/* F08AH_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;
// 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);
cout << "F08AH_A1W_F C++ Header Example Program Results\n\n";
// 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
// nagad_a1w_w_rtype *a = 0, *tau = 0, *a_in = 0, *work = 0;
DCO_TYPE *a = 0, *tau = 0, *work = 0, *a_in = 0;
double *l = 0, *dlda = 0;
a = new DCO_TYPE [m * n];
work = new DCO_TYPE [lwork];
a_in = new DCO_TYPE [m * n];
tau = new DCO_TYPE[tau_len];
l = new double [m * m];
dlda = new double [m * n];
// 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 < n; i ++) {
// nagad_a1w_ir_register_variable(&a[i]);
DCO_MODE::global_tape->register_variable(a_in[i*m]);
}
for (int i = 0; i < m * n; i ++) {
a[i] = a_in[i];
}
f08ah_a1w_f_(ad_handle, m, n, a, pda, tau, work, lwork, ifail);
if (ifail != 0) {
printf("Error from F08AH_A1W_F .\n%" NAG_IFMT " ", ifail);
exit_status = 1;
goto END;
}
for (int i = 0; i < m*m; ++i) {
// l[i] = a[i].value
l[i] = dco::value(a[i]);
}
for (int i = 0; i < m; ++i) {
double d_one = 1.0;
int ld = i*(m+1);
//nagad_a1w_ir_zero_adjoints();
dco::a1w::global_ir->zero_adjoints();
// nagad_a1w_inc_derivative(&a[l],d_one);
dco::derivative(a[ld]) += d_one;
// nagad_a1w_ir_interpret_adjoint(ifail);
DCO_MODE::global_tape->interpret_adjoint();
for (int j=0; j<n; ++j) {
int k = j*m + i;
// dlda[k] = a[j].tangent
dlda[k] = dco::derivative(a_in[j*m]);
}
}
NagError fail;
INIT_FAIL(fail);
x04cac(Nag_ColMajor,Nag_LowerMatrix,Nag_NonUnitDiag,m,m,l,m,
"L from Q factorization of A",0,&fail);
printf("\nDerivatives of diagonal of L w.r.t. first row of A\n");
x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,m,n,dlda,m,
"dL_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 [] l;
delete [] dlda;
return exit_status;
}