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

NAG AD Library Introduction
Example description
/* D02PE_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;

#ifdef __cplusplus
extern "C"
{
#endif
  static void NAG_CALL f(void *&                  ad_handle,
                         const nagad_t1w_w_rtype &t,
                         const Integer &          n,
                         const nagad_t1w_w_rtype  y[],
                         nagad_t1w_w_rtype        yp[],
                         Integer                  iuser[],
                         nagad_t1w_w_rtype        ruser[]);
#ifdef __cplusplus
}
#endif

int main(void)
{
  const Integer n = 2, npts = 8;
  const Integer liwsav = 130;
  const Integer lrwsav = 350 + 32 * n;

  Integer exit_status = 0;

  nagad_t1w_w_rtype *rwsav = 0, *thresh = 0, *ygot = 0, *yinit = 0, *ymax = 0;
  nagad_t1w_w_rtype *ypgot = 0, *y = 0, ruser[1];
  Integer *          iwsav = 0, iuser[1];
  double *           dr    = 0;

  cout << "D02PE_T1W_F C++ Header Example Program Results\n\n";

  thresh = new nagad_t1w_w_rtype[n];
  ygot   = new nagad_t1w_w_rtype[n];
  y      = new nagad_t1w_w_rtype[n];
  yinit  = new nagad_t1w_w_rtype[n];
  ypgot  = new nagad_t1w_w_rtype[n];
  ymax   = new nagad_t1w_w_rtype[n];
  iwsav  = new Integer[liwsav];
  rwsav  = new nagad_t1w_w_rtype[lrwsav];
  dr     = new double[n];

  // Set initial conditions for ODE and parameters for the integrator.
  Integer           method = 1;
  nagad_t1w_w_rtype tol, hstart, tend, tstart;
  tstart    = 0.0;
  tol       = 1.0e-4;
  tend      = 2.0 * nag_math_pi;
  yinit[0]  = 0.0;
  yinit[1]  = 1.0;
  hstart    = 0.0;
  thresh[0] = 1.0e-8;
  thresh[1] = 1.0e-8;

  {
    double tolr = dco::value(tol);
    cout << "\n  Calculation with tol = " << tolr << endl;
  }
  cout.setf(ios::fixed);
  cout.setf(ios::right);
  cout.precision(3);
  {
    double t = dco::value(tstart);
    cout << "\n    t         y1        y2" << endl;
    cout.width(6);
    cout << t;
  }
  for (int k = 0; k < n; k++)
    {
      double yr = dco::value(yinit[k]);
      cout.width(10);
      cout << yr;
    }
  cout << endl;

  // Set control for output
  double tinc = 2.0 * nag_math_pi / (double)(npts);

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

  for (int i = 0; i < n; ++i)
    {

      double inc                = 1.0;
      dco::derivative(yinit[i]) = inc;

      for (int j = 0; j < n; ++j)
        {
          y[j] = yinit[j];
        }
      // Initialize Runge-Kutta method for integrating ODE
      ifail = 0;
      nag::ad::d02pq(ad_handle, n, tstart, tend, y, tol, thresh, method, hstart,
                     iwsav, rwsav, ifail);

      nagad_t1w_w_rtype tgot, twant;

      twant = tstart;
      for (int j = 0; j < npts; ++j)
        {
          twant = twant + tinc;

          ifail = 0;
          nag::ad::d02pe(ad_handle, f, n, twant, tgot, ygot, ypgot, ymax, -1,
                         iuser, -1, ruser, iwsav, rwsav, ifail);

          if (i == 0)
            {
              cout.width(6);
              cout << dco::value(tgot);
              for (int k = 0; k < n; ++k)
                {
                  cout.width(10);
                  cout << dco::value(ygot[k]);
                }
              cout << endl;
            }
        }

      dr[i] = dco::derivative(ygot[0]);

      double zero               = 0.0;
      dco::derivative(yinit[i]) = zero;
    }

  nagad_t1w_w_rtype hnext, waste;
  Integer           fevals, stepcost, stepsok;
  ifail = 0;
  nag::ad::d02pt(ad_handle, fevals, stepcost, waste, stepsok, hnext, iwsav,
                 rwsav, ifail);
  cout << "\n Cost of the integration in evaluations of f is " << fevals;
  cout << endl;

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

  cout << "\n Derivatives: (solution w.r.t. initial values)\n";

  cout.setf(ios::scientific, ios::floatfield);
  cout.precision(5);
  cout << " dy(t)/dy0  = ";
  cout.width(12);
  cout << dr[0] << endl;
  cout << " dy(t)/dy0' = ";
  cout.width(12);
  cout << dr[1] << endl;

  nag::ad::x10ab(ad_handle, ifail);

  delete[] thresh;
  delete[] ygot;
  delete[] y;
  delete[] yinit;
  delete[] ypgot;
  delete[] ymax;
  delete[] iwsav;
  delete[] rwsav;
  delete[] dr;
  return exit_status;
}

static void NAG_CALL f(void *&                  ad_handle,
                       const nagad_t1w_w_rtype &t,
                       const Integer &          n,
                       const nagad_t1w_w_rtype  y[],
                       nagad_t1w_w_rtype        yp[],
                       Integer                  iuser[],
                       nagad_t1w_w_rtype        ruser[])
{
  yp[0] = y[1];
  yp[1] = -y[0];
}