/* nag::ad::d02pu Adjoint Example Program.
*/
#include <dco.hpp>
#include <iostream>
#include <nagad.h>
// Function which calls NAG AD routines.
template <typename T> void func(const T &eps, T &errmax, T &terrmx);
// Driver with the adjoint calls.
// Solves the problem x''=x/r^3, y''=-y/r^3, with r=sqrt(x^2+y^2) and
// initial conditions x(0)=1-eps, x'(0)=0, y(0)=0, y'(0)=sqrt((1+eps)/(1-eps))
// by solving the ODE system:
// y1'=y3, y2'=y4, y3'=-y1/r^3, y4'=-y2/r^3
// over the range [0,3*pi] and computes worst global error (errmax) as well as
// respective time (terrmx). Also computes the sum of 1st derivatives of outputs
// errmax and terrmx.
void driver(const double &epsv,
double & errmaxv,
double & terrmxv,
double & d_deps);
int main()
{
std::cout << "nag::ad::d02pu Adjoint Example Program Results\n\n";
// Parameter epsilon
double epsv = 0.7;
// Maximum weighted approximate true error taken over all solution components
// and all steps
double errmaxv;
// First value of the independent variable where an approximate true error
// attains the maximum value
double terrmxv;
// Sum of 1st derivatives
double d_deps;
// Call driver
driver(epsv, errmaxv, terrmxv, d_deps);
// Print outputs
std::cout << "\n Derivatives calculated: First order adjoints\n";
std::cout << " Computational mode : algorithmic\n";
std::cout << "\n Worst global error observed = " << errmaxv;
std::cout << "\n at T = " << terrmxv << std::endl;
// Print derivatives
std::cout.setf(std::ios::scientific, std::ios::floatfield);
std::cout.precision(6);
std::cout
<< "\n Sum of 1st derivatives of errmax and terrmx w.r.t. problem parameter epsilon:\n";
std::cout << " derrmax/deps + dterrmx/deps = " << d_deps << std::endl;
return 0;
}
// Driver with the adjoint calls.
// Solves the problem x''=x/r^3, y''=-y/r^3, with r=sqrt(x^2+y^2) and
// initial conditions x(0)=1-eps, x'(0)=0, y(0)=0, y'(0)=sqrt((1+eps)/(1-eps))
// by solving the ODE system:
// y1'=y3, y2'=y4, y3'=-y1/r^3, y4'=-y2/r^3
// over the range [0,3*pi].
// Also computes the sum of all hessian elements dy/deps.
void driver(const double &epsv,
double & errmaxv,
double & terrmxv,
double & d_deps)
{
using mode = dco::ga1s<double>;
using T = mode::type;
// Create the AD tape
mode::global_tape = mode::tape_t::create();
// Variable to differentiate w.r.t.
T eps = epsv;
// Register variable to differentiate w.r.t.
mode::global_tape->register_variable(eps);
// Variables to differentiate
T errmax, terrmx;
// Call the NAG AD Lib functions
func(eps, errmax, terrmx);
// Extract the computed solutions
errmaxv = dco::passive_value(errmax);
terrmxv = dco::passive_value(terrmx);
// Initialize adjoints
mode::global_tape->register_output_variable(errmax);
mode::global_tape->register_output_variable(terrmx);
dco::derivative(errmax) = 1.0;
dco::derivative(terrmx) = 1.0;
// Interpret the tape
mode::global_tape->interpret_adjoint();
// Adjoint of eps
d_deps = dco::derivative(eps);
// Remove tape
mode::tape_t::remove(mode::global_tape);
}
// function which calls NAG AD Library routines
template <typename T> void func(const T &eps, T &errmax, T &terrmx)
{
// Active variables
const Integer n = 4;
const Integer liwsav = 130, lrwsav = 350 + 32 * n;
std::vector<T> thresh(n, 1e-10), ypgot(n), ymax(n), rwsav(lrwsav), rmserr(n);
std::vector<Integer> iwsav(liwsav);
// Set parameters for the integrator.
Integer method = 3;
T tol = 1e-6, hstart = 0.0, tend = 3.0 * nag_math_pi, tstart = 0.0;
// Set initial conditions
std::vector<T> y{1.0 - eps, 0.0, 0.0, sqrt((1.0 + eps) / (1.0 - eps))};
// Create AD configuration data object
nag::ad::handle_t ad_handle;
// Initialize Runge-Kutta method for integrating ODE
Integer ifail = 0;
nag::ad::d02pq(ad_handle, n, tstart, tend, y.data(), tol, thresh.data(),
method, hstart, iwsav.data(), rwsav.data(), ifail);
auto f = [&](nag::ad::handle_t &ad_handle,
const T & t,
const Integer & n,
const T y[],
T yp[])
{
T r = 1.0 / sqrt(y[0] * y[0] + y[1] * y[1]);
r = r * r * r;
yp[0] = y[2];
yp[1] = y[3];
yp[2] = -y[0] * r;
yp[3] = -y[1] * r;
};
T tnow = tstart;
ifail = 0;
nag::ad::d02pe(ad_handle, f, n, tend, tnow, y.data(), ypgot.data(),
ymax.data(), iwsav.data(), rwsav.data(), ifail);
// Get Error estimates
ifail = 0;
nag::ad::d02pu(ad_handle, n, rmserr.data(), errmax, terrmx, iwsav.data(),
rwsav.data(), ifail);
}