Program g02aa_a1t1w_fe
! G02AA_A1T1W_F Example Program Text
! Mark 28.6 Release. NAG Copyright 2022.
! .. Use Statements ..
Use iso_c_binding, Only: c_ptr
Use nagad_library, Only: g02aa_a1t1w_f, nagad_a1t1w_get_derivative, &
nagad_a1t1w_inc_derivative, &
nagad_a1t1w_ir_create => x10za_a1t1w_f, &
nagad_a1t1w_ir_interpret_adjoint, &
nagad_a1t1w_ir_register_variable, &
nagad_a1t1w_ir_remove, nagad_a1t1w_w_rtype, &
nagad_t1w_w_rtype, x10aa_a1t1w_f, &
x10ab_a1t1w_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_a1t1w_w_rtype) :: errtol, nrmgrd
Type (nagad_t1w_w_rtype) :: t_t
Real (Kind=nag_wp), Save :: da = 0.0_nag_wp
Real (Kind=nag_wp), Save :: dxdg
Integer :: feval, i, ifail, iter, j, ldg, ldx, &
maxit, maxits, n
! .. Local Arrays ..
Type (nagad_a1t1w_w_rtype), Allocatable :: g(:,:), g_in(:,:), x(:,:)
! .. Executable Statements ..
Write (nout,*) 'G02AA_A1T1W_F Example Program Results'
Write (nout,*)
Flush (nout)
ifail = 0
Call x10aa_a1t1w_f(ad_handle,ifail)
Call nagad_a1t1w_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))
! Read in the matrix G
g_in(1:n,1:n) = 0.0_nag_wp
Read (nin,*)(g_in(i,1:n)%value%value,i=1,n)
! Use the defaults for ERRTOL, MAXITS and MAXIT
errtol = 0.0E0_nag_wp
maxits = 0
maxit = 0
g_in(1:n,1:n)%value%tangent = 1.0_nag_wp
Call nagad_a1t1w_ir_register_variable(g_in)
g = g_in
! Calculate nearest correlation matrix
ifail = 0
Call g02aa_a1t1w_f(ad_handle,g,ldg,n,errtol,maxits,maxit,x,ldx,iter, &
feval,nrmgrd,ifail)
t_t = 1.0_nag_wp
Call nagad_a1t1w_inc_derivative(x(1:n,1:n),t_t)
Call nagad_a1t1w_ir_interpret_adjoint(ifail)
! Display results
ifail = 0
Call x04caf('General',' ',n,n,x%value%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,*) ' '
dxdg = 0.0_nag_wp
Do i = 1, n
Do j = 1, n
t_t = nagad_a1t1w_get_derivative(g_in(i,j))
dxdg = dxdg + t_t%tangent
End Do
End Do
Write (nout,*)
Write (nout,'(1X,A)') 'Sum of Hessian terms for X w.r.t. G'
Write (nout,*)
Write (nout,'(1X,A,E11.2)') &
'Sum_{i,j,k,l,m,n} d^2 X_{m,n} / dG_{i,j} dG_{k,l}: ', dxdg
Call nagad_a1t1w_ir_remove
Call x10ab_a1t1w_f(ad_handle,ifail)
99999 Format (1X,A,I11)
99998 Format (1X,A,I9)
End Program g02aa_a1t1w_fe