NAG Library Manual, Mark 28.5
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
/* E01AA_A1W_F C++ Header Example Program.
 *
 * Copyright 2022 Numerical Algorithms Group.
 * Mark 28.5, 2022.
 */

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

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

  cout << "E01AA_A1W_F C++ Header Example Program Results\n\n";

  // Skip first line of data file
  string mystr;
  getline(cin, mystr);
  // Read number of data points
  Integer n;
  cin >> n;

  // Allocate arrays for data and interpolant
  nagad_a1w_w_rtype x, *a = 0, *b = 0, *c = 0;
  double            xr, ar;
  Integer           n1, n2;
  n1 = n + 1;
  n2 = n * (n + 1) / 2;
  if (!(a = NAG_ALLOC(n1, nagad_a1w_w_rtype)) ||
      !(b = NAG_ALLOC(n1, nagad_a1w_w_rtype)) ||
      !(c = NAG_ALLOC(n2, nagad_a1w_w_rtype)))
  {
    printf("Allocation failure\n");
    exit_status = -1;
  }
  if (exit_status == 0)
  {
    // Create AD tape
    dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();

    cin >> xr;
    x = xr;

    for (int i = 0; i < n1; i++)
    {
      cin >> ar;
      a[i] = ar;
    }
    for (int i = 0; i < n1; i++)
    {
      cin >> ar;
      b[i] = ar;
    }

    // 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;

    // Register variables to differentiate w.r.t.
    for (int i = 0; i < n1; i++)
    {
      dco::ga1s<double>::global_tape->register_variable(a[i]);
    }

    // Call the AD routine
    ifail = 0;
    nag::ad::e01aa(ad_handle, a, b, c, n, x, ifail);

    cout.setf(ios::scientific, ios::floatfield);
    cout.precision(5);
    cout << "\n Interpolation point = ";
    cout.width(12);
    cout << xr << endl;
    cout << "\n Function value at interpolation point = ";
    cout.width(12);
    cout << dco::value(c[n2 - 1]) << endl;

    // Setup evaluation of derivatives via adjoints.
    double inc = 1.0;
    dco::derivative(c[n2 - 1]) += 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
    cout << "\n Derivatives of fitted value w.r.t. x values:\n";
    cout << "  j         d/da(j)\n";
    for (int j = 0; j < n1; j++)
    {
      double dx = dco::derivative(a[j]);
      cout.width(3);
      cout << j + 1 << "     ";
      cout.width(12);
      cout << dx << endl;
    }

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