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NAG AD Library Contents

NAG AD Library Introduction – information specific to the NAG AD Library

X10 (adutils) – Automatic Differentiation Utilities Chapter Introduction

C05 (roots)

c05ay_a1w_f (nagf_contfn_brent_a1w) (symbolic adjoint mode): Zero of continuous function in a given interval, Brent algorithm

D01 (quad)

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)

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)

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)

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