$ and $\mathbf{nwkjac}=⟨\mathit{\text{value}}⟩$ in d02ntf.

Either the value of sdysav is not the same as the value supplied to the setup routine or a communication array has become corrupted.
$\mathbf{sdysav}=⟨\mathit{\text{value}}⟩$, sdysav (setup) $=⟨\mathit{\text{value}}⟩$.

Failure during internal time interpolation. tout and the current time are too close.
$\mathbf{itask}=⟨\mathit{\text{value}}⟩$ and $\mathbf{tout}=⟨\mathit{\text{value}}⟩$ and the current time is $⟨\mathit{\text{value}}⟩$.

$\mathbf{itask}=3$ and tout is more than an integration step behind the current time.
$\mathbf{tout}=⟨\mathit{\text{value}}⟩$, current time minus step size: $⟨\mathit{\text{value}}⟩$.

monitr appears to have overwritten the solution vector.
Further integration will not be attempted.

monitr set $\mathbf{imon}=⟨\mathit{\text{value}}⟩$.
Constraint: $-2\le \mathbf{imon}\le 4$.

monitr set $\mathbf{inln}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{inln}=3$.

On entry, an illegal (negative) maximum number of steps was provided in a prior call to a setup routine. $\mathbf{maxstp}=⟨\mathit{\text{value}}⟩$.

On entry, an illegal (negative) maximum stepsize was provided in a prior call to a setup routine. $\mathbf{hmax}=⟨\mathit{\text{value}}⟩$.

On entry, an illegal (negative) minimum stepsize was provided in a prior call to a setup routine. $\mathbf{hmin}=⟨\mathit{\text{value}}⟩$.

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

On entry, $\mathbf{itask}=⟨\mathit{\text{value}}⟩$.
Constraint: $1\le \mathbf{itask}\le 5$.

On entry, $\mathbf{itask}=4$ or $5$ and tcrit is before the current time in the direction of integration.
$\mathbf{itask}=⟨\mathit{\text{value}}⟩$, $\mathbf{tcrit}=⟨\mathit{\text{value}}⟩$ and the current time is $⟨\mathit{\text{value}}⟩$.

On entry, $\mathbf{itask}=4$ or $5$ and tcrit is before tout in the direction of integration.
$\mathbf{itask}=⟨\mathit{\text{value}}⟩$, $\mathbf{tcrit}=⟨\mathit{\text{value}}⟩$ and $\mathbf{tout}=⟨\mathit{\text{value}}⟩$.

On entry, $\mathbf{itol}=⟨\mathit{\text{value}}⟩$.
Constraint: $1\le \mathbf{itol}\le 4$.

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

On entry, $\mathbf{neq}=⟨\mathit{\text{value}}⟩$ and $\mathbf{ldysav}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{neq}\le \mathbf{ldysav}$.

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

On entry, tout is less than t with respect to the direction of integration given by the sign of h0 in a prior call to a setup routine.
$\mathbf{tout}=⟨\mathit{\text{value}}⟩$, $\mathbf{t}=⟨\mathit{\text{value}}⟩$ and $\mathbf{h0}=⟨\mathit{\text{value}}⟩$.

On entry, tout is too close to t to start integration.
$\mathbf{tout}=⟨\mathit{\text{value}}⟩$ and $\mathbf{t}=⟨\mathit{\text{value}}⟩$.

The initial stepsize, $⟨\mathit{\text{value}}⟩$, is too small.

$\mathbf{ifail}=2$

At time $⟨\mathit{\text{value}}⟩$ the maximum number of allowed steps on this call was taken before reaching the next output point $\mathbf{tout}=⟨\mathit{\text{value}}⟩$.
Maximum number of steps $=⟨\mathit{\text{value}}⟩$.

$\mathbf{ifail}=3$

Too much accuracy requested for precision of the machine at time $⟨\mathit{\text{value}}⟩$.
The tolerances should be checked; the requested accuracy should be reduced by a factor of at least $⟨\mathit{\text{value}}⟩$.

With the given values of rtol and atol no further progress can be made across the integration range from the current point t. The components $\mathbf{y}\left(1\right),\mathbf{y}\left(2\right),\dots ,\mathbf{y}\left(\mathbf{neq}\right)$ contain the computed values of the solution at the current point t.

$\mathbf{ifail}=4$

There were repeated error-test failures on an attempted step, before completing the requested task, but the integration was successful as far as t. The problem may have a singularity, or the local error requirements may be inappropriate.

$\mathbf{ifail}=5$

There were repeated convergence-test failures on an attempted step, before completing the requested task, but the integration was successful as far as t. This may be caused by an inaccurate Jacobian matrix or one which is incorrectly computed.

$\mathbf{ifail}=6$

At time $⟨\mathit{\text{value}}⟩$, error weight $⟨\mathit{\text{value}}⟩$ became zero. Check the values of atol, rtol and itol supplied.

Weight number $i=⟨\mathit{\text{value}}⟩$ used in the local error test is too small. Check the values of rtol and atol.
$\mathbf{atol}\left(i\right)$ and $\mathbf{y}\left(i\right)$ may both be zero.
Weight $i=⟨\mathit{\text{value}}⟩$.

$\mathbf{ifail}=7$

The derivative evaluation procedure set the error flag $\mathbf{ires}=3$ repeatedly despite attempts by the integrator to avoid this.

$\mathbf{ifail}=9$

A singular Jacobian has been encountered. You should check the problem formulation and Jacobian calculation.

$\mathbf{ifail}=10$

Larger integer workspace required.
Provided: $⟨\mathit{\text{value}}⟩$; required: $⟨\mathit{\text{value}}⟩$.

Not enough integer store provided for sparse matrix solver.
Units of store needed: $⟨\mathit{\text{value}}⟩$. Amount provided: $⟨\mathit{\text{value}}⟩$.

Not enough real store provided for sparse matrix solver.
Units of store needed: $⟨\mathit{\text{value}}⟩$. Amount provided: $⟨\mathit{\text{value}}⟩$.

Workspace error occurred when trying to form the Jacobian matrix in calculating the initial values of the solution and its time derivative.

$\mathbf{ifail}=11$

fcn set $\mathbf{ires}=2$, which signals that the integration should terminate. $\mathbf{ires}=⟨\mathit{\text{value}}⟩$ at time $⟨\mathit{\text{value}}⟩$.

$\mathbf{ifail}=12$

A return was forced by setting $\mathbf{imon}=-2$, but the integration was successful as far as t.

$\mathbf{ifail}=13$

The requested task has been completed, but it is estimated that a small change in rtol and atol is unlikely to produce any change in the computed solution. (This ONLY applies when you are NOT operating in one step mode; that is, when $\mathbf{itask}\ne 2$ or $5$.)

$\mathbf{ifail}=14$

On entry, too much accuracy requested for precision of the machine at the start of problem. The tolerances should be checked; the requested accuracy should be reduced by a factor of at least $⟨\mathit{\text{value}}⟩$.

$\mathbf{ifail}=15$

The linear algebra setup routine for banded Jacobian was not called first.

$\mathbf{ifail}=-99$

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