/* F11JC_T1W_F C++ Header Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
* Mark 27.2, 2021.
*/
#include <dco.hpp>
#include <iostream>
#include <nag.h>
#include <nagad.h>
#include <nagx04.h>
#include <stdio.h>
using namespace std;
int main(void)
{
int exit_status = 0;
void * ad_handle = 0;
Integer ifail = 0;
cout << "F11JC_T1W_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_t1w_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_t1w_w_rtype[la];
x = new nagad_t1w_w_rtype[n];
y = new nagad_t1w_w_rtype[n];
work = new nagad_t1w_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_t1w_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];
}
// Read the vector y
for (int i = 0; i < n; i++)
{
cin >> yr[i];
y[i] = yr[i];
}
// Read initial vector x
for (int i = 0; i < n; i++)
{
cin >> yr[i];
}
// Create AD configuration data object
ifail = 0;
nag::ad::x10aa(ad_handle, ifail);
// Calculate incomplete Cholesky factorization
Integer nnzc, npivm;
ifail = 0;
nag::ad::f11ja(ad_handle, n, nnz, a, la, irow, icol, lfill, dtol, "N", dscale,
"M", ipiv, istr, nnzc, npivm, iwork, liwork, ifail);
nagad_t1w_w_rtype rnorm;
Integer itn;
double inc = 1.0, zero = 0.0;
for (int i = 0; i < n; i++)
{
dco::derivative(y[i]) = inc;
for (int j = 0; j < n; j++)
{
x[j] = yr[j];
}
// Solve Ax = y
ifail = 0;
nag::ad::f11jc(ad_handle, "CG", n, nnz, a, la, irow, icol, ipiv, istr, y,
tol, maxitn, x, rnorm, itn, work, lwork, ifail);
dco::derivative(y[i]) = zero;
for (int j = 0; j < n; j++)
{
Integer k = j + i * n;
dxdy[k] = dco::derivative(x[j]);
}
}
// Output results
cout << " Converged in " << itn << " iterations" << endl;
cout << " Final residual norm = " << dco::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 << dco::value(x[i]) << endl;
}
cout << "\n Derivatives calculated: First order tangents\n";
cout << " Computational mode : algorithmic\n";
cout << "\n Derivatives of solution X w.r.t RHS Y:\n";
// 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
ifail = 0;
nag::ad::x10ab(ad_handle, ifail);
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;
}