NAG AD Library Routine Document

d01fb_a1w_f (md_gauss_a1w)


Note: _a1w_ denotes that first order adjoints are computed in working precision; this has the corresponding argument type nagad_a1w_w_rtype. Further implementations, for example for higher order differentiation or using the tangent linear approach, may become available at later marks of the NAG AD Library. The method of codifying AD implementations in routine name and corresponding argument types is described in the NAG AD Library Introduction.

1
Purpose

d01fb_a1w_f is the adjoint version of the primal routine d01fbf .

2
Specification

Fortran Interface
Subroutine d01fb_a1w_f (ad_handle, ndim, nptvec, lwa, weight, abscis, fun, ret, iuser, ruser, ifail)
Integer, Intent (In):: ndim, nptvec(ndim), lwa
Integer, Intent (Inout):: iuser(*), ifail
External:: fun
Type (nagad_a1w_w_rtype), Intent (In):: weight(lwa), abscis(lwa)
Type (nagad_a1w_w_rtype), Intent (Inout):: ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out):: ret
Type (c_ptr), Intent (In):: ad_handle
Subroutine fun (ad_handle, ndim, x, ret, iuser, ruser)
Integer, Intent (In):: ndim
Integer, Intent (Inout):: iuser(*)
Type (nagad_a1w_w_rtype), Intent (Inout):: x(ndim), ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out):: ret
Type (c_ptr), Intent (In):: ad_handle
C++ Header Interface
#include <nagad.h>
void d01fb_a1w_f_ (void *&ad_handle, const Integer &ndim, Integer nptvec[], const Integer &lwa, nagad_a1w_w_rtype weight[], nagad_a1w_w_rtype abscis[],
void (NAG_CALL fun)(void *&ad_handle, const Integer &ndim, nagad_a1w_w_rtype x[], nagad_a1w_w_rtype &ret, Integer iuser[], nagad_a1w_w_rtype ruser[]),
nagad_a1w_w_rtype &ret,
Integer iuser[], nagad_a1w_w_rtype ruser[], Integer &ifail)

3
Description

d01fbf computes an estimate of a multidimensional integral (from 1 to 20 dimensions), given the analytic form of the integrand and suitable Gaussian weights and abscissae. For further information see Section 3 in the documentation for d01fbf .

4
References

None.

5
Arguments

d01fb_a1w_f provides access to all the arguments available in the primal routine. There are also additional arguments specific to AD. A tooltip popup for each argument can be found by hovering over the argument name in Section 2 and a summary of the arguments are provided below:

6
Error Indicators and Warnings

d01fb_a1w_f preserves all error codes from d01fbf and in addition can return:
ifail=-89
An unexpected AD error has been triggered by this routine. Please contact NAG.
See Section 5.2 in the NAG AD Library Introduction for further information.
ifail=-899
Dynamic memory allocation failed for AD.
See Section 5.1 in the NAG AD Library Introduction for further information.

7
Accuracy

Not applicable.

8
Parallelism and Performance

d01fb_a1w_f is not threaded in any implementation.

9
Further Comments

None.

10
Example

The following examples are variants of the example for d01fbf , modified to demonstrate calling the NAG AD Library.
LanguageSource FileDataResults
Fortand01fb_a1w_fe.f90Noned01fb_a1w_fe.r
C++d01fb_a1w_hcppe.cppNoned01fb_a1w_hcppe.r