e01be is the AD Library version of the primal routine e01bef. Based (in the C++ interface) on overload resolution, e01be can be used for primal, tangent and adjoint evaluation. It supports tangents and adjoints of first and second order.

2 Specification

Fortran Interface

Subroutine e01be_AD_f (

ad_handle, n, x, f, d, ifail)

Integer, Intent (In)	::	n
Integer, Intent (Inout)	::	ifail
ADTYPE, Intent (In)	::	x(n), f(n)
ADTYPE, Intent (Out)	::	d(n)
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
when ADTYPE is	Type(nagad_a1t1w_w_rtype)	then AD is a1t1w
when ADTYPE is	Type(nagad_t2w_w_rtype)	then AD is t2w

C++ Interface

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

void e01be (

handle_t &ad_handle, const Integer &n, const ADTYPE x[], const ADTYPE f[], ADTYPE d[], 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,
dco::gt1s<dco::gt1s<double>::type>::type,
dco::ga1s<dco::gt1s<double>::type>::type

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

3 Description

e01be is the AD Library version of the primal routine e01bef.

e01bef computes a monotonicity-preserving piecewise cubic Hermite interpolant to a set of data points. For further information see Section 3 in the documentation for e01bef.

4 References

Fritsch F N (1982) PCHIP final specifications Report UCID-30194 Lawrence Livermore National Laboratory

Fritsch F N and Butland J (1984) A method for constructing local monotone piecewise cubic interpolants SIAM J. Sci. Statist. Comput. 5 300–304

5 Arguments

In addition to the arguments present in the interface of the primal routine, e01be 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: n – Integer Input
3: x(n) – ADTYPE array Input
4: f(n) – ADTYPE array Input
5: d(n) – ADTYPE array Output
6: ifail – Integer Input/Output

6 Error Indicators and Warnings

e01be preserves all error codes from e01bef 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

e01be is not threaded in any implementation.

9 Further Comments

None.

10 Example

The following examples are variants of the example for e01bef, modified to demonstrate calling the NAG AD Library.

Description of the primal example.

This example reads in a set of data points, calls e01be to compute a piecewise monotonic interpolant, and then calls e01bf to evaluate the interpolant at equally spaced points.

10.1 Adjoint modes

Language	Source File	Data	Results
Fortran	e01be_a1t1w_fe.f90	e01be_a1t1w_fe.d	e01be_a1t1w_fe.r
Fortran	e01be_a1w_fe.f90	e01be_a1w_fe.d	e01be_a1w_fe.r
C++	e01be_a1_algo_dcoe.cpp	None	e01be_a1_algo_dcoe.r
C++	e01be_a1t1_algo_dcoe.cpp	None	e01be_a1t1_algo_dcoe.r

10.2 Tangent modes

Language	Source File	Data	Results
Fortran	e01be_t1w_fe.f90	e01be_t1w_fe.d	e01be_t1w_fe.r
Fortran	e01be_t2w_fe.f90	e01be_t2w_fe.d	e01be_t2w_fe.r
C++	e01be_t1_algo_dcoe.cpp	None	e01be_t1_algo_dcoe.r
C++	e01be_t2_algo_dcoe.cpp	None	e01be_t2_algo_dcoe.r