/* C05QC_T1W_F C++ Header Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
* Mark 27.2, 2021.
*/
#include <dco.hpp>
#include <iostream>
#include <math.h>
#include <nag.h>
#include <nagad.h>
#include <nagx02.h>
#include <nagx04.h>
#include <stdio.h>
#include <string>
using namespace std;
extern "C"
{
static void NAG_CALL fcn(void *& ad_handle,
const Integer & n,
const nagad_t1w_w_rtype x[],
nagad_t1w_w_rtype fvec[],
Integer iuser[],
nagad_t1w_w_rtype ruser[],
Integer & iflag);
}
int main(void)
{
// Scalars
int exit_status = 0;
const Integer maxfev = 2000, ml = 1, mode = 2, mu = 1, n = 7, nprint = 0;
cout << "C05QC_T1W_F C++ Header Example Program Results\n\n";
// problem parameters and starting value
nagad_t1w_w_rtype ruser[5], x[7];
ruser[0] = -1.0;
ruser[1] = 3.0;
ruser[2] = -2.0;
ruser[3] = -2.0;
ruser[4] = -1.0;
// Create AD configuration data object
Integer ifail = 0;
void * ad_handle = 0;
nag::ad::x10aa(ad_handle, ifail);
// Call AD routine
nagad_t1w_w_rtype diag[n], fjac[n * n], epsfcn, factor, fvec[n], qtf[n],
r[n * (n + 1) / 2], xtol;
double dr[5 * n];
Integer iuser[1], nfev;
xtol = sqrt(X02AJC);
epsfcn = 0.;
factor = 100.;
for (int i = 0; i < 5; ++i)
{
for (int j = 0; j < n; ++j)
{
x[j] = -1.0;
diag[j] = 1.;
}
dco::derivative(ruser[i]) = 0.5;
ifail = 0;
nag::ad::c05qc(ad_handle, fcn, n, x, fvec, xtol, maxfev, ml, mu, epsfcn,
mode, diag, factor, nprint, nfev, fjac, r, qtf, -1, iuser,
-1, ruser, ifail);
for (int j = 0; j < n; ++j)
{
dr[i * n + j] = 2. * dco::derivative(x[j]);
}
dco::derivative(ruser[i]) = 0.;
}
cout.setf(ios::scientific, ios::floatfield);
cout.precision(4);
cout << " Solution:\n";
for (int i = 0; i < n; ++i)
{
cout.width(10);
cout << i + 1;
cout.width(20);
cout << dco::value(x[i]) << endl;
}
cout << "\n Derivatives calculated: First order tangents\n";
cout << " Computational mode : algorithmic\n";
cout << "\n Derivatives are of solution w.r.t function params\n\n";
NagError fail;
INIT_FAIL(fail);
x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, 5, dr, n,
" dx/druser", 0, &fail);
// Remove computational data object
nag::ad::x10ab(ad_handle, ifail);
return exit_status;
}
static void NAG_CALL fcn(void *& ad_handle,
const Integer & n,
const nagad_t1w_w_rtype x[],
nagad_t1w_w_rtype fvec[],
Integer iuser[],
nagad_t1w_w_rtype ruser[],
Integer & iflag)
{
if (iflag != 0)
{
for (int i = 0; i < n; ++i)
{
fvec[i] = (ruser[1] + ruser[2] * x[i]) * x[i] - ruser[4];
}
for (int i = 1; i < n; ++i)
{
fvec[i] = fvec[i] + ruser[0] * x[i - 1];
}
for (int i = 0; i < n - 1; ++i)
{
fvec[i] = fvec[i] + ruser[3] * x[i + 1];
}
}
iflag = 0;
return;
}