/* F07AE_A1W_F C++ Header Example Program.
*
* Copyright 2022 Numerical Algorithms Group.
* Mark 28.6, 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;
cout << "F07AE_A1W_F C++ Header Example Program Results\n\n";
// Skip heading in data file
string mystr;
getline(cin, mystr);
// Read problem size and number of right-hand-sides
Integer n, nrhs;
cin >> n >> nrhs;
// Allocate arrays containing A and its factorized form, B
// and the solution X.
nagad_a1w_w_rtype *a = 0, *a_in = 0, *b = 0, *b_in = 0;
double * ar = 0, *br = 0;
Integer * ipiv = 0;
a = new nagad_a1w_w_rtype[n * n];
a_in = new nagad_a1w_w_rtype[n * n];
b = new nagad_a1w_w_rtype[n * nrhs];
b_in = new nagad_a1w_w_rtype[n * nrhs];
ipiv = new Integer[n];
ar = new double[n * n];
br = new double[n * nrhs];
// Create AD tape
dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();
// Read the matrix A and copy
double dd;
for (int i = 0; i < n; ++i)
{
for (int j = 0; j < n; ++j)
{
cin >> dd;
Integer k = i + j * n;
a_in[k] = dd;
a[k] = a_in[k];
}
}
// Read the matrix B, register and copy
for (int i = 0; i < n; ++i)
{
for (int j = 0; j < nrhs; ++j)
{
cin >> dd;
Integer k = i + j * n;
b_in[k] = dd;
if (j == 0)
{
dco::ga1s<double>::global_tape->register_variable(b_in[k]);
}
b[k] = b_in[k];
}
}
// Create AD configuration data object
ifail = 0;
// Factorize the matrix A
ifail = 0;
nag::ad::f07ad(ad_handle, n, n, a, n, ipiv, ifail);
// Solve AX = B
ifail = 0;
nag::ad::f07ae(ad_handle, "N", n, nrhs, a, n, ipiv, b, n, ifail);
// Print Solution
for (int i = 0; i < n; i++)
{
for (int j = 0; j < nrhs; j++)
{
int k = i + j * n;
br[k] = dco::value(b[k]);
}
}
NagError fail;
INIT_FAIL(fail);
x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, nrhs, br, n,
" Solution", 0, &fail);
cout << "\n Derivatives calculated: First order adjoints\n";
cout << " Computational mode : algorithmic\n";
cout << "\n Derivatives of solution X w.r.t. RHS B (A inverse)\n";
// Obtain derivatives
for (int i = 0; i < n; i++)
{
// Reset adjoints, initialize derivative, and evaluate adjoint
dco::ga1s<double>::global_tape->zero_adjoints();
double inc = 1.0;
dco::derivative(b[i]) += inc;
ifail = 0;
dco::ga1s<double>::global_tape->sparse_interpret() = true;
dco::ga1s<double>::global_tape->interpret_adjoint();
for (int j = 0; j < n; j++)
{
dd = dco::derivative(b_in[j]);
ar[i + j * n] = dd;
}
}
// Print derivatives
cout << endl;
INIT_FAIL(fail);
x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, ar, n,
" dx(i,1)/db(j,1)", 0, &fail);
ifail = 0;
dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);
delete[] a;
delete[] a_in;
delete[] b;
delete[] b_in;
delete[] ipiv;
delete[] ar;
delete[] br;
return exit_status;
}