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

NAG AD Library Introduction
Example description
/* F11BF_A1W_F C++ Header Example Program.
 *
 * Copyright 2023 Numerical Algorithms Group.
 * Mark 29.1, 2023.
 */

#include <dco.hpp>
#include <iostream>
#include <nag.h>
#include <nagad.h>
#include <nagx04.h>
#include <stdio.h>
using namespace std;

int main()
{
  int               exit_status = 0;
  nag::ad::handle_t ad_handle;
  Integer           ifail = 0;

  cout << "F11BF_A1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  // Read problem size
  Integer n, m;
  double  alphar;
  cin >> n;
  cin >> m;
  cin >> alphar;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  nagad_a1w_w_rtype *b = 0, *x = 0, *work = 0;
  double *           dx;
  Integer            lwork = 2 * m * n + 1000;

  if (!(b = NAG_ALLOC(n, nagad_a1w_w_rtype)) ||
      !(x = NAG_ALLOC(n, nagad_a1w_w_rtype)) ||
      !(work = NAG_ALLOC(lwork, nagad_a1w_w_rtype)) ||
      !(dx = NAG_ALLOC(2 * n, double)))
  {
    cout << "Allocation failure\n";
    exit_status = -1;
    exit(exit_status);
  }

  // Create AD tape
  dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();

  nagad_a1w_w_rtype alpha, bb, b1, a, c;
  alpha = alphar;

  b1 = 12.0;
  a  = 1.0;
  c  = 1.0;
  bb = b1 - 2.0;

  dco::ga1s<double>::global_tape->register_variable(alpha);
  dco::ga1s<double>::global_tape->register_variable(bb);

  // Create AD configuration data object
  ifail = 0;

  for (int i = 0; i < n; ++i)
  {
    b[i] = b1 * (i + 1);
    x[i] = 3.0;
  }
  b[n - 1] = b[n - 1] - (n + 1);

  b[0] = b[0] + (b1 - 1.0) * alpha;
  for (int i = 1; i < n - 1; ++i)
  {
    b[i] = b[i] + b1 * alpha;
  }
  b[n - 1] = b[n - 1] + (b1 - 1.0) * alpha;

  // Initialize the solver
  Integer           iterm = 2, maxitn = 800, monit = 0, lwreq = lwork;
  nagad_a1w_w_rtype sigmax = 0.0, anorm = 0.0;
  nagad_a1w_w_rtype tol = 1.0e-10;
  ifail                 = 0;
  nag::ad::f11bd(ad_handle, "RGMRES", "P", "2", "N", iterm, n, m, tol, maxitn,
                 anorm, sigmax, monit, lwreq, work, lwork, ifail);

  // Reverse communication call of solver
  Integer           irevcm = 0;
  nagad_a1w_w_rtype wgt[1];

  while (irevcm != 4)
  {
    ifail = 0;
    nag::ad::f11be(ad_handle, irevcm, x, b, wgt, work, lwreq, ifail);
    if (irevcm != 4)
    {
      ifail = -1;
      if (irevcm == -1)
      {
        //  b = A^Tx
        b[0] = bb * x[0] + a * x[1];
        for (int i = 1; i < n - 1; ++i)
        {
          b[i] = c * x[i - 1] + bb * x[i] + a * x[i + 1];
        }
        b[n - 1] = c * x[n - 2] + bb * x[n - 1];
      }
      if (irevcm == 1)
      {
        // b = Ax
        b[0] = bb * x[0] + c * x[1];
        for (int i = 1; i < n - 1; ++i)
        {
          b[i] = a * x[i - 1] + bb * x[i] + c * x[i + 1];
        }
        b[n - 1] = a * x[n - 2] + bb * x[n - 1];
      }
      if (irevcm == 2)
      {
        for (int i = 0; i < n; ++i)
        {
          b[i] = x[i] / bb;
        }
      }
    }
  }

  // Obtain information about the computation

  nagad_a1w_w_rtype stplhs, stprhs;
  Integer           ifail1 = 0, itn;
  nag::ad::f11bf(ad_handle, itn, stplhs, stprhs, anorm, sigmax, work, lwreq,
                 ifail1);

  // Print the output data

  cout.setf(ios::scientific, ios::floatfield);
  cout.precision(2);

  cout << " Final Results " << endl;
  cout << " Number of iterations for convergence:    " << itn << endl;
  cout << " Residual norm:                           ";
  cout << dco::value(stplhs) << endl;
  cout << " Right-hand side of termination criterion:";
  cout << dco::value(stprhs) << endl;
  // for iterm=2 anorm is not calculated

  cout << "  Solution vector   Residual vector\n";
  for (int i = 0; i < n; ++i)
  {
    cout.width(12);
    cout << dco::value(x[i]) << "     ";
    cout.width(13);
    cout << dco::value(b[i]) << endl;
  }

  cout << "\n\n Derivatives calculated: First order adjoints\n";
  cout << " Computational mode    : algorithmic\n";
  cout << "\n Derivatives of X w.r.t alpha and bb:\n";

  // Obtain derivatives
  for (int i = 0; i < n; i++)
  {

    // Reset adjoints, initialize derivative, and evaluate adjoint
    dco::ga1s<double>::global_tape->zero_adjoints();
    double inc = 1.0;
    dco::derivative(x[i]) += inc;
    ifail                                              = 0;
    dco::ga1s<double>::global_tape->sparse_interpret() = true;
    dco::ga1s<double>::global_tape->interpret_adjoint();

    dx[i]     = dco::derivative(alpha);
    dx[n + i] = dco::derivative(bb);
  }
  // Print derivatives
  cout << endl;
  NagError fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, 2, dx, n,
         "      dX/dalpha    dX/dbb", 0, &fail);

  ifail = 0;

  dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);

  return exit_status;
}