NAG Library Manual, Mark 29
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
!   E02BB_A1W_F Example Program Text
!   Mark 29.0 Release. NAG Copyright 2023.
    Program e02bb_a1w_fe

!     .. Use Statements ..
      Use iso_c_binding, Only: c_ptr
      Use nagad_library, Only: e01ba_a1w_f, e02bb_a1w_f, exp,                  &
                               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_w_rtype,         &
                               x10aa_a1w_f, x10ab_a1w_f, Assignment (=)
      Use nag_library, Only: nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: m = 7, nout = 6
      Integer, Parameter               :: lck = m + 4
      Integer, Parameter               :: lwrk = 6*m + 16
      Real (Kind=nag_wp), Parameter    :: xc(m) = (/0.0_nag_wp,0.2_nag_wp,     &
                                          0.4_nag_wp,0.6_nag_wp,0.75_nag_wp,   &
                                          0.9_nag_wp,1.0_nag_wp/)
!     .. Local Scalars ..
      Type (c_ptr)                     :: ad_handle
      Type (nagad_a1w_w_rtype)         :: fit, xint
      Integer                          :: ifail, j
!     .. Local Arrays ..
      Type (nagad_a1w_w_rtype)         :: c(lck), lamda(lck), wrk(lwrk), x(m), &
                                          y(m)
      Real (Kind=nag_wp)               :: dx(m), dy(m)
!     .. Executable Statements ..
      Write (nout,*) 'E02BB_A1W_F Example Program Results'

      x(1:m) = xc(1:m)
      y(1:m) = exp(x(1:m))

!     Create AD tape
      Call nagad_a1w_ir_create

!     Create AD configuration data object and set computational mode
      ifail = 0
      Call x10aa_a1w_f(ad_handle,ifail)
      ifail = 0

!     Register variables to differentiate w.r.t.
      Call nagad_a1w_ir_register_variable(x)
      Call nagad_a1w_ir_register_variable(y)

      c = 0.0_nag_wp

!     Call AD routine
      ifail = 0
      Call e01ba_a1w_f(ad_handle,m,x,y,lamda,c,lck,wrk,lwrk,ifail)

!     Call Use spline computed by e01ba to fit value at x = 0.5 using e02bb
      xint = 0.5_nag_wp
      ifail = 0
      Call e02bb_a1w_f(ad_handle,lck,lamda,c,xint,fit,ifail)

      Write (nout,*)
      Write (nout,99999) xint%value, fit%value
99999 Format (1X,' Value of fitted spline at x = ',F6.2,', is: ',F7.4)

!     Setup evaluation of derivatives via adjoints
      Call nagad_a1w_inc_derivative(fit,1.0_nag_wp)

      ifail = 0
      Call nagad_a1w_ir_interpret_adjoint_sparse(ifail)

      Write (nout,*)
      Write (nout,*) ' Derivatives calculated: First order adjoints'
      Write (nout,*) ' Computational mode    : algorithmic'

!     Get derivatives
      dx = nagad_a1w_get_derivative(x)
      dy = nagad_a1w_get_derivative(y)

      Write (nout,*)
      Write (nout,*) ' Derivatives of fitted value w.r.t. data points:'
      Write (nout,*) '  j    d/dx(j)      d/y(j)'
      Do j = 1, m
        Write (nout,99998) j, dx(j), dy(j)
      End Do
99998 Format (1X,I3,1X,E12.5,1X,E12.5)

!     Remove computational data object and tape
      Call x10ab_a1w_f(ad_handle,ifail)
      Call nagad_a1w_ir_remove

    End Program e02bb_a1w_fe