Example description
/* G02AB_A1W_F C++ Header Example Program.
 *
 * Copyright 2019 Numerical Algorithms Group.
 * Mark 27, 2019.
 */

#include <dco.hpp>
#include <nagad.h>
#include <nag.h>
#include <stdio.h>
#include <math.h>
#include <iostream>
#include <string>


int main(void)
{

  /* Scalars */
  Integer exit_status = 0;
  nagad_a1w_w_rtype alpha, errtol, nrmgrd;
  Integer feval, i, iter, j, maxit, maxits, n, pdg, pdx;

  /* Arrays */
  char nag_enum_arg[100];

  nagad_a1w_w_rtype *g = 0, *w = 0, *x = 0, *g_in = 0;
  double *xr = 0, *dxdg = 0;

  Integer ifail;

  /* Output preamble */
  printf("G02AB_A1W_F ");
  printf("C++ Header Example Program Results\n\n");
  fflush(stdout);

  // Create AD tape
  nagad_a1w_ir_create();
  void    *ad_handle = 0;
  x10aa_a1w_f_(ad_handle,ifail);

  /* Skip heading in data file */
#ifdef _WIN32
  scanf_s("%*[^\n] ");
#else
  scanf("%*[^\n] ");
#endif
  /* Read in the problem size, opt and alpha */
#ifdef _WIN32
  scanf_s("%" NAG_IFMT "", &n);
#else
  scanf("%" NAG_IFMT "", &n);
#endif
#ifdef _WIN32
  scanf_s("%39s", nag_enum_arg, (unsigned)_countof(nag_enum_arg));
#else
  scanf("%39s", nag_enum_arg);
#endif

  double tmp;
#ifdef _WIN32
  scanf_s("%lf%*[^\n]", &tmp);
#else
  scanf("%lf%*[^\n]", &tmp);
#endif
  alpha = tmp;

  pdg = n;
  pdx = n;

  g = new nagad_a1w_w_rtype [n * n];
  g_in = new nagad_a1w_w_rtype [n * n];
  w = new nagad_a1w_w_rtype [n];
  x = new nagad_a1w_w_rtype [n * n];
  xr = new double [n * n];
  dxdg = new double [n*n];

  /* Read in the matrix g */
  for (i = 0; i < n; i++) {
    for (j = 0; j < n; j++) {
#ifdef _WIN32
      scanf_s("%lf", &tmp);
#else
      scanf("%lf", &tmp);
#endif
      g_in[i+j*n] = tmp;
    }
  }
#ifdef _WIN32
  scanf_s("%*[^\n] ");
#else
  scanf("%*[^\n] ");
#endif

  /* Read in the vector w */
  for (i = 0; i < n; i++) {
#ifdef _WIN32
    scanf_s("%lf", &tmp);
#else
    scanf("%lf", &tmp);
#endif
    w[i] = tmp;
  }
#ifdef _WIN32
  scanf_s("%*[^\n] ");
#else
  scanf("%*[^\n] ");
#endif

  /* Use the defaults for errtol, maxits and maxit */
  errtol = 0.0;
  maxits = 0;
  maxit = 0;


  for (int i = 0; i < n * n; i ++) {
    nagad_a1w_ir_register_variable(&g_in[i]);
    g[i] = g_in[i];
  }


  g02ab_a1w_f_(ad_handle, g, pdg, n, "B", alpha, w, errtol,
               maxits, maxit, x, pdx, iter, feval,
               nrmgrd, ifail, 100);
  if (ifail != 0) {
    printf("%" NAG_IFMT "\n", ifail);
    exit_status = 1;
    goto END;
  }

  for (int i = 0; i < n * n; i ++)
    xr[i] = nagad_a1w_get_value(x[i]);

  NagError  fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,xr,n,
         "     Nearest Correlation Matrix",0,&fail);

  printf("\nNumber of Newton steps taken: %11" NAG_IFMT "\n", iter);
  printf("Number of function evaluations: %9" NAG_IFMT "\n\n", feval);
  printf("alpha: %37.3f \n\n", nagad_a1w_get_value(alpha));
  fflush(stdout);

  for (i = 0; i < n*n; i++) {
    nagad_a1w_inc_derivative(&x[i],1.0);
  }

  nagad_a1w_ir_interpret_adjoint(ifail);

  for (int i = 0; i < n*n; i++){
    dxdg[i] = nagad_a1w_get_derivative(g_in[i]);
  }
  printf("\n\n");
  x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,dxdg,n,
         "   (1,...,1)^T * dX/dG",0,&fail);
END:

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

  delete [] g;
  delete [] w;
  delete [] x;
  delete [] g_in;
  delete [] xr;
  delete [] dxdg;

  return exit_status;
}