NAG Library Manual, Mark 28.7
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
/* D01UA_A1W_F C++ Header Example Program.
 *
 * Copyright 2022 Numerical Algorithms Group.
 * Mark 28.7, 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;
  Integer n           = 64;
  // Arrays
  nagad_a1w_w_rtype ruser[1];
  Integer           iuser[1];

  ruser[0] = 1.0;

  cout << "D01UA_A1W_F C++ Header Example Program Results\n\n";

  // 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.
  dco::ga1s<double>::global_tape->register_variable(ruser[0]);

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

  nagad_a1w_w_rtype a, b;
  Integer           key;
  for (int funid = 1; funid <= 6; funid++)
  {
    if (funid == 1)
    {
      a   = 0.0;
      b   = 1.0;
      key = 0;
    }
    if (funid == 2)
    {
      a   = 2.0;
      b   = 0.0;
      key = -5;
    }
    if (funid == 3)
    {
      a   = 2.0;
      b   = 1.0;
      key = -3;
    }
    if (funid == 4)
    {
      a   = 2.0;
      b   = 1.0;
      key = 3;
    }
    if (funid == 5)
    {
      a   = -1.0;
      b   = 3.0;
      key = -4;
    }
    if (funid == 6)
    {
      a   = -1.0;
      b   = 3.0;
      key = 4;
    }

    iuser[0] = funid;

    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++ overloading used here to perform AD
            Integer           i;
            nagad_a1w_w_rtype xx, fx, rux;
            for (i = 0; i < nx && iflag >= 0; i++)
            {
              xx  = x[i];
              rux = ruser[0] * xx;
              if (iuser[0] == 1)
              {
                fx = 4.0 / (1.0 + ruser[0] * xx * xx);
              }
              if (iuser[0] == 2)
              {
                fx = 1.0 / (xx * xx * log(ruser[0] * xx));
              }
              if (iuser[0] == 3)
              {
                fx = exp(-ruser[0] * xx) / xx;
              }
              if (iuser[0] == 4)
              {
                fx = ruser[0] / xx;
              }
              if (iuser[0] == 5)
              {
                fx = exp(-3.0 * ruser[0] * xx * xx - 4.0 * xx - 1.0);
              }
              if (iuser[0] == 6)
              {
                fx = exp(2.0 * ruser[0] * xx + 2.0);
              }
              if (iuser[0] < 0 || iuser[0] > 6)
              {
                iflag = -1;
              }
              fv[i] = fx;
            }
          };

    // Call the AD routine
    ifail = 0;
    nagad_a1w_w_rtype dinest;
    nag::ad::d01ua(ad_handle, key, a, b, n, f, dinest, ifail);

    dco::ga1s<double>::global_tape->zero_adjoints();
    double inc = 1.0;
    dco::derivative(dinest) += inc;
    dco::ga1s<double>::global_tape->sparse_interpret() = true;
    dco::ga1s<double>::global_tape->interpret_adjoint();

    // Get derivatives
    double dr;
    dr = dco::derivative(ruser[0]);

    cout.setf(ios::scientific, ios::floatfield);
    cout.setf(ios::right);
    cout.precision(4);
    cout << "\n dinest = ";
    double dinest_value = dco::value(dinest);
    cout.width(12);
    cout << dinest_value << "     ";
    cout << " d/druser[0] = ";
    cout.width(12);
    cout << dr << endl;
  }

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

  return exit_status;
}