NAG Library Manual, Mark 27.1
Interfaces:  FL   CL   CPP   AD 
NAG AD Library Introduction
D02 (Ode) Chapter Contents
D02 (Ode) Chapter Introduction (FL)
d02pe:  FL   CL   CPP   AD 

NAG AD Library
d02pe_a1w_f (ivp_rkts_range_a1w)

Note: a1w denotes that first order adjoints are computed in working precision; this has the corresponding argument type nagad_a1w_w_rtype. Also available is the t1w (first order tangent linear) mode, the interface of which is implied by replacing a1w by t1w throughout this document. Additionally, the p0w (passive interface, as alternative to the FL interface) mode is available and can be inferred by replacing of active types by the corresponding passive types. The method of codifying AD implementations in the routine name and corresponding argument types is described in the NAG AD Library Introduction.
NAG Library Manual, Mark 27.1
Interfaces:  FL   CL   CPP   AD 
NAG AD Library Introduction
D02 (Ode) Chapter Contents
D02 (Ode) Chapter Introduction (FL)
d02pe:  FL   CL   CPP   AD 

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© The Numerical Algorithms Group Ltd. 2020
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1 Purpose

d02pe_a1w_f is the adjoint version of the primal routine d02pef.

2 Specification

Fortran Interface
Subroutine d02pe_a1w_f ( ad_handle, f, n, twant, tgot, ygot, ypgot, ymax, iwsav, rwsav, iuser, ruser, ifail)
Integer, Intent (In) :: n
Integer, Intent (Inout) :: iuser(*), iwsav(130), ifail
Type (nagad_a1w_w_rtype), Intent (In) :: twant
Type (nagad_a1w_w_rtype), Intent (Inout) :: ygot(n), ymax(n), ruser(*), rwsav(32*n+350)
Type (nagad_a1w_w_rtype), Intent (Out) :: tgot, ypgot(n)
Type (c_ptr), Intent (Inout) :: ad_handle
External :: f
C++ Header Interface
#include <nagad.h>
void d02pe_a1w_f_ ( void *&ad_handle,
void (NAG_CALL f)(void *&ad_handle, const nagad_a1w_w_rtype &t, const Integer &n, const nagad_a1w_w_rtype y[], nagad_a1w_w_rtype yp[], Integer iuser[], nagad_a1w_w_rtype ruser[]),
const Integer &n, const nagad_a1w_w_rtype &twant, nagad_a1w_w_rtype &tgot, nagad_a1w_w_rtype ygot[], nagad_a1w_w_rtype ypgot[], nagad_a1w_w_rtype ymax[], Integer iwsav[], nagad_a1w_w_rtype rwsav[], Integer iuser[], nagad_a1w_w_rtype ruser[], Integer &ifail)
The routine may be called by the names d02pe_a1w_f or nagf_ode_ivp_rkts_range_a1w. The corresponding t1w and p0w variants of this routine are also available.

3 Description

d02pe_a1w_f is the adjoint version of the primal routine d02pef.
d02pef solves an initial value problem for a first-order system of ordinary differential equations using Runge–Kutta methods. For further information see Section 3 in the documentation for d02pef.

4 References

Brankin R W, Gladwell I and Shampine L F (1991) RKSUITE: A suite of Runge–Kutta codes for the initial value problems for ODEs SoftReport 91-S1 Southern Methodist University

5 Arguments

In addition to the arguments present in the interface of the primal routine, d02pe_a1w_f includes some arguments specific to AD.
A brief summary of the AD specific arguments is given below. For the remainder, links are provided to the corresponding argument from the primal routine. A tooltip popup for all arguments can be found by hovering over the argument name in Section 2 and in this section.
1: ad_handle – Type (c_ptr) Input/Output
On entry: a handle to the AD configuration data object, as created by x10aa_a1w_f.
2: f – Subroutine External Procedure
The specification of f is:
Fortran Interface
Subroutine f ( ad_handle, t, n, y, yp, iuser, ruser)
Integer, Intent (In) :: n
Integer, Intent (Inout) :: iuser(*)
Type (nagad_a1w_w_rtype), Intent (In) :: t, y(n)
Type (nagad_a1w_w_rtype), Intent (Inout) :: ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out) :: yp(n)
Type (c_ptr), Intent (Inout) :: ad_handle
C++ Header Interface
#include <nagad.h>
void f ( void *&ad_handle, const nagad_a1w_w_rtype &t, const Integer &n, const nagad_a1w_w_rtype y[], nagad_a1w_w_rtype yp[], Integer iuser[], nagad_a1w_w_rtype ruser[])
1: ad_handle – Type (c_ptr) Input/Output
On entry: a handle to the AD configuration data object.
2: t – Type (nagad_a1w_w_rtype) Input
3: n – Integer Input
4: y – Type (nagad_a1w_w_rtype) array Input
5: yp – Type (nagad_a1w_w_rtype) array Output
6: iuser – Integer array User Workspace
7: ruser – Type (nagad_a1w_w_rtype) array User Workspace
3: n – Integer Input
4: twant – Type (nagad_a1w_w_rtype) Input
5: tgot – Type (nagad_a1w_w_rtype) Output
6: ygot(n) – Type (nagad_a1w_w_rtype) array Input/Output
7: ypgot(n) – Type (nagad_a1w_w_rtype) array Output
8: ymax(n) – Type (nagad_a1w_w_rtype) array Input/Output
9: iwsav(130) – Integer array Communication Array
10: rwsav(32×n+350) – Type (nagad_a1w_w_rtype) array Communication Array
11: iuser(*) – Integer array User Workspace
12: ruser(*) – Type (nagad_a1w_w_rtype) array User Workspace
13: ifail – Integer Input/Output

6 Error Indicators and Warnings

d02pe_a1w_f preserves all error codes from d02pef and in addition can return:
ifail=-89
An unexpected AD error has been triggered by this routine. Please contact NAG.
See Section 4.8.2 in the NAG AD Library Introduction for further information.
ifail=-899
Dynamic memory allocation failed for AD.
See Section 4.8.1 in the NAG AD Library Introduction for further information.

7 Accuracy

Not applicable.

8 Parallelism and Performance

d02pe_a1w_f is not threaded in any implementation.

9 Further Comments

None.

10 Example

The following examples are variants of the example for d02pef, modified to demonstrate calling the NAG AD Library.

10.1 Adjoint mode (a1w)

LanguageSource FileDataResults
Fortrand02pe_a1w_fe.f90d02pe_a1w_fe.dd02pe_a1w_fe.r
C++d02pe_a1w_hcppe.cppNoned02pe_a1w_hcppe.r

10.2 Tangent mode (t1w)

LanguageSource FileDataResults
Fortrand02pe_t1w_fe.f90d02pe_t1w_fe.dd02pe_t1w_fe.r
C++d02pe_t1w_hcppe.cppNoned02pe_t1w_hcppe.r

10.3 Passive mode (p0w)

LanguageSource FileDataResults
Fortrand02pe_p0w_fe.f90d02pe_p0w_fe.dd02pe_p0w_fe.r
C++d02pe_p0w_hcppe.cppNoned02pe_p0w_hcppe.r
NAG Library Manual, Mark 27.1
Interfaces:  FL   CL   CPP   AD 
NAG AD Library Introduction
D02 (Ode) Chapter Contents
D02 (Ode) Chapter Introduction (FL)
d02pe:  FL   CL   CPP   AD 
© The Numerical Algorithms Group Ltd. 2020