d01ua: FL CL CPP AD

NAG AD Library
d01ua_a1w_f (dim1_gauss_vec_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.

Keyword Search:

NAG Library Manual, Mark 27

Interfaces: FL CL CPP AD

NAG AD Library Introduction

D01 (Quad) Chapter Contents

D01 (Quad) Chapter Introduction (FL)

d01ua: 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

1 Purpose

d01ua_a1w_f is the adjoint version of the primal routine d01uaf.

2 Specification

Fortran Interface

Subroutine d01ua_a1w_f (

ad_handle, key, a, b, n, f, dinest, iuser, ruser, ifail)

Integer, Intent (In)	::	key, n
Integer, Intent (Inout)	::	iuser(*), ifail
Type (nagad_a1w_w_rtype), Intent (In)	::	a, b
Type (nagad_a1w_w_rtype), Intent (Inout)	::	ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out)	::	dinest
Type (c_ptr), Intent (In)	::	ad_handle
External	::	f

C++ Header Interface

#include <nagad.h>

void d01ua_a1w_f_ (

void *&ad_handle, const Integer &key, const nagad_a1w_w_rtype &a, const nagad_a1w_w_rtype &b, const Integer &n,
void (NAG_CALL f)(void *&ad_handle, nagad_a1w_w_rtype x[], const Integer &nx, nagad_a1w_w_rtype fv[], Integer &iflag, Integer iuser[], nagad_a1w_w_rtype ruser[]),
nagad_a1w_w_rtype &dinest, Integer iuser[], nagad_a1w_w_rtype ruser[], Integer &ifail)

The routine may be called by the names d01ua_a1w_f or nagf_quad_dim1_gauss_vec_a1w.

3 Description

d01ua_a1w_f is the adjoint version of the primal routine d01uaf.

d01uaf computes an estimate of the definite integral of a function of known analytical form, using a Gaussian quadrature formula with a specified number of abscissae. Formulae are provided for a finite interval (Gauss–Legendre), a semi-infinite interval (Gauss–Laguerre, rational Gauss), and an infinite interval (Gauss–Hermite). For further information see Section 3 in the documentation for d01uaf.

4 References

None.

5 Arguments

In addition to the arguments present in the interface of the primal routine, d01ua_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: key – Integer Input

3: a – Type (nagad_a1w_w_rtype) Input

4: b – Type (nagad_a1w_w_rtype) Input

5: n – Integer Input

6: f – Subroutine External Procedure

The specification of f is:

Fortran Interface

Subroutine f (

ad_handle, x, nx, fv, iflag, iuser, ruser)

Integer, Intent (In)	::	nx
Integer, Intent (Inout)	::	iflag, iuser(*)
Type (nagad_a1w_w_rtype), Intent (In)	::	x(nx)
Type (nagad_a1w_w_rtype), Intent (Inout)	::	ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out)	::	fv(nx)
Type (c_ptr), Intent (In)	::	ad_handle

C++ Interface

#include <nagad.h>

void f (

void *&ad_handle, nagad_a1w_w_rtype x[], const Integer &nx, nagad_a1w_w_rtype fv[], Integer &iflag, 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: x – Type (nagad_a1w_w_rtype) array Input
3: nx – Integer Input
4: fv – Type (nagad_a1w_w_rtype) array Output
5: iflag – Integer Input/Output
6: iuser – Integer array User Workspace
7: ruser – Type (nagad_a1w_w_rtype) array User Workspace

7: dinest – Type (nagad_a1w_w_rtype) Output

8: iuser( $*$ ) – Integer array User Workspace

9: ruser( $*$ ) – Type (nagad_a1w_w_rtype) array User Workspace

10: ifail – Integer Input/Output

6 Error Indicators and Warnings

d01ua_a1w_f preserves all error codes from d01uaf 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.