/* F11JC_A1W_F C++ Header Example Program.
*
* Copyright 2020 Numerical Algorithms Group.
* Mark 27.1, 2020.
*/
#include <dco_light.hpp>
#include <nag.h>
#include <nagx04.h>
#include <nagad.h>
#include <stdio.h>
#include <iostream>
using namespace std;
int main(void)
{
int exit_status = 0;
void *ad_handle = 0;
Integer ifail = 0;
cout << "F11JC_A1W_F C++ Header Example Program Results\n\n";
// Skip heading in data file
string mystr;
getline (cin, mystr);
// Read order of matrix and number of nonzero entries
Integer n, nnz;
cin >> n;
cin >> nnz;
Integer la = 3*nnz;
Integer liwork = 2*la + 7*n + 1;
Integer lwork = 6*n + 120;
nagad_a1w_w_rtype *a=0, *x=0, *y=0, *work=0;
double *ar=0, *yr=0, *dxdy=0;
Integer *icol=0, *ipiv=0, *irow=0, *istr=0, *iwork=0;
a = new nagad_a1w_w_rtype [la];
x = new nagad_a1w_w_rtype [n];
y = new nagad_a1w_w_rtype [n];
work = new nagad_a1w_w_rtype [lwork];
icol = new Integer [la];
ipiv = new Integer [n];
irow = new Integer [la];
istr = new Integer [n+1];
iwork = new Integer [liwork];
ar = new double [la];
yr = new double [n];
dxdy = new double [n*n];
double dd;
nagad_a1w_w_rtype dtol, dscale, tol;
Integer lfill, maxitn;
cin >> lfill >> dd;
dtol = dd;
cin >> dd;
dscale = dd;
cin >> dd >> maxitn;
tol = dd;
// Read the matrix A
for (int i=0; i<nnz; i++) {
cin >> ar[i] >> irow[i] >> icol[i];
a[i] = ar[i];
}
// Create AD tape
nagad_a1w_ir_create();
// Read the vector y
for (int i=0; i<n; i++) {
cin >> yr[i];
y[i] = yr[i];
nagad_a1w_ir_register_variable(&y[i]);
}
// Read initial vector x
for (int i=0; i<n; i++) {
cin >> yr[i];
x[i] = yr[i];
}
// Create AD configuration data object
ifail = 0;
x10aa_a1w_f_(ad_handle,ifail);
// Calculate incomplete Cholesky factorization
Integer nnzc, npivm;
ifail = 0;
f11ja_a1w_f_(ad_handle,n,nnz,a,la,irow,icol,lfill,dtol,"N",dscale,"M",
ipiv,istr,nnzc,npivm,iwork,liwork,ifail,1,1);
// Solve Ax = y
nagad_a1w_w_rtype rnorm;
Integer itn;
ifail = 0;
f11jc_a1w_f_(ad_handle,"CG",n,nnz,a,la,irow,icol,ipiv,istr,y,tol,maxitn,
x,rnorm,itn,work,lwork,ifail,2);
// Output results
cout << " Converged in " << itn << " iterations" << endl;
cout << " Final residual norm = " << nagad_a1w_get_value(rnorm) << endl;
cout.setf(ios::scientific,ios::floatfield);
cout.precision(4);
cout << endl;
cout << " Solution vector" << endl;
for (int i=0; i<n; ++i) {
cout.width(12);cout << nagad_a1w_get_value(x[i]) << endl;
}
cout << "\n Derivatives calculated: First order adjoints\n";
cout << " Computational mode : algorithmic\n";
cout << "\n Derivatives of solution X w.r.t RHS Y:\n";
// Setup evaluation of derivatives via adjoints
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(&x[i],inc);
ifail = 0;
nagad_a1w_ir_interpret_adjoint(ifail);
for (int j=0; j<n; j++) {
Integer k = i + j*n;
dxdy[k] = nagad_a1w_get_derivative(y[j]);
}
}
// Print derivatives
cout << endl;
NagError fail;
INIT_FAIL(fail);
x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,dxdy,n,
" dx_i/dy_j",0,&fail);
// Remove computational data object and tape
ifail = 0;
x10ab_a1w_f_(ad_handle,ifail);
nagad_a1w_ir_remove();
delete [] a;
delete [] x;
delete [] y;
delete [] work;
delete [] icol;
delete [] ipiv;
delete [] irow;
delete [] istr;
delete [] iwork;
delete [] ar;
delete [] yr;
delete [] dxdy;
return exit_status;
}