e04dg_a1w_f (uncon_conjgrd_comp_a1w) : NAG AD Library Routine Document, Mark 27

NAG AD Library
e04dg_a1w_f (uncon_conjgrd_comp_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 e04dg_a1w_f (

ad_handle, n, objfun, iter, objf, objgrd, x, iwork, work, iuser, ruser, lwsav, iwsav, rwsav, ifail)

Integer, Intent (In)	::	n
Integer, Intent (Inout)	::	iuser(*), iwsav(610), ifail
Integer, Intent (Out)	::	iter, iwork(n+1)
Type (nagad_a1w_w_rtype), Intent (Inout)	::	x(n), ruser(*), rwsav(475)
Type (nagad_a1w_w_rtype), Intent (Out)	::	objf, objgrd(n), work(13*n)
Logical, Intent (Inout)	::	lwsav(120)
Type (c_ptr), Intent (In)	::	ad_handle
External	::	objfun

C++ Header Interface

#include <nagad.h>

void e04dg_a1w_f_ (

void *&ad_handle, const Integer &n,
void (NAG_CALL objfun)(void *&ad_handle, Integer &mode, const Integer &n, nagad_a1w_w_rtype x[], nagad_a1w_w_rtype &objf, nagad_a1w_w_rtype objgrd[], const Integer &nstate, Integer iuser[], nagad_a1w_w_rtype ruser[]),
Integer &iter, nagad_a1w_w_rtype &objf, nagad_a1w_w_rtype objgrd[], nagad_a1w_w_rtype x[], Integer iwork[], nagad_a1w_w_rtype work[], Integer iuser[], nagad_a1w_w_rtype ruser[], logical lwsav[], Integer iwsav[], nagad_a1w_w_rtype rwsav[], Integer &ifail)

The routine may be called by the names e04dg_a1w_f or nagf_opt_uncon_conjgrd_comp_a1w.

3 Description

e04dg_a1w_f is the adjoint version of the primal routine e04dgf.

e04dgf minimizes an unconstrained nonlinear function of several variables using a pre-conditioned, limited memory quasi-Newton conjugate gradient method. First derivatives (or an ‘acceptable’ finite difference approximation to them) are required. It is intended for use on large scale problems. For further information see Section 3 in the documentation for e04dgf.

5 Arguments

In addition to the arguments present in the interface of the primal routine, e04dg_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

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

2: n – Integer Input

3: objfun – Subroutine External Procedure

The specification of objfun is:

Fortran Interface

Subroutine objfun (

ad_handle, mode, n, x, objf, objgrd, nstate, iuser, ruser)

Integer, Intent (In)	::	n, nstate
Integer, Intent (Inout)	::	mode, iuser(*)
Type (nagad_a1w_w_rtype), Intent (In)	::	x(n)
Type (nagad_a1w_w_rtype), Intent (Inout)	::	ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out)	::	objf, objgrd(n)
Type (c_ptr), Intent (In)	::	ad_handle

C++ Interface

#include <nagad.h>

void objfun (

void *&ad_handle, Integer &mode, const Integer &n, nagad_a1w_w_rtype x[], nagad_a1w_w_rtype &objf, nagad_a1w_w_rtype objgrd[], const Integer &nstate, 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: mode – Integer Input/Output
3: n – Integer Input
4: x – Type (nagad_a1w_w_rtype) array Input
5: objf – Type (nagad_a1w_w_rtype) Output
6: objgrd – Type (nagad_a1w_w_rtype) array Output
7: nstate – Integer Input
8: iuser – Integer array User Workspace
9: ruser – Type (nagad_a1w_w_rtype) array User Workspace

4: iter – Integer Output

5: objf – Type (nagad_a1w_w_rtype) Output

6: objgrd(n) – Type (nagad_a1w_w_rtype) array Output

7: x(n) – Type (nagad_a1w_w_rtype) array Input/Output

8: iwork(

n + 1

) – Integer array Workspace

9: work(

13 \times n

) – Type (nagad_a1w_w_rtype) array Workspace

10: iuser(

*

) – Integer array User Workspace

11: ruser(

*

) – Type (nagad_a1w_w_rtype) array User Workspace

12: lwsav(

120

) – logical array Communication Array

The arrays lwsav, iwsav and rwsav must not be altered between calls to any of the routines routine, routine, routine or routine.

13: iwsav(

610

) – Integer array Communication Array

The arrays lwsav, iwsav and rwsav must not be altered between calls to any of the routines routine, routine, routine or routine.

14: rwsav(

475

) – Type (nagad_a1w_w_rtype) array Communication Array

The arrays lwsav, iwsav and rwsav must not be altered between calls to any of the routines routine, routine, routine or routine.

15: ifail – Integer Input/Output

6 Error Indicators and Warnings

e04dg_a1w_f preserves all error codes from e04dgf 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	e04dg_a1w_fe.f90	e04dg_a1w_fe.d	e04dg_a1w_fe.r
C++	e04dg_a1w_hcppe.cpp	e04dg_a1w_hcppe.d	e04dg_a1w_hcppe.r

NAG AD Library
e04dg_a1w_f (uncon_conjgrd_comp_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 Librarye04dg_a1w_f (uncon_conjgrd_comp_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
e04dg_a1w_f (uncon_conjgrd_comp_a1w)