/* D01RK_A1W_F C++ Header Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
* Mark 27.3, 2021.
*/
#include <dco.hpp>
#include <iostream>
#include <math.h>
#include <nag.h>
#include <nagad.h>
#include <stdio.h>
using namespace std;
int main()
{
// Scalars
int exit_status = 0;
cout << "D01RK_A1W_F C++ Header Example Program Results\n\n";
// Create AD tape
dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();
Integer key = 6;
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;
nag::ad::handle_t ad_handle;
double inc = 1.0;
nagad_a1w_w_rtype result, abserr, ruser[2];
ruser[0] = 30.0;
ruser[1] = 1.0;
auto f = [&](nag::ad::handle_t & ad_handle,
const nagad_a1w_w_rtype *x,
const Integer & nx,
nagad_a1w_w_rtype *fv,
Integer & iflag)
{
// dco/c++ used here to perform AD of the following
for (int i = 0; i < nx; i++)
{
fv[i] = x[i] * sin(ruser[0] * x[i]) * cos(ruser[1] * x[i]);
}
};
// 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::d01rk(ad_handle, f, a, b, key, epsabs, epsrel, maxsub, result,
abserr, rinfo, iinfo, ifail);
if (ifail < 0)
{
cout << "\n ** nag::ad::d01rk 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 << " choice of Gaussian rule (key) = " << key << 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:
dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);
delete[] rinfo;
delete[] iinfo;
return exit_status;
}