/* F08AE_A1W_F C++ Header Example Program.
*
* Copyright 2019 Numerical Algorithms Group.
* Mark 27, 2019.
*/
#include <nag.h>
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <dco.hpp>
#include <nagad.h>
#include <stdio.h>
#include <math.h>
#include <nag_stdlib.h>
#include <iostream>
#include <string>
using namespace std;
// typedef DCO_TYPE nagad_a1w_w_rtype
typedef double DCO_BASE_TYPE;
typedef dco::ga1s<DCO_BASE_TYPE> DCO_MODE;
typedef DCO_MODE::type DCO_TYPE;
typedef DCO_MODE::tape_t DCO_TAPE_TYPE;
int main(void)
{
/* Scalars */
Integer exit_status = 0;
#ifdef NAG_LOAD_FP
/* The following line is needed to force the Microsoft linker
to load floating point support */
float force_loading_of_ms_float_support = 0;
#endif /* NAG_LOAD_FP */
cout << "F08AE_A1W_F C++ Header Example Program Results\n\n";
// Create AD tape
// nagad_a1w_ir_create();
DCO_MODE::global_tape=DCO_TAPE_TYPE::create();
void *ad_handle = 0;
Integer ifail = 0;
x10aa_a1w_f_(ad_handle,ifail);
// Skip heading in data file
string mystr;
getline (cin, mystr);
Integer m, n;
cin >> m; cin >> n;
Integer pda = m;
Integer lwork = 64 * n;
Integer tau_len;
if (m<n) {
tau_len = m;
} else {
tau_len = n;
}
// Allocate arrays
DCO_TYPE *a = 0, *tau = 0, *a_in = 0, *work = 0;
double *r = 0, *drda = 0;
a = new DCO_TYPE [m * n];
a_in = new DCO_TYPE [m * n];
tau = new DCO_TYPE [tau_len];
work = new DCO_TYPE [lwork];
r = new double [n * n];
drda = new double [n * m];
// Read A from data file
double tmp;
for (int i = 0; i < m; ++i) {
for (int j = 0; j < n; ++j){
cin >> tmp;
a_in[i+j*m] = tmp;
}
}
for (int i = 0; i < m; i++) {
// nagad_a1w_ir_register_variable(&a[i]);
DCO_MODE::global_tape->register_variable(a_in[i]);
}
for (int i = 0; i < m*n; i++) {
a[i] = a_in[i];
}
f08ae_a1w_f_(ad_handle, m, n, a, pda, tau, work, lwork, ifail);
if (ifail != 0) {
printf("Error from f08ae_a1w_f_ .\n%" NAG_IFMT " ", ifail);
exit_status = 1;
goto END;
}
for (int k = 0; k < n; ++k) {
for (int i = 0; i < n; ++i) {
// r[i+k*n] = a[i+k*m].value
r[i+k*n] = dco::value(a[i+k*m]);
}
}
for (int i = 0; i < n; ++i) {
int l = i*(m+1);
//nagad_a1w_ir_zero_adjoints();
dco::a1w::global_ir->zero_adjoints();
// double inc = 1.0;
// nagad_a1w_inc_derivative(&a[l],inc);
dco::derivative(a[l]) += 1.0;
// nagad_a1w_ir_interpret_adjoint(ifail);
DCO_MODE::global_tape->interpret_adjoint();
for (int j=0; j<m; ++j) {
int k = j*n + i;
// drda[k] = nagad_a1w_get_derivative(a_in[j]);
drda[k] = dco::derivative(a_in[j]);
}
}
NagError fail;
INIT_FAIL(fail);
x04cac(Nag_ColMajor,Nag_UpperMatrix,Nag_NonUnitDiag,n,n,r,n,
"R from Q factorization of A",0,&fail);
printf("\nDerivatives of diagonal of R w.r.t. first col of A\n");
x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,m,drda,n,
"dR_ii/dA_j1",0,&fail);
END:
// Remove computational data object and tape
x10ab_a1w_f_(ad_handle,ifail);
// nagad_a1w_ir_remove()
DCO_TAPE_TYPE::remove(DCO_MODE::global_tape);
delete [] a;
delete [] a_in;
delete [] tau;
delete [] r;
delete [] drda;
return exit_status;
}