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

NAG AD Library Introduction
Example description
/* E01BE_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 << "E01BE_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 = 0, *f = 0, *d = 0;
  double *           dx = 0, *df = 0;
  x  = new nagad_t1w_w_rtype[n];
  f  = new nagad_t1w_w_rtype[n];
  d  = new nagad_t1w_w_rtype[n];
  dx = new double[n];
  df = new double[n];

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

  // Read data and register variables
  for (int i = 0; i < n; i++)
    {
      double xr, fr;
      cin >> xr >> fr;
      x[i] = xr;
      f[i] = fr;
    }

  for (int i = 0; i < 2 * n; ++i)
    {
      // Call the AD routine
      double inc = 1.0;
      if (i < n)
        {
          dco::derivative(x[i]) = inc;
        }
      else
        {
          dco::derivative(f[i - n]) = inc;
        }
      ifail = 0;
      nag::ad::e01be(ad_handle, n, x, f, d, ifail);

      // Evaluate interpolant and derivatives at a mid-point
      const Integer     m = 1;
      nagad_t1w_w_rtype px[m], pf[m], pd[m];
      double            xint;
      xint  = 0.5 * (dco::value(x[n / 2 - 1]) + dco::value(x[n / 2]));
      px[0] = xint;

      ifail = 0;
      nag::ad::e01bg(ad_handle, n, x, f, d, m, px, pf, pd, ifail);

      double zero = 0.0;
      if (i < n)
        {
          dx[i]                 = dco::derivative(pf[0]);
          dco::derivative(x[i]) = zero;
        }
      else
        {
          df[i - n]                 = dco::derivative(pf[0]);
          dco::derivative(f[i - n]) = zero;
        }

      if (i == 0)
        {
          cout << "\n Value of interpolant at x = " << xint;
          cout.precision(5);
          cout << " is: " << dco::value(pf[0]) << 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. data points:\n\n";
  cout << "    i     d/dx         d/df\n";
  cout.setf(ios::scientific, ios::floatfield);
  cout.precision(4);
  for (int j = 0; j < n; j++)
    {
      cout.width(5);
      cout << j + 1;
      cout.width(12);
      cout << dx[j];
      cout.width(12);
      cout << df[j] << endl;
    }

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

  delete[] x;
  delete[] f;
  delete[] d;
  delete[] dx;
  delete[] df;
  return exit_status;
}