/* nag::ad::g02aa Passive Example Program.
*/
#include <dco.hpp>
#include <iostream>
#include <nagad.h>
std::stringstream filecontent("4 \
2.0 -1.0 0.0 0.0 \
-1.0 2.0 -1.0 0.0 \
0.0 -1.0 2.0 -1.0 \
0.0 0.0 -1.0 2.0 ");
// Function which calls NAG AD routines.
// Computes the Nearest Correlation Matrix X for an input matrix G.
template <typename T> void func(std::vector<T> &g, std::vector<T> &x);
int main()
{
std::cout << " nag::ad::g02aa Passive Example Program Results\n";
Integer n;
filecontent >> n;
// Input Matrix G, whose NCM we want to compute
std::vector<double> gv(n * n);
for (int i = 0; i < n; ++i)
{
for (int j = 0; j < n; ++j)
{
filecontent >> gv[i + j * n];
}
}
// Output NCM X
std::vector<double> xv(n * n);
// Call the NAG AD Lib functions
func(gv, xv);
std::cout.setf(std::ios::scientific, std::ios::floatfield);
std::cout.precision(5);
std::cout << "\n Nearest Correlation Matrix:\n\n";
for (int i = 0; i < n; i++)
{
for (int j = 0; j < n; j++)
{
std::cout.width(13);
std::cout << xv[i + j * n];
}
std::cout << std::endl;
}
return 0;
}
// Function which calls NAG AD routines.
template <typename T> void func(std::vector<T> &g, std::vector<T> &x)
{
Integer n = sqrt(g.size());
Integer pdg = n;
Integer pdx = n;
// Set up method parameters
T errtol = 1.00e-7;
Integer maxits = 200;
Integer maxit = 10;
// Output variables
Integer iter, feval;
T nrmgrd;
// Create AD configuration data object
Integer ifail = 0;
nag::ad::handle_t ad_handle;
// Routine for computing the NCM of G.
nag::ad::g02aa(ad_handle, g.data(), pdg, n, errtol, maxits, maxit, x.data(),
pdx, iter, feval, nrmgrd, ifail);
}