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

NAG AD Library Introduction
Example description
/* G01FE_A1W_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 <stdio.h>
#include <string>
using namespace std;

int main()
{
  int exit_status = 0;

  cout << "G01FE_A1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  // Read number of x values
  Integer n;
  cin >> n;

  // 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;

  cout << " Deviates and derivatives\n\n";
  cout << "     p           a           b          x";
  cout << "       dx/dp       dx/da          dx/db\n";
  cout.setf(ios::scientific, ios::floatfield);
  cout.setf(ios::right);
  cout.precision(4);

  // Loop over x values
  nagad_a1w_w_rtype tol;
  tol = 0.0;
  for (Integer i = 0; i < n; ++i)
  {
    // Read next p, a and b
    double pr, ar, br;
    cin >> pr >> ar >> br;

    nagad_a1w_w_rtype x, a, b, p;
    p = pr;
    a = ar;
    b = br;

    // Register x, i.e. differentiate w.r.t. x
    dco::ga1s<double>::global_tape->register_variable(p);
    dco::ga1s<double>::global_tape->register_variable(a);
    dco::ga1s<double>::global_tape->register_variable(b);

    // Call NAG AD Routine
    ifail = 0;
    nag::ad::g01fe(ad_handle, p, a, b, tol, x, ifail);

    dco::ga1s<double>::global_tape->zero_adjoints();
    double inc = 1.0;
    dco::derivative(x) += inc;
    ifail                                              = 0;
    dco::ga1s<double>::global_tape->sparse_interpret() = true;
    dco::ga1s<double>::global_tape->interpret_adjoint();

    double dxdp, dxda, dxdb;
    dxdp = dco::derivative(p);
    dxda = dco::derivative(a);
    dxdb = dco::derivative(b);

    cout.width(12);
    cout << dco::value(p);
    cout.width(12);
    cout << dco::value(a);
    cout.width(12);
    cout << dco::value(b);
    cout.width(12);
    cout << dco::value(x);
    cout.width(12);
    cout << dxdp;
    cout.width(12);
    cout << dxda;
    cout.width(12);
    cout << dxdb << endl;
  }

  ifail = 0;

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

  return exit_status;
}