e04ab: FL CL CPP AD

NAG AD Library
e04ab_a1w_f (one_var_func_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

E04 (Opt) Chapter Contents

E04 (Opt) Chapter Introduction (FL)

e04ab: 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

e04ab_a1w_f is the adjoint version of the primal routine e04abf.

2 Specification

Fortran Interface

Subroutine e04ab_a1w_f (

ad_handle, funct, e1, e2, a, b, maxcal, x, f, iuser, ruser, ifail)

Integer, Intent (Inout)	::	maxcal, iuser(*), ifail
Type (nagad_a1w_w_rtype), Intent (Inout)	::	e1, e2, a, b, ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out)	::	x, f
Type (c_ptr), Intent (In)	::	ad_handle
External	::	funct

C++ Header Interface

#include <nagad.h>

void e04ab_a1w_f_ (

void *&ad_handle,
void (NAG_CALL funct)(void *&ad_handle, nagad_a1w_w_rtype &xc, nagad_a1w_w_rtype &fc, Integer iuser[], nagad_a1w_w_rtype ruser[]),
nagad_a1w_w_rtype &e1, nagad_a1w_w_rtype &e2, nagad_a1w_w_rtype &a, nagad_a1w_w_rtype &b, Integer &maxcal, nagad_a1w_w_rtype &x, nagad_a1w_w_rtype &f, Integer iuser[], nagad_a1w_w_rtype ruser[], Integer &ifail)

The routine may be called by the names e04ab_a1w_f or nagf_opt_one_var_func_a1w.

3 Description

e04ab_a1w_f is the adjoint version of the primal routine e04abf.

e04abf searches for a minimum, in a given finite interval, of a continuous function of a single variable, using function values only. The method (based on quadratic interpolation) is intended for functions which have a continuous first derivative (although it will usually work if the derivative has occasional discontinuities). For further information see Section 3 in the documentation for e04abf.

4 References

None.

5 Arguments

In addition to the arguments present in the interface of the primal routine, e04ab_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: funct – Subroutine External Procedure

The specification of funct is:

Fortran Interface

Subroutine funct (

ad_handle, xc, fc, iuser, ruser)

Integer, Intent (Inout)	::	iuser(*)
Type (nagad_a1w_w_rtype), Intent (In)	::	xc
Type (nagad_a1w_w_rtype), Intent (Inout)	::	ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out)	::	fc
Type (c_ptr), Intent (In)	::	ad_handle

C++ Interface

#include <nagad.h>

void funct (

void *&ad_handle, nagad_a1w_w_rtype &xc, nagad_a1w_w_rtype &fc, 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: xc – Type (nagad_a1w_w_rtype) Input
3: fc – Type (nagad_a1w_w_rtype) Output
4: iuser( $*$ ) – Integer array User Workspace
5: ruser( $*$ ) – Type (nagad_a1w_w_rtype) array User Workspace

3: e1 – Type (nagad_a1w_w_rtype) Input/Output

4: e2 – Type (nagad_a1w_w_rtype) Input/Output

5: a – Type (nagad_a1w_w_rtype) Input/Output

6: b – Type (nagad_a1w_w_rtype) Input/Output

7: maxcal – Integer Input/Output

8: x – Type (nagad_a1w_w_rtype) Output

9: f – Type (nagad_a1w_w_rtype) Output

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

User workspace.

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

User workspace.

12: ifail – Integer Input/Output

6 Error Indicators and Warnings

e04ab_a1w_f preserves all error codes from e04abf 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.