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

NAG AD Library Introduction
Example description
/* D01GA_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;

int main(void)
{
  // Scalars
  int     exit_status = 0;
  Integer n           = 21;
  double  ar          = 1.0;

  cout << "D01GA_A1W_F C++ Header Example Program Results\n\n";

  // Allocate memory
  nagad_a1w_w_rtype *x = 0, *y = 0;

  if (!(x = NAG_ALLOC(n, nagad_a1w_w_rtype)) ||
      !(y = NAG_ALLOC(n, 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);

      /* Register variables to differentiate w.r.t. */
      nagad_a1w_w_rtype a;
      a = ar;
      dco::ga1s<double>::global_tape->register_variable(a);

      // Initialize variables
      for (int i = 0; i < n; i++)
        {
          double            xr = (1.0 * i) / (1.0 * (n - 1));
          nagad_a1w_w_rtype tmp;
          x[i] = xr;
          tmp  = a * x[i];
          y[i] = 4.0 / (1.0 + tmp * tmp);
        }

      // Call the AD routine
      ifail = 0;
      nagad_a1w_w_rtype ans, er;
      nag::ad::d01ga(ad_handle, x, y, n, ans, er, 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 derivative
      double da;
      da = dco::derivative(a);

      cout.setf(ios::scientific, ios::floatfield);
      cout.setf(ios::right);
      cout.precision(4);
      cout << "\n Solution, ans = ";
      double ans_value = dco::value(ans);
      cout.width(12);
      cout << ans_value << endl;
      cout << "\n Derivative:\n";
      cout << " d(ans)/da = ";
      cout.width(12);
      cout << da << 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(x);
  NAG_FREE(y);

  return exit_status;
}