NAG Library Manual, Mark 28.4
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NAG AD Library Introduction
Example description

F07FD_T1W_F C++ Header Example Program Results


   Factor
            1          2          3          4
 1      2.0396
 2     -1.5297     1.6401
 3      0.2746    -0.2500     0.7887
 4     -0.0490     0.6737     0.6617     0.5347


 Derivatives calculated: First order tangents
 Computational mode    : algorithmic

 Derivatives of diagonal of L w.r.t first column of A:

   Derivatives dL(i,i)/dA(j,1)
              1            2            3            4
 1    2.4515e-01   0.0000e+00   0.0000e+00   0.0000e+00
 2    1.7148e-01   4.5728e-01   0.0000e+00   0.0000e+00
 3    2.6131e-04  -3.9233e-03  -2.5741e-02   0.0000e+00
 4    6.6672e-02   2.6899e-01   4.1892e-01  -4.9938e-01