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

NAG AD Library Introduction
Example description
/* D01RL_T1W_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 f(void *&                 ad_handle,
                         const nagad_t1w_w_rtype x[],
                         const Integer &         nx,
                         nagad_t1w_w_rtype       fv[],
                         Integer &               iflag,
                         Integer                 iuser[],
                         nagad_t1w_w_rtype       ruser[],
                         const void *&           cpuser);
}

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

  cout << "D01RL_T1W_F C++ Header Example Program Results\n\n";

  nagad_t1w_w_rtype a, b, epsabs, epsrel;
  a      = 0.0;
  b      = 1.0;
  epsabs = 0.0;
  epsrel = 1.0e-4;

  Integer            npts   = 1;
  Integer            maxsub = 20;
  Integer            lrinfo = 80 + npts + 6;
  Integer            liinfo = 40 + npts + 4;
  nagad_t1w_w_rtype *rinfo  = 0;
  Integer *          iinfo  = 0;

  rinfo = new nagad_t1w_w_rtype[lrinfo];
  iinfo = new Integer[liinfo];

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

  double            inc = 1.0, zero = 0.0;
  nagad_t1w_w_rtype result, abserr, ruser[20], points[1];
  Integer           iuser[1];
  const void *      cpuser = 0;
  points[0]                = 1.0 / 7.0;
  iuser[0]                 = 0;
  for (int i = 0; i < 20; ++i)
    {
      ruser[i] = 0.0;
    }

  // Call the AD routine incrementing each active input in turn
  dco::derivative(a) = inc;
  ifail              = -1;
  nag::ad::d01rl(ad_handle, f, a, b, npts, points, epsabs, epsrel, maxsub,
                 result, abserr, rinfo, iinfo, -1, iuser, -1, ruser, cpuser,
                 ifail);
  dco::derivative(a) = zero;
  if (ifail < 0)
    {
      cout << "\n ** nag::ad::d01rl failed error exit ifail = " << ifail
           << endl;
      goto END;
    }
  double da;
  da                 = dco::derivative(result);
  dco::derivative(b) = inc;
  ifail              = -1;
  nag::ad::d01rl(ad_handle, f, a, b, npts, points, epsabs, epsrel, maxsub,
                 result, abserr, rinfo, iinfo, -1, iuser, -1, ruser, cpuser,
                 ifail);
  double db;
  db = dco::derivative(result);

  // Print inputs and primal outputs.
  cout << "\n lower limit of integration (a) = " << dco::value(a) << endl;
  cout << " upper limit of integration (b) = " << dco::value(b) << endl;
  cout << " given break point (points[0])  = " << dco::value(points[0]) << endl;
  cout << " absolute accuracy requested    = " << dco::value(epsabs) << endl;
  cout << " relative accuracy requested    = " << dco::value(epsrel) << endl;
  cout << " maximum number of subintervals = " << maxsub << endl;
  cout.setf(ios::scientific, ios::floatfield);
  cout.precision(4);
  if (ifail >= 0)
    {
      cout << "\n approximation to the integral  : " << dco::value(result)
           << endl;
      cout << " estimate of the absolute error : " << dco::value(abserr)
           << endl;
      cout << " number of function evaluations : " << iinfo[0] << endl;
    }

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

  // Output derivatives
  cout << "\n Derivative of solution w.r.t end points:\n";
  cout << " dI/da = " << da << endl;
  cout << " dI/db = " << db << endl;

END:
  // Remove computational data object
  nag::ad::x10ab(ad_handle, ifail);

  delete[] rinfo;
  delete[] iinfo;
  return exit_status;
}

static void NAG_CALL f(void *&                 ad_handle,
                       const nagad_t1w_w_rtype x[],
                       const Integer &         nx,
                       nagad_t1w_w_rtype       fv[],
                       Integer &               iflag,
                       Integer                 iuser[],
                       nagad_t1w_w_rtype       ruser[],
                       const void *&           cpuser)
{
  // dco/c++ used here to perform AD of the following
  iflag = 0;
  for (int i = 0; i < nx; i++)
    {
      fv[i] = x[i] - 1.0 / 7.0;
      if (fv[i] == 0.0)
        {
          ruser[iflag] = x[i];
          iflag++;
        }
      else if (fv[i] < 0.0)
        {
          fv[i] = -fv[i];
        }
    }
  iuser[0] = iflag;
  if (iflag == 0)
    {
      for (int i = 0; i < nx; i++)
        {
          fv[i] = 1.0 / sqrt(fv[i]);
        }
    }
  else
    {
      iflag = -iflag;
    }
  return;
}