NAG Library Manual, Mark 28.3
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
!   C05RB_T1W_F Example Program Text
!   Mark 28.3 Release. NAG Copyright 2022.
    Module c05rb_t1w_fe_mod

!     C05RB_T1W_F Example Program Module:
!            Parameters and User-defined Routines

!     .. Use Statements ..
      Use iso_c_binding, Only: c_ptr
      Use nagad_library, Only: nagad_t1w_w_rtype, Operator (-), Operator (+),  &
                               Assignment (=), Operator (*)
      Use nag_library, Only: nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Accessibility Statements ..
      Private
      Public                           :: fcn
!     .. Parameters ..
      Integer, Parameter, Public       :: maxfev = 2000, mode = 2, n = 7,      &
                                          nout = 6, nprint = 0
    Contains
      Subroutine fcn(ad_handle,n,x,fvec,fjac,iuser,ruser,iflag)

!       .. Scalar Arguments ..
        Type (c_ptr), Intent (Inout)   :: ad_handle
        Integer, Intent (Inout)        :: iflag
        Integer, Intent (In)           :: n
!       .. Array Arguments ..
        Type (nagad_t1w_w_rtype), Intent (Inout) :: fjac(n,n), fvec(n),        &
                                          ruser(*)
        Type (nagad_t1w_w_rtype), Intent (In) :: x(n)
        Integer, Intent (Inout)        :: iuser(*)
!       .. Local Scalars ..
        Integer                        :: i
!       .. Executable Statements ..
        If (iflag==0) Then
          If (nprint>0) Then
!           Insert print statements here if desired.
            Continue
          End If
        Else If (iflag/=2) Then
          Do i = 1, n
            fvec(i) = (ruser(2)+ruser(3)*x(i))*x(i) - ruser(5)
          End Do
          Do i = 2, n
            fvec(i) = fvec(i) + ruser(1)*x(i-1)
          End Do
          Do i = 1, n - 1
            fvec(i) = fvec(i) + ruser(4)*x(i+1)
          End Do
        Else
          fjac(1:n,1:n) = 0.0_nag_wp
          fjac(1,1) = ruser(2) + 2.0_nag_wp*ruser(3)*x(1)
          fjac(1,2) = ruser(4)
          Do i = 2, n - 1
            fjac(i,i-1) = ruser(1)
            fjac(i,i) = ruser(2) + 2.0_nag_wp*ruser(3)*x(i)
            fjac(i,i+1) = ruser(4)
          End Do
          fjac(n,n-1) = ruser(1)
          fjac(n,n) = ruser(2) + 2.0_nag_wp*ruser(3)*x(n)
        End If
!       Set iflag negative to terminate execution for any reason.
        iflag = 0
        Return
      End Subroutine fcn
    End Module c05rb_t1w_fe_mod
    Program c05rb_t1w_fe
!     C05RB_T1W_F Example Main Program

!     .. Use Statements ..
      Use c05rb_t1w_fe_mod, Only: fcn, n, nout
      Use iso_c_binding, Only: c_ptr
      Use nagad_library, Only: c05rb_t1w_f, nagad_t1w_w_rtype, x10aa_t1w_f,    &
                               x10ab_t1w_f, Assignment (=)
      Use nag_library, Only: nag_wp, x02ajf, x04caf
!     .. Implicit None Statement ..
      Implicit None
!     .. Local Scalars ..
      Type (c_ptr)                     :: ad_handle
      Type (nagad_t1w_w_rtype)         :: xtol
      Integer                          :: i, ifail
!     .. Local Arrays ..
      Type (nagad_t1w_w_rtype), Allocatable :: fjac(:,:), fvec(:), x(:)
      Type (nagad_t1w_w_rtype)         :: ruser(5)
      Real (Kind=nag_wp), Allocatable  :: dr(:,:)
      Integer                          :: iuser(1)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: sqrt
!     .. Executable Statements ..

      Write (nout,*) 'C05RB_T1W_F Example Program Results'

      Allocate (fjac(n,n),fvec(n),x(n),dr(n,5))

!     Create AD configuration data object
      ifail = 0
      Call x10aa_t1w_f(ad_handle,ifail)

      ruser(1) = -1.0_nag_wp
      ruser(2) = 3.0_nag_wp
      ruser(3) = -2.0_nag_wp
      ruser(4) = -2.0_nag_wp
      ruser(5) = -1.0_nag_wp

      xtol = sqrt(x02ajf())

      Do i = 1, 5

!       The following starting values provide a rough solution.
        x(1:n) = -1.0_nag_wp

        ruser(i)%tangent = 0.5_nag_wp

        ifail = 0
        Call c05rb_t1w_f(ad_handle,fcn,n,x,fvec,fjac,xtol,iuser,ruser,ifail)

        dr(:,i) = 2.0_nag_wp*x%tangent
        ruser(i)%tangent = 0._nag_wp
      End Do

      Write (nout,*) 'Final approximate solution'
      Write (nout,99999)(x(i)%value,i=1,n)
99999 Format (1X,3F12.4)


      Write (nout,*)
      Write (nout,*) ' Derivatives calculated: First order tangents'
      Write (nout,*) ' Computational mode    : algorithmic'
      Write (nout,*)
      Write (nout,*) ' Derivatives are of solution w.r.t function params'
      Write (nout,*)

      Call x04caf('General',' ',n,5,dr,n,'       dx/druser',ifail)

!     Remove computational data object
      Call x10ab_t1w_f(ad_handle,ifail)

    End Program c05rb_t1w_fe