f11bf is the AD Library version of the primal routine f11bff. Based (in the C++ interface) on overload resolution, f11bf can be used for primal, tangent and adjoint evaluation. It supports tangents and adjoints of first order.

2 Specification

Fortran Interface

Subroutine f11bf_AD_f (

itn, stplhs, stprhs, anorm, sigmax, work, lwork, ifail)

Integer, Intent (In)	::	lwork
Integer, Intent (Inout)	::	ifail
Integer, Intent (Out)	::	itn
ADTYPE, Intent (In)	::	work(lwork)
ADTYPE, Intent (Out)	::	stplhs, stprhs, anorm, sigmax
Type (c_ptr), Intent (Inout)	::	ad_handle

Corresponding to the overloaded C++ function, the Fortran interface provides five routines with names reflecting the type used for active real arguments. The actual subroutine and type names are formed by replacing AD and ADTYPE in the above as follows:

when ADTYPE is	Real(kind=nag_wp)	then AD is p0w
when ADTYPE is	Type(nagad_a1w_w_rtype)	then AD is a1w
when ADTYPE is	Type(nagad_t1w_w_rtype)	then AD is t1w

C++ Interface

#include <dco.hpp>
#include <nagad.h>
namespace nag {
namespace ad {

void f11bf (

handle_t &ad_handle, Integer &itn, ADTYPE &stplhs, ADTYPE &stprhs, ADTYPE &anorm, ADTYPE &sigmax, const ADTYPE work[], const Integer &lwork, Integer &ifail)

}
}

The function is overloaded on ADTYPE which represents the type of active arguments. ADTYPE may be any of the following types:
double,
dco::ga1s<double>::type,
dco::gt1s<double>::type

Note: this function can be used with AD tools other than dco/c++. For details, please contact NAG.

3 Description

f11bf is the AD Library version of the primal routine f11bff.

f11bff is the third in a suite of three routines for the iterative solution of a real general (nonsymmetric) system of simultaneous linear equations (see Golub and Van Loan (1996)). f11bff returns information about the computations during an iteration and/or after this has been completed. The first routine of the suite, f11bdf, is a setup routine; the second routine, f11bef, is the iterative solver itself.

These three routines are suitable for the solution of large sparse general (nonsymmetric) systems of equations. For further information see Section 3 in the documentation for f11bff.

4 References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5 Arguments

In addition to the arguments present in the interface of the primal routine, f11bf 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 – nag::ad::handle_t Input/Output: On entry: a configuration object that holds information on the differentiation strategy. Details on setting the AD strategy are described in AD handle object in the NAG AD Library Introduction.
2: itn – Integer Output
3: stplhs – ADTYPE Output
4: stprhs – ADTYPE Output
5: anorm – ADTYPE Output
6: sigmax – ADTYPE Output
7: work(lwork) – ADTYPE array Communication Array
8: lwork – Integer Input
9: ifail – Integer Input/Output

6 Error Indicators and Warnings

f11bf preserves all error codes from f11bff and in addition can return:

$ifail = - 89$: An unexpected AD error has been triggered by this routine. Please contact NAG.
See Error Handling in the NAG AD Library Introduction for further information.

$ifail = - 199$: The routine was called using a strategy that has not yet been implemented.
See AD Strategies in the NAG AD Library Introduction for further information.

$ifail = - 444$: A C++ exception was thrown.
The error message will show the details of the C++ exception text.

$ifail = - 899$: Dynamic memory allocation failed for AD.
See Error Handling in the NAG AD Library Introduction for further information.

7 Accuracy

Not applicable.

8 Parallelism and Performance

f11bf is not threaded in any implementation.

9 Further Comments

None.

10 Example

The following examples are variants of the example for f11bff, modified to demonstrate calling the NAG AD Library.

10.1 Adjoint modes

Language	Source File	Data	Results
Fortran	f11bf_a1w_fe.f90	f11bf_a1w_fe.d	f11bf_a1w_fe.r
C++	f11bf_a1w_hcppe.cpp	f11bf_a1w_hcppe.d	f11bf_a1w_hcppe.r

10.2 Tangent modes

Language	Source File	Data	Results
Fortran	f11bf_t1w_fe.f90	f11bf_t1w_fe.d	f11bf_t1w_fe.r
C++	f11bf_t1w_hcppe.cpp	f11bf_t1w_hcppe.d	f11bf_t1w_hcppe.r

10.3 Passive mode

Language	Source File	Data	Results
Fortran	f11bf_p0w_fe.f90	f11bf_p0w_fe.d	f11bf_p0w_fe.r
C++	f11bf_p0w_hcppe.cpp	f11bf_p0w_hcppe.d	f11bf_p0w_hcppe.r

NAG Library Manual, Mark 28.6

Interfaces: FL CL CPP AD

NAG AD Library Introduction

F11 (Sparse) Chapter Contents

F11 (Sparse) Chapter Introduction (FL)

f11bf: FL CL CPP AD

NAG AD Libraryf11bf (real_gen_basic_diag)

▸▿ Contents

1 Purpose