c05rc_a1w_f (sys_deriv_expert_a1w) : NAG AD Library Routine Document, Mark 27

NAG AD Library
c05rc_a1w_f (sys_deriv_expert_a1w)

Note: a1w denotes that first order adjoints are computed in working precision; this has the corresponding argument type nagad_a1w_w_rtype. Also available is the t1w (first order tangent linear) mode, the interface of which is implied by replacing a1w by t1w throughout this document. Additionally, the p0w (passive interface, as alternative to the FL interface) mode is available and can be inferred by replacing of active types by the corresponding passive types. The method of codifying AD implementations in the routine name and corresponding argument types is described in the NAG AD Library Introduction.

2 Specification

Fortran Interface

Subroutine c05rc_a1w_f (

ad_handle, fcn, n, x, fvec, fjac, xtol, maxfev, mode, diag, factor, nprint, nfev, njev, r, qtf, iuser, ruser, ifail)

Integer, Intent (In)	::	n, maxfev, mode, nprint
Integer, Intent (Inout)	::	iuser(*), ifail
Integer, Intent (Out)	::	nfev, njev
Type (nagad_a1w_w_rtype), Intent (In)	::	xtol, factor
Type (nagad_a1w_w_rtype), Intent (Inout)	::	x(n), diag(n), ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out)	::	fvec(n), fjac(n,n), r(n*(n+1)/2), qtf(n)
Type (c_ptr), Intent (Inout)	::	ad_handle
External	::	fcn

C++ Header Interface

#include <nagad.h>

void c05rc_a1w_f_ (

void *&ad_handle,
void (NAG_CALL fcn)(void *&ad_handle, const Integer &n, const nagad_a1w_w_rtype x[], nagad_a1w_w_rtype fvec[], nagad_a1w_w_rtype fjac[], Integer &iflag, Integer iuser[], nagad_a1w_w_rtype ruser[]),
const Integer &n, nagad_a1w_w_rtype x[], nagad_a1w_w_rtype fvec[], nagad_a1w_w_rtype fjac[], const nagad_a1w_w_rtype &xtol, const Integer &maxfev, const Integer &mode, nagad_a1w_w_rtype diag[], const nagad_a1w_w_rtype &factor, const Integer &nprint, Integer &nfev, Integer &njev, nagad_a1w_w_rtype r[], nagad_a1w_w_rtype qtf[], Integer iuser[], nagad_a1w_w_rtype ruser[], Integer &ifail)

The routine may be called by the names c05rc_a1w_f or nagf_roots_sys_deriv_expert_a1w. The corresponding t1w and p0w variants of this routine are also available.

3 Description

c05rc_a1w_f is the adjoint version of the primal routine c05rcf.

c05rcf is a comprehensive routine that finds a solution of a system of nonlinear equations by a modification of the Powell hybrid method. You must provide the Jacobian. For further information see Section 3 in the documentation for c05rcf.

5 Arguments

In addition to the arguments present in the interface of the primal routine, c05rc_a1w_f 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 – Type (c_ptr) Input/Output

On entry: a handle to the AD configuration data object, as created by x10aa_a1w_f.

2: fcn – Subroutine External Procedure

The specification of fcn is:

Fortran Interface

Subroutine fcn (

ad_handle, n, x, fvec, fjac, iflag, iuser, ruser)

Integer, Intent (In)	::	n
Integer, Intent (Inout)	::	iuser(*), iflag
Type (nagad_a1w_w_rtype), Intent (In)	::	x(n)
Type (nagad_a1w_w_rtype), Intent (Inout)	::	fvec(n), fjac(n,n), ruser(*)
Type (c_ptr), Intent (Inout)	::	ad_handle

C++ Header Interface

#include <nagad.h>

void fcn (

void *&ad_handle, const Integer &n, const nagad_a1w_w_rtype x[], nagad_a1w_w_rtype fvec[], nagad_a1w_w_rtype fjac[], Integer &iflag, Integer iuser[], nagad_a1w_w_rtype ruser[])

1: ad_handle – Type (c_ptr) Input/Output: On entry: a handle to the AD configuration data object.
2: n – Integer Input
3: x – Type (nagad_a1w_w_rtype) array Input
4: fvec – Type (nagad_a1w_w_rtype) array Input/Output
5: fjac – Type (nagad_a1w_w_rtype) array Input/Output
6: iuser – Integer array User Workspace
7: ruser – Type (nagad_a1w_w_rtype) array User Workspace
8: iflag – Integer Input/Output

3: n – Integer Input

4: x(n) – Type (nagad_a1w_w_rtype) array Input/Output

5: fvec(n) – Type (nagad_a1w_w_rtype) array Output

6: fjac(n, n) – Type (nagad_a1w_w_rtype) array Output

7: xtol – Type (nagad_a1w_w_rtype) Input

8: maxfev – Integer Input

9: mode – Integer Input

10: diag(n) – Type (nagad_a1w_w_rtype) array Input/Output

11: factor – Type (nagad_a1w_w_rtype) Input

12: nprint – Integer Input

13: nfev – Integer Output

14: njev – Integer Output

15: r(

n \times (n + 1) / 2

) – Type (nagad_a1w_w_rtype) array Output

16: qtf(n) – Type (nagad_a1w_w_rtype) array Output

17: iuser(

*

) – Integer array User Workspace

18: ruser(

*

) – Type (nagad_a1w_w_rtype) array User Workspace

19: ifail – Integer Input/Output

6 Error Indicators and Warnings

c05rc_a1w_f preserves all error codes from c05rcf and in addition can return:

$ifail = - 89$: An unexpected AD error has been triggered by this routine. Please contact NAG.
See Section 4.8.2 in the NAG AD Library Introduction for further information.

$ifail = - 899$: Dynamic memory allocation failed for AD.
See Section 4.8.1 in the NAG AD Library Introduction for further information.

Language	Source File	Data	Results
Fortran	c05rc_a1w_fe.f90	None	c05rc_a1w_fe.r
C++	c05rc_a1w_hcppe.cpp	None	c05rc_a1w_hcppe.r

Language	Source File	Data	Results
Fortran	c05rc_t1w_fe.f90	None	c05rc_t1w_fe.r
C++	c05rc_t1w_hcppe.cpp	None	c05rc_t1w_hcppe.r

Language	Source File	Data	Results
Fortran	c05rc_p0w_fe.f90	None	c05rc_p0w_fe.r
C++	c05rc_p0w_hcppe.cpp	None	c05rc_p0w_hcppe.r

NAG AD Library
c05rc_a1w_f (sys_deriv_expert_a1w)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Adjoint mode (a1w)

10.2 Tangent mode (t1w)

10.3 Passive mode (p0w)

NAG AD Libraryc05rc_a1w_f (sys_deriv_expert_a1w)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Adjoint mode (a1w)

10.2 Tangent mode (t1w)

10.3 Passive mode (p0w)

NAG AD Library
c05rc_a1w_f (sys_deriv_expert_a1w)