NAG Library Manual, Mark 28.3
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
#include "dco.hpp"
/* G01GC_A1W_F C++ Header Example Program.
 *
 * Copyright 2022 Numerical Algorithms Group.
 * Mark 28.3, 2022.
 */

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

int main()
{
  int exit_status = 0;

  cout << "G01GC_A1W_F C++ Header Example Program Results\n\n";

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

  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

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

  cout << "    x       df      rlamda     p";
  cout << "          p'         df'     rlamda'\n";
  cout.setf(ios::scientific, ios::floatfield);
  cout.setf(ios::right);
  cout.precision(2);

  nagad_a1w_w_rtype tol;
  tol           = 0.0;
  Integer maxit = 100;

  nagad_a1w_w_rtype *x      = new nagad_a1w_w_rtype[n];
  nagad_a1w_w_rtype *df     = new nagad_a1w_w_rtype[n];
  nagad_a1w_w_rtype *rlamda = new nagad_a1w_w_rtype[n];

  // Create AD configuration data object
  nag::ad::handle_t ad_handle;

  // Loop over x values
  for (Integer i = 0; i < n; ++i)
  {
    // Read next x, df, rlamda
    double xr, dfr, rr;
    cin >> xr;
    cin >> dfr;
    cin >> rr;

    x[i]      = xr;
    df[i]     = dfr;
    rlamda[i] = rr;

    // Register variables, i.e. differentiate w.r.t. x, df and rlamda
    dco::ga1s<double>::global_tape->register_variable(x[i]);
    dco::ga1s<double>::global_tape->register_variable(df[i]);
    dco::ga1s<double>::global_tape->register_variable(rlamda[i]);

    // Call NAG AD Routine
    nagad_a1w_w_rtype p;
    Integer           ifail = 0;
    nag::ad::g01gc(ad_handle, x[i], df[i], rlamda[i], tol, maxit, p, ifail);

    // Reset adjoints, increment p, and evaluate adjoints
    dco::ga1s<double>::global_tape->zero_adjoints();
    double inc = 1.0;
    dco::derivative(p) += inc;
    dco::ga1s<double>::global_tape->sparse_interpret() = true;
    dco::ga1s<double>::global_tape->interpret_adjoint();

    // Get derivatives
    double dpdx, dpdd, dpdr;
    dpdx = dco::derivative(x[i]);
    dpdd = dco::derivative(df[i]);
    dpdr = dco::derivative(rlamda[i]);

    // Output results
    cout.width(9);
    cout << x[i];
    cout.width(9);
    cout << df[i];
    cout.width(9);
    cout << rlamda[i];
    cout.width(9);
    cout << p;
    cout.width(11);
    cout << dpdx;
    cout.width(11);
    cout << dpdd;
    cout.width(11);
    cout << dpdr << endl;
  }

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

  delete[] x;
  delete[] df;
  delete[] rlamda;
  return exit_status;
}