/* C05RB_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 <nagx02.h>
#include <nagx04.h>
#include <iostream>
#include <string>
using namespace std;
extern "C"
{
static void (NAG_CALL fcn)(void* &ad_handle,
const Integer &n,
const nagad_a1w_w_rtype x[],
nagad_a1w_w_rtype fvec[],
nagad_a1w_w_rtype fjac[],
Integer iuser[],
nagad_a1w_w_rtype ruser[],
Integer &iflag);
}
int main (void)
{
// Scalars
int exit_status = 0;
const Integer n = 7;
cout << "C05RB_A1W_F C++ Header Example Program Results\n\n";
// problem parameters and starting value
nagad_a1w_w_rtype r[5], x[7];
r[0] = -1.0;
r[1] = 3.0;
r[2] = -2.0;
r[3] = -2.0;
r[4] = -1.0;
for (int i=0; i<n; ++i) {
x[i] = -1.0;
}
// 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);
// Register variables to differentiate w.r.t.
for (int i=0; i<5; ++i) {
nagad_a1w_ir_register_variable(&r[i]);
}
// Call AD routine
nagad_a1w_w_rtype fvec[n], fjac[n*n], xtol;
Integer iuser[1];
xtol = sqrt(X02AJC);
ifail = 0;
c05rb_a1w_f_(ad_handle,fcn,n,x,fvec,fjac,xtol,iuser,r,ifail);
cout.setf(ios::scientific,ios::floatfield);
cout.precision(4);
cout << " Solution:\n";
for (int i=0; i<n; ++i) {
cout.width(10);
cout << i+1;
cout.width(20);
cout << nagad_a1w_get_value(x[i]) << endl;
}
cout << "\n Derivatives calculated: First order adjoints\n";
cout << " Computational mode : algorithmic\n";
cout << "\n Derivatives are of solution w.r.t function params\n\n";
// Setup evaluation of derivatives via adjoints
double dr[5*n];
for (int i = 0; i < n; ++i) {
nagad_a1w_ir_zero_adjoints();
double inc = 1.0;
nagad_a1w_set_derivative(&x[i],inc);
ifail = 0;
nagad_a1w_ir_interpret_adjoint(ifail);
for (int j=0; j<5; ++j) {
int k = j*n + i;
dr[k] = nagad_a1w_get_derivative(r[j]);
}
}
NagError fail;
INIT_FAIL(fail);
x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,5,dr,n,
" dx/druser",0,&fail);
// Remove computational data object and tape
x10ab_a1w_f_(ad_handle,ifail);
nagad_a1w_ir_remove();
return exit_status;
}
static void (NAG_CALL fcn)(void* &ad_handle,
const Integer &n,
const nagad_a1w_w_rtype x[],
nagad_a1w_w_rtype fvec[],
nagad_a1w_w_rtype fjac[],
Integer iuser[],
nagad_a1w_w_rtype ruser[],
Integer &iflag)
{
if (iflag!=2) {
for (int i=0; i<n; ++i) {
fvec[i] = (ruser[1] + ruser[2]*x[i])*x[i] - ruser[4];
}
for (int i=1; i<n; ++i) {
fvec[i] = fvec[i] + ruser[0]*x[i-1];
}
for (int i=0; i<n-1; ++i) {
fvec[i] = fvec[i] + ruser[3]*x[i+1];
}
} else {
for (int i=0; i<n*n; ++i) {
fjac[i] = 0.0;
}
fjac[0] = ruser[1] + 2.0*ruser[2]*x[0];
fjac[n] = ruser[3];
for (int i=1; i < n-1; ++i) {
int k = i*n + i;
fjac[k-n] = ruser[0];
fjac[k] = ruser[1] + 2.0*ruser[2]*x[i];
fjac[k+n] = ruser[3];
}
fjac[n*n-n-1] = ruser[0];
fjac[n*n-1] = ruser[1] + 2.0*ruser[2]*x[n-1];
}
iflag = 0;
return;
}