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

NAG AD Library Introduction
Example description
/* F08KB_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;
  NagError fail;
  INIT_FAIL(fail);

  cout << "F08KB_T1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  // Read matrix dimensions
  Integer m, n;
  cin >> m;
  cin >> n;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  Integer            lda = m, ldu = m, ldvt = n, lwork;
  nagad_t1w_w_rtype *a = 0, *a_in = 0, *s = 0, *u = 0, *vt = 0, *work = 0;
  double *           ur = 0, *vtr = 0, *dsda = 0;
  Charlen            lena = 1;
  a                       = new nagad_t1w_w_rtype[m * n];
  a_in                    = new nagad_t1w_w_rtype[m * n];
  s                       = new nagad_t1w_w_rtype[n];
  u                       = new nagad_t1w_w_rtype[m * m];
  vt                      = new nagad_t1w_w_rtype[n * n];
  dsda                    = new double[m * m];

  // Read the matrix A, register and copy
  double dd;
  for (int i = 0; i < m; i++)
    {
      for (int j = 0; j < n; j++)
        {
          Integer k = i + j * m;
          cin >> dd;
          a_in[k] = dd;
        }
    }

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

  // Use routine workspace query to get optimal workspace.
  nagad_t1w_w_rtype dummy[1];
  ifail = 0;
  lwork = -1;
  nag::ad::f08kb(ad_handle, "A", "A", m, n, a, lda, s, u, ldu, vt, ldvt, dummy,
                 lwork, ifail);

  lwork = (Integer)dco::value(dummy[0]) + 1;
  work  = new nagad_t1w_w_rtype[lwork];

  double inc = 1.0, zero = 0.0;
  for (int i = 0; i < m; i++)
    {
      dco::derivative(a_in[i]) = inc;
      for (int j = 0; j < m * n; j++)
        {
          a[j] = a_in[j];
        }

      //  Compute the singular values and left and right singular vectors
      //  of A (A = U*S*(V**T), m < n)
      nag::ad::f08kb(ad_handle, "A", "A", m, n, a, lda, s, u, ldu, vt, ldvt,
                     work, lwork, ifail);
      dco::derivative(a_in[i]) = zero;
      for (int j = 0; j < m; j++)
        {
          Integer k = i * m + j;
          dsda[k]   = dco::derivative(s[j]);
        }
    }

  // Print primal solution
  cout.precision(4);
  cout.width(12);
  cout << " ";
  cout << " Singular values:\n";
  for (int i = 0; i < m; i++)
    {
      cout.width(11);
      cout << dco::value(s[i]);
    }

  // Copy primal values to array for printing
  ur  = new double[m * m];
  vtr = new double[n * n];

  for (int i = 0; i < m * m; i++)
    {
      ur[i] = dco::value(u[i]);
    }
  for (int j = 0; j < n; j++)
    {
      Integer k = j * n;
      for (int i = 0; i < m; i++)
        {
          vtr[k] = dco::value(vt[k]);
          k++;
        }
    }

  cout << "\n\n";
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, m, m, ur, ldu,
         "Left singular vectors by column", 0, &fail);
  cout << "\n";
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, m, n, vtr, ldvt,
         "Right singular vectors by row", 0, &fail);
  delete[] ur;
  delete[] vtr;

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

  cout << "\n Derivatives of Singular values w.r.t first column of A\n";

  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, m, m, dsda, m,
         " dS_i/dA_j1", 0, &fail);
  cout << endl;

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

  delete[] a;
  delete[] a_in;
  delete[] s;
  delete[] u;
  delete[] vt;
  delete[] dsda;
  delete[] work;

  return exit_status;
}