/* F07FD_A1W_F C++ Header Example Program.
*
* Copyright 2019 Numerical Algorithms Group.
* Mark 27, 2019.
*/
#include <nag.h>
#include <nagx04.h>
#include <nagad.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <string>
#include <iostream>
using namespace std;
int main(void)
{
int exit_status = 0;
void *ad_handle = 0;
Integer ifail = 0;
cout << "F07FD_A1W_F C++ Header Example Program Results\n\n";
// Skip heading in data file
string mystr;
getline (cin, mystr);
// Read problem size
Integer n;
cin >> n;
// Allocate arrays containing A and its factorized form, B
// and the solution X.
nagad_a1w_w_rtype *a=0, *ax=0;
double *ar;
if (!(a = NAG_ALLOC(n*n, nagad_a1w_w_rtype)) ||
!(ax = NAG_ALLOC(n*n, nagad_a1w_w_rtype)) ||
!(ar = NAG_ALLOC(n*n, double))) {
cout << "Allocation failure\n";
exit_status = -1;
goto END;
}
// Create AD tape
nagad_a1w_ir_create();
// Read the lower triangular matrix A, register and copy
double dd;
for (int i = 0; i<n; ++i) {
for (int j = 0; j<=i; ++j) {
cin >> dd;
int k = i + j*n;
a[k].value = dd;
a[k].id = 0;
nagad_a1w_ir_register_variable(&a[k]);
ax[k] = a[k];
}
}
// Create AD configuration data object
ifail = 0;
x10aa_a1w_f_(ad_handle,ifail);
// Factorize the matrix A
ifail = 0;
f07fd_a1w_f_(ad_handle,"L",n,ax,n,ifail,1);
// Print Factor
for (int i = 0; i<n; i++) {
for (int j = 0; j<=i; j++) {
int k = i + j*n;
ar[k] = nagad_a1w_get_value(ax[k]);
}
}
cout << endl;
NagError fail;
INIT_FAIL(fail);
x04cac(Nag_ColMajor,Nag_LowerMatrix,Nag_NonUnitDiag,n,n,ar,n,
" Factor",0,&fail);
cout << "\n\n Derivatives calculated: First order adjoints\n";
cout << " Computational mode : algorithmic\n";
cout << "\n Derivatives of diagonal of L w.r.t first column of A:\n";
// Obtain derivatives
for (int i=0; i<n; i++) {
// Reset adjoints, initialize derivative, and evaluate adjoint
nagad_a1w_ir_zero_adjoints();
double inc = 1.0;
int k = i + i*n;
nagad_a1w_inc_derivative(&ax[k],inc);
ifail = 0;
nagad_a1w_ir_interpret_adjoint_sparse(ifail);
for (int j=0; j<n; j++) {
double dd = nagad_a1w_get_derivative(a[j]);
ar[i+j*n] = dd;
}
}
// Print derivatives
cout << endl;
INIT_FAIL(fail);
x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,ar,n,
" Derivatives dL(i,i)/dA(j,1)",0,&fail);
END:
// Remove computational data object and tape
ifail = 0;
x10ab_a1w_f_(ad_handle,ifail);
nagad_a1w_ir_remove();
return exit_status;
}