s15ab
is the AD Library version of the primal routine
s15abf.
Based (in the C++ interface) on overload resolution,
s15ab can be used for primal, tangent and adjoint
evaluation. It supports tangents and adjoints of first order.
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:
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.
3Description
s15ab
is the AD Library version of the primal routine
s15abf.
s15abf returns the value of the cumulative Normal distribution function, $P\left(x\right)$, via the function name.
For further information see Section 3 in the documentation for s15abf.
In addition to the arguments present in the interface of the primal routine,
s15ab 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.
Note that the primal routine
is a function whereas s15ab_a1w_f,
is a subroutine, where the function value is returned in the additional output parameter, p.
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.