NAG Library Manual, Mark 29.1
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_ode_bvp_fd_lin_gen (d02gbc) Example Program.
 *
 * Copyright 2023 Numerical Algorithms Group.
 *
 * Mark 29.1, 2023.
 *
 */

#include <math.h>
#include <nag.h>
#include <stdio.h>

#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL fcnf(Integer neq, double x, double f[], Nag_User *comm);
#ifdef __cplusplus
}
#endif

#define NEQ 2
#define MNP 70

#define C(I, J) c[(I)*tdc + J]
#define D(I, J) d[(I)*tdd + J]
#define Y(I, J) y[(I)*tdy + J]

int main(void) {

  Integer exit_status = 0, i, j, mnp, neq, np, tdc, tdd, tdy;
  NagError fail;
  Nag_User comm;
  double a, b, *c = 0, *d = 0, eps, *gam = 0, tol, *x = 0, *y = 0;

  INIT_FAIL(fail);

  printf("nag_ode_bvp_fd_lin_gen (d02gbc) Example Program Results\n");

  /* For communication with function fcnf()
   * assign address of eps to comm.p.
   */
  comm.p = (Pointer)&eps;

  neq = NEQ;
  mnp = MNP;
  tol = 1.0e-3;
  np = 0;
  a = 0.0;
  b = 1.0;
  if (mnp >= 32 && neq >= 2) {
    if (!(c = NAG_ALLOC(NEQ * NEQ, double)) ||
        !(d = NAG_ALLOC(NEQ * NEQ, double)) ||
        !(gam = NAG_ALLOC(NEQ, double)) || !(x = NAG_ALLOC(MNP, double)) ||
        !(y = NAG_ALLOC(NEQ * MNP, double))) {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
    tdc = neq;
    tdd = neq;
    tdy = mnp;
  } else {
    exit_status = 1;
    return exit_status;
  }

  for (i = 0; i < neq; ++i) {
    gam[i] = 0.0;
    for (j = 0; j < neq; ++j) {
      C(i, j) = 0.0;
      D(i, j) = 0.0;
    }
  }
  C(0, 0) = 1.0;
  D(1, 0) = 1.0;
  gam[1] = 1.0;
  for (i = 1; i <= 2; ++i) {
    eps = pow(10.0, (double)-i);
    printf("\nProblem with epsilon = %7.4f\n", eps);
    /* nag_ode_bvp_fd_lin_gen (d02gbc).
     * Ordinary differential equations solver, for general
     * linear two-point boundary value problems, using a finite
     * difference technique with deferred correction
     */
    nag_ode_bvp_fd_lin_gen(neq, fcnf, NULLFN, a, b, c, d, gam, mnp, &np, x, y,
                           tol, &comm, &fail);
    if (fail.code != NE_NOERROR) {
      printf("Error from nag_ode_bvp_fd_lin_gen (d02gbc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }
    printf("\nApproximate solution on final mesh of %" NAG_IFMT " points\n",
           np);
    printf("    X(I)        Y(1,I)\n");
    for (j = 0; j < np; ++j)
      printf("%9.4f   %9.4f\n", x[j], Y(0, j));
  }
END:
  NAG_FREE(c);
  NAG_FREE(d);
  NAG_FREE(gam);
  NAG_FREE(x);
  NAG_FREE(y);
  return exit_status;
}

static void NAG_CALL fcnf(Integer neq, double x, double f[], Nag_User *comm) {
#define F(I, J) f[(I)*neq + J]
  double *eps = (double *)comm->p;

  F(0, 0) = 0.0;
  F(0, 1) = 1.0;
  F(1, 0) = 0.0;
  F(1, 1) = -1.0 / *eps;
}