/* nag_opt_estimate_deriv (e04xac) Example Program.
 *
 * Copyright 1998 Numerical Algorithms Group.
 *
 * Mark 5, 1998.
 * Mark 7 revised, 2001.
 * Mark 8 revised, 2004.
 *
 */

#include <nag.h>
#include <nag_stdlib.h>
#include <stdio.h>
#include <string.h>
#include <nage04.h>
#include <nagx04.h>

#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL objfun(Integer n, double x[], double *objf,
                            double g[], Nag_Comm *comm);
#ifdef __cplusplus
}
#endif

static void NAG_CALL objfun(Integer n, double x[], double *objf, double g[],
                            Nag_Comm *comm)
{
  double a, asq, b, bsq, c, csq, d, dsq;

  a = x[0] + 10.0*x[1];
  b = x[2] - x[3];
  c = x[1] - 2.0*x[2];
  d = x[0] - x[3];
  asq = a*a;
  bsq = b*b;
  csq = c*c;
  dsq = d*d;
  *objf = asq + 5.0*bsq + csq*csq + 10.0*dsq*dsq;
  if (comm->flag == 2)
    {
      g[0] = 2.0*a + 40.0*d*dsq;
      g[1] = 20.0*a + 4.0*c*csq;
      g[2] = 10.0*b -  8.0*c*csq;
      g[3] = -10.0*b - 40.0*d*dsq;
    }
}
/* objfun */

#define H(I, J) h[(I) *tdh + J]

int main(int argc, char *argv[])
{
  FILE          *fpout;
  char          *outfile = 0;
  char          *optionsfile = 0;
  Integer       exit_status = 0, i, j, n, tdh;
  double        *g = 0, *h = 0, *h_central = 0, *h_forward = 0, *hess_diag = 0,
                 objf, *x = 0;
  Nag_DerivInfo *deriv_info = 0;
  Nag_E04_Opt   options;
  NagError      fail;

  INIT_FAIL(fail);

  /* Check for command-line IO options */
  fpout = nag_example_file_io(argc, argv, "-results", NULL);
  (void) nag_example_file_io(argc, argv, "-options", &optionsfile);
  (void) nag_example_file_io(argc, argv, "-nag_write", &outfile);
  if (!outfile)
    {
      outfile = NAG_ALLOC(7, char);
      strcpy(outfile, "stdout");
    }

  fprintf(fpout, "nag_opt_estimate_deriv (e04xac) Example Program Results\n");
  n = 4;

  if (!(x = NAG_ALLOC(n, double)) ||
      !(h_central = NAG_ALLOC(n, double)) ||
      !(h_forward = NAG_ALLOC(n, double)) ||
      !(g = NAG_ALLOC(n, double)) ||
      !(h = NAG_ALLOC(n*n, double)) ||
      !(hess_diag = NAG_ALLOC(n, double)) ||
      !(deriv_info = NAG_ALLOC(n, Nag_DerivInfo))
      )
    {
      fprintf(fpout, "Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  tdh = n;

  x[0] = 3.0;
  x[1] = -1.0;
  x[2] = 0.0;
  x[3] = 1.0;

  /* nag_opt_init (e04xxc).
   * Initialization function for option setting
   */
  nag_opt_init(&options);
  strcpy(options.outfile, outfile);
  options.list = Nag_FALSE;
  options.print_deriv = Nag_D_NoPrint;
  options.deriv_want = Nag_Grad_HessDiag;

  fprintf(fpout,
          "\nEstimate gradient and Hessian diagonals given function only\n");

  /* Note: it is acceptable to pass an array of length n (hess_diag)
   * as the Hessian parameter in this case.
   */
  /* nag_opt_estimate_deriv (e04xac), see above. */
  if (strcmp(outfile, "stdout"))
    fclose(fpout);
  nag_opt_estimate_deriv(n, x, objfun, &objf, g, h_forward, h_central,
                         hess_diag, tdh, deriv_info, &options, NAGCOMM_NULL,
                         &fail);
  if (strcmp(outfile, "stdout"))
    {
      fpout = fopen(outfile, "a");
    }
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_opt_estimate_deriv (e04xac).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  fprintf(fpout, "\nFunction value: %13.4e\n", objf);
  fprintf(fpout, "Estimated gradient vector\n");
  for (i = 0; i < n; ++i)
    fprintf(fpout, "%13.4e  ", g[i]);
  fprintf(fpout, "\nEstimated Hessian matrix diagonal\n");
  for (i = 0; i < n; ++i)
    fprintf(fpout, "%13.4e  ", hess_diag[i]);
  fprintf(fpout, "\n");

  options.deriv_want = Nag_HessFull;

  fprintf(fpout, "\nEstimate full Hessian given function and gradients\n");
  /* nag_opt_estimate_deriv (e04xac), see above. */
  if (strcmp(outfile, "stdout"))
    fclose(fpout);
  nag_opt_estimate_deriv(n, x, objfun, &objf, g, h_forward, h_central,
                         h, tdh, deriv_info, &options, NAGCOMM_NULL, &fail);
  if (strcmp(outfile, "stdout"))
    {
      fpout = fopen(outfile, "a");
    }
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_opt_estimate_deriv (e04xac).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  fprintf(fpout, "\nFunction value: %13.4e\n", objf);
  fprintf(fpout, "Computed gradient vector\n");
  for (i = 0; i < n; ++i)
    fprintf(fpout, "%13.4e  ", g[i]);
  fprintf(fpout, "\nEstimated Hessian matrix\n");
  for (i = 0; i < n; ++i)
    {
      for (j = 0; j < n; ++j)
        fprintf(fpout, "%13.4e  ", H(i, j));
      fprintf(fpout, "\n");
    }

 END:
  if (fpout != stdout) fclose(fpout);
  if (x) NAG_FREE(x);
  if (h_central) NAG_FREE(h_central);
  if (h_forward) NAG_FREE(h_forward);
  if (g) NAG_FREE(g);
  if (h) NAG_FREE(h);
  if (hess_diag) NAG_FREE(hess_diag);
  if (deriv_info) NAG_FREE(deriv_info);
  if (optionsfile) NAG_FREE(optionsfile);
  if (outfile) NAG_FREE(outfile);

  return exit_status;
}