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

NAG AD Library Introduction
Example description
/* D02PS_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 = 16, nwant = 1;
  const Integer liwsav = 130;
  const Integer lrwsav = 350 + 32 * n;
  const Integer lwcomm = n + 5 * nwant;

  Integer exit_status = 0;

  nagad_t1w_w_rtype *rwsav = 0, *thresh = 0, *ynow = 0, *wcomm = 0;
  nagad_t1w_w_rtype *ypnow = 0, *y = 0, *ywant = 0, *ypwant = 0, ruser[2];
  Integer *          iwsav = 0, iuser[1];
  double             dr[2];

  cout << "D02PS_T1W_F C++ Header Example Program Results\n\n";

  thresh = new nagad_t1w_w_rtype[n];
  ynow   = new nagad_t1w_w_rtype[n];
  y      = new nagad_t1w_w_rtype[n];
  ywant  = new nagad_t1w_w_rtype[n];
  ypnow  = new nagad_t1w_w_rtype[n];
  ypwant = new nagad_t1w_w_rtype[n];
  iwsav  = new Integer[liwsav];
  rwsav  = new nagad_t1w_w_rtype[lrwsav];
  wcomm  = new nagad_t1w_w_rtype[lwcomm];

  // 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;
  hstart = 0.0;
  for (int k = 0; k < n; k++)
    {
      thresh[k] = 1.0e-8;
    }
  ruser[0] = 1.0;
  ruser[1] = 1.0;
  y[0]     = 0.0;
  y[1]     = 1.0;

  {
    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;
  }

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

  for (int k = 0; k < n; k++)
    {
      double yr = dco::value(y[k]);
      cout.width(10);
      cout << yr;
    }
  cout << endl;

  for (int i = 0; i < 2; ++i)
    {
      double inc                = 1.0;
      dco::derivative(ruser[i]) = inc;
      // 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 tnow, twant, tinc;
      tinc  = (tend - tstart) / ((double)npts);
      twant = tstart + tinc;
      tnow  = tstart;
      while (tnow < tend)
        {
          ifail = 0;
          nag::ad::d02pf(ad_handle, f, n, tnow, ynow, ypnow, -1, iuser, -1,
                         ruser, iwsav, rwsav, ifail);
          while (twant <= tnow)
            {
              Integer ideriv = 2;
              ifail          = 0;
              nag::ad::d02ps(ad_handle, n, twant, ideriv, nwant, ywant, ypwant,
                             f, wcomm, lwcomm, -1, iuser, -1, ruser, iwsav,
                             rwsav, ifail);

              if (i == 0)
                {
                  cout.width(6);
                  cout << dco::value(twant);
                  cout.width(10);
                  cout << dco::value(ywant[0]);
                  cout.width(10);
                  cout << dco::value(ypwant[0]);
                  cout << endl;
                }

              twant = twant + tinc;
            }
        }

      dr[i]                     = dco::derivative(ywant[0]);
      double zero               = 0.0;
      dco::derivative(ruser[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. function parameters)\n";

  cout.setf(ios::scientific, ios::floatfield);
  cout.precision(5);
  cout << " dy(t)/druser[0] = ";
  cout.width(12);
  cout << dr[0] << endl;
  cout << " dy(t)/druser[1] = ";
  cout.width(12);
  cout << dr[1] << endl;

  ifail = 0;
  nag::ad::x10ab(ad_handle, ifail);

  delete[] thresh;
  delete[] ynow;
  delete[] y;
  delete[] ywant;
  delete[] ypnow;
  delete[] ypwant;
  delete[] iwsav;
  delete[] rwsav;
  delete[] wcomm;
  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] = ruser[0] * y[1];
  yp[1] = -ruser[1] * y[0];
}