NAG AD Library
d02pf_a1w_f (ivp_rkts_onestep_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.
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1 Purpose

d02pf_a1w_f is the adjoint version of the primal routine d02pff.

2 Specification

Fortran Interface
Subroutine d02pf_a1w_f ( ad_handle, f, n, tnow, ynow, ypnow, iwsav, rwsav, iuser, ruser, ifail)
Integer, Intent (In) :: n
Integer, Intent (Inout) :: iuser(*), iwsav(130), ifail
Type (nagad_a1w_w_rtype), Intent (Inout) :: ruser(*), rwsav(32*n+350)
Type (nagad_a1w_w_rtype), Intent (Out) :: tnow, ynow(n), ypnow(n)
Type (c_ptr), Intent (Inout) :: ad_handle
External :: f
C++ Header Interface
#include <nagad.h>
void d02pf_a1w_f_ ( void *&ad_handle,
void (NAG_CALL f)(void *&ad_handle, const nagad_a1w_w_rtype &t, const Integer &n, const nagad_a1w_w_rtype y[], nagad_a1w_w_rtype yp[], Integer iuser[], nagad_a1w_w_rtype ruser[]),
const Integer &n, nagad_a1w_w_rtype &tnow, nagad_a1w_w_rtype ynow[], nagad_a1w_w_rtype ypnow[], Integer iwsav[], nagad_a1w_w_rtype rwsav[], Integer iuser[], nagad_a1w_w_rtype ruser[], Integer &ifail)
The routine may be called by the names d02pf_a1w_f or nagf_ode_ivp_rkts_onestep_a1w. The corresponding t1w and p0w variants of this routine are also available.

3 Description

d02pf_a1w_f is the adjoint version of the primal routine d02pff.
d02pff is a one-step routine for solving an initial value problem for a first-order system of ordinary differential equations using Runge–Kutta methods. For further information see Section 3 in the documentation for d02pff.

4 References

Brankin R W, Gladwell I and Shampine L F (1991) RKSUITE: A suite of Runge–Kutta codes for the initial value problems for ODEs SoftReport 91-S1 Southern Methodist University

5 Arguments

In addition to the arguments present in the interface of the primal routine, d02pf_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: f – Subroutine External Procedure
The specification of f is:
Fortran Interface
Subroutine f ( ad_handle, t, n, y, yp, iuser, ruser)
Integer, Intent (In) :: n
Integer, Intent (Inout) :: iuser(*)
Type (nagad_a1w_w_rtype), Intent (In) :: t, y(n)
Type (nagad_a1w_w_rtype), Intent (Inout) :: ruser(*)
Type (nagad_a1w_w_rtype), Intent (Out) :: yp(n)
Type (c_ptr), Intent (Inout) :: ad_handle
C++ Header Interface
#include <nagad.h>
void f ( void *&ad_handle, const nagad_a1w_w_rtype &t, const Integer &n, const nagad_a1w_w_rtype y[], nagad_a1w_w_rtype yp[], 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: tType (nagad_a1w_w_rtype) Input
3: n – Integer Input
4: yType (nagad_a1w_w_rtype) array Input
5: ypType (nagad_a1w_w_rtype) array Output
6: iuser – Integer array User Workspace
7: ruserType (nagad_a1w_w_rtype) array User Workspace
3: n – Integer Input
4: tnowType (nagad_a1w_w_rtype) Output
5: ynow(n) – Type (nagad_a1w_w_rtype) array Output
6: ypnow(n) – Type (nagad_a1w_w_rtype) array Output
7: iwsav(130) – Integer array Communication Array
8: rwsav(32×n+350) – Type (nagad_a1w_w_rtype) array Communication Array
9: iuser(*) – Integer array User Workspace
10: ruser(*) – Type (nagad_a1w_w_rtype) array User Workspace
11: ifail – Integer Input/Output

6 Error Indicators and Warnings

d02pf_a1w_f preserves all error codes from d02pff 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.

7 Accuracy

Not applicable.

8 Parallelism and Performance

d02pf_a1w_f is not threaded in any implementation.

9 Further Comments

None.

10 Example

The following examples are variants of the example for d02pff, modified to demonstrate calling the NAG AD Library.

10.1 Adjoint mode (a1w)

LanguageSource FileDataResults
Fortrand02pf_a1w_fe.f90d02pf_a1w_fe.dd02pf_a1w_fe.r
C++d02pf_a1w_hcppe.cppNoned02pf_a1w_hcppe.r

10.2 Tangent mode (t1w)

LanguageSource FileDataResults
Fortrand02pf_t1w_fe.f90d02pf_t1w_fe.dd02pf_t1w_fe.r
C++d02pf_t1w_hcppe.cppNoned02pf_t1w_hcppe.r

10.3 Passive mode (p0w)

LanguageSource FileDataResults
Fortrand02pf_p0w_fe.f90d02pf_p0w_fe.dd02pf_p0w_fe.r
C++d02pf_p0w_hcppe.cppNoned02pf_p0w_hcppe.r