Program f08ae_a1w_fe
! F08AE_A1W_F Example Program Text
! Mark 27 Release. NAG Copyright 2019.
! .. Use Statements ..
Use iso_c_binding, Only: c_ptr
Use nagad_library, Only: f08ae_a1w_f, nagad_a1w_get_derivative, &
nagad_a1w_inc_derivative, &
nagad_a1w_ir_create => x10za_a1w_f, &
nagad_a1w_ir_interpret_adjoint, &
nagad_a1w_ir_register_variable, &
nagad_a1w_ir_remove, nagad_a1w_ir_zero_adjoints &
, nagad_a1w_w_rtype, x10aa_a1w_f, x10ab_a1w_f
Use nag_library, Only: nag_wp, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nb = 64, nin = 5, nout = 6
! .. Local Scalars ..
Type (c_ptr) :: ad_handle
Integer :: i, ifail, info, j, lda, lwork, m, n
! .. Local Arrays ..
Type (nagad_a1w_w_rtype), Allocatable :: a(:,:), a_in(:,:), tau(:), &
work(:)
Real (Kind=nag_wp), Allocatable :: drda(:,:), r(:,:)
! .. Executable Statements ..
Write (nout,*) 'F08AE_A1W_F Example Program Results'
Write (nout,*)
Flush (nout)
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n
lda = m
lwork = nb*n
Allocate (a_in(lda,n),a(lda,n),drda(n,m),r(n,n),tau(n),work(lwork))
ifail = 0
Call x10aa_a1w_f(ad_handle,ifail)
! Read A from data file
Read (nin,*)(a_in(i,1:n)%value,i=1,m)
r = 0.0_nag_wp
! Compute the QR factorization of A
! The NAG name equivalent of dgeqrf_a1w is f08ae_a1w_f
Call nagad_a1w_ir_create
Call nagad_a1w_ir_register_variable(a_in)
a = a_in
Call f08ae_a1w_f(ad_handle,m,n,a,lda,tau,work,lwork,info)
! Compute sensitivities of diagonals of R w.r.t. first column of A
Do i = 1, n
Call nagad_a1w_ir_zero_adjoints
Call nagad_a1w_inc_derivative(a(i,i),1.0_nag_wp)
Call nagad_a1w_ir_interpret_adjoint(ifail)
Do j = 1, m
drda(i,j) = nagad_a1w_get_derivative(a_in(j,1))
End Do
Do j = i, n
r(i,j) = a(i,j)%value
End Do
End Do
! Print R
! ifail: behaviour on error exit
! =0 for hard exit, =1 for quiet-soft, =-1 for noisy-soft
ifail = 0
Call x04caf('Upper','Non',n,n,r,n,'R from QR factorization of A',ifail)
Write (nout,*)
Write (nout,*) 'Derivatives of diagonal of R w.r.t. first col of A'
ifail = 0
Call x04caf('General',' ',n,m,drda,n,'dR(i,i)/dA(1:m,1)',ifail)
! Remove computational data object and tape
Call x10ab_a1w_f(ad_handle,ifail)
Call nagad_a1w_ir_remove
End Program f08ae_a1w_fe