NAG Library Manual, Mark 28.4
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
/* D01RL_A1W_F C++ Header Example Program.
 *
 * Copyright 2022 Numerical Algorithms Group.
 * Mark 28.4, 2022.
 */

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

int main()
{
  // Scalars
  int exit_status = 0;

  cout << "D01RL_A1W_F C++ Header Example Program Results\n\n";

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

  nagad_a1w_w_rtype a, b, epsabs, epsrel;
  a      = 0.0;
  b      = 1.0;
  epsabs = 0.0;
  epsrel = 1.0e-4;

  Integer            npts   = 1;
  Integer            maxsub = 20;
  Integer            lrinfo = 80 + npts + 6;
  Integer            liinfo = 40 + npts + 4;
  nagad_a1w_w_rtype *rinfo  = 0;
  Integer *          iinfo  = 0;

  rinfo = new nagad_a1w_w_rtype[lrinfo];
  iinfo = new Integer[liinfo];

  // Create AD configuration data object
  Integer           ifail = 0;
  nag::ad::handle_t ad_handle;

  double            inc = 1.0;
  nagad_a1w_w_rtype result, abserr, ruser[20], points[1];
  Integer           iuser[1];
  const void *      cpuser = 0;
  points[0]                = 1.0 / 7.0;
  iuser[0]                 = 0;
  for (int i = 0; i < 20; ++i)
  {
    ruser[i] = 0.0;
  }

  auto f = [&](nag::ad::handle_t &     ad_handle,
            const nagad_a1w_w_rtype *x,
            const Integer &         nx,
            nagad_a1w_w_rtype *fv,
            Integer &               iflag)
          {
            // dco/c++ used here to perform AD of the following
            iflag = 0;
            for (int i = 0; i < nx; i++)
            {
              fv[i] = x[i] - 1.0 / 7.0;
              if (fv[i] == 0.0)
              {
                ruser[iflag] = x[i];
                iflag++;
              }
              else if (fv[i] < 0.0)
              {
                fv[i] = -fv[i];
              }
            }
            iuser[0] = iflag;
            if (iflag == 0)
            {
              for (int i = 0; i < nx; i++)
              {
                fv[i] = 1.0 / sqrt(fv[i]);
              }
            }
            else
            {
              iflag = -iflag;
            }
          };
  // Register variables to differentiate w.r.t.
  dco::ga1s<double>::global_tape->register_variable(a);
  dco::ga1s<double>::global_tape->register_variable(b);

  // Call the AD routine
  ifail = -1;
  nag::ad::d01rl(ad_handle, f, a, b, npts, points, epsabs, epsrel, maxsub,
                 result, abserr, rinfo, iinfo, ifail);
  if (ifail < 0)
  {
    cout << "\n ** nag::ad::d01rl failed error exit ifail = " << ifail << endl;
    goto END;
  }
  // Print inputs and primal outputs.
  cout << "\n lower limit of integration (a) = " << dco::value(a) << endl;
  cout << " upper limit of integration (b) = " << dco::value(b) << endl;
  cout << " given break point (points[0])  = " << dco::value(points[0]) << endl;
  cout << " absolute accuracy requested    = " << dco::value(epsabs) << endl;
  cout << " relative accuracy requested    = " << dco::value(epsrel) << endl;
  cout << " maximum number of subintervals = " << maxsub << endl;
  cout.setf(ios::scientific, ios::floatfield);
  cout.precision(4);
  if (ifail >= 0)
  {
    cout << "\n approximation to the integral  : " << dco::value(result)
         << endl;
    cout << " estimate of the absolute error : " << dco::value(abserr) << endl;
    cout << " number of function evaluations : " << iinfo[0] << endl;
  }

  // Setup evaluation of derivatives via adjoints.
  dco::derivative(result) += inc;
  ifail                                              = 0;
  dco::ga1s<double>::global_tape->sparse_interpret() = true;
  dco::ga1s<double>::global_tape->interpret_adjoint();

  cout << "\n Derivatives calculated: First order adjoints\n";
  cout << " Computational mode    : algorithmic\n";

  // Get derivatives
  double dr;
  dr = dco::derivative(a);
  cout << "\n Derivative of solution w.r.t end points:\n";
  cout << " dI/da = " << dr << endl;
  dr = dco::derivative(b);
  cout << " dI/db = " << dr << endl;

END:

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

  delete[] rinfo;
  delete[] iinfo;
  return exit_status;
}