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

NAG AD Library Introduction
Example description
#include "dco.hpp"
/* E01DA_A1W_F C++ Header Example Program.
 *
 * Copyright 2022 Numerical Algorithms Group.
 * Mark 28.7, 2022.
 */

#include <iostream>
#include <math.h>
#include <nag.h>
#include <nagad.h>
#include <nagx04.h>
#include <stdio.h>
#include <string>
using namespace std;

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

  cout << "E01DA_A1W_F C++ Header Example Program Results\n\n";

  // Skip first line of data file
  string mystr;
  getline(cin, mystr);
  // Read number of x and y data points
  Integer mx, my;
  cin >> mx;
  cin >> my;

  // Allocate arrays for data and interpolant
  nagad_a1w_w_rtype *x = 0, *lamda = 0, *y = 0, *mu = 0, *f = 0, *c = 0,
                    *wrk = 0;
  double * dx = 0, *dy = 0, *df = 0;
  Integer *iwrk = 0;
  Integer  lwrk = (my + 6) * (mx + 6);
  if (!(x = NAG_ALLOC(mx, nagad_a1w_w_rtype)) ||
      !(y = NAG_ALLOC(my, nagad_a1w_w_rtype)) ||
      !(lamda = NAG_ALLOC(mx + 4, nagad_a1w_w_rtype)) ||
      !(mu = NAG_ALLOC(my + 4, nagad_a1w_w_rtype)) ||
      !(f = NAG_ALLOC(my * mx, nagad_a1w_w_rtype)) ||
      !(c = NAG_ALLOC(my * mx, nagad_a1w_w_rtype)) ||
      !(wrk = NAG_ALLOC(lwrk, nagad_a1w_w_rtype)) ||
      !(dx = NAG_ALLOC(mx, double)) || !(dy = NAG_ALLOC(my, double)) ||
      !(df = NAG_ALLOC(my * mx, double)) || !(iwrk = NAG_ALLOC(lwrk, Integer)))
  {
    printf("Allocation failure\n");
    exit_status = -2;
  }
  if (exit_status == 0)
  {
    // 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;

    // Read data and register variables
    for (int i = 0; i < mx; i++)
    {
      double xr;
      cin >> xr;
      x[i] = xr;
      dco::ga1s<double>::global_tape->register_variable(x[i]);
    }
    for (int i = 0; i < my; i++)
    {
      double yr;
      cin >> yr;
      y[i] = yr;
      dco::ga1s<double>::global_tape->register_variable(y[i]);
    }
    for (int i = 0; i < my; i++)
    {
      double fr;
      for (int j = 0; j < mx; j++)
      {
        Integer k = j * my + i;
        cin >> fr;
        f[k] = fr;
        dco::ga1s<double>::global_tape->register_variable(f[k]);
      }
    }

    // Call the AD routine
    Integer px, py;
    ifail = 0;
    nag::ad::e01da(ad_handle, mx, my, x, y, f, px, py, lamda, mu, c, wrk,
                   ifail);

    // Evaluate interpolant and derivatives at an internal point
    const Integer     m = 1;
    nagad_a1w_w_rtype tx[m], ty[m], ff[m];
    tx[0] = 1.4;
    ty[0] = 0.5;

    ifail = 0;
    nag::ad::e02de(ad_handle, m, px, py, tx, ty, lamda, mu, c, ff, wrk, iwrk,
                   ifail);

    cout << "\n Interpolant evaluated at x = " << dco::value(tx[0]);
    cout << " and y = " << dco::value(ty[0]);
    cout.precision(5);
    cout << "\n Value of interpolant        = ";
    cout << dco::value(ff[0]) << endl;

    // Setup evaluation of derivatives via adjoints.
    double inc = 1.0;
    dco::derivative(ff[0]) += 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. data points:\n\n";
    for (int j = 0; j < mx; j++)
    {
      dx[j] = dco::derivative(x[j]);
    }
    for (int j = 0; j < my; j++)
    {
      dy[j] = dco::derivative(y[j]);
    }
    for (int j = 0; j < my * mx; j++)
    {
      df[j] = dco::derivative(f[j]);
    }
    cout << endl;
    NagError fail;
    INIT_FAIL(fail);
    x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, 1, mx, dx, 1,
           "     d/dx", 0, &fail);
    cout << endl;
    x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, 1, my, dy, 1,
           "     d/dy", 0, &fail);
    cout << endl;
    x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, my, mx, df, my,
           "     d/df", 0, &fail);

    dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);
  }
  NAG_FREE(x);
  NAG_FREE(y);
  NAG_FREE(lamda);
  NAG_FREE(mu);
  NAG_FREE(f);
  NAG_FREE(c);
  NAG_FREE(wrk);
  NAG_FREE(dx);
  NAG_FREE(dy);
  NAG_FREE(df);
  NAG_FREE(iwrk);

  return exit_status;
}