Example description
/* F07FJ_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 << "F07FJ_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;
  cin >> n;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  nagad_t1w_w_rtype *a=0, *ax=0;
  double            *ar=0, *dr=0;
  a  = new nagad_t1w_w_rtype [n*n];
  ax = new nagad_t1w_w_rtype [n*n];
  ar = new double [n*n];
  dr = 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;
      ax[k] = a[k];
    }
  }

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

  for (int i=0; i<n; ++i) {

    double inc = 1.0, zero = 0.0;
    nagad_t1w_inc_derivative(&a[i*n+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];
      }
    }
    // Factorize the matrix A
    ifail = 0;
    f07fd_t1w_f_(ad_handle,"L",n,ax,n,ifail,1);

    // Get the inverse of A
    ifail = 0;
    f07fj_t1w_f_(ad_handle,"L",n,ax,n,ifail,1);
    nagad_t1w_set_derivative(&a[i*n+i],zero);
    for (int j=0; j<n; j++) {
      double dd = nagad_t1w_get_derivative(ax[j*n+j]);
      dr[i+j*n] = dd;
    }
  }

  // Print inverse
  for (int i = 0; i<n; i++) {
    for (int j = 0; j<n; j++) {
      int k = i + j*n;
      ar[k] = nagad_t1w_get_value(ax[k]);
    }
  }
  cout << endl;
  NagError  fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,ar,n,
         "  Inverse",0,&fail);

  cout << "\n\n Derivatives calculated: First order adjoints\n";
  cout << " Computational mode    : algorithmic\n";
  cout << "\n Derivatives of Ainv_ii w.r.t A_jj:\n";

  // Print derivatives
  cout << endl;
  x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,dr,n,
         "  Derivatives dAinv(i,i)/dA(j,j)",0,&fail);

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

  delete [] a;
  delete [] ax;
  delete [] ar;
  delete [] dr;
  return exit_status;
}