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

NAG AD Library Introduction
Example description
/* G01GC_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 <stdio.h>
#include <string>
using namespace std;

int main(void)
{
  int exit_status = 0;

  cout << "G01GC_T1W_F C++ Header Example Program Results\n\n";

  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  // Read number of x values
  Integer n;
  cin >> n;

  cout << "    x       df      rlamda     p";
  cout << "          p'         df'     rlamda'\n";
  cout.setf(ios::scientific, ios::floatfield);
  cout.setf(ios::right);
  cout.precision(2);

  Integer           maxit = 100;
  nagad_t1w_w_rtype p, x, df, rlamda, tol;
  tol = 0.0;

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

  // Loop over x values
  for (Integer i = 0; i < n; ++i)
    {
      // Read next x, df, rlamda
      double xr, dfr, rr;
      cin >> xr >> dfr >> rr;

      x                  = xr;
      df                 = dfr;
      rlamda             = rr;
      double inc         = 1.0;
      dco::derivative(x) = inc;
      // Call NAG AD Routine
      p     = 0.0;
      ifail = 0;
      nag::ad::g01gc(ad_handle, x, df, rlamda, tol, maxit, p, ifail);

      // Get derivatives
      double dpdx;
      dpdx = dco::derivative(p);

      x                   = xr;
      df                  = dfr;
      rlamda              = rr;
      dco::derivative(df) = inc;
      // Call NAG AD Routine
      p     = 0.0;
      ifail = 0;
      nag::ad::g01gc(ad_handle, x, df, rlamda, tol, maxit, p, ifail);
      double dpdd;
      dpdd = dco::derivative(p);

      x                       = xr;
      df                      = dfr;
      rlamda                  = rr;
      dco::derivative(rlamda) = inc;
      // Call NAG AD Routine
      p     = 0.0;
      ifail = 0;
      nag::ad::g01gc(ad_handle, x, df, rlamda, tol, maxit, p, ifail);
      double dpdr;
      dpdr = dco::derivative(p);

      // Output results
      cout.width(9);
      cout << dco::value(x);
      cout.width(9);
      cout << dco::value(df);
      cout.width(9);
      cout << dco::value(rlamda);
      cout.width(9);
      cout << dco::value(p);
      cout.width(11);
      cout << dpdx;
      cout.width(11);
      cout << dpdd;
      cout.width(11);
      cout << dpdr << endl;

      // Remove computational data object
    }

  nag::ad::x10ab(ad_handle, ifail);

  return exit_status;
}