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

NAG AD Library Introduction
Example description
/* F07AA_A1W_F C++ Header Example Program.
 *
 * Copyright 2022 Numerical Algorithms Group.
 * Mark 28.4, 2022.
 */

#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 << "F07AA_A1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  // Read problem size and number of right-hand-sides
  Integer n, nrhs;
  cin >> n >> nrhs;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  nagad_a1w_w_rtype *a = 0, *a_in = 0, *b = 0, *b_in = 0;
  double *           ar = 0, *br = 0;
  Integer *          ipiv = 0;
  a                       = new nagad_a1w_w_rtype[n * n];
  a_in                    = new nagad_a1w_w_rtype[n * n];
  b                       = new nagad_a1w_w_rtype[n * nrhs];
  b_in                    = new nagad_a1w_w_rtype[n * nrhs];
  ipiv                    = new Integer[n];
  ar                      = new double[n * n];
  br                      = new double[n * nrhs];

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

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

  // Read the matrix B, register and copy
  for (int i = 0; i < n; ++i)
  {
    for (int j = 0; j < nrhs; ++j)
    {
      cin >> dd;
      Integer k = i + j * n;
      b_in[k]   = dd;
      if (j == 0)
      {
        dco::ga1s<double>::global_tape->register_variable(b_in[k]);
      }
      b[k] = b_in[k];
    }
  }

  // Create AD configuration data object
  ifail = 0;

  // Solve AX = B
  ifail = 0;
  nag::ad::f07aa(ad_handle, n, nrhs, a, n, ipiv, b, n, ifail);

  // Print Solution
  for (int i = 0; i < n; i++)
  {
    for (int j = 0; j < nrhs; j++)
    {
      int k = i + j * n;
      br[k] = dco::value(b[k]);
    }
  }
  NagError fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, nrhs, br, n,
         "  Solution", 0, &fail);

  cout << "\n Derivatives calculated: First order adjoints\n";
  cout << " Computational mode    : algorithmic\n";
  cout << "\n Derivatives of solution X w.r.t. RHS B (A inverse)\n";

  // Obtain derivatives
  for (int i = 0; i < n; i++)
  {

    // Reset adjoints, initialize derivative, and evaluate adjoint
    dco::ga1s<double>::global_tape->zero_adjoints();
    double inc = 1.0;
    dco::derivative(b[i]) += inc;
    ifail                                              = 0;
    dco::ga1s<double>::global_tape->sparse_interpret() = true;
    dco::ga1s<double>::global_tape->interpret_adjoint();

    for (int j = 0; j < n; j++)
    {
      dd            = dco::derivative(b_in[j]);
      ar[i + j * n] = dd;
    }
  }
  // Print derivatives
  cout << endl;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, ar, n,
         "           dx(i,1)/db(j,1)", 0, &fail);

  ifail = 0;

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

  delete[] a;
  delete[] a_in;
  delete[] b;
  delete[] b_in;
  delete[] ipiv;
  delete[] ar;
  delete[] br;
  return exit_status;
}