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

NAG AD Library Introduction
Example description
/* D01FB_A1W_F C++ Header Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 * Mark 27.2, 2021.
 */

#include <dco.hpp>
#include <iostream>
#include <math.h>
#include <nag.h>
#include <nagad.h>
#include <stdio.h>
using namespace std;

extern "C"
{
  static void NAG_CALL fun_a1w(void *&                 ad_handle,
                               const Integer &         ndim,
                               const nagad_a1w_w_rtype x[],
                               nagad_a1w_w_rtype &     ret,
                               Integer                 iuser[],
                               nagad_a1w_w_rtype       ruser[]);
}

int main(void)
{
  // Scalars
  int     exit_status = 0;
  Integer ndim        = 4;

  cout << "D01FB_A1W_F C++ Header Example Program Results\n\n";

  // Allocate memory
  Integer *          nptvec = 0;
  nagad_a1w_w_rtype *abscis = 0, *weight = 0;
  Integer            lwa = 0;
  if (!(nptvec = NAG_ALLOC(ndim, Integer)))
    {
      cout << "Allocation failure\n";
      exit_status = -1;
    }
  else
    {

      for (int i = 0; i < ndim; i++)
        {
          nptvec[i] = 4;
          lwa       = lwa + nptvec[i];
        }

      if (!(abscis = NAG_ALLOC(lwa, nagad_a1w_w_rtype)) ||
          !(weight = NAG_ALLOC(lwa, nagad_a1w_w_rtype)))
        {

          printf("Allocation failure\n");
          exit_status = -2;
        }
    }

  if (exit_status == 0)
    {
      // Create AD tape
      dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();

      // Create AD configuration data object
      Integer ifail     = 0;
      void *  ad_handle = 0;
      nag::ad::x10aa(ad_handle, ifail);

      // Evaluate primal weights and abscisae in each dimension
      int j = 0;
      for (int i = 0; i < ndim; i++)
        {

          Integer           ifail = 0, quadtype = 0;
          nagad_a1w_w_rtype a, b;
          switch (i)
            {
            case 0:
              a        = 1.0;
              b        = 2.0;
              quadtype = 0;
              break;
            case 1:
              a        = 0.0;
              b        = 2.0;
              quadtype = -3;
              break;
            case 2:
              a        = 0.0;
              b        = 0.5;
              quadtype = -4;
              break;
            case 3:
              a        = 1.0;
              b        = 2.0;
              quadtype = -5;
              break;
            }
          nag::ad::d01tb(ad_handle, quadtype, a, b, nptvec[i], &weight[j],
                         &abscis[j], ifail);
          j = j + nptvec[i];
        }

      /* Register variables to differentiate w.r.t. */
      for (int i = 0; i < lwa; i++)
        {
          dco::ga1s<double>::global_tape->register_variable(weight[i]);
          dco::ga1s<double>::global_tape->register_variable(abscis[i]);
        }

      // Call the AD routine
      ifail = 0;
      nagad_a1w_w_rtype ans;
      nagad_a1w_w_rtype ruser[1];
      Integer           iuser[1];
      nag::ad::d01fb(ad_handle, ndim, nptvec, lwa, weight, abscis, fun_a1w, ans,
                     -1, iuser, -1, ruser, ifail);

      double inc = 1.0;
      dco::derivative(ans) += inc;
      dco::ga1s<double>::global_tape->sparse_interpret() = true;
      dco::ga1s<double>::global_tape->interpret_adjoint();

      cout << "\n Derivatives calculated: First order adjoints\n";
      cout << " Computational mode    : algorithmic\n";

      // Get derivatives
      cout.setf(ios::right);
      cout.precision(4);
      cout << "\n Solution, x = ";
      double ans_value = dco::value(ans);
      cout.width(12);
      cout << ans_value << endl;
      cout << " Derivatives:\n";
      cout << " dim   j  d/dweight    d/dabscis\n";

      cout.setf(ios::scientific, ios::floatfield);

      j = -1;
      for (int i = 0; i < ndim; i++)
        {
          j        = j + 1;
          double w = dco::derivative(weight[j]);
          double a = dco::derivative(abscis[j]);

          int k = 1;
          cout.width(4);
          cout << i;
          cout.width(4);
          cout << k;
          cout.width(12);
          cout << w;
          cout.width(12);
          cout << a << endl;
          for (k = 2; k <= nptvec[i]; k++)
            {
              j        = j + 1;
              double w = dco::derivative(weight[j]);
              double a = dco::derivative(abscis[j]);
              cout.width(8);
              cout << k;
              cout.width(12);
              cout << w;
              cout.width(12);
              cout << a << endl;
            }
        }

      // Remove computational data object and tape
      nag::ad::x10ab(ad_handle, ifail);
      dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);
    }

  NAG_FREE(nptvec);
  NAG_FREE(abscis);
  NAG_FREE(weight);

  return exit_status;
}
static void NAG_CALL fun_a1w(void *&                 ad_handle,
                             const Integer &         ndim,
                             const nagad_a1w_w_rtype x[],
                             nagad_a1w_w_rtype &     ret,
                             Integer                 iuser[],
                             nagad_a1w_w_rtype       ruser[])
{
  // dco/c++ overloading used here to perform AD
  double            p1 = 6.0, p2 = 8.0;
  nagad_a1w_w_rtype r1, r2;
  // Split the following function into manageable chunks
  // ret = (pow(x[0]*x[1]*x[2],p1)/pow(x[3]+2.0,p2))*
  //       exp(-2.0*x[1]-0.5*x[2]*x[2]);
  r1  = x[2] * x[2];
  r1  = 0.5 * r1;
  r2  = -2.0 * x[1];
  r1  = r2 - r1;
  ret = exp(r1);
  r1  = x[0] * x[1] * x[2];
  r1  = pow(r1, p1);
  r2  = x[3] + 2.0;
  r2  = pow(r2, p2);
  r2  = r1 / r2;
  ret = ret * r2;
  return;
}