Program f08kd_a1w_fe
! F08KD_A1W_F Example Program Text
! Mark 28.6 Release. NAG Copyright 2022.
! .. Use Statements ..
Use iso_c_binding, Only: c_ptr
Use nagad_library, Only: f08kd_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_ir_zero_adjoints &
, nagad_a1w_w_rtype, nagad_algorithmic, &
x10aa_a1w_f, x10ab_a1w_f, x10ac_a1w_f, &
Assignment (=)
Use nag_library, Only: nag_wp, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nb = 64, nin = 5, nout = 6
! .. Local Scalars ..
Type (c_ptr) :: ad_handle
Integer :: i, ifail, lda, ldu, ldvt, lwork, m, &
mode, n
! .. Local Arrays ..
Type (nagad_a1w_w_rtype), Allocatable :: a(:,:), ax(:,:), s(:), u(:,:), &
vt(:,:), work(:)
Type (nagad_a1w_w_rtype) :: dummy(1,1)
Real (Kind=nag_wp), Allocatable :: ar(:,:), dsda(:,:), ur(:,:), vr(:,:)
Integer, Allocatable :: iwork(:)
! .. Intrinsic Procedures ..
Intrinsic :: max, min, nint
! .. Executable Statements ..
Write (nout,*) 'F08KD_A1W_F Example Program Results'
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n
Read (nin,*) mode
lda = m
ldu = m
ldvt = n
Allocate (a(lda,n),s(m),u(ldu,m),vt(ldvt,n),iwork(8*min(m,n)))
Allocate (ar(m,n),ax(lda,n),ur(ldu,m),vr(ldvt,n),dsda(m,m))
! Create AD tape
Call nagad_a1w_ir_create
! Create AD configuration data object
ifail = 0
Call x10aa_a1w_f(ad_handle,ifail)
! Set Computational mode
ifail = 0
Call x10ac_a1w_f(ad_handle,mode,ifail)
! Use routine workspace query to get optimal workspace.
lwork = -1
ifail = 0
! The NAG name equivalent of dgesdd_a1w is f08kd_a1w_f
Call f08kd_a1w_f(ad_handle,'A',m,n,a,lda,s,u,ldu,vt,ldvt,dummy,lwork, &
iwork,ifail)
! Make sure that there is enough workspace for block size nb.
lwork = max((5*m+9)*m+n+nb*(m+n),nint(dummy(1,1)%value))
Allocate (work(lwork))
! Read the m by n matrix A from data file
Read (nin,*)(ar(i,1:n),i=1,m)
a = ar
! Register variables to differentiate w.r.t.
Call nagad_a1w_ir_register_variable(a)
ax = a
! Compute the singular values and left and right singular vectors
! of A (A = U*S*(V**T), m.le.n)
! The NAG name equivalent of dgesdd_a1w is f08kd_a1w_f
ifail = 0
Call f08kd_a1w_f(ad_handle,'A',m,n,ax,lda,s,u,ldu,vt,ldvt,work,lwork, &
iwork,ifail)
! Print solution
Write (nout,*)
Write (nout,*) 'Singular values'
Write (nout,99999) s(1:m)%value
99999 Format (3X,(8F8.4))
Flush (nout)
ur(1:m,1:m) = u(1:m,1:m)%value
vr(1:n,1:n) = vt(1:n,1:n)%value
! Normalize so that u(1,j)>=0
Do i = 1, min(m,n)
If (ur(1,i)<0.0_nag_wp) Then
ur(1:m,i) = -ur(1:m,i)
vr(i,1:n) = -vr(i,1:n)
End If
End Do
! ifail: behaviour on error exit
! =0 for hard exit, =1 for quiet-soft, =-1 for noisy-soft
ifail = 0
Call x04caf('General',' ',m,m,ur,ldu,'Left singular vectors',ifail)
Write (nout,*)
Flush (nout)
Call x04caf('General',' ',m,n,vr,ldvt,'Right singular vectors by row '// &
'(first m rows of V**T)',ifail)
Write (nout,*)
Write (nout,*) ' Derivatives calculated: First order adjoints'
If (mode==nagad_algorithmic) Then
Write (nout,*) ' Computational mode : algorithmic'
Else
Write (nout,*) ' Computational mode : symbolic'
End If
Write (nout,*)
Write (nout,*) ' Derivatives of S w.r.t. first column of A:'
! Setup evaluation of derivatives via adjoints
Do i = 1, m
Call nagad_a1w_ir_zero_adjoints
Call nagad_a1w_inc_derivative(s(i),1.0_nag_wp)
ifail = 0
Call nagad_a1w_ir_interpret_adjoint_sparse(ifail)
! Get derivatives
dsda(i,1:m) = nagad_a1w_get_derivative(a(1:m,1))
End Do
Call x04caf('General',' ',m,m,dsda,m,'',ifail)
! Remove computational data object and tape
Call x10ab_a1w_f(ad_handle,ifail)
Call nagad_a1w_ir_remove
End Program f08kd_a1w_fe