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

NAG AD Library Introduction
Example description
/* E01AA_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>
#include <string>
using namespace std;

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

  cout << "E01AA_T1W_F C++ Header Example Program Results\n\n";

  // Skip first line of data file
  string mystr;
  getline(cin, mystr);
  // Read number of data points
  Integer n;
  cin >> n;

  // Allocate arrays for data and interpolant
  nagad_t1w_w_rtype x, *a = 0, *b = 0, *c = 0;
  double            xr, fx, *ar = 0, *br = 0, *dx = 0;
  Integer           n1, n2;
  n1 = n + 1;
  n2 = n * (n + 1) / 2;
  ar = new double[n1];
  br = new double[n1];
  dx = new double[n1];
  a  = new nagad_t1w_w_rtype[n1];
  b  = new nagad_t1w_w_rtype[n1];
  c  = new nagad_t1w_w_rtype[n2];

  cin >> xr;

  for (int i = 0; i < n1; i++)
    {
      cin >> ar[i];
    }
  for (int i = 0; i < n1; i++)
    {
      cin >> br[i];
    }

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

  for (int i = 0; i < n1; ++i)
    {
      x = xr;
      for (int j = 0; j < n1; j++)
        {
          a[j] = ar[j];
          b[j] = br[j];
        }

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

      // Call the AD routine
      ifail = 0;
      nag::ad::e01aa(ad_handle, a, b, c, n, x, ifail);

      if (i == 0)
        {
          fx = dco::value(c[n2 - 1]);
        }

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

      dx[i] = dco::derivative(c[n2 - 1]);
    }

  cout.setf(ios::scientific, ios::floatfield);
  cout.precision(5);
  cout << "\n Interpolation point = ";
  cout.width(12);
  cout << xr << endl;
  cout << "\n Function value at interpolation point = ";
  cout.width(12);
  cout << fx << endl;

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

  // Get derivatives
  cout << "\n Derivatives of fitted value w.r.t. x values:\n";
  cout << "  j         d/da(j)\n";
  for (int j = 0; j < n1; j++)
    {
      cout.width(3);
      cout << j + 1 << "     ";
      cout.width(12);
      cout << dx[j] << endl;
    }

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

  delete[] ar;
  delete[] br;
  delete[] dx;
  delete[] a;
  delete[] b;
  delete[] c;
  return exit_status;
}