/* D02PU_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 = 4;
const Integer liwsav = 130;
const Integer lrwsav = 350 + 32 * n;
Integer exit_status = 0;
nagad_a1w_w_rtype *rwsav = 0, *thresh = 0, *ygot = 0, *ymax = 0;
nagad_a1w_w_rtype *ypgot = 0, *y = 0, ruser[1];
Integer * iwsav = 0, iuser[1];
nagad_a1w_w_rtype *rmserr = 0;
cout << "D02PU_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];
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];
rmserr = new nagad_a1w_w_rtype[n];
// Set initial conditions for ODE and parameters for the integrator.
Integer method = 3;
nagad_a1w_w_rtype tol, hstart, tend, tstart, eps;
eps = 0.7;
tstart = 0.0;
tol = 1.0e-6;
tend = 3.0 * nag_math_pi;
hstart = 0.0;
for (int i = 0; i < n; ++i)
{
thresh[i] = 1.0e-10;
}
{
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 y3 y4" << endl;
cout.width(6);
cout << t;
}
// 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(eps);
y[0] = 1.0 - eps;
y[1] = 0.0;
y[2] = 0.0;
y[3] = sqrt((1.0 + eps) / (1.0 - eps));
for (int k = 0; k < n; k++)
{
double yr = dco::value(y[k]);
cout.width(11);
cout << yr;
}
cout << endl;
// 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 = tend;
ifail = 2;
while (ifail > 1 && ifail < 5)
{
ifail = -1;
nag::ad::d02pe(ad_handle, f, n, twant, tgot, ygot, ypgot, ymax, -1, iuser,
-1, ruser, iwsav, rwsav, ifail);
}
if (ifail == 0)
{
cout.width(6);
cout << dco::value(tgot);
for (int k = 0; k < n; ++k)
{
cout.width(11);
cout << dco::value(ygot[k]);
}
cout << endl;
// Get Error estimates
nagad_a1w_w_rtype errmax, terrmx;
ifail = 0;
nag::ad::d02pu(ad_handle, n, rmserr, errmax, terrmx, iwsav, rwsav, ifail);
cout.setf(ios::scientific, ios::floatfield);
cout.precision(2);
cout << "\n Componentwise error assessment\n ";
for (int k = 0; k < n; ++k)
{
cout.width(11);
cout << dco::value(rmserr[k]);
}
cout << endl;
cout.precision(3);
cout << "\n Worst global error observed was ";
cout.width(9);
cout << dco::value(errmax) << endl;
cout << " it occurred at T = ";
cout.width(8);
cout << dco::value(terrmx) << 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. eps)\n";
cout.setf(ios::scientific, ios::floatfield);
cout.precision(4);
double deps;
deps = dco::derivative(eps);
cout << " dy(t)/deps = ";
cout.width(12);
cout << deps << 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[] ypgot;
delete[] ymax;
delete[] iwsav;
delete[] rwsav;
delete[] rmserr;
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[])
{
nagad_a1w_w_rtype r;
r = 1.0 / sqrt(y[0] * y[0] + y[1] * y[1]);
r = r * r * r;
yp[0] = y[2];
yp[1] = y[3];
yp[2] = -y[0] * r;
yp[3] = -y[1] * r;
}