/* D01FC_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 <iostream>
using namespace std;
extern "C"
{
static void NAG_CALL f_a1w(void* &ad_handle,
const Integer& ndim,
const nagad_a1w_w_rtype z[],
nagad_a1w_w_rtype& fz,
Integer iuser[],
nagad_a1w_w_rtype ruser[]);
}
int main(void)
{
// Scalars
int exit_status = 0;
Integer ndim = 4, maxpts = 4000, lenwrk = 100;
cout << "D01FC_A1W_F C++ Header Example Program Results\n\n";
// Allocate memory
nagad_a1w_w_rtype *a = 0, *b = 0, *work = 0;
if (!(a = NAG_ALLOC(ndim, nagad_a1w_w_rtype)) ||
!(b = NAG_ALLOC(ndim, nagad_a1w_w_rtype)) ||
!(work = NAG_ALLOC(lenwrk, nagad_a1w_w_rtype)))
{
printf("Allocation failure\n");
exit_status = -2;
}
if (exit_status==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);
// Initialize variables
for (int i = 0; i < ndim; i++) {
a[i] = 0.0;
b[i] = 1.0;
}
Integer minpts = 0;
nagad_a1w_w_rtype eps = 0.0001;
nagad_a1w_w_rtype ruser[3];
ruser[0] = 4.0;
ruser[1] = 2.0;
ruser[2] = 1.0;
/* Register variables to differentiate w.r.t. */
nagad_a1w_ir_register_variable(&ruser[0]);
nagad_a1w_ir_register_variable(&ruser[1]);
nagad_a1w_ir_register_variable(&ruser[2]);
// Call the AD routine
ifail = 0;
nagad_a1w_w_rtype finval, acc;
Integer iuser[1];
d01fc_a1w_f_(ad_handle,ndim,a,b,minpts,maxpts,f_a1w,eps,acc,lenwrk,
work,finval,iuser,ruser,ifail);
double inc = 1.0;
nagad_a1w_inc_derivative(&finval,inc);
nagad_a1w_ir_interpret_adjoint(ifail);
cout << "\n Derivatives calculated: First order adjoints\n";
cout << " Computational mode : algorithmic\n";
// Get derivatives
double dr[3];
dr[0] = nagad_a1w_get_derivative(ruser[0]);
dr[1] = nagad_a1w_get_derivative(ruser[1]);
dr[2] = nagad_a1w_get_derivative(ruser[2]);
cout.setf(ios::scientific,ios::floatfield);
cout.setf(ios::right);
cout.precision(4);
cout << "\n Solution, x = ";
double ans_value = nagad_a1w_get_value(finval);
cout.width(12); cout << ans_value << endl;
cout << "\n Derivatives:\n";
cout << " d/druser[0] = ";
cout.width(12); cout << dr[0] << endl;
cout << " d/druser[1] = ";
cout.width(12); cout << dr[1] << endl;
cout << " d/druser[2] = ";
cout.width(12); cout << dr[2] << endl;
// Remove computational data object and tape
x10ab_a1w_f_(ad_handle,ifail);
nagad_a1w_ir_remove();
}
NAG_FREE(a);
NAG_FREE(b);
NAG_FREE(work);
return exit_status;
}
static void NAG_CALL f_a1w(void* &ad_handle,
const Integer& ndim,
const nagad_a1w_w_rtype z[],
nagad_a1w_w_rtype& fz,
Integer iuser[],
nagad_a1w_w_rtype ruser[])
{
// dco/c++ overloading used here to perform AD
nagad_a1w_w_rtype f1, f2, f3;
f1 = ruser[0]*z[0]*z[2]*z[2];
f2 = ruser[1]*z[0]*z[2];
f2 = exp(f2);
f3 = ruser[2] + z[1] + z[3];
f3 = f3*f3;
fz = f1*f2/f3;
return;
}