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

NAG AD Library Introduction
Example description
/* C05RB_P0W_F C++ Header Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 * Mark 27.2, 2021.
 */

#include <iostream>
#include <math.h>
#include <nag.h>
#include <nagad.h>
#include <nagx02.h>
#include <stdio.h>
#include <string>
using namespace std;

extern "C"
{
  static void NAG_CALL fcn(void *&        ad_handle,
                           const Integer &n,
                           const double   x[],
                           double         fvec[],
                           double         fjac[],
                           Integer        iuser[],
                           double         ruser[],
                           Integer &      iflag);
}

int main(void)
{
  // Scalars
  int           exit_status = 0;
  const Integer n           = 7;

  cout << "C05RB_P0W_F C++ Header Example Program Results\n\n";

  // problem parameters and starting value
  double r[5], x[7];

  r[0] = -1.0;
  r[1] = 3.0;
  r[2] = -2.0;
  r[3] = -2.0;
  r[4] = -1.0;

  for (int i = 0; i < n; ++i)
    {
      x[i] = -1.0;
    }

  Integer ifail     = 0;
  void *  ad_handle = 0;
  double  fvec[n], fjac[n * n], xtol;
  Integer iuser[1];

  xtol = sqrt(X02AJC);

  nag::ad::c05rb(ad_handle, fcn, n, x, fvec, fjac, xtol, -1, iuser, -1, r,
                 ifail);

  cout.setf(ios::scientific, ios::floatfield);
  cout.precision(4);
  cout << "           Solution:\n";
  for (int i = 0; i < n; ++i)
    {
      cout.width(10);
      cout << i + 1;
      cout.width(20);
      cout << x[i] << endl;
    }

  return exit_status;
}

static void NAG_CALL fcn(void *&        ad_handle,
                         const Integer &n,
                         const double   x[],
                         double         fvec[],
                         double         fjac[],
                         Integer        iuser[],
                         double         ruser[],
                         Integer &      iflag)
{
  if (iflag != 2)
    {
      for (int i = 0; i < n; ++i)
        {
          fvec[i] = (ruser[1] + ruser[2] * x[i]) * x[i] - ruser[4];
        }
      for (int i = 1; i < n; ++i)
        {
          fvec[i] = fvec[i] + ruser[0] * x[i - 1];
        }
      for (int i = 0; i < n - 1; ++i)
        {
          fvec[i] = fvec[i] + ruser[3] * x[i + 1];
        }
    }
  else
    {
      for (int i = 0; i < n * n; ++i)
        {
          fjac[i] = 0.0;
        }
      fjac[0] = ruser[1] + 2.0 * ruser[2] * x[0];
      fjac[n] = ruser[3];
      for (int i = 1; i < n - 1; ++i)
        {
          int k       = i * n + i;
          fjac[k - n] = ruser[0];
          fjac[k]     = ruser[1] + 2.0 * ruser[2] * x[i];
          fjac[k + n] = ruser[3];
        }
      fjac[n * n - n - 1] = ruser[0];
      fjac[n * n - 1]     = ruser[1] + 2.0 * ruser[2] * x[n - 1];
    }
  iflag = 0;
  return;
}