Example description
/* F07FE_T1W_F C++ Header Example Program.
 *
 * Copyright 2019 Numerical Algorithms Group.
 * Mark 27, 2019.
 */

#include <dco_light.hpp>
#include <nag.h>
#include <nagx04.h>
#include <nagad.h>
#include <stdio.h>
#include <string>
#include <iostream>
using namespace std;

int main(void)
{
  int       exit_status = 0;
  void      *ad_handle = 0;
  Integer   ifail = 0;

  cout << "F07FE_T1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline (cin, mystr);

  // Read problem size and number of right-hand-sides 
  Integer n, nrhs;
  cin >> n;
  cin >> nrhs;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  nagad_t1w_w_rtype *a=0, *ax=0, *b=0, *x=0;
  double            *xr=0, *dxdb=0;
  a    = new nagad_t1w_w_rtype [n*n];
  ax   = new nagad_t1w_w_rtype [n*n];
  b    = new nagad_t1w_w_rtype [n*nrhs];
  x    = new nagad_t1w_w_rtype [n*nrhs];
  xr   = new double            [n*nrhs];
  dxdb = new double            [n*n];
  
  // Read the lower triangular matrix A, register and copy
  double dd;
  for (int i = 0; i<n; ++i) {
    for (int j = 0; j<=i; ++j) {
      cin >> dd;
      int k = i + j*n;
      a[k] = dd;
    }
  }
  // Read the right-hand-sides, register and copy
  for (int i = 0; i<n; ++i) {
    for (int j = 0; j<nrhs; ++j) {
      cin >> dd;
      int k = i + j*n;
      b[k] = dd;
    }
  }

  // Create AD configuration data object
  ifail = 0;
  x10aa_t1w_f_(ad_handle,ifail);

  double inc = 1.0, zero = 0.0;
  for (int i=0; i<n; ++i) {
    nagad_t1w_inc_derivative(&b[i],inc);
    
    for (int l = 0; l<n; ++l) {
      for (int j = 0; j<=l; ++j) {
        int k = l + j*n;
        ax[k] = a[k];
      }
    }
    for (int j = 0; j<n*nrhs; ++j) {
      x[j] = b[j];
    }
    // Factorize the matrix A
    ifail = 0;
    f07fd_t1w_f_(ad_handle,"L",n,ax,n,ifail,1);

    // Solve the system
    ifail = 0;
    f07fe_t1w_f_(ad_handle,"L",n,nrhs,ax,n,x,n,ifail,1);

    nagad_t1w_set_derivative(&b[i],zero);
    for (int j=0; j<n; ++j) {
      dxdb[i*n+j] = nagad_t1w_get_derivative(x[j]);
    }
  }
  // Print solution
  for (int i = 0; i<n; i++) {
    for (int j = 0; j<nrhs; j++) {
      int k = i + j*n;
      xr[k] = nagad_t1w_get_value(x[k]);
    }
  }
  cout << endl;
  NagError  fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,nrhs,xr,n,
         "  Solution",0,&fail);

  cout << "\n\n Derivatives calculated: First order tangents\n";
  cout << " Computational mode    : algorithmic\n";
  cout << "\n Derivatives of column-1 solution x w.r.t column-1 of b:\n";

  cout << endl;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,dxdb,n,
         "  Derivatives dX_i1/dB_j1",0,&fail);

  // Remove computational data object
  ifail = 0;
  x10ab_t1w_f_(ad_handle,ifail);

  delete [] a;
  delete [] ax;
  delete [] b;
  delete [] x;
  delete [] xr;
  delete [] dxdb;
  return exit_status;
}