/* E04DG_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 <iostream>
using namespace std;

extern "C"
{
  static void NAG_CALL objfun(void* &ad_handle,
                              Integer &mode,
                              const Integer &n,
                              const nagad_a1w_w_rtype x[],
                              nagad_a1w_w_rtype &objf,
                              nagad_a1w_w_rtype objgrd[],
                              const Integer &nstate,
                              Integer iuser[],
                              nagad_a1w_w_rtype ruser[]
                              );
}

int main(void)
{
  int               exit_status = 0;
  nagad_a1w_w_rtype objf;
  cout << "E04DG_A1W_F C++ Header Example Program Results\n\n";

  // 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 problem parameters and register for differentiation
  // Skip first line of data file
  string mystr;
  getline (cin, mystr);

  Integer n;
  cin >> n;
  
  // AD routine fixed length array arguments
  Integer           iuser[1], iwsav[610];
  nagad_a1w_w_rtype ruser[1], rwsav[475];
  char              cwsav[1];
  logical           lwsav[120];
  const Charlen     name_l = 6, cwsav_l = 1;

  // AD routine variable length arrays 
  Integer           *iwork = 0;
  nagad_a1w_w_rtype *x = 0, *x_in = 0, *objgrd = 0, *work = 0;

  if (!(iwork = NAG_ALLOC(n+1, Integer)) ||
      !(x = NAG_ALLOC(n, nagad_a1w_w_rtype)) ||
      !(x_in = NAG_ALLOC(n, nagad_a1w_w_rtype)) ||
      !(objgrd = NAG_ALLOC(n, nagad_a1w_w_rtype)) ||
      !(work = NAG_ALLOC(13*n, nagad_a1w_w_rtype))) {
    cout << "Allocation failure\n";
    exit_status = -1;
    goto END;
  }
  
  double            xr;
  for (int i=0; i<n; i++) {
    cin >> xr;
    x_in[i] = xr;
    nagad_a1w_ir_register_variable(&x_in[i]);
    x[i] =  x_in[i];
  }

  // Initialize sav arrays
  ifail = 0;
  e04wb_a1w_f_("E04DGA",cwsav,1,lwsav,120,iwsav,610,rwsav,475,ifail,name_l,
          cwsav_l);

  // Options can be set here via E04DJA and/or E04DKA

  // Solve the problem
  Integer           iter;
  ifail = -1;
  e04dg_a1w_f_(ad_handle,n,objfun,iter,objf,objgrd,x,iwork,work,iuser,
              ruser,lwsav,iwsav,rwsav,ifail);

  // Primal results
  cout.setf(ios::scientific,ios::floatfield);
  cout.precision(3);
  if (ifail>=0 && ifail<=9) {
    cout << "\n Objective value = ";
    cout.width(12); cout << nagad_a1w_get_value(objf);
    cout << "\n Solution point  = ";
    for (int i=0; i<n; i++) {
      cout.width(12); cout << nagad_a1w_get_value(x[i]);
    }

    cout << "\n Estim gradient  = ";
    for (int i=0; i<n; i++) {
      cout.width(12); cout << nagad_a1w_get_value(objgrd[i]);
    }
  }
  
  cout << "\n\n Derivatives calculated: First order adjoints\n";
  cout << " Computational mode    : algorithmic\n\n";
  cout << " Derivatives:\n\n";

  // Setup evaluation of derivatives of objf via adjoints.
  {
    double inc = 1.0;
    nagad_a1w_inc_derivative(&objf,inc);
  }
  ifail = 0;
  nagad_a1w_ir_interpret_adjoint(ifail);

  // Get derivatives of solution points
  cout << "      dobjf/dx : ";
  for (int i=0; i<n; i++) {
    double d = nagad_a1w_get_derivative(x[i]);
    cout.width(12); cout << d;
  }
  cout << endl;
  
  //  Setup evaluation of derivatives via adjoints
  for (int j=0; j<n; j++) {
    nagad_a1w_ir_zero_adjoints();
    double inc = 1.0;
    nagad_a1w_inc_derivative(&objgrd[j],inc);
    ifail = 0;
    nagad_a1w_ir_interpret_adjoint(ifail);
    cout << " dobjgrd(";
    cout.width(1); cout << j+1;
    cout << ")/dx : ";
    for (int i=0; i<n; i++) {
      double d = nagad_a1w_get_derivative(x[i]);
      cout.width(12); cout << d;
    }
    cout << endl;
  }

 END:

  // Remove computational data object and tape
  x10ab_a1w_f_(ad_handle,ifail);
  nagad_a1w_ir_remove();

  NAG_FREE(iwork);
  NAG_FREE(x);
  NAG_FREE(x_in);
  NAG_FREE(objgrd);
  NAG_FREE(work);

  return exit_status;
}

static void NAG_CALL objfun(void* &ad_handle,
                            Integer &mode,
                            const Integer &n,
                            const nagad_a1w_w_rtype x[],
                            nagad_a1w_w_rtype &objf,
                            nagad_a1w_w_rtype objgrd[],
                            const Integer &nstate,
                            Integer iuser[],
                            nagad_a1w_w_rtype ruser[]
                            )
{
  // dco/c++ used here to perform AD of objfun
  
  nagad_a1w_w_rtype  x1, x2, y1, y2, expx1;
  
  x1 = x[0];
  x2 = x[1];
  expx1 = exp(x1);
  y1 = 2.0*x1;
  y1 = y1 + x2;
  y2 = x2 + 1.0;
  x1 = y1*y1;
  x2 = y2*y2;
  x1 = x1 + x2;
  objf = expx1*x1;
  
  if (mode==2) {
    y2 = y1 + y2;
    y2 = 2.0*y2;
    y1 = 4.0*y1;
    y1 = expx1*y1;
    objgrd[0] = y1 + objf;
    objgrd[1] = expx1*y2;
  }
  
  return;
}