/* C05AY_A1W_F C++ Header Example Program.
*
* Copyright 2019 Numerical Algorithms Group.
* Mark 27, 2019.
*/
#include <nag.h>
#include <dco.hpp>
#include <nagad.h>
#include <stdio.h>
#include <math.h>
#include <nag_stdlib.h>
#include <nagx07.h>
#include <iostream>
#include <string>
using namespace std;
extern "C"
{
static void (NAG_CALL f)(void* &ad_handle,
const nagad_a1w_w_rtype &x,
nagad_a1w_w_rtype &z,
Integer iuser[],
nagad_a1w_w_rtype ruser[]);
static void (NAG_CALL cb_sym)(int callmode, void* cb_handle);
}
int main (void)
{
// Scalars
int exit_status = 0;
cout << "C05AY_A1W_F C++ Header Example Program Results\n\n";
// Skip first line of data file
string mystr;
getline (cin, mystr);
// Read problem parameters
double ar, br, epsr, etar, ruserr;
cin >> ar;
cin >> br;
cin >> epsr;
cin >> etar;
cin >> ruserr;
// Create AD tape
nagad_a1w_ir_create();
// Create AD configuration data object
Integer ifail = 0;
void *ad_handle = 0;
x10aa_a1w_f_(ad_handle,ifail);
// Read AD computational mode
Integer mode;
cin >> mode;
// Set this mode.
ifail = 0;
x10ac_a1w_f_(ad_handle,mode,ifail);
// Register variables to differentiate w.r.t.
nagad_a1w_w_rtype a, b, eps, eta, ruser[1];
a = ar;
b = br;
eps = epsr;
eta = etar;
ruser[0] = ruserr;
nagad_a1w_ir_register_variable(&a);
nagad_a1w_ir_register_variable(&b);
nagad_a1w_ir_register_variable(&ruser[0]);
// Call AD routine
nagad_a1w_w_rtype x;
Integer iuser[1];
iuser[0] = 0;
// if mode is symbolic then set iuser[0] = 1 use symbolic adjoint callback
if (mode==nagad_symbolic) {
iuser[0] = 1;
}
ifail = -1;
c05ay_a1w_f_(ad_handle,a,b,eps,eta,f,x,iuser,ruser,ifail);
// Setup evaluation of derivatives via adjoints
double inc = 1.0;
nagad_a1w_set_derivative(&x,inc);
ifail = 0;
nagad_a1w_ir_interpret_adjoint(ifail);
cout << "\n Derivatives calculated: First order adjoints\n";
if (mode==nagad_algorithmic) {
cout << " Computational mode : algorithmic\n";
} else {
cout << " Computational mode : symbolic\n";
}
// Get derivatives
double da = nagad_a1w_get_derivative(a);
double db = nagad_a1w_get_derivative(b);
double druser = nagad_a1w_get_derivative(ruser[0]);
cout.setf(ios::scientific,ios::floatfield);
cout.precision(5);
cout << " Solution, x = " << nagad_a1w_get_value(x) << endl;
cout << "\n Derivatives:\n";
cout << " d/da(x) = " << da << endl;
cout << " d/db(x) = " << db << endl;
cout << " d/druser(x) = " << druser << endl;
// Remove computational data object and tape
x10ab_a1w_f_(ad_handle,ifail);
nagad_a1w_ir_remove();
return exit_status;
}
static void (NAG_CALL f)(void* &ad_handle,
const nagad_a1w_w_rtype &x,
nagad_a1w_w_rtype &z,
Integer iuser[],
nagad_a1w_w_rtype ruser[])
{
Integer ifail = 0, mode;
// Get computational mode
x10ad_a1w_f_(ad_handle,mode,ifail);
if (mode==nagad_algorithmic) {
// Evaluate nonlinear function (this needs dco/c++)
z = exp(-x) - x*ruser[0];
} else {
Integer cb_mode;
ifail = 0;
x10bd_a1w_f_(ad_handle,cb_mode,ifail);
// Evaluate primal only
double xr = nagad_a1w_get_value(x);
double rr = nagad_a1w_get_value(ruser[0]);
double zr = exp(-xr) - xr*rr;
if (cb_mode==nagad_primal || cb_mode==0) {
z = zr;
} else {
// Perform differentials symbolically using companion callback
// Create callback data object
void *cb_handle;
ifail = 0;
x10ba_a1w_f_(cb_handle,ifail);
// Write cb_mode to object
x10be_a1w_f_(cb_handle,cb_mode,ifail);
// Write inputs to object
x10bj_a1w_f_(cb_handle,x,ifail);
x10bj_a1w_f_(cb_handle,ruser[0],ifail);
z = zr;
// Register z
nagad_a1w_ir_register_variable(&z);
// Write output to object
ifail = 0;
x10bj_a1w_f_(cb_handle,z,ifail);
// Insert callback
void *cb_loc = (void *) cb_sym;
x10bb_a1w_f_(cb_handle,cb_loc,ifail);
}
}
return;
}
static void (NAG_CALL cb_sym)(int callmode, void* cb_handle)
{
// Extract data from callback data object
if (callmode == FREE_CHECKPOINT) return;
Integer ifail, cb_mode;
ifail = 0;
x10ce_a1w_f_(cb_handle,cb_mode,ifail);
nagad_a1w_w_rtype x, ruser, z;
x10cj_a1w_f_(cb_handle,x,ifail);
x10cj_a1w_f_(cb_handle,ruser,ifail);
x10cj_a1w_f_(cb_handle,z,ifail);
double za = nagad_a1w_get_derivative(z);
if (cb_mode==nagad_dstate || cb_mode==nagad_dall) {
// d/dx
double xr = nagad_a1w_get_value(x);
double rr = nagad_a1w_get_value(ruser);
double xa = (-exp(-xr) - rr)*za;
nagad_a1w_inc_derivative(&x,xa);
}
if (cb_mode==nagad_dparam || cb_mode==nagad_dall) {
// d/druser
double xr = nagad_a1w_get_value(x);
double ra = -xr*za;
nagad_a1w_inc_derivative(&ruser,ra);
}
return;
}