/* C05QS_A1W_F C++ Header Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
* Mark 30.2, 2024.
*/
#include <dco.hpp>
#include <iostream>
#include <math.h>
#include <nag.h>
#include <nagad.h>
#include <nagx02.h>
#include <nagx04.h>
#include <stdio.h>
#include <string>
using namespace std;
int main()
{
// Scalars
int exit_status = 0;
const Integer n = 7, lrcomm = 12 + 3 * n, licomm = 8 * n + 19 + 3 * n;
cout << "C05QS_A1W_F C++ Header Example Program Results\n\n";
// problem parameters and starting value
nagad_a1w_w_rtype ruser[5], x[7];
ruser[0] = -1.0;
ruser[1] = 3.0;
ruser[2] = -2.0;
ruser[3] = -2.0;
ruser[4] = -1.0;
for (int i = 0; i < n; ++i)
{
x[i] = -1.0;
}
// Create AD tape
dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();
// Create AD configuration data object
Integer ifail = 0;
nag::ad::handle_t ad_handle;
// Register variables to differentiate w.r.t.
for (int i = 0; i < 5; ++i)
{
dco::ga1s<double>::global_tape->register_variable(ruser[i]);
}
// Call AD routine
nagad_a1w_w_rtype fvec[n], rcomm[lrcomm], xtol;
Integer icomm[licomm];
logical init = Nag_TRUE;
xtol = sqrt(X02AJC);
auto fcn = [&](nag::ad::handle_t & ad_handle,
const Integer & n,
const Integer & lindf,
const Integer indf[],
const nagad_a1w_w_rtype *x,
nagad_a1w_w_rtype *fvec,
Integer & iflag)
{
for (int ind = 0; ind < lindf; ++ind)
{
int i = indf[ind] - 1;
fvec[i] = (ruser[1] + ruser[2] * x[i]) * x[i] - ruser[4];
if (i > 0)
fvec[i] = fvec[i] + ruser[0] * x[i - 1];
if (i < n - 1)
fvec[i] = fvec[i] + ruser[3] * x[i + 1];
}
iflag = 0;
};
ifail = 0;
nag::ad::c05qs(ad_handle, fcn, n, x, fvec, xtol, init, rcomm, lrcomm, icomm, licomm, ifail);
cout.setf(ios::scientific, ios::floatfield);
cout.precision(4);
cout << " Solution:\n";
for (int i = 0; i < n; ++i)
{
cout.width(10);
cout << i + 1;
cout.width(20);
cout << dco::value(x[i]) << endl;
}
cout << "\n Derivatives calculated: First order adjoints\n";
cout << " Computational mode : algorithmic\n";
cout << "\n Derivatives are of solution w.r.t function params\n\n";
// Setup evaluation of derivatives via adjoints
double dr[5 * n];
for (int i = 0; i < n; ++i)
{
dco::ga1s<double>::global_tape->zero_adjoints();
double inc = 1.0;
dco::derivative(x[i]) = inc;
ifail = 0;
dco::ga1s<double>::global_tape->sparse_interpret() = true;
dco::ga1s<double>::global_tape->interpret_adjoint();
for (int j = 0; j < 5; ++j)
{
int k = j * n + i;
dr[k] = dco::derivative(ruser[j]);
}
}
NagError fail;
INIT_FAIL(fail);
x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, 5, dr, n,
" dx/druser", 0, &fail);
dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);
return exit_status;
}