NAG FL Interface
d02nyf (ivp_​stiff_​integ_​diag)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: $\mathbf{neq}$ – Integer Input

On entry: the value used for the argument neq when calling the integrator.

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

2: $\mathbf{neqmax}$ – Integer Input

On entry: the value used for the argument neqmax when calling the integrator.

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

3: $\mathbf{hu}$ – Real (Kind=nag_wp) Output

On exit: the last successful step size.

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

On exit: the proposed next step size for continuing the integration.

5: $\mathbf{tcur}$ – Real (Kind=nag_wp) Output

On exit: $t$, the value of the independent variable which the integrator has actually reached. tcur will always be at least as far as the output value of the argument $t$ in the direction of integration, but may be further (if overshooting and interpolation at tout was specified, e.g., see d02nbf).

6: $\mathbf{tolsf}$ – Real (Kind=nag_wp) Output

On exit: a tolerance scale factor, $\mathbf{tolsf}\ge 1.0$, which is computed when a request for too much accuracy is detected by the integrator (indicated by a return with $\mathbf{ifail}=\mathbf{3}$ or $\mathbf{14}$). If itol is left unaltered but rtol and atol are uniformly scaled up by a factor of tolsf the next call to the integrator is deemed likely to succeed.

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

On entry: contains information supplied by the integrator.

8: $\mathbf{nst}$ – Integer Output

On exit: the number of steps taken in the integration so far.

9: $\mathbf{nre}$ – Integer Output

On exit: the number of function or residual evaluations (fcn (e.g., see d02nbf) or resid (e.g., see d02ngf) calls) used in the integration so far.

10: $\mathbf{nje}$ – Integer Output

On exit: the number of Jacobian evaluations used in the integration so far. This equals the number of matrix $LU$ decompositions.

11: $\mathbf{nqu}$ – Integer Output

On exit: the order of the method last used (successfully) in the integration.

12: $\mathbf{nq}$ – Integer Output

On exit: the proposed order of the method for continuing the integration.

13: $\mathbf{niter}$ – Integer Output

On exit: the number of iterations performed in the integration so far by the nonlinear equation solver.

14: $\mathbf{imxer}$ – Integer Output

On exit: the index of the component of largest magnitude in the weighted local error vector $(e_{\mathit{i}}/w_{\mathit{i}})$, for $\mathit{i}=1,2,\dots ,\mathbf{neq}$.

15: $\mathbf{algequ}\left(\mathbf{neq}\right)$ – Logical array Output

On exit: $\mathbf{algequ}\left(\mathit{i}\right)=\mathrm{.TRUE.}$ if the $\mathit{i}$th equation integrated was detected to be algebraic, otherwise $\mathbf{algequ}\left(\mathit{i}\right)=\mathrm{.FALSE.}$. Note that when the integrators for explicit equations are being used, then $\mathbf{algequ}\left(\mathit{i}\right)=\mathrm{.FALSE.}$, for $\mathit{i}=1,2,\dots ,\mathbf{neq}$.

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

On entry: contains information supplied by the integrator.

17: $\mathbf{ifail}$ – 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, $\mathbf{neq}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{neq}\ge 1$.

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

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

$\mathbf{ifail}=-99$

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