Program f07ca_a1t1w_fe
! F07CA_A1T1W_F Example Program Text
! Mark 28.7 Release. NAG Copyright 2022.
! .. Use Statements ..
Use iso_c_binding, Only: c_ptr
Use nagad_library, Only: f07ca_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_symbolic, nagad_t1w_w_rtype, &
x10aa_a1t1w_f, x10ab_a1t1w_f, x10ac_a1t1w_f, &
Assignment (=)
Use nag_library, Only: nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6, nrhs = 1
! .. Local Scalars ..
Type (c_ptr) :: ad_handle
Type (nagad_t1w_w_rtype) :: t_t
Real (Kind=nag_wp) :: dx
Integer :: i, ifail, mode, n
! .. Local Arrays ..
Type (nagad_a1t1w_w_rtype), Allocatable :: b(:), d(:), df(:), dl(:), &
dlf(:), du(:), duf(:), x(:)
Real (Kind=nag_wp), Allocatable :: dxdb(:), dxdd(:), dxddl(:), dxddu(:)
! .. Executable Statements ..
Write (nout,*) 'F07CA_A1T1W_F Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
Read (nin,*) n
Read (nin,*) mode
Allocate (b(n),d(n),dl(n-1),du(n-1))
Allocate (x(n),df(n),dlf(n-1),duf(n-1))
Allocate (dxdb(n),dxdd(n),dxddl(n-1),dxddu(n-1))
! Read the tridiagonal matrix A and the right hand side B from
! data file and initialize AD arrays
Read (nin,*) dxddu(1:n-1)
Read (nin,*) dxdd(1:n)
Read (nin,*) dxddl(1:n-1)
Read (nin,*) dxdb(1:n)
du(1:n-1) = dxddu(1:n-1)
d(1:n) = dxdd(1:n)
dl(1:n-1) = dxddl(1:n-1)
b(1:n) = dxdb(1:n)
! Create AD tape
Call nagad_a1t1w_ir_create
! Create AD configuration data object
ifail = 0
Call x10aa_a1t1w_f(ad_handle,ifail)
! Set AD computational mode
ifail = 0
Call x10ac_a1t1w_f(ad_handle,mode,ifail)
! Register variables to differentiate w.r.t.
dl(1:n-1)%value%tangent = 1.0_nag_wp
d(1:n)%value%tangent = 1.0_nag_wp
du(1:n-1)%value%tangent = 1.0_nag_wp
b(1:n)%value%tangent = 1.0_nag_wp
Call nagad_a1t1w_ir_register_variable(dl)
Call nagad_a1t1w_ir_register_variable(d)
Call nagad_a1t1w_ir_register_variable(du)
Call nagad_a1t1w_ir_register_variable(b)
dlf = dl
df = d
duf = du
x = b
! Solve the equations Ax = b for x
! The NAG name equivalent of dgtsv_a1t1w is f07ca_a1t1w_f
ifail = 0
Call f07ca_a1t1w_f(ad_handle,n,nrhs,dlf,df,duf,x,n,ifail)
If (ifail==0) Then
! Print primal solution
Write (nout,*) 'Solution'
Write (nout,99999) x(1:n)%value%value
Else
Write (nout,99998) 'Element U(', ifail, ',', ifail, ') is zero'
Go To 100
End If
99999 Format ((1X,7F11.4))
99998 Format (1X,A,I0,A,I0,A)
Write (nout,*)
Write (nout,*) &
' Derivatives calculated: Second order, adjoints of tangents'
If (mode==nagad_symbolic) Then
Write (nout,*) ' Computational mode : symbolic'
Else
Write (nout,*) ' Computational mode : algorithmic'
End If
Write (nout,*)
Write (nout,*) ' Derivatives of solution w.r.t. inputs:'
! Setup evaluation of derivatives via adjoints
t_t = 1.0_nag_wp
Call nagad_a1t1w_inc_derivative(x(1:n),t_t)
ifail = 0
Call nagad_a1t1w_ir_interpret_adjoint(ifail)
! Get derivatives
dx = 0.0_nag_wp
Do i = 1, n - 1
t_t = nagad_a1t1w_get_derivative(du(i))
dx = dx + t_t%tangent
t_t = nagad_a1t1w_get_derivative(dl(i))
dx = dx + t_t%tangent
End Do
Do i = 1, n
t_t = nagad_a1t1w_get_derivative(d(i))
dx = dx + t_t%tangent
t_t = nagad_a1t1w_get_derivative(b(i))
dx = dx + t_t%tangent
End Do
Write (nout,*)
Write (nout,'(1X,A)') 'Sum of Hessian terms for x w.r.t. du, d, dl, b '
Write (nout,*)
Write (nout,'(1X,A,E11.2)') &
'Sum_{i,j,k} d^2 x_k / d{A,b}_{i} d{A,b}_{j}: ', dx
! Remove computational data object and tape
100 Continue
Call x10ab_a1t1w_f(ad_handle,ifail)
Call nagad_a1t1w_ir_remove
End Program f07ca_a1t1w_fe