NAG Library Manual, Mark 27.3
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
/* D01BD_P0W_F C++ Header Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 * Mark 27.3, 2021.
 */

#include <iostream>
#include <math.h>
#include <nag.h>
#include <nagad.h>
#include <nagx01.h>
#include <stdio.h>
#include <string>
using namespace std;

int main()
{
  // Scalars
  int exit_status = 0;

  cout << "D01BD_P0W_F C++ Header Example Program Results\n\n";

  // Skip first line of data file
  string mystr;
  getline(cin, mystr);

  // Read problem parameters
  double a, b, epsabs, epsrel;
  cin >> a;
  cin >> b;
  cin >> epsabs;
  cin >> epsrel;

  nag::ad::handle_t ad_handle;

  double  result, abserr, ruser[1];
  Integer iuser[1];

  ruser[0] = 10.0;
  iuser[0] = 0;

  auto f = [&](nag::ad::handle_t &      ad_handle,
              const double &x,
              double &      ret)
            {
              // dco/c++ used here to perform AD of the following
              double            pi = X01AAC;
              double prx, x2, s;
              x2  = x * x;
              prx = pi * ruser[0];
              prx = prx * x;
              s   = sin(prx);
              ret = x2 * s;
              iuser[0]++;
            };

  // Call the passive routine
  Integer ifail = 0;
  nag::ad::d01bd(ad_handle, f, a, b, epsabs, epsrel, result, abserr, ifail);

  // Print inputs and primal outputs.
  cout << "\n lower limit of integration (a) = " << a << endl;
  cout << " upper limit of integration (b) = " << b << endl;
  cout << " absolute accuracy requested    = " << epsabs << endl;
  cout << " relative accuracy requested    = " << epsrel << endl;
  cout.setf(ios::scientific, ios::floatfield);
  cout.precision(4);
  if (ifail >= 0)
  {
    cout << "\n approximation to the integral  : " << result << endl;
    cout << " estimate of the absolute error : " << abserr << endl;
    cout << " number of function evaluations : " << iuser[0] << endl;
  }

  return exit_status;
}