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

NAG AD Library Introduction
Example description
/* D01FB_A1W_F C++ Header Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 * Mark 27.3, 2021.
 */

#include <dco.hpp>
#include <iostream>
#include <math.h>
#include <nag.h>
#include <nagad.h>
#include <stdio.h>
using namespace std;

int main()
{
  // Scalars
  int     exit_status = 0;
  Integer ndim        = 4;

  cout << "D01FB_A1W_F C++ Header Example Program Results\n\n";

  // Allocate memory
  Integer *          nptvec = 0;
  nagad_a1w_w_rtype *abscis = 0, *weight = 0;
  Integer            lwa = 0;
  if (!(nptvec = NAG_ALLOC(ndim, Integer)))
  {
    cout << "Allocation failure\n";
    exit_status = -1;
  }
  else
  {

    for (int i = 0; i < ndim; i++)
    {
      nptvec[i] = 4;
      lwa       = lwa + nptvec[i];
    }

    if (!(abscis = NAG_ALLOC(lwa, nagad_a1w_w_rtype)) ||
        !(weight = NAG_ALLOC(lwa, nagad_a1w_w_rtype)))
    {

      printf("Allocation failure\n");
      exit_status = -2;
    }
  }

  if (exit_status == 0)
  {
    // Create AD tape
    dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();

    // Create AD configuration data object
    Integer           ifail = 0;
    nag::ad::handle_t ad_handle;

    // Evaluate primal weights and abscisae in each dimension
    int j = 0;
    for (int i = 0; i < ndim; i++)
    {

      Integer           ifail = 0, quadtype = 0;
      nagad_a1w_w_rtype a, b;
      switch (i)
      {
      case 0:
        a        = 1.0;
        b        = 2.0;
        quadtype = 0;
        break;
      case 1:
        a        = 0.0;
        b        = 2.0;
        quadtype = -3;
        break;
      case 2:
        a        = 0.0;
        b        = 0.5;
        quadtype = -4;
        break;
      case 3:
        a        = 1.0;
        b        = 2.0;
        quadtype = -5;
        break;
      }
      nag::ad::d01tb(ad_handle, quadtype, a, b, nptvec[i], &weight[j],
                     &abscis[j], ifail);
      j = j + nptvec[i];
    }

    /* Register variables to differentiate w.r.t. */
    for (int i = 0; i < lwa; i++)
    {
      dco::ga1s<double>::global_tape->register_variable(weight[i]);
      dco::ga1s<double>::global_tape->register_variable(abscis[i]);
    }

    // Call the AD routine
    ifail = 0;
    nagad_a1w_w_rtype ans;
    auto fun = [&](nag::ad::handle_t &     ad_handle,
                  const Integer &         ndim,
                  const nagad_a1w_w_rtype *x,
                  nagad_a1w_w_rtype &     ret)
                {
                  // dco/c++ overloading used here to perform AD
                  double            p1 = 6.0, p2 = 8.0;
                  nagad_a1w_w_rtype r1, r2;
                  // Split the following function into manageable chunks
                  // ret = (pow(x[0]*x[1]*x[2],p1)/pow(x[3]+2.0,p2))*
                  //       exp(-2.0*x[1]-0.5*x[2]*x[2]);
                  r1  = x[2] * x[2];
                  r1  = 0.5 * r1;
                  r2  = -2.0 * x[1];
                  r1  = r2 - r1;
                  ret = exp(r1);
                  r1  = x[0] * x[1] * x[2];
                  r1  = pow(r1, p1);
                  r2  = x[3] + 2.0;
                  r2  = pow(r2, p2);
                  r2  = r1 / r2;
                  ret = ret * r2;
                };
    nag::ad::d01fb(ad_handle, ndim, nptvec, lwa, weight, abscis, fun, ans, ifail);

    double inc = 1.0;
    dco::derivative(ans) += inc;
    dco::ga1s<double>::global_tape->sparse_interpret() = true;
    dco::ga1s<double>::global_tape->interpret_adjoint();

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

    // Get derivatives
    cout.setf(ios::right);
    cout.precision(4);
    cout << "\n Solution, x = ";
    double ans_value = dco::value(ans);
    cout.width(12);
    cout << ans_value << endl;
    cout << " Derivatives:\n";
    cout << " dim   j  d/dweight    d/dabscis\n";

    cout.setf(ios::scientific, ios::floatfield);

    j = -1;
    for (int i = 0; i < ndim; i++)
    {
      j        = j + 1;
      double w = dco::derivative(weight[j]);
      double a = dco::derivative(abscis[j]);

      int k = 1;
      cout.width(4);
      cout << i;
      cout.width(4);
      cout << k;
      cout.width(12);
      cout << w;
      cout.width(12);
      cout << a << endl;
      for (k = 2; k <= nptvec[i]; k++)
      {
        j        = j + 1;
        double w = dco::derivative(weight[j]);
        double a = dco::derivative(abscis[j]);
        cout.width(8);
        cout << k;
        cout.width(12);
        cout << w;
        cout.width(12);
        cout << a << endl;
      }
    }

    dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);
  }

  NAG_FREE(nptvec);
  NAG_FREE(abscis);
  NAG_FREE(weight);

  return exit_status;
}