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

NAG AD Library Introduction
Example description
/* F07FE_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 << "F07FE_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, nrhs;
  cin >> n;
  cin >> nrhs;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  nagad_t1w_w_rtype *a = 0, *ax = 0, *b = 0, *x = 0;
  double *           xr = 0, *dxdb = 0;
  a    = new nagad_t1w_w_rtype[n * n];
  ax   = new nagad_t1w_w_rtype[n * n];
  b    = new nagad_t1w_w_rtype[n * nrhs];
  x    = new nagad_t1w_w_rtype[n * nrhs];
  xr   = new double[n * nrhs];
  dxdb = new double[n * n];

  // Read the lower triangular matrix A, register and copy
  double dd;
  for (int i = 0; i < n; ++i)
    {
      for (int j = 0; j <= i; ++j)
        {
          cin >> dd;
          int k = i + j * n;
          a[k]  = dd;
        }
    }
  // Read the right-hand-sides, register and copy
  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 < n; ++i)
    {
      dco::derivative(b[i]) = inc;

      for (int l = 0; l < n; ++l)
        {
          for (int j = 0; j <= l; ++j)
            {
              int k = l + j * n;
              ax[k] = a[k];
            }
        }
      for (int j = 0; j < n * nrhs; ++j)
        {
          x[j] = b[j];
        }
      // Factorize the matrix A
      ifail = 0;
      nag::ad::f07fd(ad_handle, "L", n, ax, n, ifail);

      // Solve the system
      ifail = 0;
      nag::ad::f07fe(ad_handle, "L", n, nrhs, ax, n, x, n, ifail);

      dco::derivative(b[i]) = zero;
      for (int j = 0; j < n; ++j)
        {
          dxdb[i * n + j] = dco::derivative(x[j]);
        }
    }
  // Print solution
  for (int i = 0; i < n; i++)
    {
      for (int j = 0; j < nrhs; j++)
        {
          int k = i + j * n;
          xr[k] = dco::value(x[k]);
        }
    }
  cout << endl;
  NagError fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, nrhs, xr, n,
         "  Solution", 0, &fail);

  cout << "\n\n Derivatives calculated: First order tangents\n";
  cout << " Computational mode    : algorithmic\n";
  cout << "\n Derivatives of column-1 solution x w.r.t column-1 of b:\n";

  cout << endl;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, dxdb, n,
         "  Derivatives dX_i1/dB_j1", 0, &fail);

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

  delete[] a;
  delete[] ax;
  delete[] b;
  delete[] x;
  delete[] xr;
  delete[] dxdb;
  return exit_status;
}