Program g02da_a1w_fe
! G02DA_A1W_F Example Program Text
! Mark 27.3 Release. NAG Copyright 2021.
! .. Use Statements ..
Use iso_c_binding, Only: c_ptr
Use nagad_library, Only: g02da_a1w_f, nagad_a1w_get_derivative, &
nagad_a1w_inc_derivative, &
nagad_a1w_ir_create => x10za_a1w_f, &
nagad_a1w_ir_interpret_adjoint_sparse, &
nagad_a1w_ir_register_variable, &
nagad_a1w_ir_remove, nagad_a1w_ir_zero_adjoints &
, nagad_a1w_w_rtype, x10aa_a1w_f, x10ab_a1w_f, &
Assignment (=)
Use nag_library, Only: nag_wp, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Type (c_ptr) :: ad_handle
Type (nagad_a1w_w_rtype) :: rss, tol
Integer :: i, idf, ifail, ip, irank, ldq, ldx, &
lwt, m, n
Logical :: svd
Character (1) :: mean, weight
! .. Local Arrays ..
Type (nagad_a1w_w_rtype), Allocatable :: b(:), cov(:), h(:), p(:), &
q(:,:), res(:), se(:), wk(:), wt(:), &
x(:,:), y(:)
Real (Kind=nag_wp), Allocatable :: dbdy(:,:), dy(:)
Integer, Allocatable :: isx(:)
! .. Intrinsic Procedures ..
Intrinsic :: count
! .. Executable Statements ..
Write (nout,*) 'G02DA_A1W_F Example Program Results'
Flush (nout)
! Skip heading in data file
Read (nin,*)
Read (nin,*) n, m, weight, mean
If (weight=='W' .Or. weight=='w') Then
lwt = n
Else
lwt = 0
End If
ldx = n
Allocate (x(ldx,m),y(n),wt(lwt),isx(m),dy(n))
! Read in data
x(1:n,1:m) = 0.0_nag_wp
y(1:n) = 0.0_nag_wp
wt(1:lwt) = 0.0_nag_wp
If (lwt>0) Then
Read (nin,*)(x(i,1:m)%value,y(i)%value,wt(i)%value,i=1,n)
Else
Read (nin,*)(x(i,1:m)%value,y(i)%value,i=1,n)
End If
! Read in variable inclusion flags
Read (nin,*) isx(1:m)
! Calculate IP
ip = count(isx(1:m)>0)
If (mean=='M' .Or. mean=='m') Then
ip = ip + 1
End If
ldq = n
Allocate (b(ip),cov((ip*ip+ip)/2),h(n),p(ip*(ip+ &
2)),q(ldq,ip+1),res(n),se(ip),wk(ip*ip+5*(ip-1)),dbdy(n,ip))
! Use suggested value for tolerance
tol = 0.000001E0_nag_wp
! Create AD tape
Call nagad_a1w_ir_create
! Create AD configuration data object
ifail = 0
Call x10aa_a1w_f(ad_handle,ifail)
! Register variables to differentiate w.r.t.
Call nagad_a1w_ir_register_variable(y)
! Fit general linear regression model
ifail = -1
Call g02da_a1w_f(ad_handle,mean,weight,n,x,ldx,m,isx,ip,y,wt,rss,idf,b, &
se,cov,res,h,q,ldq,svd,irank,p,tol,wk,ifail)
If (ifail/=0) Then
If (ifail/=5) Then
Go To 100
End If
End If
! Display results
If (svd) Then
Write (nout,99999) 'Model not of full rank, rank = ', irank
Write (nout,*)
End If
Write (nout,99998) 'Residual sum of squares = ', rss%value
Write (nout,99999) 'Degrees of freedom = ', idf
Write (nout,*)
Write (nout,*) 'Variable Parameter estimate Standard error'
Write (nout,*)
If (ifail==0) Then
Write (nout,99997)(i,b(i)%value,se(i)%value,i=1,ip)
Else
Write (nout,99996)(i,b(i)%value,i=1,ip)
End If
Write (nout,*)
Write (nout,*) ' Derivatives calculated: First order adjoints'
Write (nout,*) ' Computational mode : algorithmic'
Write (nout,*)
Write (nout,*) ' Derivatives:'
Write (nout,*)
! Setup evaluation of derivatives via adjoints
Call nagad_a1w_inc_derivative(rss,1.0_nag_wp)
ifail = 0
Call nagad_a1w_ir_interpret_adjoint_sparse(ifail)
! Get derivatives
dy(1:n) = nagad_a1w_get_derivative(y)
Write (nout,*) ' i d(rss)/dy(i) '
Do i = 1, n
Write (nout,99995) i, dy(i)
End Do
! Setup evaluation of other derivatives via adjoints
Do i = 1, ip
Call nagad_a1w_ir_zero_adjoints
Call nagad_a1w_inc_derivative(b(i),1.0_nag_wp)
ifail = 0
Call nagad_a1w_ir_interpret_adjoint_sparse(ifail)
dbdy(1:n,i) = nagad_a1w_get_derivative(y(1:n))
End Do
Write (nout,*)
ifail = 0
Call x04caf('General',' ',n,ip,dbdy,n,' db/dy',ifail)
100 Continue
! Remove computational data object and tape
Call x10ab_a1w_f(ad_handle,ifail)
Call nagad_a1w_ir_remove
99999 Format (1X,A,I4)
99998 Format (1X,A,E12.4)
99997 Format (1X,I6,2E20.4)
99996 Format (1X,I6,E20.4)
99995 Format (1X,I5,6X,F9.4)
End Program g02da_a1w_fe