Example description
/* F08AE_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>
#include <string>
using namespace std;


int main(void)
{
  /* Scalars */
  Integer  exit_status = 0;
#ifdef NAG_LOAD_FP
  /* The following line is needed to force the Microsoft linker
     to load floating point support */
  float force_loading_of_ms_float_support = 0;
#endif /* NAG_LOAD_FP */

  cout << "F08AE_A1W_F C++ Header Example Program Results\n\n";

  // Create AD tape
  nagad_a1w_ir_create();

  void    *ad_handle = 0;
  Integer ifail = 0;
  x10aa_a1w_f_(ad_handle,ifail);

  // Skip heading in data file
  string mystr;
  getline (cin, mystr);
  
  Integer m, n;
  cin >> m; cin >> n;

  Integer pda = m;
  Integer lwork = 64 * n;

  Integer tau_len;
  if (m<n) {
    tau_len = m;
  } else {
    tau_len = n;
  }

  // Allocate arrays
  nagad_a1w_w_rtype *a = 0, *tau = 0, *a_in = 0, *work = 0;
  double   *r = 0, *drda = 0;
  a    = new nagad_a1w_w_rtype [m * n];
  a_in = new nagad_a1w_w_rtype [m * n];
  tau  = new nagad_a1w_w_rtype [tau_len];
  work = new nagad_a1w_w_rtype [lwork];
  r    = new double [n * n];
  drda = new double [n * m];

  // Read A from data file
  double   tmp;
  for (int i = 0; i < m; ++i) {
    for (int j = 0; j < n; ++j){
      cin >> tmp;
      a_in[i+j*m] = tmp;
    }
  }

  for (int i = 0; i < m; i++) {
    nagad_a1w_ir_register_variable(&a_in[i]);
  }
  for (int i = 0; i < m*n; i++) {
    a[i] = a_in[i];
  }

  f08ae_a1w_f_(ad_handle, m, n, a, pda, tau, work, lwork, ifail);
  if (ifail != 0) {
    printf("Error from f08ae_a1w_f_ .\n%" NAG_IFMT  " ", ifail);
    exit_status = 1;
    goto END;
  }
  for (int k = 0; k < n; ++k) {
    for (int i = 0; i < n; ++i) {
      r[i+k*n] = nagad_a1w_get_value(a[i+k*m]);
    }
  }
  for (int i = 0; i < n; ++i) {
    int l = i*(m+1);
    nagad_a1w_ir_zero_adjoints();
    double inc = 1.0;
    nagad_a1w_inc_derivative(&a[l],inc);
    
    nagad_a1w_ir_interpret_adjoint(ifail);
    
    for (int j=0; j<m; ++j) {
      int k = j*n + i;
      drda[k] = nagad_a1w_get_derivative(a_in[j]);
    }
  }
  NagError  fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor,Nag_UpperMatrix,Nag_NonUnitDiag,n,n,r,n,
         "R from Q factorization of A",0,&fail);
  printf("\nDerivatives of diagonal of R w.r.t. first col of A\n");
  x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,m,drda,n,
         "dR_ii/dA_j1",0,&fail);

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

  delete [] a;
  delete [] a_in;
  delete [] tau;
  delete [] r;
  delete [] drda;
  
  return exit_status;
}