err and warn are BSD format but they are not recommended by library
developers.  However their consiseness is useful!

The solution is to use some macros that create xerr etc which then
just map to the error() function.  The next problem is error() uses
program_invocation_name so we set this to program_invovation_short_name

This is a global set but seems to be the convention (or at least errors
are on the short name only) used everywhere else.