Program f07ce_t1w_fe
! F07CE_T1W_F Example Program Text
! Mark 28.7 Release. NAG Copyright 2022.
! .. Use Statements ..
Use iso_c_binding, Only: c_ptr
Use nagad_library, Only: f07cd_t1w_f, f07ce_t1w_f, &
nagad_t1w_set_derivative, nagad_t1w_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
! .. Local Scalars ..
Type (c_ptr) :: ad_handle
Integer :: i, ifail, k, ldb, n, n1, nrhs
! .. Local Arrays ..
Type (nagad_t1w_w_rtype), Allocatable :: b(:,:), d(:), df(:), dl(:), &
dlf(:), du(:), du2(:), duf(:), &
x(:,:)
Real (Kind=nag_wp), Allocatable :: dxdb(:,:), dxdd(:,:), dxdl(:,:), &
dxdu(:,:), xv(:,:)
Integer, Allocatable :: ipiv(:)
! .. Executable Statements ..
Write (nout,*) 'F07CE_T1W_F Example Program Results'
Write (nout,*)
Flush (nout)
! Skip heading in data file
Read (nin,*)
Read (nin,*) n, nrhs
ldb = n
n1 = n - 1
Allocate (b(ldb,nrhs),d(n),dl(n1),du(n1),du2(n-2),ipiv(n))
Allocate (df(n),dlf(n1),duf(n1))
Allocate (x(ldb,nrhs))
Allocate (dxdb(n,n),dxdd(n,n),dxdl(n,n1),dxdu(n,n1))
Allocate (xv(ldb,nrhs))
! Read the tridiagonal matrix A from data file
Read (nin,*) dxdu(1:n1,1)
Read (nin,*) dxdd(1:n,1)
Read (nin,*) dxdl(1:n1,1)
du(1:n1) = dxdu(1:n1,1)
d(1:n) = dxdd(1:n,1)
dl(1:n1) = dxdl(1:n1,1)
! Read the right hand matrix B
Read (nin,*)(xv(i,1:nrhs),i=1,n)
b(1:n,1:nrhs) = xv(1:n,1:nrhs)
! Create AD configuration data object
ifail = 0
Call x10aa_t1w_f(ad_handle,ifail)
Do i = 1, 4*n - 2
If (i<=n1) Then
k = i
Call nagad_t1w_set_derivative(du(k),1.0_nag_wp)
Else If (i<=n+n1) Then
k = i - n1
Call nagad_t1w_set_derivative(d(k),1.0_nag_wp)
Else If (i<=n+n1+n1) Then
k = i - n1 - n
Call nagad_t1w_set_derivative(dl(k),1.0_nag_wp)
Else
k = i - n1 - n - n1
Call nagad_t1w_set_derivative(b(k,1),1.0_nag_wp)
End If
df = d
duf = du
dlf = dl
! Factorize the tridiagonal matrix A
ifail = 0
Call f07cd_t1w_f(ad_handle,n,dlf,df,duf,du2,ipiv,ifail)
! Solve the equations AX = B
x = b
ifail = 0
Call f07ce_t1w_f(ad_handle,'N',n,nrhs,dlf,df,duf,du2,ipiv,x,ldb,ifail)
If (i<=n1) Then
du(k)%tangent = 0.0_nag_wp
dxdu(1:n,k) = x(1:n,1)%tangent
Else If (i<=n+n1) Then
d(k)%tangent = 0.0_nag_wp
dxdd(1:n,k) = x(1:n,1)%tangent
Else If (i<=n+n1+n1) Then
dl(k)%tangent = 0.0_nag_wp
dxdl(1:n,k) = x(1:n,1)%tangent
Else
b(k,1)%tangent = 0.0_nag_wp
dxdb(1:n,k) = x(1:n,1)%tangent
End If
End Do
! Print the solution
xv(1:n,1:nrhs) = x(1:n,1:nrhs)%value
ifail = 0
Call x04caf('General',' ',n,nrhs,xv,ldb,'Solution(s)',ifail)
Write (nout,*)
Write (nout,*) ' Derivatives calculated: First order tangents'
Write (nout,*) ' Computational mode : algorithmic'
Write (nout,*)
Write (nout,*) ' Derivatives of first solution column w.r.t. inputs:'
ifail = 0
Call x04caf('General',' ',n,n1,dxdu,n,'dx/d(du)',ifail)
Call x04caf('General',' ',n,n,dxdd,n,'dx/d(d)',ifail)
Call x04caf('General',' ',n,n1,dxdl,n,'dx/d(dl)',ifail)
Call x04caf('General',' ',n,n,dxdb,n,'dx/d(b)',ifail)
! Remove computational data object
Call x10ab_t1w_f(ad_handle,ifail)
End Program f07ce_t1w_fe