/* F08AE_A1W_F C++ Header Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
* Mark 30.0, 2024.
*/
#include <dco.hpp>
#include <iostream>
#include <math.h>
#include <nag.h>
#include <nagad.h>
#include <stdio.h>
#include <string>
using namespace std;
int main()
{
/* Scalars */
Integer exit_status = 0;
#ifdef NAG_LOAD_FP
/* The following line is needed to force the Microsoft linker
to load floating point support */
float force_loading_of_ms_float_support = 0;
#endif /* NAG_LOAD_FP */
cout << "F08AE_A1W_F C++ Header Example Program Results\n\n";
// Create AD tape
dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();
nag::ad::handle_t ad_handle;
Integer ifail = 0;
// Skip heading in data file
string mystr;
getline(cin, mystr);
Integer m, n;
cin >> m;
cin >> n;
Integer pda = m;
Integer lwork = 64 * n;
Integer tau_len;
if (m < n)
{
tau_len = m;
}
else
{
tau_len = n;
}
// Allocate arrays
nagad_a1w_w_rtype *a = 0, *tau = 0, *a_in = 0, *work = 0;
double * r = 0, *drda = 0;
a = new nagad_a1w_w_rtype[m * n];
a_in = new nagad_a1w_w_rtype[m * n];
tau = new nagad_a1w_w_rtype[tau_len];
work = new nagad_a1w_w_rtype[lwork];
r = new double[n * n];
drda = new double[n * m];
// Read A from data file
double tmp;
for (int i = 0; i < m; ++i)
{
for (int j = 0; j < n; ++j)
{
cin >> tmp;
a_in[i + j * m] = tmp;
}
}
for (int i = 0; i < m; i++)
{
dco::ga1s<double>::global_tape->register_variable(a_in[i]);
}
for (int i = 0; i < m * n; i++)
{
a[i] = a_in[i];
}
nag::ad::f08ae(ad_handle, m, n, a, pda, tau, work, lwork, ifail);
if (ifail != 0)
{
printf("Error from nag::ad::f08ae .\n%" NAG_IFMT " ", ifail);
exit_status = 1;
goto END;
}
for (int k = 0; k < n; ++k)
{
for (int i = 0; i < n; ++i)
{
r[i + k * n] = dco::value(a[i + k * m]);
}
}
for (int i = 0; i < n; ++i)
{
int l = i * (m + 1);
dco::ga1s<double>::global_tape->zero_adjoints();
double inc = 1.0;
dco::derivative(a[l]) += inc;
dco::ga1s<double>::global_tape->sparse_interpret() = true;
dco::ga1s<double>::global_tape->interpret_adjoint();
for (int j = 0; j < m; ++j)
{
int k = j * n + i;
drda[k] = dco::derivative(a_in[j]);
}
}
NagError fail;
INIT_FAIL(fail);
x04cac(Nag_ColMajor, Nag_UpperMatrix, Nag_NonUnitDiag, n, n, r, n,
"R from Q factorization of A", 0, &fail);
printf("\nDerivatives of diagonal of R w.r.t. first col of A\n");
x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, m, drda, n,
"dR_ii/dA_j1", 0, &fail);
END:
dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);
delete[] a;
delete[] a_in;
delete[] tau;
delete[] r;
delete[] drda;
return exit_status;
}