/* D01RJ_A1W_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 <stdio.h>
using namespace std;
extern "C"
{
static void NAG_CALL f(void *& ad_handle,
const nagad_a1w_w_rtype x[],
const Integer & nx,
nagad_a1w_w_rtype fv[],
Integer & iflag,
Integer iuser[],
nagad_a1w_w_rtype ruser[],
const void *& cpuser);
}
int main(void)
{
// Scalars
int exit_status = 0;
cout << "D01RJ_A1W_F C++ Header Example Program Results\n\n";
// The example function can raise various exceptions - it contains
// a division by zero and a log singularity - although its integral
// is well behaved.
Integer exmode[3], exmode_old[3];
nag_get_ieee_exception_mode(exmode_old);
// Save the original halting mode.
// Turn exception halting mode off for the three common exceptions.
for (int i = 0; i < 3; i++)
{
exmode[i] = 0;
}
nag_set_ieee_exception_mode(exmode);
// Create AD tape
dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();
double pi = X01AAC;
nagad_a1w_w_rtype a, b, epsabs, epsrel;
a = 0.0;
b = 2.0 * pi;
epsabs = 0.0;
epsrel = 1.0e-4;
Integer maxsub = 20;
Integer lrinfo = 80;
Integer liinfo = 20;
nagad_a1w_w_rtype *rinfo = 0;
Integer * iinfo = 0;
rinfo = new nagad_a1w_w_rtype[lrinfo];
iinfo = new Integer[liinfo];
// Create AD configuration data object
Integer ifail = 0;
void * ad_handle = 0;
nag::ad::x10aa(ad_handle, ifail);
double inc = 1.0;
nagad_a1w_w_rtype result, abserr, ruser[2];
Integer iuser[1];
const void * cpuser = 0;
iuser[0] = 0;
ruser[0] = 4.0 * pi * pi;
ruser[1] = 30.0;
// Register variables to differentiate w.r.t.
dco::ga1s<double>::global_tape->register_variable(ruser[0]);
dco::ga1s<double>::global_tape->register_variable(ruser[1]);
// Call the AD routine
ifail = -1;
nag::ad::d01rj(ad_handle, f, a, b, epsabs, epsrel, maxsub, result, abserr,
rinfo, iinfo, -1, iuser, -1, ruser, cpuser, ifail);
if (ifail < 0)
{
cout << "\n ** nag::ad::d01rj failed error exit ifail = " << ifail
<< endl;
goto END;
}
// Print inputs and primal outputs.
cout << "\n lower limit of integration (a) = " << dco::value(a) << endl;
cout << " upper limit of integration (b) = " << dco::value(b) << endl;
cout << " absolute accuracy requested = " << dco::value(epsabs) << endl;
cout << " relative accuracy requested = " << dco::value(epsrel) << endl;
cout << " maximum number of subintervals = " << maxsub << endl;
cout.setf(ios::scientific, ios::floatfield);
cout.precision(4);
if (ifail >= 0)
{
cout << "\n approximation to the integral : " << dco::value(result)
<< endl;
cout << " estimate of the absolute error : " << dco::value(abserr)
<< endl;
cout << " number of function evaluations : " << iinfo[0] << endl;
}
// Setup evaluation of derivatives via adjoints.
dco::derivative(result) += inc;
ifail = 0;
dco::ga1s<double>::global_tape->sparse_interpret() = true;
dco::ga1s<double>::global_tape->interpret_adjoint();
cout << "\n Derivatives calculated: First order adjoints\n";
cout << " Computational mode : algorithmic\n";
// Get derivatives
double dr;
dr = dco::derivative(ruser[0]);
cout << "\n Derivative of solution w.r.t to parameter in ruser:\n";
cout << " dI/druser[0] = " << dr << endl;
dr = dco::derivative(ruser[1]);
cout << " dI/druser[1] = " << dr << endl;
END:
// Remove computational data object and tape
nag::ad::x10ab(ad_handle, ifail);
dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);
// Restore the original halting mode
nag_set_ieee_exception_mode(exmode_old);
delete[] rinfo;
delete[] iinfo;
return exit_status;
}
static void NAG_CALL f(void *& ad_handle,
const nagad_a1w_w_rtype x[],
const Integer & nx,
nagad_a1w_w_rtype fv[],
Integer & iflag,
Integer iuser[],
nagad_a1w_w_rtype ruser[],
const void *& cpuser)
{
// dco/c++ used here to perform AD of the following
nagad_a1w_w_rtype tmp1, tmp2;
for (int i = 0; i < nx; i++)
{
if (x[i] == 1.0)
{
iflag = -1;
iuser[0] = iflag;
}
else
{
tmp1 = sqrt(1.0 - x[i] * x[i] / ruser[0]);
tmp2 = x[i] * sin(ruser[1] * x[i]);
fv[i] = tmp2 / tmp1;
}
}
return;
}