/* D02PE_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;
#ifdef __cplusplus
extern "C"
{
#endif
static void NAG_CALL f(void *& ad_handle,
const nagad_a1w_w_rtype &t,
const Integer & n,
const nagad_a1w_w_rtype y[],
nagad_a1w_w_rtype yp[],
Integer iuser[],
nagad_a1w_w_rtype ruser[]);
#ifdef __cplusplus
}
#endif
int main(void)
{
const Integer n = 2, npts = 8;
const Integer liwsav = 130;
const Integer lrwsav = 350 + 32 * n;
Integer exit_status = 0;
nagad_a1w_w_rtype *rwsav = 0, *thresh = 0, *ygot = 0, *yinit = 0, *ymax = 0;
nagad_a1w_w_rtype *ypgot = 0, *y = 0, ruser[1];
Integer * iwsav = 0, iuser[1];
cout << "D02PE_A1W_F C++ Header Example Program Results\n\n";
thresh = new nagad_a1w_w_rtype[n];
ygot = new nagad_a1w_w_rtype[n];
y = new nagad_a1w_w_rtype[n];
yinit = new nagad_a1w_w_rtype[n];
ypgot = new nagad_a1w_w_rtype[n];
ymax = new nagad_a1w_w_rtype[n];
iwsav = new Integer[liwsav];
rwsav = new nagad_a1w_w_rtype[lrwsav];
// Set initial conditions for ODE and parameters for the integrator.
Integer method = 1;
nagad_a1w_w_rtype tol, hstart, tend, tstart;
tstart = 0.0;
tol = 1.0e-4;
tend = 2.0 * nag_math_pi;
yinit[0] = 0.0;
yinit[1] = 1.0;
hstart = 0.0;
thresh[0] = 1.0e-8;
thresh[1] = 1.0e-8;
{
double tolr = dco::value(tol);
cout << "\n Calculation with tol = " << tolr << endl;
}
cout.setf(ios::fixed);
cout.setf(ios::right);
cout.precision(3);
{
double t = dco::value(tstart);
cout << "\n t y1 y2" << endl;
cout.width(6);
cout << t;
}
for (int k = 0; k < n; k++)
{
double yr = dco::value(yinit[k]);
cout.width(10);
cout << yr;
}
cout << endl;
// Set control for output
double tinc = 2.0 * nag_math_pi / (double)(npts);
// Create AD tape
dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();
// Create AD configuration data object
Integer ifail = 0;
void * ad_handle = 0;
nag::ad::x10aa(ad_handle, ifail);
dco::ga1s<double>::global_tape->register_variable(yinit[0]);
dco::ga1s<double>::global_tape->register_variable(yinit[1]);
y[0] = yinit[0];
y[1] = yinit[1];
// Initialize Runge-Kutta method for integrating ODE
ifail = 0;
nag::ad::d02pq(ad_handle, n, tstart, tend, y, tol, thresh, method, hstart,
iwsav, rwsav, ifail);
nagad_a1w_w_rtype tgot, twant;
twant = tstart;
for (int j = 0; j < npts; ++j)
{
twant = twant + tinc;
ifail = 0;
nag::ad::d02pe(ad_handle, f, n, twant, tgot, ygot, ypgot, ymax, -1, iuser,
-1, ruser, iwsav, rwsav, ifail);
cout.width(6);
cout << dco::value(tgot);
for (int k = 0; k < n; ++k)
{
cout.width(10);
cout << dco::value(ygot[k]);
}
cout << endl;
}
nagad_a1w_w_rtype hnext, waste;
Integer fevals, stepcost, stepsok;
ifail = 0;
nag::ad::d02pt(ad_handle, fevals, stepcost, waste, stepsok, hnext, iwsav,
rwsav, ifail);
cout << "\n Cost of the integration in evaluations of f is " << fevals;
cout << endl;
// Setup evaluation of derivatives via adjoints.
double inc = 1.0;
dco::derivative(ygot[0]) += 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
cout << "\n Derivatives: (solution w.r.t. initial values)\n";
cout.setf(ios::scientific, ios::floatfield);
cout.precision(5);
double dr;
dr = dco::derivative(yinit[0]);
cout << " dy(t)/dy0 = ";
cout.width(12);
cout << dr << endl;
dr = dco::derivative(yinit[1]);
cout << " dy(t)/dy0' = ";
cout.width(12);
cout << dr << endl;
nag::ad::x10ab(ad_handle, ifail);
dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);
delete[] thresh;
delete[] ygot;
delete[] y;
delete[] yinit;
delete[] ypgot;
delete[] ymax;
delete[] iwsav;
delete[] rwsav;
return exit_status;
}
static void NAG_CALL f(void *& ad_handle,
const nagad_a1w_w_rtype &t,
const Integer & n,
const nagad_a1w_w_rtype y[],
nagad_a1w_w_rtype yp[],
Integer iuser[],
nagad_a1w_w_rtype ruser[])
{
yp[0] = y[1];
yp[1] = -y[0];
}