Program e04ne_a1w_fe
! E04NE_A1W_F Example Program Text
! Mark 28.3 Release. NAG Copyright 2022.
! .. Use Statements ..
Use iso_c_binding, Only: c_ptr
Use nagad_library, Only: e04nc_a1w_f, e04ne_a1w_f, e04wb_a1w_f, &
nagad_a1w_get_derivative, &
nagad_a1w_inc_derivative, &
nagad_a1w_ir_interpret_adjoint_sparse, &
nagad_a1w_ir_register_variable, &
nagad_a1w_ir_remove, nagad_a1w_w_rtype, &
x10aa_a1w_f, x10ab_a1w_f, x10za_a1w_f, &
Assignment (=)
Use nag_library, Only: nag_wp, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: lcwsav = 1, liwsav = 610, &
llwsav = 120, lrwsav = 475, nin = 5, &
nout = 6
! .. Local Scalars ..
Type (c_ptr) :: ad_handle
Type (nagad_a1w_w_rtype) :: obj
Integer :: i, ifail, inform, iter, lda, ldc, &
liwork, lwork, m, n, nclin, sdc
! .. Local Arrays ..
Type (nagad_a1w_w_rtype), Allocatable :: a(:,:), a_in(:,:), b(:), bl(:), &
bu(:), b_in(:), c(:,:), clamda(:), &
cvec(:), rwsav(:), work(:), x(:)
Real (Kind=nag_wp), Allocatable :: a_r(:,:), bl_r(:), bu_r(:), b_r(:), &
c_r(:,:), db(:), dbl(:), dbu(:), &
x_r(:)
Integer, Allocatable :: istate(:), iwork(:), iwsav(:), kx(:)
Logical, Allocatable :: lwsav(:)
Character (80), Allocatable :: cwsav(:)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (nout,*) 'E04NE_A1W_F Example Program Results'
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n, nclin
liwork = n
ldc = max(1,nclin)
lda = max(1,m)
If (nclin>0) Then
sdc = n
Else
sdc = 1
End If
! This particular example problem is of type LS1, so we allocate
! A(LDA,N), CVEC(1), B(M) and define LWORK as below
If (nclin>0) Then
lwork = 2*n**2 + 9*n + 6*nclin
Else
lwork = 9*n
End If
Allocate (istate(n+nclin),kx(n),iwork(liwork),c_r(ldc,sdc), &
bl_r(n+nclin),bu_r(n+nclin),cvec(1),x_r(n),a_r(lda,n),b_r(m), &
clamda(n+nclin),work(lwork),iwsav(liwsav),lwsav(llwsav),cwsav(lcwsav), &
rwsav(lrwsav))
Read (nin,*)(a_r(i,1:n),i=1,m)
Read (nin,*) b_r(1:m)
Read (nin,*)(c_r(i,1:sdc),i=1,nclin)
Read (nin,*) bl_r(1:(n+nclin))
Read (nin,*) bu_r(1:(n+nclin))
Read (nin,*) x_r(1:n)
! Create AD tape
Call x10za_a1w_f
! Create AD configuration data object
ifail = 0
Call x10aa_a1w_f(ad_handle,ifail)
! Initialise E04NE
ifail = 0
Call e04wb_a1w_f('E04NCA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav, &
lrwsav,ifail)
! Set option via string
Call e04ne_a1w_f('Print Level = 1',lwsav,iwsav,rwsav,inform)
Allocate (a(lda,n),b(m),c(ldc,sdc),bl(n+nclin),bu(n+nclin),x(n))
Allocate (a_in(lda,n),b_in(m))
Allocate (db(m),dbl(n+nclin),dbu(n+nclin))
a_in(:,:) = a_r(:,:)
b_in(:) = b_r(:)
c(:,:) = c_r(:,:)
bl(:) = bl_r(:)
bu(:) = bu_r(:)
x(:) = x_r(:)
! Register variables to differentiate w.r.t.
Call nagad_a1w_ir_register_variable(b_in)
Call nagad_a1w_ir_register_variable(bl)
Call nagad_a1w_ir_register_variable(bu)
a = a_in
b = b_in
! Solve the problem
ifail = -1
Call e04nc_a1w_f(ad_handle,m,n,nclin,ldc,lda,c,bl,bu,cvec,istate,kx,x,a, &
b,iter,obj,clamda,iwork,liwork,work,lwork,lwsav,iwsav,rwsav,ifail)
Write (nout,*)
Write (nout,*) ' Derivatives calculated: First order adjoints'
Write (nout,*) ' Computational mode : algorithmic'
Call nagad_a1w_inc_derivative(obj,1.0_nag_wp)
ifail = 0
Call nagad_a1w_ir_interpret_adjoint_sparse(ifail)
b_r = nagad_a1w_get_derivative(b_in)
bl_r = nagad_a1w_get_derivative(bl)
bu_r = nagad_a1w_get_derivative(bu)
Write (nout,*)
Call x04caf('General',' ',m,1,b_r,m,' dobj/db',ifail)
Write (nout,*)
Call x04caf('General',' ',n+nclin,1,bl_r,n+nclin,' dobj/dbl',ifail)
Write (nout,*)
Call x04caf('General',' ',n+nclin,1,bu_r,n+nclin,' dobj/dbu',ifail)
! Remove computational data object and tape
Call x10ab_a1w_f(ad_handle,ifail)
Call nagad_a1w_ir_remove
End Program e04ne_a1w_fe