/* F01EJ_A1W_F C++ Header Example Program.
*
* Copyright 2019 Numerical Algorithms Group.
* Mark 27, 2019.
*/
#include <dco_light.hpp>
#include <nag.h>
#include <nagx04.h>
#include <nagad.h>
#include <stdio.h>
#include <string>
#include <iostream>
using namespace std;
int main(void)
{
int exit_status = 0;
void *ad_handle = 0;
Integer ifail = 0;
cout << "F01EJ_A1W_F C++ Header Example Program Results\n\n";
// Skip heading in data file
string mystr;
getline (cin, mystr);
// Read problem size and number of right-hand-sides
Integer n;
cin >> n;
// Allocate arrays containing A and its factorized form, B
// and the solution X.
nagad_a1w_w_rtype *a=0, *a_in=0;
double *ar=0;
a = new nagad_a1w_w_rtype [n*n];
a_in = new nagad_a1w_w_rtype [n*n];
ar = new double [n*n];
// Create AD tape
nagad_a1w_ir_create();
// Read the matrix A, register and copy
double dd;
for (int i = 0; i<n; ++i) {
for (int j = 0; j<n; ++j) {
cin >> dd;
Integer k = i + j*n;
a_in[k] = dd;
nagad_a1w_ir_register_variable(&a_in[k]);
a[k] = a_in[k];
ar[k] = nagad_a1w_get_value(a[k]);
}
}
// Create AD configuration data object
ifail = 0;
x10aa_a1w_f_(ad_handle,ifail);
// Find log(A)
nagad_a1w_w_rtype imnorm;
ifail = 0;
f01ej_a1w_f_(ad_handle,n,a,n,imnorm,ifail);
// Print log(A)
for (int i = 0; i<n; i++) {
for (int j = 0; j<n; j++) {
int k = i + j*n;
ar[k] = nagad_a1w_get_value(a[k]);
}
}
cout << endl;
NagError fail;
INIT_FAIL(fail);
x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,ar,n,
" Log(A)",0,&fail);
cout << "\n\n Derivatives calculated: First order adjoints\n";
cout << " Computational mode : algorithmic\n";
cout << "\n Derivatives of diagional of log(A) w.r.t diagonal of A:\n";
// Obtain derivatives
for (int i=0; i<n; i++) {
nagad_a1w_ir_zero_adjoints();
{
double inc = 1.0;
Integer k = i*n+i;
nagad_a1w_inc_derivative(&a[k],inc);
}
ifail = 0;
nagad_a1w_ir_interpret_adjoint(ifail);
for (int j=0; j<n; j++) {
Integer l = j + j*n, p = i + j*n;
double dd = nagad_a1w_get_derivative(a_in[l]);
ar[p] = dd;
}
}
// Print derivatives
cout << endl;
INIT_FAIL(fail);
x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,ar,n,
" d(logA(i,i)/dA(j,j)",0,&fail);
// Remove computational data object and tape
ifail = 0;
x10ab_a1w_f_(ad_handle,ifail);
nagad_a1w_ir_remove();
return exit_status;
}