Program f11jc_a1w_fe
! F11JC_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: f11ja_a1w_f, f11jc_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_ir_zero_adjoints &
, 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 :: nin = 5, nout = 6
! .. Local Scalars ..
Type (c_ptr) :: ad_handle
Type (nagad_a1w_w_rtype) :: dscale, dtol, rnorm, tol
Real (Kind=nag_wp) :: dd
Integer :: i, ifail, itn, j, la, lfill, liwork, &
lwork, maxitn, n, nnz, nnzc, npivm
Character (6) :: method
Character (1) :: mic, pstrat
! .. Local Arrays ..
Type (nagad_a1w_w_rtype), Allocatable :: a(:), work(:), x(:), y(:)
Real (Kind=nag_wp), Allocatable :: ar(:), dxdy(:,:), yr(:)
Integer, Allocatable :: icol(:), ipiv(:), irow(:), istr(:), &
iwork(:)
! .. Executable Statements ..
Write (nout,*) 'F11JC_A1W_F Example Program Results'
! Skip heading in data file
Read (nin,*)
! Read order of matrix and number of nonzero entries
Read (nin,*) n
Read (nin,*) nnz
la = 3*nnz
liwork = 2*la + 7*n + 1
lwork = 6*n + 120
Allocate (a(la),x(n),y(n),work(lwork),icol(la),ipiv(n),irow(la), &
istr(n+1),iwork(liwork))
Allocate (ar(la),yr(n),dxdy(n,n))
Read (nin,*) method
Read (nin,*) lfill, dd
dtol = dd
Read (nin,*) mic, dd
dscale = dd
Read (nin,*) pstrat
Read (nin,*) dd, maxitn
tol = dd
! Read the matrix A
Do i = 1, nnz
Read (nin,*) ar(i), irow(i), icol(i)
End Do
a(1:nnz) = ar(1:nnz)
! Read the vector y
Read (nin,*) yr(1:n)
y = yr
! Read initial approximation to solution
Read (nin,*) yr(1:n)
x = yr
! Create AD tape
Call x10za_a1w_f
! Create AD configuration data object
ifail = 0
Call x10aa_a1w_f(ad_handle,ifail)
! Calculate incomplete Cholesky factorization
! Register variables to differentiate w.r.t.
Call nagad_a1w_ir_register_variable(y)
ifail = 0
Call f11ja_a1w_f(ad_handle,n,nnz,a,la,irow,icol,lfill,dtol,mic,dscale, &
pstrat,ipiv,istr,nnzc,npivm,iwork,liwork,ifail)
! Solve Ax = b using F11JC_A1W_F
ifail = 0
Call f11jc_a1w_f(ad_handle,method,n,nnz,a,la,irow,icol,ipiv,istr,y,tol, &
maxitn,x,rnorm,itn,work,lwork,ifail)
Write (nout,99999) 'Converged in', itn, ' iterations'
Write (nout,99998) 'Final residual norm =', rnorm%value
! Output results
Write (nout,*) ' Solution of linear system'
Write (nout,99997)(x(i)%value,i=1,n)
Write (nout,*)
Write (nout,*) ' Derivatives calculated: First order adjoints'
Write (nout,*) ' Computational mode : algorithmic'
Write (nout,*)
Write (nout,*) ' Derivatives of solution X w.r.t. RHS Y (A inverse)'
Write (nout,*)
! Setup evaluation of derivatives via adjoints
Do i = 1, n
Call nagad_a1w_ir_zero_adjoints
Call nagad_a1w_inc_derivative(x(i),1.0_nag_wp)
ifail = 0
Call nagad_a1w_ir_interpret_adjoint_sparse(ifail)
! Get derivatives
Do j = 1, n
dxdy(i,j) = nagad_a1w_get_derivative(y(j))
End Do
End Do
Call x04caf('General',' ',n,n,dxdy,n,' dx(i)/dy(j)',ifail)
! Remove computational data object and tape
Call x10ab_a1w_f(ad_handle,ifail)
Call nagad_a1w_ir_remove
99999 Format (1X,A,I10,A)
99998 Format (1X,A,1P,E16.3)
99997 Format (1X,1P,E16.4)
End Program f11jc_a1w_fe