f07fj: FL CL CPP AD

NAG AD Library
f07fj_a1w_f (dpotri_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

F07 (Lapacklin) Chapter Contents

F07 (Lapacklin) Chapter Introduction (FL)

f07fj: 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

f07fj_a1w_f is the adjoint version of the primal routine f07fjf (dpotri).

2 Specification

Fortran Interface

Subroutine f07fj_a1w_f (

ad_handle, uplo, n, a, lda, ifail)

Integer, Intent (In)	::	n, lda
Integer, Intent (Inout)	::	ifail
Type (nagad_a1w_w_rtype), Intent (Inout)	::	a(lda,*)
Character (1), Intent (In)	::	uplo
Type (c_ptr), Intent (Inout)	::	ad_handle

C++ Header Interface

#include <nagad.h>

void f07fj_a1w_f_ (

void *&ad_handle, const char *uplo, const Integer &n, nagad_a1w_w_rtype a[], const Integer &lda, Integer &ifail, const Charlen length_uplo)

The routine may be called by the names f07fj_a1w_f or nagf_lapacklin_dpotri_a1w. The corresponding t1w and p0w variants of this routine are also available.

3 Description

f07fj_a1w_f is the adjoint version of the primal routine f07fjf (dpotri).

f07fjf (dpotri) computes the inverse of a real symmetric positive definite matrix

A

, where

A

has been factorized by f07fdf. For further information see Section 3 in the documentation for f07fjf (dpotri).

4 References

Du Croz J J and Higham N J (1992) Stability of methods for matrix inversion IMA J. Numer. Anal. 12 1–19

5 Arguments

In addition to the arguments present in the interface of the primal routine, f07fj_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: uplo – character Input
3: n – Integer Input
4: a(lda, $*$ ) – Type (nagad_a1w_w_rtype) array Input/Output
5: lda – Integer Input
6: ifail – Integer Input/Output: On entry: must be set to $0$ , $- 1 or 1$ .
On exit: any errors are indicated as described in Section 6.

6 Error Indicators and Warnings

f07fj_a1w_f uses the standard NAG ifail mechanism. Any errors indicated via info values returned by f07fjf may be indicated with the same value returned by ifail. In addition, this routine may 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

f07fj_a1w_f is not threaded in any implementation.

9 Further Comments

None.

10 Example

The following examples are variants of the example for f07fjf (dpotri), modified to demonstrate calling the NAG AD Library.

10.1 Adjoint mode (a1w)

Language	Source File	Data	Results
Fortran	f07fj_a1w_fe.f90	f07fj_a1w_fe.d	f07fj_a1w_fe.r
C++	f07fj_a1w_hcppe.cpp	f07fj_a1w_hcppe.d	f07fj_a1w_hcppe.r

10.2 Tangent mode (t1w)

Language	Source File	Data	Results
Fortran	f07fj_t1w_fe.f90	f07fj_t1w_fe.d	f07fj_t1w_fe.r
C++	f07fj_t1w_hcppe.cpp	f07fj_t1w_hcppe.d	f07fj_t1w_hcppe.r

10.3 Passive mode (p0w)

Language	Source File	Data	Results
Fortran	f07fj_p0w_fe.f90	f07fj_p0w_fe.d	f07fj_p0w_fe.r
C++	f07fj_p0w_hcppe.cpp	f07fj_p0w_hcppe.d	f07fj_p0w_hcppe.r