/* F07UE_T1W_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 << "F07UE_T1W_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, nrhs;
cin >> n;
cin >> nrhs;
// Allocate arrays containing A and its factorized form, B
// and the solution X.
nagad_t1w_w_rtype *a = 0, *ax = 0, *b = 0, *x = 0;
double * ar = 0, *xr = 0, *dxdb = 0;
a = new nagad_t1w_w_rtype[n * n];
ax = new nagad_t1w_w_rtype[n * n];
b = new nagad_t1w_w_rtype[n * nrhs];
x = new nagad_t1w_w_rtype[n * nrhs];
ar = new double[n * n];
xr = new double[n * nrhs];
dxdb = new double[n * n];
// Read the lower triangular matrix A, register and copy
double dd;
for (int i = 0; i < n; ++i)
{
Integer l = 0;
for (int j = 0; j <= i; ++j)
{
cin >> dd;
Integer k = l + i;
a[k] = dd;
l = l + (n - j - 1);
}
}
// Read the right-hand-sides, register and copy
for (int i = 0; i < n; ++i)
{
for (int j = 0; j < nrhs; ++j)
{
cin >> dd;
int k = i + j * n;
b[k] = dd;
}
}
// Create AD configuration data object
ifail = 0;
double inc = 1.0, zero = 0.0;
for (int i = 0; i < n; i++)
{
dco::derivative(b[i]) = inc;
for (int j = 0; j < n; ++j)
{
Integer l = 0;
for (int p = 0; p <= j; ++p)
{
Integer k = l + j;
ax[k] = a[k];
l = l + (n - p - 1);
}
}
for (int j = 0; j < n * nrhs; ++j)
{
x[j] = b[j];
}
// Solve the system
ifail = 0;
nag::ad::f07ue(ad_handle, "L", "N", "N", n, nrhs, ax, x, n, ifail);
dco::derivative(b[i]) = zero;
for (int j = 0; j < n; ++j)
{
dxdb[j + i * n] = dco::derivative(x[j]);
}
}
// Print solution
for (int i = 0; i < n; i++)
{
for (int j = 0; j < nrhs; j++)
{
int k = i + j * n;
xr[k] = dco::value(x[k]);
}
}
cout << endl;
NagError fail;
INIT_FAIL(fail);
x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, nrhs, xr, n,
" Solution", 0, &fail);
cout << "\n\n Derivatives calculated: First order tangents\n";
cout << " Computational mode : algorithmic\n";
cout << "\n Derivatives of x w.r.t first column of b:\n";
// Print derivatives
cout << endl;
INIT_FAIL(fail);
x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, dxdb, n,
" Derivatives dX(i,1)/db(j,1)", 0, &fail);
ifail = 0;
delete[] a;
delete[] ax;
delete[] b;
delete[] x;
delete[] ar;
delete[] xr;
delete[] dxdb;
return exit_status;
}