/* nag_check_derivs (c05zdc) Example Program. * * Copyright 2011 Numerical Algorithms Group. * * Mark 23, 2011. */ #include #include #include #include #ifdef __cplusplus extern "C" { #endif static void NAG_CALL f(Integer m, Integer n, double x[], double fvec[], double fjac[], Integer iflag); #ifdef __cplusplus } #endif int main(void) { Integer exit_status = 0, j, m, n, mode, iflag, err_detected; NagError fail; double *fjac = 0, *fvec = 0, *x = 0, *xp = 0, *fvecp = 0, *err = 0; INIT_FAIL(fail); printf("nag_check_derivs (c05zdc) Example Program Results\n"); n = 3; m = n; if (n > 0) { if (!(fjac = NAG_ALLOC(m*n, double)) || !(fvec = NAG_ALLOC(m, double)) || !(fvecp = NAG_ALLOC(m, double)) || !(err = NAG_ALLOC(m, double)) || !(x = NAG_ALLOC(n, double)) || !(xp = NAG_ALLOC(n, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } } else { printf("Invalid n.\n"); exit_status = 1; goto END; } /* Set up an arbitrary point at which to check the 1st derivatives */ x[0] = 9.2e-01; x[1] = 1.3e-01; x[2] = 5.4e-01; /* nag_check_derivs (c05zdc). * Derivative checker for user-supplied Jacobian */ mode = 1; nag_check_derivs(mode, m, n, x, fvec, fjac, xp, fvecp, err, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_check_derivs (c05zdc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Evaluate at the original point x and the update point xp */ /* Get fvec, the functions at x */ iflag = 1; f(m, n, x, fvec, fjac, iflag); /* Get fvecp, the functions at xp */ iflag = 1; f(m, n, xp, fvecp, fjac, iflag); /* Get fjac, the Jacobian at x */ iflag = 2; f(m, n, x, fvec, fjac, iflag); mode = 2; nag_check_derivs(mode, m, n, x, fvec, fjac, xp, fvecp, err, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_check_derivs (c05zdc).\n%s\n", fail.message); exit_status = 1; goto END; } printf("\nAt point "); for (j = 0; j < n; ++j) printf("%13.5e", x[j]); printf(",\n"); err_detected = 0; for (j = 0; j < n; ++j) { if (err[j] <= 0.5) { printf("suspicious gradient number %"NAG_IFMT " with error measure %13.5e\n", j, err[j]); err_detected = 1; } } if (!err_detected) { printf("gradients appear correct\n"); } END: NAG_FREE(fjac); NAG_FREE(fvec); NAG_FREE(fvecp); NAG_FREE(err); NAG_FREE(x); NAG_FREE(xp); return exit_status; } static void NAG_CALL f(Integer m, Integer n, double x[], double fvec[], double fjac[], Integer iflag) { Integer j, k; if (iflag == 1) { /* Calculate the function values */ for (k = 0; k < m; k++) { fvec[k] = (3.0-x[k]*2.0) * x[k] + 1.0; if (k > 0) fvec[k] -= x[k-1]; if (k < m-1) fvec[k] -= x[k+1] * 2.0; } } else if (iflag == 2) { /* Calculate the corresponding first derivatives */ for (k = 0; k < m; k++) { for (j = 0; j < n; j++) fjac[j*m + k] = 0.0; fjac[k*m + k] = 3.0 - x[k] * 4.0; if (k > 0) fjac[(k-1)*m + k] = -1.0; if (k < m-1) fjac[(k+1)*m + k] = -2.0; } } }