/* D01RM_A1W_F C++ Header Example Program.
*
* Copyright 2022 Numerical Algorithms Group.
* Mark 28.4, 2022.
*/
#include <dco.hpp>
#include <iostream>
#include <math.h>
#include <nag.h>
#include <nagad.h>
#include <stdio.h>
using namespace std;
int main()
{
// Scalars
int exit_status = 0;
cout << "D01RM_A1W_F C++ Header Example Program Results\n\n";
// Create AD tape
dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();
nagad_a1w_w_rtype bound, epsabs, epsrel;
bound = 0.0;
epsabs = 0.0;
epsrel = 1.0e-4;
Integer inf = 1;
Integer maxsub = 20;
Integer lrinfo = 80;
Integer liinfo = 20;
nagad_a1w_w_rtype *rinfo = 0;
Integer * iinfo = 0;
rinfo = new nagad_a1w_w_rtype[lrinfo];
iinfo = new Integer[liinfo];
// Create AD configuration data object
Integer ifail = 0;
nag::ad::handle_t ad_handle;
double inc = 1.0;
nagad_a1w_w_rtype result, abserr, ruser[22];
const void * cpuser = 0;
for (int i = 0; i < 20; ++i)
{
ruser[i] = 0.0;
}
ruser[20] = 1.0;
ruser[21] = 1.0;
auto f = [&](nag::ad::handle_t & ad_handle,
const nagad_a1w_w_rtype *x,
const Integer & nx,
nagad_a1w_w_rtype *fv,
Integer & iflag)
{
// dco/c++ used here to perform AD of the following
for (int i = 0; i < nx; i++)
{
fv[i] = 1.0 / ((x[i] + ruser[20]) * sqrt(ruser[21] * x[i]));
}
};
// Register variables to differentiate w.r.t.
dco::ga1s<double>::global_tape->register_variable(ruser[20]);
dco::ga1s<double>::global_tape->register_variable(ruser[21]);
// Call the AD routine
ifail = -1;
nag::ad::d01rm(ad_handle, f, bound, inf, epsabs, epsrel, maxsub, result,
abserr, rinfo, iinfo, ifail);
if (ifail < 0)
{
cout << "\n ** nag::ad::d01rm failed error exit ifail = " << ifail << endl;
goto END;
}
// Print inputs and primal outputs.
cout << "\n lower limit of integration (bound) = " << dco::value(bound)
<< endl;
cout << " upper limit of integration (Inf) = "
<< "Infinity" << endl;
cout << " absolute accuracy requested = " << dco::value(epsabs) << endl;
cout << " relative accuracy requested = " << dco::value(epsrel) << endl;
cout << " maximum number of subintervals = " << maxsub << endl;
cout.setf(ios::scientific, ios::floatfield);
cout.precision(4);
if (ifail >= 0)
{
cout << "\n approximation to the integral : " << dco::value(result)
<< endl;
cout << " estimate of the absolute error : " << dco::value(abserr) << endl;
cout << " number of function evaluations : " << iinfo[0] << endl;
}
// Setup evaluation of derivatives via adjoints.
dco::derivative(result) += inc;
ifail = 0;
dco::ga1s<double>::global_tape->sparse_interpret() = true;
dco::ga1s<double>::global_tape->interpret_adjoint();
cout << "\n Derivatives calculated: First order adjoints\n";
cout << " Computational mode : algorithmic\n";
// Get derivatives
double dr;
dr = dco::derivative(ruser[20]);
cout << "\n Derivative of solution w.r.t function parameters:\n";
cout << " dI/druser[20] = " << dr << endl;
dr = dco::derivative(ruser[21]);
cout << " dI/druser[21] = " << dr << endl;
END:
// Remove computational data object and tape
dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);
delete[] rinfo;
delete[] iinfo;
return exit_status;
}