/* nag::ad::d02bj Tangent over Adjoint Example Program.
*/
#include <dco.hpp>
#include <iostream>
#include <nagad.h>
// Function which calls NAG AD routines.
template <typename T>
void func(const std::vector<T> &y0, const T &alpha, const T &beta, T &x);
// Driver with the adjoint calls.
// Solves the ODE for a projectile
// y1' = tan(y3)
// y2' = alpha * tan(y3) / y2 - beta * y2 / cos(y3)
// y3' = alpha / y2^2
// until it hits the ground. x is the hit point.
// Also computes the sum of all Hessian elements d^2 x/d[y0, alpha, beta]^2.
void driver(const std::vector<double> &y0,
const double & alpha,
const double & beta,
double & x,
double & d2x);
int main()
{
std::cout
<< "nag::ad::d02bj Tangent over Adjoint Example Program Results\n\n";
// Parameters
double alpha = -0.032, beta = -0.02;
// Initial condition
std::vector<double> y0{0.5, 0.5, 0.2 * nag_math_pi};
// Hit point
double x;
// Sum of Hessian elements
double d2x;
// Call driver
driver(y0, alpha, beta, x, d2x);
// Print outputs
std::cout << " Derivatives calculated: Second order adjoints\n";
std::cout << " Computational mode : algorithmic\n";
std::cout.setf(std::ios::scientific, std::ios::floatfield);
std::cout.precision(6);
std::cout << "\n Hit point = " << x << std::endl;
// Print derivatives
std::cout
<< "\n Sum of all Hessian elements of hit point x w.r.t. initial condition and parameters (alpha, beta) :\n";
std::cout << " sum_jk [d^2 x / d(y0, alpha, beta)^2]_jk = " << d2x
<< std::endl;
return 0;
}
// Driver with the adjoint calls.
// Solves the ODE for a projectile
// y1' = tan(y3)
// y2' = alpha * tan(y3) / y2 - beta * y2 / cos(y3)
// y3' = alpha / y2^2
// until it hits the ground. x is the hit point.
// Also computes the sum of all Hessian elements d^2 x/d[y0, alpha, beta]^2.
void driver(const std::vector<double> &y0v,
const double & alphav,
const double & betav,
double & xv,
double & d2x)
{
using mode = dco::ga1s<dco::gt1s<double>::type>;
using T = mode::type;
// Create the AD tape
mode::global_tape = mode::tape_t::create();
// Variable to differentiate w.r.t.
std::vector<T> y0(begin(y0v), end(y0v));
T alpha(alphav), beta(betav);
dco::derivative(dco::value(y0)) = std::vector<double>(y0.size(), 1.0);
dco::derivative(dco::value(alpha)) = 1.0;
dco::derivative(dco::value(beta)) = 1.0;
// Register variable to differentiate w.r.t.
mode::global_tape->register_variable(y0);
mode::global_tape->register_variable(alpha);
mode::global_tape->register_variable(beta);
// Hit point x, variable to differentiate
T x;
// Call the NAG AD Lib functions
func(y0, alpha, beta, x);
// Extract the computed solutions
xv = dco::passive_value(x);
// Initialize adjoints of y
mode::global_tape->register_output_variable(x);
dco::derivative(x) = 1.0;
// Interpret the tape
mode::global_tape->interpret_adjoint();
d2x = 0.0;
// Adjoint of y0 and r
for (T const &y0i : y0)
d2x += dco::derivative(dco::derivative(y0i));
d2x += dco::derivative(dco::derivative(alpha)) +
dco::derivative(dco::derivative(beta));
// Remove tape
mode::tape_t::remove(mode::global_tape);
}
// function which calls NAG AD Library routines
template <typename T>
void func(const std::vector<T> &y0, const T &alpha, const T &beta, T &x)
{
Integer n = y0.size();
Integer iw = 20 * n;
// Active variables
std::vector<T> w(iw), ruser{alpha, beta};
T xinit = 0.0, xend = 10.0, tol = 1.0e-5;
auto fcn = [&](nag::ad::handle_t &ad_handle,
const T & x,
const T y[],
T f[])
{
T alpha, beta;
alpha = ruser[0];
beta = ruser[1];
f[0] = tan(y[2]);
f[1] = alpha * tan(y[2]) / y[1] + beta * y[1] / cos(y[2]);
f[2] = alpha / (y[1] * y[1]);
};
auto g = [](nag::ad::handle_t&, T const&, T const y[], T & z)
{
z = y[0];
};
// Create AD configuration data object
Integer ifail = 0;
nag::ad::handle_t ad_handle;
x = xinit;
std::vector<T> y = y0;
ifail = 0;
nag::ad::d02bj(ad_handle, x, xend, n, y.data(), fcn, tol, "D", nullptr, g,
w.data(), ifail);
}