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

NAG AD Library Introduction
Example description
/* F07CD_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  nrhs = 1, ifail = 0;
  NagError fail;
  INIT_FAIL(fail);

  cout << "F07CD_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;
  cin >> nrhs;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  nagad_t1w_w_rtype *dl = 0, *d = 0, *du = 0, *du2 = 0, *b = 0;
  nagad_t1w_w_rtype *dlf = 0, *df = 0, *duf = 0, *x = 0;
  double *           sol = 0, *dxdu = 0, *dxdd = 0, *dxdl = 0, *dxdb = 0;
  Integer *          ipiv = 0;
  Integer            n1 = n - 1, n2 = n - 2;
  dl   = new nagad_t1w_w_rtype[n1];
  d    = new nagad_t1w_w_rtype[n];
  du   = new nagad_t1w_w_rtype[n1];
  du2  = new nagad_t1w_w_rtype[n2];
  dlf  = new nagad_t1w_w_rtype[n1];
  df   = new nagad_t1w_w_rtype[n];
  duf  = new nagad_t1w_w_rtype[n1];
  b    = new nagad_t1w_w_rtype[n * nrhs];
  ipiv = new Integer[n];
  x    = new nagad_t1w_w_rtype[n * n];
  sol  = new double[n * n];
  dxdu = new double[n * n1];
  dxdd = new double[n * n];
  dxdl = new double[n * n1];
  dxdb = new double[n * n];

  // Read the tridiagonal matrix A and right hand side B, register and copy
  double dd;
  for (int i = 0; i < n1; i++)
    {
      cin >> dd;
      du[i] = dd;
    }
  for (int i = 0; i < n; i++)
    {
      cin >> dd;
      d[i] = dd;
    }
  for (int i = 0; i < n1; i++)
    {
      cin >> dd;
      dl[i] = dd;
    }
  for (int i = 0; i < n; i++)
    {
      for (int j = 0; j < nrhs; j++)
        {
          cin >> dd;
          int k = i + j * n;
          b[k]  = dd;
        }
    }

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

  double inc = 1.0, zero = 0.0;
  for (int i = 0; i < 4 * n - 2; ++i)
    {
      int k = i;
      if (i < n1)
        {
          dco::derivative(du[i]) = inc;
        }
      else if (i < n + n1)
        {
          k                     = i - n1;
          dco::derivative(d[k]) = inc;
        }
      else if (i < n + n1 + n1)
        {
          k                      = i - n - n1;
          dco::derivative(dl[k]) = inc;
        }
      else
        {
          k                     = i - n - n1 - n1;
          dco::derivative(b[k]) = inc;
        }
      for (int j = 0; j < n1; ++j)
        {
          dlf[j] = dl[j];
          df[j]  = d[j];
          duf[j] = du[j];
          x[j]   = b[j];
        }
      df[n1] = d[n1];
      x[n1]  = b[n1];
      // Factorize the tridiagonal matrix A
      ifail = 0;
      nag::ad::f07cd(ad_handle, n, dlf, df, duf, du2, ipiv, ifail);

      // Solve the equations Ax = b for x
      ifail = 0;
      nag::ad::f07ce(ad_handle, "N", n, nrhs, dlf, df, duf, du2, ipiv, x, n,
                     ifail);

      if (i == 0)
        {
          // Print primal solution
          for (int j = 0; j < n * nrhs; ++j)
            {
              sol[j] = dco::value(x[j]);
            }
          cout << "\n\n";
          x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, nrhs, sol,
                 n, "  Solution", 0, &fail);
        }
      if (i < n1)
        {
          dco::derivative(du[k]) = zero;
          for (int j = 0; j < n; ++j)
            {
              dxdu[j + k * n] = dco::derivative(x[j]);
            }
        }
      else if (i < n + n1)
        {
          dco::derivative(d[k]) = zero;
          for (int j = 0; j < n; ++j)
            {
              dxdd[j + k * n] = dco::derivative(x[j]);
            }
        }
      else if (i < n + n1 + n1)
        {
          dco::derivative(dl[k]) = zero;
          for (int j = 0; j < n; ++j)
            {
              dxdl[j + k * n] = dco::derivative(x[j]);
            }
        }
      else
        {
          dco::derivative(b[k]) = zero;
          for (int j = 0; j < n; ++j)
            {
              dxdb[j + k * n] = dco::derivative(x[j]);
            }
        }
    }
  cout << "\n\n Derivatives calculated: First order tangents\n";
  cout << " Computational mode    : algorithmic\n";
  cout << "\n Derivatives of first solution column w.r.t. inputs:\n";

  cout << "\n";
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n1, dxdu, n,
         "  d(du(i))/dx(j)", 0, &fail);
  cout << "\n";
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, dxdd, n,
         "  d(d(i))/dx(j)", 0, &fail);
  cout << "\n";
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n1, dxdl, n,
         "  d(dl(i))/dx(j)", 0, &fail);
  cout << "\n";
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, dxdb, n,
         "  d(b(i))/dx(j)", 0, &fail);

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

  delete[] dl;
  delete[] d;
  delete[] du;
  delete[] du2;
  delete[] dlf;
  delete[] df;
  delete[] duf;
  delete[] b;
  delete[] ipiv;
  delete[] x;
  delete[] sol;
  delete[] dxdu;
  delete[] dxdd;
  delete[] dxdl;
  delete[] dxdb;
  return exit_status;
}