d01rg
is the AD Library version of the primal routine
d01rgf.
Based (in the C++ interface) on overload resolution,
d01rg can be used for primal, tangent and adjoint
evaluation. It supports tangents and adjoints of first order.
Note: this function can be used with AD tools other than dco/c++. For details, please contact
NAG.
d01rg
is the AD Library version of the primal routine
d01rgf.
d01rgf is a general purpose integrator which calculates an approximation to the integral of a function
over a finite interval
:
The routine is suitable as a general purpose integrator, and can be used when the integrand has singularities and infinities. In particular, the routine can continue if the subroutine
f explicitly returns a quiet or signalling NaN or a signed infinity.
For further information see
Section 3 in the documentation for
d01rgf.
Gonnet P (2010) Increasing the reliability of adaptive quadrature using explicit interpolants ACM Trans. Math. software 37 26
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.
d01rg preserves all error codes from
d01rgf and in addition can return:
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.
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.
A C++ exception was thrown.
The error message will show the details of the C++ exception text.
Dynamic memory allocation failed for AD.
See
Error Handling in the NAG AD Library Introduction for further information.
Not applicable.
None.
The following examples are variants of the example for
d01rgf,
modified to demonstrate calling the NAG AD Library.