f07ce: FL CL CPP AD

NAG AD Library
f07ce_a1w_f (dgttrs_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.

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NAG Library Manual, Mark 27

Interfaces: FL CL CPP AD

NAG AD Library Introduction

F07 (Lapacklin) Chapter Contents

F07 (Lapacklin) Chapter Introduction (FL)

f07ce: 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

f07ce_a1w_f is the adjoint version of the primal routine f07cef (dgttrs).

2 Specification

Fortran Interface

Subroutine f07ce_a1w_f (

ad_handle, trans, n, nrhs, dl, d, du, du2, ipiv, b, ldb, ifail)

Integer, Intent (In)	::	n, nrhs, ipiv(*), ldb
Integer, Intent (Inout)	::	ifail
Type (nagad_a1w_w_rtype), Intent (In)	::	dl(), d(), du(), du2()
Type (nagad_a1w_w_rtype), Intent (Inout)	::	b(ldb,*)
Character (1), Intent (In)	::	trans
Type (c_ptr), Intent (In)	::	ad_handle

C++ Header Interface

#include <nagad.h>

void f07ce_a1w_f_ (

void *&ad_handle, const char *trans, const Integer &n, const Integer &nrhs, nagad_a1w_w_rtype dl[], nagad_a1w_w_rtype d[], nagad_a1w_w_rtype du[], nagad_a1w_w_rtype du2[], Integer ipiv[], nagad_a1w_w_rtype b[], const Integer &ldb, Integer &ifail, const Charlen length_trans)

The routine may be called by the names f07ce_a1w_f or nagf_lapacklin_dgttrs_a1w.

3 Description

f07ce_a1w_f is the adjoint version of the primal routine f07cef (dgttrs).

f07cef (dgttrs) computes the solution to a real system of linear equations

A X = B

A^{T} X = B

, where

A

is an

n

n

tridiagonal matrix and

X

and

B

are

n

r

matrices, using the

L U

factorization returned by f07cdf. For further information see Section 3 in the documentation for f07cef (dgttrs).

4 References

None.

5 Arguments

In addition to the arguments present in the interface of the primal routine, f07ce_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: trans – character Input
3: n – Integer Input
4: nrhs – Integer Input
5: dl( $*$ ) – Type (nagad_a1w_w_rtype) array Input
6: d( $*$ ) – Type (nagad_a1w_w_rtype) array Input
7: du( $*$ ) – Type (nagad_a1w_w_rtype) array Input
8: du2( $*$ ) – Type (nagad_a1w_w_rtype) array Input
9: ipiv( $*$ ) – Integer array Input
10: b(ldb, $*$ ) – Type (nagad_a1w_w_rtype) array Input/Output
11: ldb – Integer Input
12: ifail – Integer Input/Output: On entry: must be set to $0$ , $- 1 or 1$ .
On exit: any errors are indicated as described in Section 6.

6 Error Indicators and Warnings

f07ce_a1w_f uses the standard NAG ifail mechanism. Any errors indicated via info values returned by f07cef may be indicated with the same value returned by ifail. In addition, this routine may 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

f07ce_a1w_f is not threaded in any implementation.

9 Further Comments

None.

10 Example

The following examples are variants of the example for f07cef (dgttrs), modified to demonstrate calling the NAG AD Library.

Language	Source File	Data	Results
Fortran	f07ce_a1w_fe.f90	f07ce_a1w_fe.d	f07ce_a1w_fe.r
C++	f07ce_a1w_hcppe.cpp	f07ce_a1w_hcppe.d	f07ce_a1w_hcppe.r

NAG Library Manual, Mark 27

Interfaces: FL CL CPP AD

NAG AD Library Introduction

F07 (Lapacklin) Chapter Contents

F07 (Lapacklin) Chapter Introduction (FL)

f07ce: FL CL CPP AD

NAG AD Libraryf07ce_a1w_f (dgttrs_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
f07ce_a1w_f (dgttrs_a1w)