NAG Library Manual, Mark 27.2
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description

F08GA_A1W_F C++ Example Program Results

Eigenvalues
 -2.0531  -0.5146  -0.2943  12.8621 

Error estimate for the eigenvalues
    1.4e-15

Derivatives of eigenvalues w.r.t. diagonals of A
   dW_i/dA_jj
         1       2       3       4
 1   0.4905  0.1290  0.0246  0.3559
 2   0.2646  0.2353  0.2937  0.2064
 3   0.0766  0.4400  0.4231  0.0604
 4   0.1684  0.1956  0.2586  0.3774