/* F08ME_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 <iostream>
#include <string>
using namespace std;
int main(void)
{
int exit_status = 0;
void *ad_handle = 0;
Integer ifail;
NagError fail;
INIT_FAIL(fail);
cout << "F08ME_T1W_F C++ Header Example Program Results\n\n";
// Skip heading in data file
string mystr;
getline (cin, mystr);
// Read matrix dimensions
Integer n;
cin >> n;
// Allocate arrays containing A and its factorized form, B
// and the solution X.
Integer ldc = 1, ldu = n, ldvt = n;
nagad_t1w_w_rtype *c=0, *d=0, *e=0, *d_in=0, *e_in=0, *u=0, *vt=0, *work=0;
double *dr=0, *er=0, *dsdd=0, *dsde=0, *ur=0, *vtr=0;
c = new nagad_t1w_w_rtype [1];
d = new nagad_t1w_w_rtype [n];
e = new nagad_t1w_w_rtype [n-1];
d_in = new nagad_t1w_w_rtype [n];
e_in = new nagad_t1w_w_rtype [n-1];
u = new nagad_t1w_w_rtype [n*n];
vt = new nagad_t1w_w_rtype [n*n];
work = new nagad_t1w_w_rtype [4*n];
dr = new double [n];
er = new double [n-1];
dsdd = new double [n*n];
dsde = new double [n*n-n];
ur = new double [n*n];
vtr = new double [n*n];
// Read the matrix A, register and copy
double ddd;
for (int i = 0; i<n; i++) {
cin >> ddd;
d_in[i] = ddd;
}
for (int i = 0; i<n-1; i++) {
cin >> ddd;
e_in[i] = ddd;
}
// Initialize U and VT to be the unit matrix
for (int i = 0; i<n*n; i++) {
u[i] = 0.0;
vt[i] = 0.0;
}
for (int i = 0; i<n; i++) {
u[i*n+i] = 1.0;
vt[i*n+i] = 1.0;
}
// 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<2*n-1; i++) {
if (i<n) {
nagad_t1w_inc_derivative(&d_in[i],inc);
} else {
nagad_t1w_inc_derivative(&e_in[i-n],inc);
}
for (int j = 0; j<n; j++) {
d[j] = d_in[j];
}
for (int j = 0; j<n-1; j++) {
e[j] = e_in[j];
}
// Initialize U and VT to be the unit matrix
for (int j = 0; j<n*n; j++) {
u[j] = 0.0;
vt[j] = 0.0;
}
for (int j = 0; j<n; j++) {
u[j*n+j] = 1.0;
vt[j*n+j] = 1.0;
}
// Calculate the SVD of bidiagonal matrix defined by d, e
ifail = 0;
f08me_t1w_f_(ad_handle,"U",n,n,n,0,d,e,u,ldu,vt,ldvt,c,ldc,work,
ifail,1);
if (i<n) {
nagad_t1w_set_derivative(&d_in[i],zero);
for (int j=0; j<n; j++) {
Integer k = i*n + j;
dsdd[k] = nagad_t1w_get_derivative(d[j]);
}
} else {
nagad_t1w_set_derivative(&e_in[i-n],zero);
for (int j=0; j<n; j++) {
Integer k = (i-n)*n + j;
dsde[k] = nagad_t1w_get_derivative(d[j]);
}
}
}
// Print singular values
cout.precision(4);
cout << " Singular values:" << endl;
cout.width(12); cout << " ";
for (int i=0; i<n; i++) {
cout.width(11); cout << nagad_t1w_get_value(d[i]);
}
cout << endl;
for (int i = 0; i<n*n; i++) {
ur[i] = nagad_t1w_get_value(u[i]);
vtr[i] = nagad_t1w_get_value(vt[i]);
}
cout << endl;
x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,ur,n,
" Left Singular values (columns)",0,&fail);
cout << endl;
x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,vtr,n,
" Right Singular values (rows)",0,&fail);
cout << "\n\n Derivatives calculated: First order tangents\n";
cout << " Computational mode : algorithmic\n";
cout << "\n Derivatives of singular values w.r.t input d and e\n";
cout << endl;
x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,dsdd,n,
" dS_i/dD_j",0,&fail);
cout << endl;
x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n-1,dsde,n,
" dS_i/DE_j",0,&fail);
// Remove computational data object
ifail = 0;
x10ab_t1w_f_(ad_handle,ifail);
delete [] c;
delete [] d;
delete [] e;
delete [] d_in;
delete [] e_in;
delete [] u;
delete [] vt;
delete [] work;
delete [] dr;
delete [] er;
delete [] dsdd;
delete [] dsde;
delete [] ur;
delete [] vtr;
return exit_status;
}