Program f07ce_a1w_fe
! F07CE_A1W_F Example Program Text
! Mark 29.3 Release. NAG Copyright 2023.
! .. Use Statements ..
Use iso_c_binding, Only: c_ptr
Use nagad_library, Only: f07cd_a1w_f, f07ce_a1w_f, &
nagad_a1w_get_derivative, &
nagad_a1w_inc_derivative, &
nagad_a1w_ir_create => x10za_a1w_f, &
nagad_a1w_ir_interpret_adjoint_sparse, &
nagad_a1w_ir_register_variable, &
nagad_a1w_ir_remove, nagad_a1w_ir_zero_adjoints &
, nagad_a1w_w_rtype, x10aa_a1w_f, x10ab_a1w_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, ldb, n, nrhs
! .. Local Arrays ..
Type (nagad_a1w_w_rtype), Allocatable :: b(:,:), d(:), df(:), dl(:), &
dlf(:), du(:), du2(:), duf(:), &
x(:,:)
Real (Kind=nag_wp), Allocatable :: dxdb(:,:), dxdd(:,:), dxddl(:,:), &
dxddu(:,:), dxddu2(:,:), xv(:,:)
Integer, Allocatable :: ipiv(:)
! .. Executable Statements ..
Write (nout,*) 'F07CE_A1W_F Example Program Results'
Write (nout,*)
Flush (nout)
! Skip heading in data file
Read (nin,*)
Read (nin,*) n, nrhs
ldb = n
Allocate (b(ldb,nrhs),d(n),dl(n-1),du(n-1),du2(n-2),ipiv(n))
Allocate (df(n),dlf(n-1),duf(n-1))
Allocate (x(ldb,nrhs))
Allocate (dxdb(n,n),dxdd(n,n),dxddl(n,(n-1)),dxddu(n,(n-1)))
Allocate (dxddu2(n,(n-2)),xv(ldb,nrhs))
! Read the tridiagonal matrix A from data file
Read (nin,*) dxddu(1:n-1,1)
Read (nin,*) dxdd(1:n,1)
Read (nin,*) dxddl(1:n-1,1)
du(1:n-1) = dxddu(1:n-1,1)
d(1:n) = dxdd(1:n,1)
dl(1:n-1) = dxddl(1:n-1,1)
! 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 tape
Call nagad_a1w_ir_create
! Create AD configuration data object
ifail = 0
Call x10aa_a1w_f(ad_handle,ifail)
! Register variables to differentiate w.r.t.
Call nagad_a1w_ir_register_variable(du)
Call nagad_a1w_ir_register_variable(d)
Call nagad_a1w_ir_register_variable(dl)
Call nagad_a1w_ir_register_variable(b)
df = d
duf = du
dlf = dl
! Factorize the tridiagonal matrix A
ifail = 0
Call f07cd_a1w_f(ad_handle,n,dlf,df,duf,du2,ipiv,ifail)
! Solve the equations AX = B
x = b
ifail = 0
Call f07ce_a1w_f(ad_handle,'N',n,nrhs,dlf,df,duf,du2,ipiv,x,ldb,ifail)
! Print the solution
xv(1:n,1:nrhs) = x(1:n,1:nrhs)%value
! ifail: behaviour on error exit
! =0 for hard exit, =1 for quiet-soft, =-1 for noisy-soft
ifail = 0
Call x04caf('General',' ',n,nrhs,xv,ldb,'Solution(s)',ifail)
Write (nout,*)
Write (nout,*) ' Derivatives calculated: First order adjoints'
Write (nout,*) ' Computational mode : algorithmic'
Write (nout,*)
Write (nout,*) ' Derivatives of first solution column w.r.t. inputs:'
! Setup evaluation of derivatives via adjoints
Do i = 1, n
Call nagad_a1w_ir_zero_adjoints
Call nagad_a1w_inc_derivative(x(i,1),1.0_nag_wp)
ifail = 0
Call nagad_a1w_ir_interpret_adjoint_sparse(ifail)
! Get derivatives
dxddl(i,1:n-1) = nagad_a1w_get_derivative(dl)
dxdd(i,1:n) = nagad_a1w_get_derivative(d)
dxddu(i,1:n-1) = nagad_a1w_get_derivative(du)
dxdb(i,1:n) = nagad_a1w_get_derivative(b(1:n,1))
End Do
ifail = 0
Call x04caf('General',' ',n,n-1,dxddu,n,'dx/d(du)',ifail)
Call x04caf('General',' ',n,n,dxdd,n,'dx/d(d)',ifail)
Call x04caf('General',' ',n,n-1,dxddl,n,'dx/d(dl)',ifail)
Call x04caf('General',' ',n,n,dxdb,n,'dx/d(b)',ifail)
! Remove computational data object and tape
Call x10ab_a1w_f(ad_handle,ifail)
Call nagad_a1w_ir_remove
End Program f07ce_a1w_fe