NAG AD Library Contents
NAG AD Library Introduction – information specific to the NAG AD Library
X10 (adutils) – Automatic Differentiation Utilities Chapter Introduction
- C05 (roots)
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- c05ay_a1w_f (nagf_contfn_brent_a1w) (symbolic adjoint mode)
- Zero of continuous function in a given interval, Brent algorithm
- D01 (quad)
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- d01fb_a1w_f (nagf_md_gauss_a1w)
- Multidimensional Gaussian quadrature over hyper-rectangle
- d01pa_a1w_f (nagf_md_simplex_a1w)
- Multidimensional quadrature over an n-simplex
- d01rg_a1w_f (nagf_dim1_fin_gonnet_vec_a1w)
- One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands
- E01 (interp)
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- e01ba_a1w_f (nagf_dim1_spline_a1w)
- Interpolating functions, cubic spline interpolant, one variable
- e01be_a1w_f (nagf_dim1_monotonic_a1w)
- Interpolating functions, monotonicity-preserving, piecewise cubic Hermite, one variable
- e01bg_a1w_f (nagf_dim1_monotonic_deriv_a1w)
- Interpolated values, interpolant computed by e01bef, function and first derivative, one variable
- e01ea_a1w_f (nagf_dim2_triangulate_a1w)
- Triangulation of two-dimensional scattered grid, method of Renka and Cline
- e01eb_a1w_f (nagf_dim2_triang_bary_eval_a1w)
- Barycentric interpolation on function values provided on a two-dimensional scattered grid
- E02 (fit)
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- e02bb_a1w_f (nagf_dim1_spline_eval_a1w)
- Evaluation of fitted cubic spline, function only
- E04 (opt)
-
- e04dg_a1w_f (nagf_uncon_conjgrd_comp_a1w)
- Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive)
- e04fc_a1w_f (nagf_lsq_uncon_mod_func_comp_a1w)
- Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using function values only
(comprehensive)
- e04gb_a1w_f (nagf_lsq_uncon_quasi_deriv_comp_a1w) (symbolic adjoint mode)
- Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (comprehensive)
- F07 (lapacklin)
-
- f07ca_a1w_f (nagf_dgtsv_a1w) (symbolic adjoint mode)
- Computes the solution to a real tridiagonal system of linear equations
- f07ce_a1w_f (nagf_dgttrs_a1w)
- Solves a real tridiagonal system of linear equations using the LU factorization computed by f07cdf
- f07fd_a1w_f (nagf_dpotrf_a1w)
- Cholesky factorization of real symmetric positive definite matrix
- f07fe_a1w_f (nagf_dpotrs_a1w)
- Solution of real symmetric positive definite system of linear equations, multiple right-hand sides, matrix already factorized by f07fdf
- F08 (lapackeig)
-
- f08kd_a1w_f (nagf_dgesdd_a1w) (symbolic adjoint mode)
- Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (divide-and-conquer)
- S (specfun)
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- s01ba_a1w_f (nagf_log_shifted_a1w)
- ln(1+x)
- X10 (adutils)
-
- x10aa_a1w_f (nagf_adutils_config_handle_create_a1w)
- Create a configuration data object
- x10ab_a1w_f (nagf_adutils_config_handle_destroy_a1w)
- Remove a configuration data object
- x10ac_a1w_f (nagf_adutils_config_mode_set_a1w)
- Set the algorithmic mode
- x10ad_a1w_f (nagf_adutils_config_mode_get_a1w)
- Get the algorithmic mode
- x10ba_a1w_f (nagf_adutils_callback_object_create_a1w)
- Create a callback data object
- x10bb_a1w_f (nagf_adutils_callback_insert_a1w)
- Insert the location of the AD callback into the callback data object
- x10bc_a1w_f (nagf_adutils_callback_mode_set_a1w)
- Set the callback algorithmic mode
- x10bd_a1w_f (nagf_adutils_callback_mode_get_a1w)
- Get the callback algorithmic mode
- x10be_a1w_f (nagf_adutils_callback_write_integer_a1w)
- Write an integer (working precision) scalar to the callback data object
- x10bf_a1w_f (nagf_adutils_callback_write_real_a1w)
- Write a real (working precision) scalar to the callback data object
- x10bj_a1w_f (nagf_adutils_callback_write_type_a1w)
- Write a scalar of type nagad_a1w_w_rtype to the callback data object
- x10ce_a1w_f (nagf_adutils_callback_read_integer_a1w)
- Read an integer scalar from the callback data object
- x10cf_a1w_f (nagf_adutils_callback_read_real_a1w)
- Read a real (working precision) scalar from the callback data object
- x10cj_a1w_f (nagf_adutils_callback_read_type_a1w)
- Read a scalar of type nagad_a1w_w_rtype from the callback data object