NAG Library Manual, Mark 28.5
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
    Program g02aa_a1w_fe

!     G02AA_A1W_F Example Program Text
!     Mark 28.5 Release. NAG Copyright 2022.

!     .. Use Statements ..
      Use iso_c_binding, Only: c_ptr
      Use nagad_library, Only: g02aa_a1w_f, nagad_a1w_get_derivative,          &
                               nagad_a1w_inc_derivative,                       &
                               nagad_a1w_ir_create => x10za_a1w_f,             &
                               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, 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)         :: errtol, nrmgrd
      Real (Kind=nag_wp), Save         :: da = 0.0_nag_wp
      Integer                          :: adifail, feval, i, ifail, iter, j,   &
                                          ldg, ldx, maxit, maxits, n
!     .. Local Arrays ..
      Type (nagad_a1w_w_rtype), Allocatable :: g(:,:), g_in(:,:), x(:,:)
      Real (Kind=nag_wp), Allocatable  :: dxdg(:,:)
!     .. Executable Statements ..
      Write (nout,*) 'G02AA_A1W_F Example Program Results'
      Write (nout,*)
      Flush (nout)

      ifail = 0
      Call x10aa_a1w_f(ad_handle,ifail)
      Call nagad_a1w_ir_create

!     Skip heading in data file
      Read (nin,*)

!     Read in the problem size
      Read (nin,*) n

      ldg = n
      ldx = n
      Allocate (g(ldg,n),x(ldx,n),g_in(ldg,n),dxdg(n,n))

!     Read in the matrix G
      g_in(1:n,1:n) = 0.0_nag_wp
      Read (nin,*)(g_in(i,1:n)%value,i=1,n)

!     Use the defaults for ERRTOL, MAXITS and MAXIT
      errtol = 0.0E0_nag_wp
      maxits = 0
      maxit = 0

      Call nagad_a1w_ir_register_variable(g_in)
      g = g_in
!     Calculate nearest correlation matrix
      ifail = 0
      Call g02aa_a1w_f(ad_handle,g,ldg,n,errtol,maxits,maxit,x,ldx,iter,feval, &
        nrmgrd,ifail)

      Do i = 1, n
        Do j = 1, n
          Call nagad_a1w_inc_derivative(x(i,j),1.0_nag_wp)
        End Do
      End Do
      Call nagad_a1w_ir_interpret_adjoint_sparse(adifail)
!     Display results
      ifail = 0
      Call x04caf('General',' ',n,n,x%value,ldx,'Nearest Correlation Matrix',  &
        ifail)
      Write (nout,*)
      Write (nout,99999) ' Number of Newton steps taken:', iter
      Write (nout,99998) ' Number of function evaluations:', feval

      Write (nout,*)
      Write (nout,*) ' '

      Do i = 1, n
        Do j = 1, n
          dxdg(i,j) = nagad_a1w_get_derivative(g_in(i,j))
        End Do
      End Do
      Call x04caf('General',' ',n,n,dxdg,n,' (1,...,1)^T * dx/dg',ifail)

      Call nagad_a1w_ir_remove
      Call x10ab_a1w_f(ad_handle,ifail)
99999 Format (1X,A,I11)
99998 Format (1X,A,I9)
    End Program g02aa_a1w_fe