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

NAG AD Library Introduction
Example description
/* F07FD_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;

  cout << "F07FD_T1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  // Read problem size
  Integer n;
  cin >> n;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  nagad_t1w_w_rtype *a = 0, *ax = 0;
  double *           ar = 0, *dr = 0;
  a  = new nagad_t1w_w_rtype[n * n];
  ax = new nagad_t1w_w_rtype[n * n];
  ar = new double[n * n];
  dr = new double[n * n];

  // Read the lower triangular matrix A, register and copy
  double dd;
  for (int i = 0; i < n; ++i)
  {
    for (int j = 0; j <= i; ++j)
    {
      cin >> dd;
      int k = i + j * n;
      a[k]  = dd;
    }
  }

  // Create AD configuration data object
  ifail = 0;

  double inc = 1.0, zero = 0.0;
  ;
  for (int i = 0; i < n; ++i)
  {
    dco::derivative(a[i]) = inc;
    for (int j = 0; j < n * n; ++j)
    {
      ax[j] = a[j];
    }
    // Factorize the matrix A
    ifail = 0;
    nag::ad::f07fd(ad_handle, "L", n, ax, n, ifail);

    dco::derivative(a[i]) = zero;
    for (int j = 0; j < n; ++j)
    {
      dr[i * n + j] = dco::derivative(ax[j * n + j]);
    }
  }
  // Print Factor
  for (int i = 0; i < n; i++)
  {
    for (int j = 0; j <= i; j++)
    {
      int k = i + j * n;
      ar[k] = dco::value(ax[k]);
    }
  }
  cout << endl;
  NagError fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor, Nag_LowerMatrix, Nag_NonUnitDiag, n, n, ar, n,
         "  Factor", 0, &fail);

  cout << "\n\n Derivatives calculated: First order tangents\n";
  cout << " Computational mode    : algorithmic\n";
  cout << "\n Derivatives of diagonal of L w.r.t first column of A:\n";
  cout << endl;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, dr, n,
         "  Derivatives dL(i,i)/dA(j,1)", 0, &fail);

  ifail = 0;

  delete[] a;
  delete[] ax;
  delete[] ar;
  delete[] dr;
  return exit_status;
}