e01bg: FL CL CPP AD

NAG AD Library
e01bg_a1w_f (dim1_monotonic_deriv_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.

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NAG Library Manual, Mark 27.1

Interfaces: FL CL CPP AD

NAG AD Library Introduction

E01 (Interp) Chapter Contents

E01 (Interp) Chapter Introduction (FL)

e01bg: FL CL CPP AD

▸▿ 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

10.1 Adjoint mode (a1w)

10.2 Tangent mode (t1w)

10.3 Passive mode (p0w)

1 Purpose

e01bg_a1w_f is the adjoint version of the primal routine e01bgf.

2 Specification

Fortran Interface

Subroutine e01bg_a1w_f (

ad_handle, n, x, f, d, m, px, pf, pd, ifail)

Integer, Intent (In)	::	n, m
Integer, Intent (Inout)	::	ifail
Type (nagad_a1w_w_rtype), Intent (In)	::	x(n), f(n), d(n), px(m)
Type (nagad_a1w_w_rtype), Intent (Out)	::	pf(m), pd(m)
Type (c_ptr), Intent (Inout)	::	ad_handle

C++ Header Interface

#include <nagad.h>

void e01bg_a1w_f_ (

void *&ad_handle, const Integer &n, const nagad_a1w_w_rtype x[], const nagad_a1w_w_rtype f[], const nagad_a1w_w_rtype d[], const Integer &m, const nagad_a1w_w_rtype px[], nagad_a1w_w_rtype pf[], nagad_a1w_w_rtype pd[], Integer &ifail)

The routine may be called by the names e01bg_a1w_f or nagf_interp_dim1_monotonic_deriv_a1w. The corresponding t1w and p0w variants of this routine are also available.

3 Description

e01bg_a1w_f is the adjoint version of the primal routine e01bgf.

e01bgf evaluates a piecewise cubic Hermite interpolant and its first derivative at a set of points. For further information see Section 3 in the documentation for e01bgf.

4 References

Fritsch F N (1982) PCHIP final specifications Report UCID-30194 Lawrence Livermore National Laboratory

5 Arguments

In addition to the arguments present in the interface of the primal routine, e01bg_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: x(n) – Type (nagad_a1w_w_rtype) array Input
4: f(n) – Type (nagad_a1w_w_rtype) array Input
5: d(n) – Type (nagad_a1w_w_rtype) array Input
6: m – Integer Input
7: px(m) – Type (nagad_a1w_w_rtype) array Input
8: pf(m) – Type (nagad_a1w_w_rtype) array Output
9: pd(m) – Type (nagad_a1w_w_rtype) array Output
10: ifail – Integer Input/Output

6 Error Indicators and Warnings

e01bg_a1w_f preserves all error codes from e01bgf 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

e01bg_a1w_f is not threaded in any implementation.

9 Further Comments

None.

10 Example

The following examples are variants of the example for e01bgf, modified to demonstrate calling the NAG AD Library.

10.1 Adjoint mode (a1w)

Language	Source File	Data	Results
Fortran	e01bg_a1w_fe.f90	e01bg_a1w_fe.d	e01bg_a1w_fe.r
C++	e01bg_a1w_hcppe.cpp	e01bg_a1w_hcppe.d	e01bg_a1w_hcppe.r

10.2 Tangent mode (t1w)

Language	Source File	Data	Results
Fortran	e01bg_t1w_fe.f90	e01bg_t1w_fe.d	e01bg_t1w_fe.r
C++	e01bg_t1w_hcppe.cpp	e01bg_t1w_hcppe.d	e01bg_t1w_hcppe.r

10.3 Passive mode (p0w)

Language	Source File	Data	Results
Fortran	e01bg_p0w_fe.f90	e01bg_p0w_fe.d	e01bg_p0w_fe.r
C++	e01bg_p0w_hcppe.cpp	e01bg_p0w_hcppe.d	e01bg_p0w_hcppe.r