NAG Library Manual, Mark 28.7
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
    Program f07ca_t2w_fe

!     F07CA_T2W_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_t2w_f, nagad_t2w_w_rtype, x10aa_t1w_f,    &
                               x10ab_t1w_f, Assignment (=)
      Use nag_library, Only: nag_wp, x04caf
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6, nrhs = 1
!     .. Local Scalars ..
      Type (c_ptr)                     :: ad_handle
      Integer                          :: i, ifail, j, n
!     .. Local Arrays ..
      Type (nagad_t2w_w_rtype), Allocatable :: b(:), d(:), df(:), dl(:),       &
                                          dlf(:), du(:), duf(:), x(:)
      Real (Kind=nag_wp), Allocatable  :: dxdd(:,:,:)
!     .. Executable Statements ..
      Write (nout,*) 'F07CA_T2W_F Example Program Results'
      Write (nout,*)
!     Skip heading in data file
      Read (nin,*)
      Read (nin,*) n

      Allocate (b(n),d(n),dl(n-1),du(n-1))
      Allocate (x(n),df(n),dlf(n-1),duf(n-1))
      Allocate (dxdd(n,n,n))

!     Read the tridiagonal matrix A and the right hand side B from
!     data file and initialize AD arrays

      Read (nin,*) dxdd(1:n-1,1,1)
      du(1:n-1) = dxdd(1:n-1,1,1)
      Read (nin,*) dxdd(1:n,1,1)
      d(1:n) = dxdd(1:n,1,1)
      Read (nin,*) dxdd(1:n-1,1,1)
      dl(1:n-1) = dxdd(1:n-1,1,1)
      Read (nin,*) dxdd(1:n,1,1)
      b(1:n) = dxdd(1:n,1,1)

!     Create AD configuration data object
      ifail = 0
      Call x10aa_t1w_f(ad_handle,ifail)

      Do i = 1, n
        d(i)%value%tangent = 1.0_nag_wp
        Do j = 1, n
          d(j)%tangent%value = 1.0_nag_wp
          dlf = dl
          df = d
          duf = du
          x = b

!         Solve the equations Ax = b for x
          ifail = 0
          Call f07ca_t2w_f(ad_handle,n,nrhs,dlf,df,duf,x,n,ifail)

          d(j)%tangent%value = 0.0_nag_wp
          dxdd(i,j,1:n) = x(1:n)%tangent%tangent
        End Do
        d(i)%value%tangent = 0.0_nag_wp
      End Do

!     Print primal solution
      Write (nout,*) 'Solution'
      Write (nout,99999) x(1:n)%value%value
99999 Format (1X,7F11.4)

      Write (nout,*)
      Write (nout,*) ' Derivatives calculated: Second order tangents'
      Write (nout,*) ' Computational mode    : algorithmic'
      Write (nout,*)
      Write (nout,*) ' Derivatives of solution w.r.t. input vector d'
      Write (nout,*)
      Do i = 1, n
        Write (nout,*)
        Write (nout,'(2X,A,I0)') ' Derivatives for solution point i = ', i
        Write (nout,*)
        Call x04caf('General',' ',n,n,dxdd(1,1,i),n,'d^2(x_i)/d(d_j)d(d_k)',   &
          ifail)
      End Do
!     Remove computational data object
      Call x10ab_t1w_f(ad_handle,ifail)

    End Program f07ca_t2w_fe