/* D01RG_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>
using namespace std;
extern "C"
{
static void NAG_CALL f(void * &ad_handle,
const nagad_a1w_w_rtype x[],
const Integer &nx,
nagad_a1w_w_rtype fv[],
Integer &iflag,
Integer iuser[],
nagad_a1w_w_rtype ruser[]);
}
int main(void)
{
// Scalars
int exit_status = 0;
cout << "D01RG_A1W_F C++ Header Example Program Results\n\n";
// The example function can raise various exceptions - it contains
// a division by zero and a log singularity - although its integral
// is well behaved.
Integer exmode[3], exmode_old[3];
nag_get_ieee_exception_mode(exmode_old);
// Save the original halting mode.
// Turn exception halting mode off for the three common exceptions.
for (int i=0; i<3; i++) {
exmode[i] = 0;
}
nag_set_ieee_exception_mode(exmode);
// Skip first line of data file
string mystr;
getline (cin, mystr);
// Read problem parameters
double ar, br, epsabsr, epsrelr;
cin >> ar;
cin >> br;
cin >> epsabsr;
cin >> epsrelr;
nagad_a1w_w_rtype a, b, epsabs, epsrel;
a = ar; b = br; epsabs = epsabsr; epsrel = epsrelr;
// 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.
nagad_a1w_ir_register_variable(&a);
// Call the AD routine
nagad_a1w_w_rtype dinest, errest, ruser[1];
Integer nevals, iuser[1];
ifail = -1;
d01rg_a1w_f_(ad_handle,a,b,f,epsabs,epsrel,dinest,errest,nevals,
iuser,ruser,ifail);
// Print inputs and primal outputs.
cout << "\n lower limit of integration (a) = " << ar << endl;
cout << " upper limit of integration (b) = " << br << endl;
cout << " absolute accuracy requested = " << epsabsr << endl;
cout << " relative accuracy requested = " << epsrelr << endl;
cout.setf(ios::scientific,ios::floatfield);
cout.precision(4);
if (ifail >= 0) {
cout << "\n approximation to the integral : " << nagad_a1w_get_value(dinest) << endl;
cout << " estimate of the absolute error : " << nagad_a1w_get_value(errest) << endl;
cout << " number of function evaluations : " << nevals << endl;
}
// Setup evaluation of derivatives via adjoints.
double inc = 1.0;
nagad_a1w_inc_derivative(&dinest,inc);
ifail = 0;
nagad_a1w_ir_interpret_adjoint(ifail);
cout << "\n Derivatives calculated: First order adjoints\n";
cout << " Computational mode : algorithmic\n";
// Get derivatives
double da = nagad_a1w_get_derivative(a);
cout << "\n Derivative of solution w.r.t to lower limit:\n";
cout << " d/da(x) = " << da << endl;
// Remove computational data object and tape
x10ab_a1w_f_(ad_handle,ifail);
nagad_a1w_ir_remove();
// Restore the original halting mode
nag_set_ieee_exception_mode(exmode_old);
return exit_status;
}
static void NAG_CALL f(void * &ad_handle,
const nagad_a1w_w_rtype x[],
const Integer &nx,
nagad_a1w_w_rtype fv[],
Integer &iflag,
Integer iuser[],
nagad_a1w_w_rtype ruser[])
{
// dco/c++ used here to perform AD of the following
nagad_a1w_w_rtype tmp1, tmp2;
for (int i=0; i<nx; i++) {
tmp1 = 10.0*(1.0-x[i]);
tmp2 = sin(x[i])/x[i];
fv[i] = tmp2*log(tmp1);
}
return;
}