/* F07FE_T1W_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 << "F07FE_T1W_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;
cin >> nrhs;
// Allocate arrays containing A and its factorized form, B
// and the solution X.
nagad_t1w_w_rtype *a=0, *ax=0, *b=0, *x=0;
double *xr=0, *dxdb=0;
a = new nagad_t1w_w_rtype [n*n];
ax = new nagad_t1w_w_rtype [n*n];
b = new nagad_t1w_w_rtype [n*nrhs];
x = new nagad_t1w_w_rtype [n*nrhs];
xr = new double [n*nrhs];
dxdb = new double [n*n];
// Read the lower triangular matrix A, register and copy
double dd;
for (int i = 0; i<n; ++i) {
for (int j = 0; j<=i; ++j) {
cin >> dd;
int k = i + j*n;
a[k] = dd;
}
}
// Read the right-hand-sides, register and copy
for (int i = 0; i<n; ++i) {
for (int j = 0; j<nrhs; ++j) {
cin >> dd;
int k = i + j*n;
b[k] = dd;
}
}
// Create AD configuration data object
ifail = 0;
x10aa_t1w_f_(ad_handle,ifail);
double inc = 1.0, zero = 0.0;
for (int i=0; i<n; ++i) {
nagad_t1w_inc_derivative(&b[i],inc);
for (int l = 0; l<n; ++l) {
for (int j = 0; j<=l; ++j) {
int k = l + j*n;
ax[k] = a[k];
}
}
for (int j = 0; j<n*nrhs; ++j) {
x[j] = b[j];
}
// Factorize the matrix A
ifail = 0;
f07fd_t1w_f_(ad_handle,"L",n,ax,n,ifail,1);
// Solve the system
ifail = 0;
f07fe_t1w_f_(ad_handle,"L",n,nrhs,ax,n,x,n,ifail,1);
nagad_t1w_set_derivative(&b[i],zero);
for (int j=0; j<n; ++j) {
dxdb[i*n+j] = nagad_t1w_get_derivative(x[j]);
}
}
// Print solution
for (int i = 0; i<n; i++) {
for (int j = 0; j<nrhs; j++) {
int k = i + j*n;
xr[k] = nagad_t1w_get_value(x[k]);
}
}
cout << endl;
NagError fail;
INIT_FAIL(fail);
x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,nrhs,xr,n,
" Solution",0,&fail);
cout << "\n\n Derivatives calculated: First order tangents\n";
cout << " Computational mode : algorithmic\n";
cout << "\n Derivatives of column-1 solution x w.r.t column-1 of b:\n";
cout << endl;
INIT_FAIL(fail);
x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,dxdb,n,
" Derivatives dX_i1/dB_j1",0,&fail);
// Remove computational data object
ifail = 0;
x10ab_t1w_f_(ad_handle,ifail);
delete [] a;
delete [] ax;
delete [] b;
delete [] x;
delete [] xr;
delete [] dxdb;
return exit_status;
}