Program f11bd_a1w_fe
! F11BD_A1W_F Example Program Text
! Mark 30.1 Release. NAG Copyright 2024.
! .. Use Statements ..
Use iso_c_binding, Only: c_ptr
Use nagad_library, Only: f11bd_a1w_f, f11be_a1w_f, &
nagad_a1w_get_derivative, &
nagad_a1w_inc_derivative, &
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, &
x10za_a1w_f, Operator (-), Assignment (=), &
Operator (*), Operator (+), Operator (/)
Use nag_library, Only: nag_wp, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Type (nagad_a1w_w_rtype) :: a, alpha, anorm, b1, bb, c, sigmax, &
tol
Type (c_ptr) :: ad_handle
Real (Kind=nag_wp) :: alphar
Integer :: i, ifail, irevcm, iterm, k, lwork, &
lwreq, m, maxitn, monit, n
! .. Local Arrays ..
Type (nagad_a1w_w_rtype), Allocatable :: b(:), work(:), x(:)
Type (nagad_a1w_w_rtype) :: wgt(1)
Real (Kind=nag_wp), Allocatable :: dx(:,:)
! .. Intrinsic Procedures ..
Intrinsic :: real
! .. Executable Statements ..
Write (nout,*) 'F11BD_A1W_F Example Program Results'
! Skip heading in data file
Read (nin,*)
Read (nin,*) n, m
Read (nin,*) alphar
lwork = 2*m*n + 1000
Allocate (b(n),x(n),work(lwork),dx(n,2))
! Create AD tape
Call x10za_a1w_f
! Create AD configuration data object
ifail = 0
Call x10aa_a1w_f(ad_handle,ifail)
alpha = alphar
b1 = 12.0_nag_wp
a = 1.0_nag_wp
bb = b1 - 2.0_nag_wp
c = 1.0_nag_wp
! Register variables to differentiate w.r.t.
Call nagad_a1w_ir_register_variable(alpha)
Call nagad_a1w_ir_register_variable(bb)
Do i = 1, n
b(i) = b1*real(i,kind=nag_wp)
End Do
b(n) = b(n) - real(n+1,kind=nag_wp)
b(1) = b(1) + (b1-1.0_nag_wp)*alpha
b(2:n-1) = b(2:n-1) + b1*alpha
b(n) = b(n) + (b1-1.0_nag_wp)*alpha
Do i = 1, n
x(1:n) = 3.0_nag_wp
End Do
! Call F11BDF to initialize the solver
iterm = 2
maxitn = 800
sigmax = 0.0_nag_wp
tol = 1.0E-10_nag_wp
monit = 0
ifail = 0
Call f11bd_a1w_f(ad_handle,'RGMRES','P','2','N',iterm,n,m,tol,maxitn, &
anorm,sigmax,monit,lwreq,work,lwork,ifail)
irevcm = 0
lwreq = lwork
ifail = 1
loop: Do
Call f11be_a1w_f(ad_handle,irevcm,x,b,wgt,work,lwreq,ifail)
If (irevcm/=4) Then
ifail = -1
Select Case (irevcm)
Case (-1)
! b = A^Tx
b(1) = bb*x(1) + a*x(2)
Do i = 2, n - 1
b(i) = c*x(i-1) + bb*x(i) + a*x(i+1)
End Do
b(n) = c*x(n-1) + bb*x(n)
Case (1)
! b = Ax
b(1) = bb*x(1) + c*x(2)
Do i = 2, n - 1
b(i) = a*x(i-1) + bb*x(i) + c*x(i+1)
End Do
b(n) = a*x(n-1) + bb*x(n)
Case (2)
b(1:n) = x(1:n)/bb
End Select
Else If (ifail/=0) Then
Write (nout,99997) ifail
Go To 100
Else
Exit loop
End If
End Do loop
! Output x
Write (nout,99999)
Write (nout,99998)(x(i)%value,b(i)%value,i=1,n)
Write (nout,*)
Write (nout,*) ' Derivatives calculated: First order adjoints'
Write (nout,*) ' Computational mode : algorithmic'
Write (nout,*)
Write (nout,*) ' Derivatives of solution w.r.t. alpha and bb:'
! Setup evaluation of derivatives via adjoints
k = 0
Do i = 1, n
k = k + 1
Call nagad_a1w_ir_zero_adjoints
Call nagad_a1w_inc_derivative(x(i),1.0_nag_wp)
ifail = 0
Call nagad_a1w_ir_interpret_adjoint_sparse(ifail)
! Get derivatives
dx(k,1) = nagad_a1w_get_derivative(alpha)
dx(k,2) = nagad_a1w_get_derivative(bb)
End Do
Call x04caf('General',' ',n,2,dx,n,' d/dalpha d/dbb',ifail)
! Remove computational data object and tape
100 Call x10ab_a1w_f(ad_handle,ifail)
Call nagad_a1w_ir_remove
99999 Format (/,2X,' Solution vector',2X,' Residual vector')
99998 Format (1X,1P,E16.4,1X,E16.4)
99997 Format (1X,/,1X,' ** F11BE_A1W_F returned with IFAIL = ',I5)
End Program f11bd_a1w_fe