/* F01FJ_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 << "F01FJ_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_ctype *a=0, *a_in=0;
Complex *ac=0;
nagad_a1w_w_rtype *ar=0, *ai=0;
a = new nagad_a1w_w_ctype [n*n];
a_in = new nagad_a1w_w_ctype [n*n];
ar = new nagad_a1w_w_rtype [n*n];
ai = new nagad_a1w_w_rtype [n*n];
ac = new Complex [n*n];
// Create AD tape
nagad_a1w_ir_create();
// Read the matrix A, register and copy
double dr, di;
for (int i = 0; i<n; ++i) {
for (int j = 0; j<n; ++j) {
cin >> dr >> di;
Integer k = i + j*n;
ar[k] = dr;
ai[k] = di;
if (i==j) {
nagad_a1w_ir_register_variable(&ai[k]);
}
a[k].real(ar[k]);
a[k].imag(ai[k]);
}
}
// Create AD configuration data object
ifail = 0;
x10aa_a1w_f_(ad_handle,ifail);
// Find log(A)
ifail = 0;
f01fj_a1w_f_(ad_handle,n,a,n,ifail);
// Print log(A)
for (int i = 0; i<n; i++) {
for (int j = 0; j<n; j++) {
int k = i + j*n;
ac[k].re = nagad_a1w_get_value(real(a[k]));
ac[k].im = nagad_a1w_get_value(imag(a[k]));
}
}
cout << endl;
NagError fail;
INIT_FAIL(fail);
x04dac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,ac,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 imag(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_w_rtype avr;
avr = real(a[k]);
nagad_a1w_inc_derivative(&avr,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(ai[l]);
ac[p].re = dd;
}
nagad_a1w_ir_zero_adjoints();
nagad_a1w_w_rtype avi;
avi = imag(a[k]);
nagad_a1w_inc_derivative(&avi,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(ai[l]);
ac[p].im = dd;
}
}
// Print derivatives
cout << endl;
INIT_FAIL(fail);
x04dac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,ac,n,
" d(logA(i,i)/dImag(A(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;
}