d01fb_a1w_f (md_gauss_a1w) : NAG AD Library Routine Document, Mark 27

NAG AD Library
d01fb_a1w_f (md_gauss_a1w)

Note: _a1w_ denotes that first order adjoints are computed in working precision; this has the corresponding argument type nagad_a1w_w_rtype. Further implementations, for example for higher order differentiation or using the tangent linear approach, may become available at later marks of the NAG AD Library. The method of codifying AD implementations in the routine name and corresponding argument types is described in the NAG AD Library Introduction.

2 Specification

Fortran Interface

Subroutine d01fb_a1w_f (

ad_handle, ndim, nptvec, lwa, weight, abscis, f, mdint, iuser, ruser, ifail)

Integer, Intent (In)	::	ndim, nptvec(ndim), lwa
Integer, Intent (Inout)	::	iuser(*), ifail
External	::	f
Type (nagad_a1w_w_rtype), Intent (In)	::	weight(lwa), abscis(lwa)
Type (nagad_a1w_w_rtype), Intent (Inout)	::	ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out)	::	mdint
Type (c_ptr), Intent (In)	::	ad_handle

C++ Header Interface

#include <nagad.h>

void d01fb_a1w_f_ (

void *&ad_handle, const Integer &ndim, Integer nptvec[], const Integer &lwa, nagad_a1w_w_rtype weight[], nagad_a1w_w_rtype abscis[],
void (NAG_CALL f)(void *&ad_handle, const Integer &ndim, nagad_a1w_w_rtype x[], nagad_a1w_w_rtype &retval, Integer iuser[], nagad_a1w_w_rtype ruser[]),
nagad_a1w_w_rtype &mdint, Integer iuser[], nagad_a1w_w_rtype ruser[], Integer &ifail)

The routine may be called by the names d01fb_a1w_f or nagf_quad_md_gauss_a1w.

3 Description

d01fb_a1w_f is the adjoint version of the primal routine d01fbf.

d01fbf computes an estimate of a multidimensional integral (from

1

20

dimensions), given the analytic form of the integrand and suitable Gaussian weights and abscissae. For further information see Section 3 in the documentation for d01fbf.

5 Arguments

In addition to the arguments present in the interface of the primal routine, d01fb_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.

Note that the primal routine is a function whereas d01fb_a1w_f, is a subroutine, where the function value is returned in the additional output parameter, mdint.

1: ad_handle – Type (c_ptr) Input

On entry: a handle to the AD configuration data object, as created by x10aa_a1w_f.

2: ndim – Integer Input

3: nptvec(ndim) – Integer array Input

4: lwa – Integer Input

5: weight(lwa) – Type (nagad_a1w_w_rtype) array Input

6: abscis(lwa) – Type (nagad_a1w_w_rtype) array Input

7: f – Subroutine External Procedure

Note that f is a subroutine in this interface, returning the function value via the additional output parameter retval.

The specification of f is:

Fortran Interface

Subroutine f (

ad_handle, ndim, x, retval, iuser, ruser)

Integer, Intent (In)	::	ndim
Integer, Intent (Inout)	::	iuser(*)
Type (nagad_a1w_w_rtype), Intent (In)	::	x(ndim)
Type (nagad_a1w_w_rtype), Intent (Inout)	::	ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out)	::	retval
Type (c_ptr), Intent (In)	::	ad_handle

C++ Interface

#include <nagad.h>

void f (

void *&ad_handle, const Integer &ndim, nagad_a1w_w_rtype x[], nagad_a1w_w_rtype &retval, Integer iuser[], nagad_a1w_w_rtype ruser[])

1: ad_handle – Type (c_ptr) Input: On entry: a handle to the AD configuration data object.
2: ndim – Integer Input
3: x – Type (nagad_a1w_w_rtype) array Input
4: retval – Type (nagad_a1w_w_rtype) Output: On exit: the value of $f (x)$ evaluated at x.
5: iuser( $*$ ) – Integer array User Workspace
6: ruser( $*$ ) – Type (nagad_a1w_w_rtype) array User Workspace

8: mdint – Type (nagad_a1w_w_rtype) Output

On exit: the estimate of the integral.

9: iuser(

*

) – Integer array User Workspace

User workspace.

10: ruser(

*

) – Type (nagad_a1w_w_rtype) array User Workspace

User workspace.

11: ifail – Integer Input/Output

6 Error Indicators and Warnings

d01fb_a1w_f preserves all error codes from d01fbf and in addition can return:

$ifail = - 89$: An unexpected AD error has been triggered by this routine. Please contact NAG.
See Section 4.5.2 in the NAG AD Library Introduction for further information.

$ifail = - 899$: Dynamic memory allocation failed for AD.
See Section 4.5.1 in the NAG AD Library Introduction for further information.

Language	Source File	Data	Results
Fortan	d01fb_a1w_fe.f90	None	d01fb_a1w_fe.r
C++	d01fb_a1w_hcppe.cpp	None	d01fb_a1w_hcppe.r

NAG AD Library
d01fb_a1w_f (md_gauss_a1w)

▸▿ 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

NAG AD Libraryd01fb_a1w_f (md_gauss_a1w)

▸▿ 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

NAG AD Library
d01fb_a1w_f (md_gauss_a1w)