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

NAG AD Library Introduction
Example description
/* E01AA_T1W_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_T1W_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_t1w_w_rtype x, *a = 0, *b = 0, *c = 0;
  double            xr, fx, *ar = 0, *br = 0, *dx = 0;
  Integer           n1, n2;
  n1 = n + 1;
  n2 = n * (n + 1) / 2;
  ar = new double[n1];
  br = new double[n1];
  dx = new double[n1];
  a  = new nagad_t1w_w_rtype[n1];
  b  = new nagad_t1w_w_rtype[n1];
  c  = new nagad_t1w_w_rtype[n2];

  cin >> xr;

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

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

  for (int i = 0; i < n1; ++i)
  {
    x = xr;
    for (int j = 0; j < n1; j++)
    {
      a[j] = ar[j];
      b[j] = br[j];
    }

    double inc            = 1.0;
    dco::derivative(a[i]) = inc;

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

    if (i == 0)
    {
      fx = dco::value(c[n2 - 1]);
    }

    double zero           = 0.0;
    dco::derivative(a[i]) = zero;

    dx[i] = dco::derivative(c[n2 - 1]);
  }

  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 << fx << endl;

  cout << "\n Derivatives calculated: First order tangents\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++)
  {
    cout.width(3);
    cout << j + 1 << "     ";
    cout.width(12);
    cout << dx[j] << endl;
  }

  delete[] ar;
  delete[] br;
  delete[] dx;
  delete[] a;
  delete[] b;
  delete[] c;
  return exit_status;
}