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

NAG AD Library Introduction
Example description
/* D02BJ_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 <stdio.h>
using namespace std;

#ifdef __cplusplus
extern "C"
{
#endif
  static void NAG_CALL fcn(void *&       ad_handle,
                           const double &x,
                           const double  y[],
                           double        f[],
                           Integer       iuser[],
                           double        ruser[]);
  static void NAG_CALL g(void *&       ad_handle,
                         const double &x,
                         const double  y[],
                         double &      retval,
                         Integer       iuser[],
                         double        ruser[]);
#ifdef __cplusplus
}
#endif

int main(void)
{
  int           exit_status = 0;
  const Integer n           = 3;

  cout << "D02BJ_P0W_F C++ Header Example Program Results\n\n";

  Integer iw, iuser[1];
  double  pi, tol, x, xinit, xend, ruser[2];
  double *y = 0, *w = 0;

  iw = 20 * n;
  w  = new double[iw];
  y  = new double[n];

  xinit = 0.0;
  xend  = 10.0;
  pi    = nag_math_pi;

  cout << "\n\nCase: no intermediate output, root-finding\n";
  tol = 1.0e-5;
  cout << "\n  Calculation with tol = " << tol << endl;

  x    = xinit;
  y[0] = 0.5;
  y[1] = 0.5;
  y[2] = pi / 5.0;

  const double alpha = -0.032;
  const double beta  = -0.02;
  ruser[0]           = alpha;
  ruser[1]           = beta;

  Integer ifail     = 0;
  void *  ad_handle = 0;
  nag::ad::d02bj(ad_handle, x, xend, n, y, fcn, tol, "D", nullptr, g, w,
                 -1, iuser, -1, ruser, ifail);

  cout.setf(ios::fixed);
  cout.setf(ios::right);
  cout.precision(3);
  cout << "\n  Root of Y(1) = 0.0 at ";
  cout.width(5);
  cout << x << endl;
  cout << "\n  Solution is  ";
  cout.precision(4);
  for (int i = 0; i < 3; ++i)
    {
      cout.width(10);
      cout << y[i];
    }
  cout << endl;

  delete[] w;
  delete[] y;
  return exit_status;
}

static void NAG_CALL fcn(void *&       ad_handle,
                         const double &x,
                         const double  y[],
                         double        f[],
                         Integer       iuser[],
                         double        ruser[])
{
  double alpha, beta;
  alpha = ruser[0];
  beta  = ruser[1];

  f[0] = tan(y[2]);
  f[1] = alpha * tan(y[2]) / y[1] + beta * y[1] / cos(y[2]);
  f[2] = alpha / (y[1] * y[1]);
}

static void NAG_CALL g(void *&       ad_handle,
                       const double &x,
                       const double  y[],
                       double &      retval,
                       Integer       iuser[],
                       double        ruser[])
{
  retval = y[0];
}