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

NAG AD Library Introduction
Example description
/* F07AW_T1W_F C++ Header Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 * Mark 27.2, 2021.
 */

#include <dco.hpp>
#include <iostream>
#include <nag.h>
#include <nagad.h>
#include <nagx04.h>
#include <stdio.h>
#include <string>
using namespace std;

int main(void)
{
  int     exit_status = 0;
  void *  ad_handle   = 0;
  Integer ifail       = 0;

  cout << "F07AW_T1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  // Read problem size and number of right-hand-sides
  Integer n;
  cin >> n;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  nagad_t1w_w_ctype *a = 0, *a_in = 0, *work = 0;
  nagad_t1w_w_rtype *a_r = 0, *a_i = 0;
  Complex *          ar = 0, *drda = 0, *dida = 0;
  Integer *          ipiv  = 0;
  Integer            lwork = 64 * n;
  a                        = new nagad_t1w_w_ctype[n * n];
  a_in                     = new nagad_t1w_w_ctype[n * n];
  a_r                      = new nagad_t1w_w_rtype[n * n];
  a_i                      = new nagad_t1w_w_rtype[n * n];
  work                     = new nagad_t1w_w_ctype[lwork];
  ipiv                     = new Integer[n];
  ar                       = new Complex[n * n];
  drda                     = new Complex[n * n];
  dida                     = new Complex[n * n];

  // Read the matrix A, register and copy
  double dr, di;
  for (int i = 0; i < n; ++i)
    {
      for (int j = 0; j < n; ++j)
        {
          Integer k = i + j * n;
          cin >> dr >> di;
          a_r[k]   = dr;
          a_i[k]   = di;
          ar[k].re = dr;
          ar[k].im = di;
        }
    }

  // Print matrix A
  NagError fail;
  INIT_FAIL(fail);
  x04dac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, ar, n, "  A",
         0, &fail);

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

  for (int i = 0; i < 2 * n; ++i)
    {
      Integer k;
      double  inc = 1.0;
      if (i < n)
        {
          k                       = i * (n + 1);
          dco::derivative(a_r[k]) = inc;
        }
      else
        {
          k                       = (i - n) * (n + 1);
          dco::derivative(a_i[k]) = inc;
        }
      for (int j = 0; j < n * n; ++j)
        {
          a[j].real(a_r[j]);
          a[j].imag(a_i[j]);
        }
      // Factorize the matrix A
      ifail = 0;
      nag::ad::f07ar(ad_handle, n, n, a, n, ipiv, ifail);

      // Invert A
      ifail = 0;
      nag::ad::f07aw(ad_handle, n, a, n, ipiv, work, lwork, ifail);

      double zero = 0.0;
      if (i < n)
        {
          dco::derivative(a_r[k]) = zero;
        }
      else
        {
          dco::derivative(a_i[k]) = zero;
        }

      for (int j = 0; j < n; j++)
        {
          nagad_t1w_w_rtype dar, dai;
          Integer           p = j + j * n;
          dar                 = real(a[p]);
          dai                 = imag(a[p]);
          double da           = dco::derivative(dar);
          double di           = dco::derivative(dai);
          if (i < n)
            {
              Integer l  = j + i * n;
              drda[l].re = da;
              drda[l].im = di;
            }
          else
            {
              Integer l  = j + (i - n) * n;
              dida[l].re = da;
              dida[l].im = di;
            }
        }
    }

  // Print Inverse
  for (int i = 0; i < n * n; i++)
    {
      nagad_t1w_w_rtype akr, aki;
      akr      = real(a[i]);
      aki      = imag(a[i]);
      ar[i].re = dco::value(akr);
      ar[i].im = dco::value(aki);
    }
  cout << endl;
  // NagError  fail;
  INIT_FAIL(fail);
  x04dac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, ar, n,
         "  Inverse", 0, &fail);

  cout << "\n\n Derivatives calculated: First order adjoints\n";
  cout << " Computational mode    : algorithmic\n";
  cout << "\n Derivatives of inverse diagonal w.r.t diagonal of A:\n";

  // Print derivatives
  cout << endl;
  INIT_FAIL(fail);
  x04dac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, drda, n,
         "   d(real(ai(i,i)))/da(j,j)", 0, &fail);

  cout << endl;
  INIT_FAIL(fail);
  x04dac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, dida, n,
         "   d(real(ai(i,i)))/da(j,j)", 0, &fail);

  // Remove computational data object
  ifail = 0;
  nag::ad::x10ab(ad_handle, ifail);

  delete[] a;
  delete[] a_in;
  delete[] a_r;
  delete[] a_i;
  delete[] work;
  delete[] ipiv;
  delete[] ar;
  delete[] drda;
  delete[] dida;
  return exit_status;
}