/* nag_numdiff_1d_real (d04aac) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 23, 2011.
*/
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagd04.h>
#ifdef __cplusplus
extern "C" {
#endif
static double NAG_CALL fun(double x, Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
int main(void)
{
static double ruser[1] = {-1.0};
Integer exit_status = 0;
double hbase;
Integer i, k, l, start, step;
double h_init;
double h_reduce;
double xval;
Integer nder;
double der[14], erest[14];
Nag_Comm comm;
NagError fail;
INIT_FAIL(fail);
printf("nag_numdiff_1d_real (d04aac) Example Program Results\n");
/* For communication with user-supplied functions: */
comm.user = ruser;
/* abs(nder) is largest order derivative required. */
nder = -7;
l = fabs(nder);
/* nder < 0 and nder is even means only even derivatives,
* and nder < 0 and nder is odd, only odd derivatives.
*/
if (nder < 0) {
start = (l % 2 ? 0 : 1);
step = 2;
}
else {
start = 0;
step = 1;
}
/* Initial step size. */
h_init = 0.5;
hbase = h_init;
/* Reduction factor applied to successive step sizes. */
h_reduce = 0.1;
/* Derivatives will be evaluated at x = xval. */
xval = 0.5;
printf("\n"
"Four separate runs to calculate the first four odd order derivatives "
"of\n"
" fun(x) = 0.5*exp(2.0*x-1.0) at x = 0.5.\n"
"The exact results are 1, 4, 16 and 64\n\n"
"Input parameters common to all four runs\n"
" xval = %f nder = %ld\n", xval, nder);
for (k = 0; k < 4; k++)
{
/* nag_numdiff_1d_real (d04aac).
* Numerical differentiation, derivatives up to order 14,
* function of one real variable.
*/
nag_numdiff_1d_real(xval, nder, hbase, der, erest, fun, &comm,
&fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_numdiff_1d_real (d04aac).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\n"
"with step length %f the results are\n"
"Order Derivative Error estimate\n", hbase);
for (i = start; i < MIN(l,14); i += step)
printf("%2ld %21.4e %21.4e\n", i+1, der[i], erest[i]);
hbase = hbase * h_reduce;
}
END:
return exit_status;
}
static double NAG_CALL fun(double x, Nag_Comm *comm)
{
if (comm->user[0] == -1.0)
{
printf("(User-supplied callback fun, first invocation.)\n");
comm->user[0] = 0.0;
}
return 0.5*exp(2.0*x - 1.0);
}