f01ef is the AD Library version of the primal routine f01eff. Based (in the C++ interface) on overload resolution, f01ef can be used for primal, tangent and adjoint evaluation. It supports tangents and adjoints of first order.

2 Specification

Fortran Interface

Subroutine f01ef_AD_f (

ad_handle, uplo, n, a, lda, f, iuser, ruser, iflag, ifail)

Integer, Intent (In)	::	n, lda
Integer, Intent (Inout)	::	iuser(*), ifail
Integer, Intent (Out)	::	iflag
ADTYPE, Intent (Inout)	::	a(lda,), ruser()
Character (1), Intent (In)	::	uplo
Type (c_ptr), Intent (Inout)	::	ad_handle
External	::	f

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 {
template <typename F_T>

void f01ef (

handle_t &ad_handle, const char *uplo, const Integer &n, ADTYPE a[], const Integer &lda, F_T &&f, Integer &iflag, 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

f01ef is the AD Library version of the primal routine f01eff.

f01eff computes the matrix function,

f (A)

, of a real symmetric

n \times n

matrix

A

f (A)

must also be a real symmetric matrix. For further information see Section 3 in the documentation for f01eff.

4 References

Higham N J (2008) Functions of Matrices: Theory and Computation SIAM, Philadelphia, PA, USA

5 Arguments

In addition to the arguments present in the interface of the primal routine, f01ef 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: uplo – character Input

3: n – Integer Input

4: a(lda, $*$ ) – ADTYPE array Input/Output

Please consult Overwriting of Inputs in the NAG AD Library Introduction.

5: lda – Integer Input

6: f – Callable Input

f needs to be callable with the specification listed below. This can be a C++ lambda, a functor or a (static member) function pointer. If using a lambda, parameters can be captured safely by reference. No copies of the callable are made internally.

The specification of f is:

Fortran Interface

Subroutine f (

ad_handle, iflag, n, x, fx, iuser, ruser)

Integer, Intent (In)	::	n
Integer, Intent (Inout)	::	iflag, iuser(*)
ADTYPE, Intent (In)	::	x(n)
ADTYPE, Intent (Inout)	::	ruser(*)
ADTYPE, Intent (Out)	::	fx(n)
Type (c_ptr), Intent (Inout)	::	ad_handle

C++ Interface

auto f = [&](

const handle_t &ad_handle, Integer &iflag, const Integer &n, const ADTYPE x[], ADTYPE fx[])

1: ad_handle – nag::ad::handle_t Input/Output: On entry: a handle to the AD handle object.
2: iflag – Integer Input/Output
3: n – Integer Input
4: x – ADTYPE array Input
5: fx – ADTYPE array Output
*: iuser – Integer array User Workspace
*: ruser – ADTYPE array User Workspace

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

*: ruser( $*$ ) – ADTYPE array User Workspace

Please consult Overwriting of Inputs in the NAG AD Library Introduction.

7: iflag – Integer Output

8: ifail – Integer Input/Output

6 Error Indicators and Warnings

f01ef preserves all error codes from f01eff 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

f01ef is not threaded in any implementation.

9 Further Comments

None.

10 Example

The following examples are variants of the example for f01eff, modified to demonstrate calling the NAG AD Library.

Description of the primal example.

This example finds the matrix cosine,

\cos (A)

, of the symmetric matrix

A = (\begin{matrix} 1 & 2 & 3 & 4 \\ 2 & 1 & 2 & 3 \\ 3 & 2 & 1 & 2 \\ 4 & 3 & 2 & 1 \end{matrix}) .

10.1 Adjoint modes

Language	Source File	Data	Results
Fortran	f01ef_a1w_fe.f90	f01ef_a1w_fe.d	f01ef_a1w_fe.r
C++	f01ef_a1w_hcppe.cpp	f01ef_a1w_hcppe.d	f01ef_a1w_hcppe.r

10.2 Tangent modes

Language	Source File	Data	Results
Fortran	f01ef_t1w_fe.f90	f01ef_t1w_fe.d	f01ef_t1w_fe.r
C++	f01ef_t1w_hcppe.cpp	f01ef_t1w_hcppe.d	f01ef_t1w_hcppe.r

10.3 Passive mode

Language	Source File	Data	Results
Fortran	f01ef_p0w_fe.f90	f01ef_p0w_fe.d	f01ef_p0w_fe.r
C++	f01ef_p0w_hcppe.cpp	f01ef_p0w_hcppe.d	f01ef_p0w_hcppe.r

NAG Library Manual, Mark 30

Interfaces: FL CL CPP AD

NAG AD Library Introduction

F01 (Matop) Chapter Contents

F01 (Matop) Chapter Introduction (FL)

f01ef: FL CL CPP AD

NAG AD Libraryf01ef (real_symm_matrix_fun)

▸▿ Contents

1 Purpose