NAG AD Library
g01ea (prob_normal)

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1 Purpose

g01ea is the AD Library version of the primal routine g01eaf. Based (in the C++ interface) on overload resolution, g01ea can be used for primal, tangent and adjoint evaluation. It supports tangents and adjoints of first order.

2 Specification

Fortran Interface
Subroutine g01ea_AD_f ( ad_handle, tail, x, p, ifail)
Integer, Intent (Inout) :: ifail
ADTYPE, Intent (In) :: x
ADTYPE, Intent (Out) :: p
Character (1), Intent (In) :: tail
Type (c_ptr), Intent (Inout) :: ad_handle
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++ Header Interface
#include <dco.hpp>
#include <nagad.h>
namespace nag {
namespace ad {
void g01ea ( void *&ad_handle, const char *tail, const ADTYPE &x, ADTYPE &p, Integer &ifail)
The function is overloaded on ADTYPE which represents the type of active arguments. ADTYPE may be any of the following types:
Note: this function can be used with AD tools other than dco/c++. For details, please contact NAG.

3 Description

g01ea is the AD Library version of the primal routine g01eaf.
g01eaf returns a one or two tail probability for the standard Normal distribution. For further information see Section 3 in the documentation for g01eaf.

4 References

NIST Digital Library of Mathematical Functions
Hastings N A J and Peacock J B (1975) Statistical Distributions Butterworth

5 Arguments

In addition to the arguments present in the interface of the primal routine, g01ea 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 g01ea_a1w_f, is a subroutine, where the function value is returned in the additional output parameter, p.
1: ad_handle – Pointer to AD Data Input/Output
On entry: a handle to the AD configuration data object, as created by x10aa.
2: tail – character Input
3: xADTYPE Input
4: pADTYPE Output
On exit: a one or two tail probability for the standard Normal distribution.
5: ifail – Integer Input/Output

6 Error Indicators and Warnings

g01ea preserves all error codes from g01eaf and in addition can return:
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.
The routine was called using a mode that has not yet been implemented.
On entry: ad_handle is nullptr.
This check is only made if the overloaded C++ interface is used with arguments not of type double.
A C++ exception was thrown.
The error message will show the details of the C++ exception text.
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

g01ea is not threaded in any implementation.

9 Further Comments


10 Example

The following examples are variants of the example for g01eaf, modified to demonstrate calling the NAG AD Library.
Description of the primal example.
Four values of tail and x are input and the probabilities calculated and printed.

10.1 Adjoint modes

Language Source File Data Results
Fortran g01ea_a1w_fe.f90 g01ea_a1w_fe.d g01ea_a1w_fe.r
C++ g01ea_a1w_hcppe.cpp g01ea_a1w_hcppe.d g01ea_a1w_hcppe.r

10.2 Tangent modes

Language Source File Data Results
Fortran g01ea_t1w_fe.f90 g01ea_t1w_fe.d g01ea_t1w_fe.r
C++ g01ea_t1w_hcppe.cpp g01ea_t1w_hcppe.d g01ea_t1w_hcppe.r

10.3 Passive mode

Language Source File Data Results
Fortran g01ea_p0w_fe.f90 g01ea_p0w_fe.d g01ea_p0w_fe.r
C++ g01ea_p0w_hcppe.cpp g01ea_p0w_hcppe.d g01ea_p0w_hcppe.r