NAG Library Manual, Mark 27.1
Interfaces:  FL   CL   CPP   AD 
NAG AD Library Introduction
D02 (Ode) Chapter Contents
D02 (Ode) Chapter Introduction (FL)
d02pq:  FL   CL   CPP   AD 

NAG AD Library
d02pq_a1w_f (ivp_rkts_setup_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)
d02pq:  FL   CL   CPP   AD 

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© The Numerical Algorithms Group Ltd. 2020
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1 Purpose

d02pq_a1w_f is the adjoint version of the primal routine d02pqf.

2 Specification

Fortran Interface
Subroutine d02pq_a1w_f ( ad_handle, n, tstart, tend, yinit, tol, thresh, method, hstart, iwsav, rwsav, ifail)
Integer, Intent (In) :: n, method
Integer, Intent (Inout) :: ifail
Integer, Intent (Out) :: iwsav(130)
Type (nagad_a1w_w_rtype), Intent (In) :: tstart, tend, yinit(n), tol, thresh(n), hstart
Type (nagad_a1w_w_rtype), Intent (Out) :: rwsav(32*n+350)
Type (c_ptr), Intent (Inout) :: ad_handle
C++ Header Interface
#include <nagad.h>
void d02pq_a1w_f_ ( void *&ad_handle, const Integer &n, const nagad_a1w_w_rtype &tstart, const nagad_a1w_w_rtype &tend, const nagad_a1w_w_rtype yinit[], const nagad_a1w_w_rtype &tol, const nagad_a1w_w_rtype thresh[], const Integer &method, const nagad_a1w_w_rtype &hstart, Integer iwsav[], nagad_a1w_w_rtype rwsav[], Integer &ifail)
The routine may be called by the names d02pq_a1w_f or nagf_ode_ivp_rkts_setup_a1w. The corresponding t1w and p0w variants of this routine are also available.

3 Description

d02pq_a1w_f is the adjoint version of the primal routine d02pqf.
d02pqf is a setup routine which must be called prior to the first call of either of the integration routines d02pef, d02pff or d02pgf. For further information see Section 3 in the documentation for d02pqf.

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, d02pq_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: n – Integer Input
3: tstart – Type (nagad_a1w_w_rtype) Input
4: tend – Type (nagad_a1w_w_rtype) Input
5: yinit(n) – Type (nagad_a1w_w_rtype) array Input
6: tol – Type (nagad_a1w_w_rtype) Input
7: thresh(n) – Type (nagad_a1w_w_rtype) array Input
8: method – Integer Input
9: hstart – Type (nagad_a1w_w_rtype) Input
10: iwsav(130) – Integer array Communication Array
11: rwsav(32×n+350) – Type (nagad_a1w_w_rtype) array Communication Array
12: ifail – Integer Input/Output

6 Error Indicators and Warnings

d02pq_a1w_f preserves all error codes from d02pqf 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

d02pq_a1w_f is not threaded in any implementation.

9 Further Comments

None.

10 Example

The following examples are variants of the example for d02pqf, modified to demonstrate calling the NAG AD Library.

10.1 Adjoint mode (a1w)

LanguageSource FileDataResults
Fortrand02pq_a1w_fe.f90d02pq_a1w_fe.dd02pq_a1w_fe.r
C++d02pq_a1w_hcppe.cppNoned02pq_a1w_hcppe.r

10.2 Tangent mode (t1w)

LanguageSource FileDataResults
Fortrand02pq_t1w_fe.f90d02pq_t1w_fe.dd02pq_t1w_fe.r
C++d02pq_t1w_hcppe.cppNoned02pq_t1w_hcppe.r

10.3 Passive mode (p0w)

LanguageSource FileDataResults
Fortrand02pq_p0w_fe.f90d02pq_p0w_fe.dd02pq_p0w_fe.r
C++d02pq_p0w_hcppe.cppNoned02pq_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)
d02pq:  FL   CL   CPP   AD 
© The Numerical Algorithms Group Ltd. 2020