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

NAG AD Library Introduction
Example description
/* F01FC_T1W_F C++ Header Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 * Mark 27.3, 2021.
 */

#include <dco.hpp>
#include <iostream>
#include <nag.h>
#include <nagad.h>
#include <nagx04.h>
#include <stdio.h>
#include <string>
using namespace std;

int main()
{
  int               exit_status = 0;
  nag::ad::handle_t ad_handle;
  Integer           ifail = 0;
  NagError          fail;
  INIT_FAIL(fail);

  cout << "F01FC_T1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  // Read problem size and number of right-hand-sides
  Integer n;
  cin >> n;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  nagad_t1w_w_ctype *a  = 0;
  Complex *          ac = 0;
  nagad_t1w_w_rtype *ar = 0, *ai = 0;

  a  = new nagad_t1w_w_ctype[n * n];
  ar = new nagad_t1w_w_rtype[n * n];
  ai = new nagad_t1w_w_rtype[n * n];
  ac = new Complex[n * n];

  // Read the matrix A, register and copy
  double dr, di;

  for (int i = 0; i < n; ++i)
  {
    for (int j = 0; j < n; ++j)
    {
      cin >> dr >> di;
      Integer k = i + j * n;
      ar[k]     = dr;
      ai[k]     = di;
    }
  }

  // Create AD configuration data object
  ifail = 0;

  for (int l = 0; l < n; ++l)
  {
    {
      double  inc            = 1.0;
      Integer k              = l * n + l;
      dco::derivative(ai[k]) = inc;
    }
    for (int i = 0; i < n; ++i)
    {
      for (int j = 0; j < n; ++j)
      {
        Integer k = i + j * n;
        a[k].real(ar[k]);
        a[k].imag(ai[k]);
      }
    }

    // Find exp(A)
    ifail = 0;
    nag::ad::f01fc(ad_handle, n, a, n, ifail);

    if (l == 0)
    {
      // Print exp(A)
      for (int i = 0; i < n; i++)
      {
        for (int j = 0; j < n; j++)
        {
          int k = i + j * n;

          ac[k].re = dco::value(real(a[k]));
          ac[k].im = dco::value(imag(a[k]));
        }
      }

      cout << endl;
      x04dac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, ac, n,
             "  Exp(A)", 0, &fail);
    }

    for (int j = 0; j < n; j++)
    {
      Integer           k = j + j * n, p = l + j * n;
      nagad_t1w_w_rtype air, aii;
      air      = real(a[k]);
      aii      = imag(a[k]);
      ac[p].re = dco::derivative(air);
      ac[p].im = dco::derivative(aii);
    }
    {
      double  zero           = 0.0;
      Integer k              = l * n + l;
      dco::derivative(ai[k]) = zero;
    }
  }
  cout << "\n\n Derivatives calculated: First order tangents\n";
  cout << " Computational mode    : algorithmic\n";
  cout << "\n Derivatives of diagional of exp(A) w.r.t diagonal of imag(A):\n";

  // Print derivatives
  cout << endl;
  x04dac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, ac, n,
         "     d(expA(i,i)/dImag(A(j,j))", 0, &fail);

  ifail = 0;

  delete[] a;
  delete[] ac;
  delete[] ar;
  delete[] ai;

  return exit_status;
}