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

NAG AD Library Introduction
Example description
/* F11DB_A1W_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>
using namespace std;

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

  cout << "F11DB_A1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  // Read order of matrix and number of nonzero entries
  Integer n, nnz;
  cin >> n;
  cin >> nnz;

  Integer            la     = 2 * nnz;
  Integer            liwork = 7 * n + 2;
  nagad_a1w_w_rtype *a = 0, *x = 0, *y = 0;
  double *           ar = 0, *yr = 0, *dxdy = 0;
  Integer *          icol = 0, *idiag = 0, *ipivp = 0, *ipivq = 0, *irow = 0;
  Integer *          istr = 0, *iwork = 0;

  a     = new nagad_a1w_w_rtype[la];
  x     = new nagad_a1w_w_rtype[n];
  y     = new nagad_a1w_w_rtype[n];
  icol  = new Integer[la];
  idiag = new Integer[n];
  ipivp = new Integer[n];
  ipivq = new Integer[n];
  irow  = new Integer[la];
  istr  = new Integer[n + 1];
  iwork = new Integer[liwork];
  ar    = new double[la];
  yr    = new double[n];
  dxdy  = new double[n * n];

  // Read the matrix A

  for (int i = 0; i < nnz; i++)
    {
      cin >> ar[i] >> irow[i] >> icol[i];
      a[i] = ar[i];
    }

  // Create AD tape
  dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();

  // Read the vector y
  for (int i = 0; i < n; i++)
    {
      cin >> yr[i];
      y[i] = yr[i];
      dco::ga1s<double>::global_tape->register_variable(y[i]);
    }

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

  // Calculate LU factorization

  Integer           lfill = -1;
  nagad_a1w_w_rtype dtol;
  Integer           nnzc, npivm;
  dtol  = 0.0;
  ifail = 0;
  nag::ad::f11da(ad_handle, n, nnz, a, la, irow, icol, lfill, dtol, "C", "N",
                 ipivp, ipivq, istr, idiag, nnzc, npivm, iwork, liwork, ifail);

  // Check value of npivm

  if (npivm > 0)
    {
      cout << " Factorization is not complete" << endl;
    }
  else
    {

      //       Solve P L D U x = y

      ifail = 0;
      nag::ad::f11db(ad_handle, "N", n, a, la, irow, icol, ipivp, ipivq, istr,
                     idiag, "C", y, x, ifail);

      // Output results
      cout.setf(ios::scientific, ios::floatfield);
      cout.precision(4);
      cout << "  Solution vector" << endl;
      for (int i = 0; i < n; ++i)
        {
          cout.width(12);
          cout << dco::value(x[i]) << "     ";
        }

      cout << "\n\n Derivatives calculated: First order adjoints\n";
      cout << " Computational mode    : algorithmic\n";
      cout << "\n Derivatives of solution X w.r.t RHS Y:\n";

      // Setup evaluation of derivatives via adjoints
      for (int i = 0; i < n; i++)
        {
          // Reset adjoints, initialize derivative, and evaluate adjoint
          dco::ga1s<double>::global_tape->zero_adjoints();
          double inc = 1.0;
          dco::derivative(x[i]) += inc;
          ifail                                              = 0;
          dco::ga1s<double>::global_tape->sparse_interpret() = true;
          dco::ga1s<double>::global_tape->interpret_adjoint();

          for (int j = 0; j < n; j++)
            {
              Integer k = i + j * n;
              dxdy[k]   = dco::derivative(y[j]);
            }
        }
      // Print derivatives
      cout << endl;
      NagError fail;
      INIT_FAIL(fail);
      x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, dxdy, n,
             "       dx_i/dy_j", 0, &fail);
    }
  // Remove computational data object and tape
  ifail = 0;
  nag::ad::x10ab(ad_handle, ifail);
  dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);

  delete[] a;
  delete[] x;
  delete[] y;
  delete[] icol;
  delete[] idiag;
  delete[] ipivp;
  delete[] ipivq;
  delete[] irow;
  delete[] istr;
  delete[] iwork;
  delete[] ar;
  delete[] yr;
  delete[] dxdy;

  return exit_status;
}