/* F01EF_A1W_F C++ Header Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
* Mark 27.3, 2021.
*/
#include <dco.hpp>
#include <iostream>
#include <nag.h>
#include <nagad.h>
#include <nagx04.h>
#include <stdio.h>
#include <string>
using namespace std;
int main()
{
int exit_status = 0;
nag::ad::handle_t ad_handle;
Integer ifail = 0;
cout << "F01EF_A1W_F C++ Header Example Program Results\n\n";
// Skip heading in data file
string mystr;
getline(cin, mystr);
// Read problem size and number of right-hand-sides
Integer n;
cin >> n;
// Allocate arrays containing A and its factorized form, B
// and the solution X.
nagad_a1w_w_rtype *a = 0, *a_in = 0;
double * ar = 0;
a = new nagad_a1w_w_rtype[n * n];
a_in = new nagad_a1w_w_rtype[n * n];
ar = new double[n * n];
// Create AD tape
dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();
// Read the matrix A, register and copy
double dd;
for (int i = 0; i < n; ++i)
{
for (int j = i; j < n; ++j)
{
cin >> dd;
Integer k = i + j * n;
a_in[k] = dd;
if (i == j)
{
dco::ga1s<double>::global_tape->register_variable(a_in[k]);
}
a[k] = a_in[k];
ar[k] = dco::value(a[k]);
}
}
ifail = 0;
auto f = [&](nag::ad::handle_t & ad_handle,
Integer & iflag,
const Integer & n,
const nagad_a1w_w_rtype *x,
nagad_a1w_w_rtype *fx)
{
for (int i = 0; i < n; ++i)
{
fx[i] = cos(x[i]);
}
};
// Find f(A)
Integer iflag = 0;
nag::ad::f01ef(ad_handle, "U", n, a, n, f, iflag, ifail);
// Print f(A)
for (int i = 0; i < n; i++)
{
for (int j = i; j < n; j++)
{
int k = i + j * n;
ar[k] = dco::value(a[k]);
}
}
cout << endl;
NagError fail;
INIT_FAIL(fail);
x04cac(Nag_ColMajor, Nag_UpperMatrix, Nag_NonUnitDiag, n, n, ar, n, " f(A)",
0, &fail);
cout << "\n\n Derivatives calculated: First order adjoints\n";
cout << " Computational mode : algorithmic\n";
cout << "\n Derivatives of diagonal of f(A) w.r.t diagonal of A:\n";
// Obtain derivatives
for (int i = 0; i < n; i++)
{
dco::ga1s<double>::global_tape->zero_adjoints();
{
double inc = 1.0;
Integer k = i * n + i;
dco::derivative(a[k]) += inc;
}
ifail = 0;
dco::ga1s<double>::global_tape->sparse_interpret() = true;
dco::ga1s<double>::global_tape->interpret_adjoint();
for (int j = 0; j < n; j++)
{
Integer l = j + j * n, p = i + j * n;
double dd = dco::derivative(a_in[l]);
ar[p] = dd;
}
}
// Print derivatives
cout << endl;
INIT_FAIL(fail);
x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, ar, n,
" d(fA(i,i)/dA(j,j)", 0, &fail);
ifail = 0;
dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);
return exit_status;
}