/* F07AE_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 << "F07AE_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, nrhs;
cin >> n >> nrhs;
// Allocate arrays containing A and its factorized form, B
// and the solution X.
nagad_a1w_w_rtype *a=0, *a_in=0, *b=0, *b_in=0;
double *ar=0, *br=0;
Integer *ipiv=0;
a = new nagad_a1w_w_rtype [n*n];
a_in = new nagad_a1w_w_rtype [n*n];
b = new nagad_a1w_w_rtype [n*nrhs];
b_in = new nagad_a1w_w_rtype [n*nrhs];
ipiv = new Integer [n];
ar = new double [n*n];
br = new double [n*nrhs];
// Create AD tape
nagad_a1w_ir_create();
// Read the matrix A 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;
a[k] = a_in[k];
}
}
// Read the matrix B, register and copy
for (int i = 0; i<n; ++i) {
for (int j = 0; j<nrhs; ++j) {
cin >> dd;
Integer k = i + j*n;
b_in[k] = dd;
if (j==0) {
nagad_a1w_ir_register_variable(&b_in[k]);
}
b[k] = b_in[k];
}
}
// Create AD configuration data object
ifail = 0;
x10aa_a1w_f_(ad_handle,ifail);
// Factorize the matrix A
ifail = 0;
f07ad_a1w_f_(ad_handle,n,n,a,n,ipiv,ifail);
// Solve AX = B
ifail = 0;
f07ae_a1w_f_(ad_handle,"N",n,nrhs,a,n,ipiv,b,n,ifail,1);
// Print Solution
for (int i = 0; i<n; i++) {
for (int j = 0; j<nrhs; j++) {
int k = i + j*n;
br[k] = nagad_a1w_get_value(b[k]);
}
}
NagError fail;
INIT_FAIL(fail);
x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,nrhs,br,n,
" Solution",0,&fail);
cout << "\n Derivatives calculated: First order adjoints\n";
cout << " Computational mode : algorithmic\n";
cout << "\n Derivatives of solution X w.r.t. RHS B (A inverse)\n";
// Obtain derivatives
for (int i=0; i<n; i++) {
// Reset adjoints, initialize derivative, and evaluate adjoint
nagad_a1w_ir_zero_adjoints();
double inc = 1.0;
nagad_a1w_inc_derivative(&b[i],inc);
ifail = 0;
nagad_a1w_ir_interpret_adjoint_sparse(ifail);
for (int j=0; j<n; j++) {
dd = nagad_a1w_get_derivative(b_in[j]);
ar[i+j*n] = dd;
}
}
// Print derivatives
cout << endl;
INIT_FAIL(fail);
x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,ar,n,
" dx(i,1)/db(j,1)",0,&fail);
// Remove computational data object and tape
ifail = 0;
x10ab_a1w_f_(ad_handle,ifail);
nagad_a1w_ir_remove();
delete [] a;
delete [] a_in;
delete [] b;
delete [] b_in;
delete [] ipiv;
delete [] ar;
delete [] br;
return exit_status;
}