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

NAG AD Library Introduction
Example description
/* D01GA_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 n           = 21;
  double  ar          = 1.0;

  cout << "D01GA_A1W_F C++ Header Example Program Results\n\n";

  // Allocate memory
  nagad_a1w_w_rtype *x = 0, *y = 0;

  if (!(x = NAG_ALLOC(n, nagad_a1w_w_rtype)) ||
      !(y = NAG_ALLOC(n, 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;

    /* Register variables to differentiate w.r.t. */
    nagad_a1w_w_rtype a;
    a = ar;
    dco::ga1s<double>::global_tape->register_variable(a);

    // Initialize variables
    for (int i = 0; i < n; i++)
    {
      double            xr = (1.0 * i) / (1.0 * (n - 1));
      nagad_a1w_w_rtype tmp;
      x[i] = xr;
      tmp  = a * x[i];
      y[i] = 4.0 / (1.0 + tmp * tmp);
    }

    // Call the AD routine
    ifail = 0;
    nagad_a1w_w_rtype ans, er;
    nag::ad::d01ga(ad_handle, x, y, n, ans, er, 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 derivative
    double da;
    da = dco::derivative(a);

    cout.setf(ios::scientific, ios::floatfield);
    cout.setf(ios::right);
    cout.precision(4);
    cout << "\n Solution, ans = ";
    double ans_value = dco::value(ans);
    cout.width(12);
    cout << ans_value << endl;
    cout << "\n Derivative:\n";
    cout << " d(ans)/da = ";
    cout.width(12);
    cout << da << endl;

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

  NAG_FREE(x);
  NAG_FREE(y);

  return exit_status;
}