Example description
/* D01FB_A1W_F C++ Header Example Program.
 *
 * Copyright 2019 Numerical Algorithms Group.
 * Mark 27, 2019.
 */

#include <nag.h>
#include <dco.hpp>
#include <nagad.h>
#include <stdio.h>
#include <math.h>
#include <iostream>
using namespace std;

extern "C"
{
  static void NAG_CALL fun_a1w(void* &ad_handle,
                               const Integer& ndim,
                               const nagad_a1w_w_rtype x[],
                               nagad_a1w_w_rtype& ret,
                               Integer iuser[],
                               nagad_a1w_w_rtype ruser[]);
}

int main(void)
{
  // Scalars
  int               exit_status = 0;
  Integer           ndim = 4;

  cout << "D01FB_A1W_F C++ Header Example Program Results\n\n";

  // Allocate memory
  Integer           *nptvec = 0;
  nagad_a1w_w_rtype *abscis = 0, *weight = 0;
  Integer           lwa = 0;
  if (!(nptvec = NAG_ALLOC(ndim, Integer))) {
      cout << "Allocation failure\n";
      exit_status = -1;
  } else {

    for (int i=0;i<ndim;i++) {
      nptvec[i] = 4;
      lwa = lwa + nptvec[i];
    }

    if (!(abscis = NAG_ALLOC(lwa, nagad_a1w_w_rtype)) ||
        !(weight = NAG_ALLOC(lwa, nagad_a1w_w_rtype))) {

      printf("Allocation failure\n");
      exit_status = -2;
    }
  }
  
  if (exit_status==0) {
    // Create AD tape
    nagad_a1w_ir_create();

    // Create AD configuration data object
    Integer ifail = 0;
    void    *ad_handle = 0;
    x10aa_a1w_f_(ad_handle,ifail);

    // Evaluate primal weights and abscisae in each dimension
    int j = 0;
    for (int i=0;i<ndim;i++) {

      Integer ifail = 0, quadtype = 0;
      nagad_a1w_w_rtype a, b;
      switch (i) {
      case 0:
        a = 1.0;
        b = 2.0;
        quadtype = 0;
        break;
      case 1:
        a = 0.0;
        b = 2.0;
        quadtype = -3;
        break;
      case 2:
        a = 0.0;
        b = 0.5;
        quadtype = -4;
        break;
      case 3:
        a = 1.0;
        b = 2.0;
        quadtype = -5;
        break;
      }
      d01tb_a1w_f_(ad_handle,quadtype,a,b,nptvec[i],&weight[j],&abscis[j],
                   ifail);
      j = j + nptvec[i];
    }

    /* Register variables to differentiate w.r.t. */
    for (int i = 0; i < lwa; i++) {
      nagad_a1w_ir_register_variable(&weight[i]);
      nagad_a1w_ir_register_variable(&abscis[i]);
    }
    
    // Call the AD routine
    ifail = 0;
    nagad_a1w_w_rtype ans;
    nagad_a1w_w_rtype ruser[1];
    Integer           iuser[1];
    d01fb_a1w_f_(ad_handle,ndim,nptvec,lwa,weight,abscis,
                 fun_a1w,ans,iuser,ruser,ifail);

    double inc = 1.0;
    nagad_a1w_inc_derivative(&ans,inc);
    nagad_a1w_ir_interpret_adjoint(ifail);

    cout << "\n Derivatives calculated: First order adjoints\n";
    cout << " Computational mode    : algorithmic\n";

    // Get derivatives
    cout.setf(ios::right);
    cout.precision(4);
    cout << "\n Solution, x = ";
    double ans_value = nagad_a1w_get_value(ans);
    cout.width(12); cout << ans_value << endl;
    cout << " Derivatives:\n";
    cout << " dim   j  d/dweight    d/dabscis\n";

    cout.setf(ios::scientific,ios::floatfield);

    j = -1;
    for (int i = 0; i< ndim; i++) {
      j = j + 1;
      double w = nagad_a1w_get_derivative(weight[j]);
      double a = nagad_a1w_get_derivative(abscis[j]);
      
      int k = 1;
      cout.width(4); cout << i;
      cout.width(4); cout << k;
      cout.width(12); cout << w;
      cout.width(12); cout << a << endl;
      for (k = 2; k <= nptvec[i]; k++) {
        j = j + 1;
        double w = nagad_a1w_get_derivative(weight[j]);
        double a = nagad_a1w_get_derivative(abscis[j]);
        cout.width(8); cout << k;
        cout.width(12); cout << w;
        cout.width(12); cout << a << endl;
      }
    }

    // Remove computational data object and tape
    x10ab_a1w_f_(ad_handle,ifail);
    nagad_a1w_ir_remove();
  }

  NAG_FREE(nptvec);
  NAG_FREE(abscis);
  NAG_FREE(weight);

  return exit_status;
}
static void NAG_CALL fun_a1w(void* &ad_handle,
                             const Integer& ndim,
                             const nagad_a1w_w_rtype x[],
                             nagad_a1w_w_rtype& ret,
                             Integer iuser[],
                             nagad_a1w_w_rtype ruser[])
{
  // dco/c++ overloading used here to perform AD
  double    p1 = 6.0, p2 = 8.0;
  nagad_a1w_w_rtype r1, r2;
  // Split the following function into manageable chunks
  // ret = (pow(x[0]*x[1]*x[2],p1)/pow(x[3]+2.0,p2))*
  //       exp(-2.0*x[1]-0.5*x[2]*x[2]);
  r1 = x[2]*x[2];
  r1 = 0.5*r1;
  r2 = -2.0*x[1];
  r1 = r2 - r1;
  ret = exp(r1);
  r1 = x[0]*x[1]*x[2];
  r1 = pow(r1,p1);
  r2 = x[3] + 2.0;
  r2 = pow(r2,p2);
  r2 = r1/r2;
  ret = ret*r2;
  return;
}