NAG Library Manual, Mark 30
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_opt_one_var_deriv (e04bbc) Example Program.
 *
 * Copyright 2024 Numerical Algorithms Group.
 *
 * Mark 30.0, 2024.
 *
 */

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

#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL funct(double xc, double *fc, double *gc, Nag_Comm *comm);
#ifdef __cplusplus
}
#endif

static void NAG_CALL funct(double xc, double *fc, double *gc, Nag_Comm *comm) {
  if (comm->user[0] == -1.0) {
    printf("(User-supplied callback funct, first invocation.)\n");
    comm->user[0] = 0.0;
  }
  *fc = sin(xc) / xc;
  *gc = (cos(xc) - *fc) / xc;
}

/* funct */

int main(void) {
  static double ruser[1] = {-1.0};
  Integer exit_status = 0, max_fun;
  NagError fail;
  Nag_Comm comm;
  double a, b, e1, e2, f, g, x;

  INIT_FAIL(fail);

  printf("nag_opt_one_var_deriv (e04bbc) Example Program Results\n\n");

  /* For communication with user-supplied functions: */
  comm.user = ruser;

  /* e1 and e2 are set to zero so that nag_opt_one_var_func (e04abc) will
   *  reset them to their default values
   */
  e1 = 0.0;
  e2 = 0.0;
  /* The minimum is known to lie in the range (3.5, 5.0) */
  a = 3.5;
  b = 5.0;
  /* Allow 30 calls of funct */
  max_fun = 30;
  /* nag_opt_one_var_deriv (e04bbc).
   * Minimizes a function of one variable, requires first
   * derivatives
   */
  nag_opt_one_var_deriv(funct, e1, e2, &a, &b, max_fun, &x, &f, &g, &comm,
                        &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_opt_one_var_deriv (e04bbc).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }

  printf("The minimum lies in the interval %7.5f to %7.5f.\n", a, b);
  printf("Its estimated position is %7.5f,\n", x);
  printf("where the function value is %13.4e\n", f);
  printf("and the gradient is %13.4e.\n", g);
  printf("%1" NAG_IFMT " function evaluations were required.\n", comm.nf);
END:
  return exit_status;
}