/* F08KE_A1W_F C++ Header Example Program.
*
* Copyright 2022 Numerical Algorithms Group.
* Mark 28.3, 2022.
*/
#include <dco.hpp>
#include <iostream>
#include <nag.h>
#include <nagad.h>
#include <nagx04.h>
#include <stdio.h>
#include <string>
using namespace std;
int main()
{
int exit_status = 0;
nag::ad::handle_t ad_handle;
Integer ifail = 0;
NagError fail;
INIT_FAIL(fail);
cout << "F08KE_A1W_F C++ Header Example Program Results\n\n";
// Skip heading in data file
string mystr;
getline(cin, mystr);
// Read matrix dimensions
Integer m, n;
cin >> m;
cin >> n;
// Allocate arrays containing A and its factorized form, B
// and the solution X.
Integer lda = m, lwork = 64 * (m + n);
nagad_a1w_w_rtype *a = 0, *a_in = 0, *d = 0, *e = 0, *taup = 0, *tauq,
*work = 0;
double *dd = 0, *de = 0;
a = new nagad_a1w_w_rtype[m * n];
a_in = new nagad_a1w_w_rtype[m * n];
d = new nagad_a1w_w_rtype[n];
e = new nagad_a1w_w_rtype[n - 1];
taup = new nagad_a1w_w_rtype[n];
tauq = new nagad_a1w_w_rtype[n];
work = new nagad_a1w_w_rtype[lwork];
dd = new double[m * n];
de = new double[m * n - n];
// Create AD tape
dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();
// Read the matrix A, register and copy
double ddd;
for (int i = 0; i < m; i++)
{
for (int j = 0; j < n; j++)
{
Integer k = i + j * m;
cin >> ddd;
a_in[k] = ddd;
dco::ga1s<double>::global_tape->register_variable(a_in[k]);
a[k] = a_in[k];
}
}
// Create AD configuration data object
ifail = 0;
// reduce A to bidiagonal form
ifail = 0;
nag::ad::f08ke(ad_handle, m, n, a, lda, d, e, tauq, taup, work, lwork, ifail);
// Print bidiagonal form
cout.precision(4);
cout << " Diagonal:" << endl;
cout.width(12);
cout << " ";
for (int i = 0; i < n; i++)
{
cout.width(11);
cout << dco::value(d[i]);
}
cout << endl;
if (m > n)
{
cout << " Superdiagonal:" << endl;
}
else
{
cout << " Subdiagonal:" << endl;
}
cout.width(12);
cout << " ";
for (int i = 0; i < n - 1; i++)
{
cout.width(11);
cout << dco::value(e[i]);
}
cout << "\n\n Derivatives calculated: First order adjoints\n";
cout << " Computational mode : algorithmic\n";
cout << "\n Derivatives of d/e w.r.t first column of A\n";
for (int i = 0; i < n; i++)
{
dco::ga1s<double>::global_tape->zero_adjoints();
double inc = 1.0;
dco::derivative(d[i]) += inc;
ifail = 0;
dco::ga1s<double>::global_tape->sparse_interpret() = true;
dco::ga1s<double>::global_tape->interpret_adjoint();
for (int j = 0; j < m; j++)
{
Integer k = i + j * n;
dd[k] = dco::derivative(a_in[j]);
}
}
cout << "\n\n";
x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, m, dd, n,
" dD_i/dA_j1", 0, &fail);
for (int i = 0; i < n - 1; i++)
{
dco::ga1s<double>::global_tape->zero_adjoints();
double inc = 1.0;
dco::derivative(e[i]) += inc;
ifail = 0;
dco::ga1s<double>::global_tape->sparse_interpret() = true;
dco::ga1s<double>::global_tape->interpret_adjoint();
for (int j = 0; j < m; j++)
{
Integer k = i + j * (n - 1);
de[k] = dco::derivative(a_in[j]);
}
}
cout << "\n";
x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n - 1, m, de, n - 1,
" dE_i/DA_j1", 0, &fail);
ifail = 0;
dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);
delete[] a;
delete[] a_in;
delete[] d;
delete[] e;
delete[] taup;
delete[] tauq;
delete[] work;
delete[] dd;
delete[] de;
return exit_status;
}