NAG Library Manual, Mark 27
Interfaces:  FL   CL   AD 
NAG AD Library Introduction
G01 (Stat) Chapter Contents
G01 (Stat) Chapter Introduction (FL)
g01ea:  FL   CL   AD 

NAG AD Library
g01ea_a1w_f (prob_normal_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.
NAG Library Manual, Mark 27
Interfaces:  FL   CL   AD 
NAG AD Library Introduction
G01 (Stat) Chapter Contents
G01 (Stat) Chapter Introduction (FL)
g01ea:  FL   CL   AD 

▸▿ Contents

© The Numerical Algorithms Group Ltd. 2019

1 Purpose

g01ea_a1w_f is the adjoint version of the primal routine g01eaf.

2 Specification

Fortran Interface
Subroutine g01ea_a1w_f ( ad_handle, tail, x, p, ifail)
Integer, Intent (Inout) :: ifail
Type (nagad_a1w_w_rtype), Intent (In) :: x
Type (nagad_a1w_w_rtype), Intent (Out) :: p
Character (1), Intent (In) :: tail
Type (c_ptr), Intent (In) :: ad_handle
C++ Header Interface
#include <nagad.h>
void g01ea_a1w_f_ ( void *&ad_handle, const char *tail, const nagad_a1w_w_rtype &x, nagad_a1w_w_rtype &p, Integer &ifail, const Charlen length_tail)
The routine may be called by the names g01ea_a1w_f or nagf_stat_prob_normal_a1w.

3 Description

g01ea_a1w_f is the adjoint version of the primal routine g01eaf.
g01eaf returns a one or two tail probability for the standard Normal distribution. For further information see Section 3 in the documentation for g01eaf.

4 References

None.

5 Arguments

In addition to the arguments present in the interface of the primal routine, g01ea_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 g01ea_a1w_f, is a subroutine, where the function value is returned in the additional output parameter, p.
1: ad_handle – Type (c_ptr) Input
On entry: a handle to the AD configuration data object, as created by x10aa_a1w_f.
2: tail – character Input
3: x – Type (nagad_a1w_w_rtype) Input
4: p – Type (nagad_a1w_w_rtype) Output
On exit: a one or two tail probability for the standard Normal distribution.
5: ifail – Integer Input/Output

6 Error Indicators and Warnings

g01ea_a1w_f preserves all error codes from g01eaf 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.

7 Accuracy

Not applicable.

8 Parallelism and Performance

g01ea_a1w_f is not threaded in any implementation.

9 Further Comments

None.

10 Example

The following examples are variants of the example for g01eaf, modified to demonstrate calling the NAG AD Library.
LanguageSource FileDataResults
Fortang01ea_a1w_fe.f90g01ea_a1w_fe.dg01ea_a1w_fe.r
C++g01ea_a1w_hcppe.cppg01ea_a1w_hcppe.dg01ea_a1w_hcppe.r
NAG Library Manual, Mark 27
Interfaces:  FL   CL   AD 
NAG AD Library Introduction
G01 (Stat) Chapter Contents
G01 (Stat) Chapter Introduction (FL)
g01ea:  FL   CL   AD 
© The Numerical Algorithms Group Ltd. 2019