e04fc_a1w_f (lsq_uncon_mod_func_comp_a1w) : NAG AD Library Routine Document, Mark 27

NAG AD Library
e04fc_a1w_f (lsq_uncon_mod_func_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 e04fc_a1w_f (

ad_handle, m, n, lsqfun, lsqmon, iprint, maxcal, eta, xtol, stepmx, x, fsumsq, fvec, fjac, ldfjac, s, v, ldv, niter, nf, iuser, ruser, ifail)

Integer, Intent (In)	::	m, n, iprint, maxcal, ldfjac, ldv
Integer, Intent (Inout)	::	iuser(*), ifail
Integer, Intent (Out)	::	niter, nf
Type (nagad_a1w_w_rtype), Intent (In)	::	eta, xtol, stepmx
Type (nagad_a1w_w_rtype), Intent (Inout)	::	x(n), fjac(ldfjac,n), v(ldv,n), ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out)	::	fsumsq, fvec(m), s(n)
Type (c_ptr), Intent (In)	::	ad_handle
External	::	lsqfun, lsqmon

C++ Header Interface

#include <nagad.h>

void e04fc_a1w_f_ (

void *&ad_handle, const Integer &m, const Integer &n,
void (NAG_CALL lsqfun)(void *&ad_handle, Integer &iflag, const Integer &m, const Integer &n, nagad_a1w_w_rtype xc[], nagad_a1w_w_rtype fvec[], Integer iuser[], nagad_a1w_w_rtype ruser[]),
void (NAG_CALL lsqmon)(void *&ad_handle, const Integer &m, const Integer &n, nagad_a1w_w_rtype xc[], nagad_a1w_w_rtype fvec[], nagad_a1w_w_rtype fjac[], const Integer &ldfjac, nagad_a1w_w_rtype s[], const Integer &igrade, const Integer &niter, const Integer &nf, Integer iuser[], nagad_a1w_w_rtype ruser[]),
const Integer &iprint, const Integer &maxcal, const nagad_a1w_w_rtype &eta, const nagad_a1w_w_rtype &xtol, const nagad_a1w_w_rtype &stepmx, nagad_a1w_w_rtype x[], nagad_a1w_w_rtype &fsumsq, nagad_a1w_w_rtype fvec[], nagad_a1w_w_rtype fjac[], const Integer &ldfjac, nagad_a1w_w_rtype s[], nagad_a1w_w_rtype v[], const Integer &ldv, Integer &niter, Integer &nf, Integer iuser[], nagad_a1w_w_rtype ruser[], Integer &ifail)

The routine may be called by the names e04fc_a1w_f or nagf_opt_lsq_uncon_mod_func_comp_a1w.

3 Description

e04fc_a1w_f is the adjoint version of the primal routine e04fcf.

e04fcf is a comprehensive algorithm for finding an unconstrained minimum of a sum of squares of

m

nonlinear functions in

n

variables

(m \geq n)

. No derivatives are required.

The routine is intended for functions which have continuous first and second derivatives (although it will usually work even if the derivatives have occasional discontinuities). For further information see Section 3 in the documentation for e04fcf.

5 Arguments

In addition to the arguments present in the interface of the primal routine, e04fc_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: m – Integer Input

3: n – Integer Input

4: lsqfun – Subroutine External Procedure

The specification of lsqfun is:

Fortran Interface

Subroutine lsqfun (

ad_handle, iflag, m, n, xc, fvec, iuser, ruser)

Integer, Intent (In)	::	m, n
Integer, Intent (Inout)	::	iflag, iuser(*)
Type (nagad_a1w_w_rtype), Intent (In)	::	xc(n)
Type (nagad_a1w_w_rtype), Intent (Inout)	::	ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out)	::	fvec(m)
Type (c_ptr), Intent (In)	::	ad_handle

C++ Interface

#include <nagad.h>

void lsqfun (

void *&ad_handle, Integer &iflag, const Integer &m, const Integer &n, nagad_a1w_w_rtype xc[], nagad_a1w_w_rtype fvec[], 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: iflag – Integer Input/Output
3: m – Integer Input
4: n – Integer Input
5: xc – Type (nagad_a1w_w_rtype) array Input
6: fvec – Type (nagad_a1w_w_rtype) array Output
7: iuser( $*$ ) – Integer array User Workspace
8: ruser( $*$ ) – Type (nagad_a1w_w_rtype) array User Workspace

5: lsqmon – Subroutine External Procedure

The specification of lsqmon is:

Fortran Interface

Subroutine lsqmon (

ad_handle, m, n, xc, fvec, fjac, ldfjac, s, igrade, niter, nf, iuser, ruser)

Integer, Intent (In)	::	m, n, ldfjac, igrade, niter, nf
Integer, Intent (Inout)	::	iuser(*)
Type (nagad_a1w_w_rtype), Intent (In)	::	xc(n), fvec(m), fjac(ldfjac,n), s(n)
Type (nagad_a1w_w_rtype), Intent (Inout)	::	ruser(*)
Type (c_ptr), Intent (In)	::	ad_handle

C++ Interface

#include <nagad.h>

void lsqmon (

void *&ad_handle, const Integer &m, const Integer &n, nagad_a1w_w_rtype xc[], nagad_a1w_w_rtype fvec[], nagad_a1w_w_rtype fjac[], const Integer &ldfjac, nagad_a1w_w_rtype s[], const Integer &igrade, const Integer &niter, const Integer &nf, 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: m – Integer Input
3: n – Integer Input
4: xc – Type (nagad_a1w_w_rtype) array Input
5: fvec – Type (nagad_a1w_w_rtype) array Input
6: fjac – Type (nagad_a1w_w_rtype) array Input
7: ldfjac – Integer Input
8: s – Type (nagad_a1w_w_rtype) array Input
9: igrade – Integer Input
10: niter – Integer Input
11: nf – Integer Input
12: iuser( $*$ ) – Integer array User Workspace
13: ruser( $*$ ) – Type (nagad_a1w_w_rtype) array User Workspace

6: iprint – Integer Input

7: maxcal – Integer Input

8: eta – Type (nagad_a1w_w_rtype) Input

9: xtol – Type (nagad_a1w_w_rtype) Input

10: stepmx – Type (nagad_a1w_w_rtype) Input

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

12: fsumsq – Type (nagad_a1w_w_rtype) Output

13: fvec(m) – Type (nagad_a1w_w_rtype) array Output

14: fjac(ldfjac, n) – Type (nagad_a1w_w_rtype) array Output

15: ldfjac – Integer Input

16: s(n) – Type (nagad_a1w_w_rtype) array Output

17: v(ldv, n) – Type (nagad_a1w_w_rtype) array Output

18: ldv – Integer Input

19: niter – Integer Output

20: nf – Integer Output

21: iuser(

*

) – Integer array User Workspace

User workspace.

22: ruser(

*

) – Type (nagad_a1w_w_rtype) array User Workspace

User workspace.

23: ifail – Integer Input/Output

6 Error Indicators and Warnings

e04fc_a1w_f preserves all error codes from e04fcf 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	e04fc_a1w_fe.f90	e04fc_a1w_fe.d	e04fc_a1w_fe.r
C++	e04fc_a1w_hcppe.cpp	e04fc_a1w_hcppe.d	e04fc_a1w_hcppe.r

NAG AD Library
e04fc_a1w_f (lsq_uncon_mod_func_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 Librarye04fc_a1w_f (lsq_uncon_mod_func_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
e04fc_a1w_f (lsq_uncon_mod_func_comp_a1w)