Program c05rd_a1w_fe
! C05RD_A1W_F Example Main Program
! Mark 28.7 Release. NAG Copyright 2022.
! .. Use Statements ..
Use iso_c_binding, Only: c_ptr
Use nagad_library, Only: c05rd_a1w_f, nagad_a1w_get_derivative, &
nagad_a1w_ir_interpret_adjoint_sparse, &
nagad_a1w_ir_register_variable, &
nagad_a1w_ir_remove, nagad_a1w_ir_zero_adjoints &
, nagad_a1w_set_derivative, nagad_a1w_w_rtype, &
x10aa_a1w_f, x10ab_a1w_f, x10za_a1w_f, &
Assignment (=), Operator (-), Operator (+), &
Operator (*)
Use nag_library, Only: nag_wp, x02ajf, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: mode = 2, n = 7, nout = 6
! .. Local Scalars ..
Type (c_ptr) :: ad_handle
Type (nagad_a1w_w_rtype) :: factor, xtol
Integer :: i, ifail, irevcm
! .. Local Arrays ..
Type (nagad_a1w_w_rtype), Allocatable :: diag(:), fjac(:,:), fvec(:), &
qtf(:), r(:), rwsav(:), x(:)
Type (nagad_a1w_w_rtype) :: ruser(5)
Real (Kind=nag_wp), Allocatable :: dr(:,:)
Integer, Allocatable :: iwsav(:)
! .. Intrinsic Procedures ..
Intrinsic :: sqrt
! .. Executable Statements ..
Write (nout,*) 'C05RD_A1W_F Example Program Results'
Allocate (diag(n),fjac(n,n),fvec(n),qtf(n),r(n*(n+ &
1)/2),x(n),rwsav(4*n+10),iwsav(17),dr(n,5))
! The following starting values provide a rough solution.
x(1:n) = -1.0_nag_wp
x(1:n)%tapeindex = 0.0_nag_wp
! Create AD tape
Call x10za_a1w_f
! Create AD configuration data object
ifail = 0
Call x10aa_a1w_f(ad_handle,ifail)
ruser(1) = -1.0_nag_wp
ruser(2) = 3.0_nag_wp
ruser(3) = -2.0_nag_wp
ruser(4) = -2.0_nag_wp
ruser(5) = -1.0_nag_wp
ruser(1:5)%tapeindex = 0
! Register variables to differentiate w.r.t.
Call nagad_a1w_ir_register_variable(ruser)
xtol = sqrt(x02ajf())
diag(1:n) = 1.0_nag_wp
factor = 100._nag_wp
irevcm = 0
revcomm: Do
ifail = 0
Call c05rd_a1w_f(ad_handle,irevcm,n,x,fvec,fjac,xtol,mode,diag,factor, &
r,qtf,iwsav,rwsav,ifail)
Select Case (irevcm)
Case (1)
! Monitoring exit.
Cycle revcomm
Case (2)
Do i = 1, n
fvec(i) = (ruser(2)+ruser(3)*x(i))*x(i) - ruser(5)
End Do
Do i = 2, n
fvec(i) = fvec(i) + ruser(1)*x(i-1)
End Do
Do i = 1, n - 1
fvec(i) = fvec(i) + ruser(4)*x(i+1)
End Do
Case (3)
fjac(1:n,1:n) = 0.0_nag_wp
fjac(1,1) = ruser(2) + 2.0_nag_wp*ruser(3)*x(1)
fjac(1,2) = ruser(4)
Do i = 2, n - 1
fjac(i,i-1) = ruser(1)
fjac(i,i) = ruser(2) + 2.0_nag_wp*ruser(3)*x(i)
fjac(i,i+1) = ruser(4)
End Do
fjac(n,n-1) = ruser(1)
fjac(n,n) = ruser(2) + 2.0_nag_wp*ruser(3)*x(n)
Case Default
Exit revcomm
End Select
End Do revcomm
Write (nout,*) 'Final approximate solution'
Write (nout,99999)(x(i)%value,i=1,n)
99999 Format (1X,3F12.4)
! Setup evaluation of derivatives via adjoints
Write (nout,*)
Write (nout,*) ' Derivatives calculated: First order adjoints'
Write (nout,*) ' Computational mode : algorithmic'
Write (nout,*)
Write (nout,*) ' Derivatives are of solution w.r.t function params'
Write (nout,*)
Do i = 1, n
Call nagad_a1w_ir_zero_adjoints
Call nagad_a1w_set_derivative(x(i),1.0_nag_wp)
ifail = 0
Call nagad_a1w_ir_interpret_adjoint_sparse(ifail)
! Get derivatives
dr(i,1) = nagad_a1w_get_derivative(ruser(1))
dr(i,2) = nagad_a1w_get_derivative(ruser(2))
dr(i,3) = nagad_a1w_get_derivative(ruser(3))
dr(i,4) = nagad_a1w_get_derivative(ruser(4))
dr(i,5) = nagad_a1w_get_derivative(ruser(5))
End Do
Call x04caf('General',' ',n,5,dr,n,' dx/druser',ifail)
! Remove computational data object and tape
Call x10ab_a1w_f(ad_handle,ifail)
Call nagad_a1w_ir_remove
End Program c05rd_a1w_fe