d01fb_ad_f : NAG AD Library Routine Document, Mark 26

Fortran Interface

Subroutine d01fb_a1w_f (

ad_handle, ndim, nptvec, lwa, weight, abscis, fun, ret, iuser, ruser, ifail)

Integer, Intent (In)	::	ndim, nptvec(ndim), lwa
Integer, Intent (Inout)	::	iuser(*), ifail
External	::	fun
Type (nagad_a1w_w_rtype), Intent (In)	::	weight(lwa), abscis(lwa)
Type (nagad_a1w_w_rtype), Intent (Inout)	::	ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out)	::	ret
Type (c_ptr), Intent (In)	::	ad_handle

Subroutine fun (

ad_handle, ndim, x, ret, iuser, ruser)

Integer, Intent (In)	::	ndim
Integer, Intent (Inout)	::	iuser(*)
Type (nagad_a1w_w_rtype), Intent (Inout)	::	x(ndim), ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out)	::	ret
Type (c_ptr), Intent (In)	::	ad_handle

C++ Header Interface

#include <nagad.h>

void d01fb_a1w_f_ (

void *&ad_handle, const Integer &ndim, Integer nptvec[], const Integer &lwa, nagad_a1w_w_rtype weight[], nagad_a1w_w_rtype abscis[],
void (NAG_CALL fun)(void *&ad_handle, const Integer &ndim, nagad_a1w_w_rtype x[], nagad_a1w_w_rtype &ret, Integer iuser[], nagad_a1w_w_rtype ruser[]),
nagad_a1w_w_rtype &ret,
Integer iuser[], nagad_a1w_w_rtype ruser[], Integer &ifail)

Description

d01fbf computes an estimate of a multidimensional integral (from

1

20

dimensions), given the analytic form of the integrand and suitable Gaussian weights and abscissae. For further information see Section 3 in the documentation for d01fbf .

References

Arguments

d01fb_a1w_f provides access to all the arguments available in the primal routine. There are also additional arguments specific to AD. A tooltip popup for each argument can be found by hovering over the argument name in Section 2 and a summary of the arguments are provided below:

ad_handle – a handle to the AD configuration data object, as created by x10aa_a1w_f.
ndim – $n$ , the number of dimensions of the integral.
nptvec – $nptvec (j)$ must specify the number of points in the $j$ th dimension of the summation, for $j = 1, 2, \dots, n$ .
lwa – the dimension of the arrays weight and abscis.
weight – must contain in succession the weights for the various dimensions, i.e., $weight (k)$ contains the $i$ th weight for the $j$ th dimension, with. $k = nptvec (1) + nptvec (2) + \dots + nptvec (j - 1) + i .$ .
abscis – must contain in succession the abscissae for the various dimensions, i.e., $abscis (k)$ contains the $i$ th abscissa for the $j$ th dimension, with. $k = nptvec (1) + nptvec (2) + \dots + nptvec (j - 1) + i .$ .
fun – this argument must return the value of the integrand $f$ at a specified point.
ret – routine computes an estimate of a multidimensional integral (from $1$ to $20$ dimensions), given the analytic form of the integrand and suitable Gaussian weights and abscissae..
iuser – may be used to pass information to user-supplied argument(s).
ruser – may be used to pass information to user-supplied argument(s).
ifail – on entry: ifail must be set to $0$ , $- 1 or 1$ . on exit: ifail = 0 unless the routine detects an error or a warning has been flagged (see Section 6).

Error Indicators and Warnings

d01fb_a1w_f preserves all error codes from d01fbf and in addition can return:

$ifail = - 89$: An unexpected AD error has been triggered by this routine. Please contact NAG.
See Section 5.2 in the NAG AD Library Introduction for further information.

$ifail = - 899$: Dynamic memory allocation failed for AD.
See Section 5.1 in the NAG AD Library Introduction for further information.

Language	Source File	Data	Results
Fortan	d01fb_a1w_fe.f90	None	d01fb_a1w_fe.r
C++	d01fb_a1w_hcppe.cpp	None	d01fb_a1w_hcppe.r

NAG AD Library Routine Document

d01fb_a1w_f (md_gauss_a1w)

▸▿ Contents

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

6

Error Indicators and Warnings

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

NAG AD Library Routine Document

d01fb_a1w_f (md_gauss_a1w)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example