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

NAG AD Library Introduction
Example description
/* F03BF_T1W_F C++ Header Example Program.
 *
 * Copyright 2022 Numerical Algorithms Group.
 * Mark 28.7, 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 << "F03BF_T1W_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;
  cin >> n;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  nagad_t1w_w_rtype *a = 0, *a_in = 0;
  double *           ar = 0;
  a                     = new nagad_t1w_w_rtype[n * n];
  a_in                  = new nagad_t1w_w_rtype[n * n];
  ar                    = new double[n * n];

  // Read the matrix A, register 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;
      ar[k]     = dd;
    }
  }

  // Print matrix A
  cout << endl;
  NagError fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor, Nag_LowerMatrix, Nag_NonUnitDiag, n, n, ar, n, "  A", 0,
         &fail);

  // Create AD configuration data object
  ifail = 0;

  for (int i = 0; i < n; i++)
  {
    for (int j = 0; j <= i; j++)
    {
      Integer k = i + j * n;

      double inc               = 1.0;
      dco::derivative(a_in[k]) = inc;

      for (int p = 0; p < n; p++)
      {
        for (int q = 0; q <= p; q++)
        {
          Integer l = p + q * n;
          a[l]      = a_in[l];
        }
      }

      // Factorize the matrix A
      ifail = 0;
      nag::ad::f07fd(ad_handle, "L", n, a, n, ifail);

      if (i == 0 && j == 0)
      {
        // Print Factorization of A
        for (int p = 0; p < n; p++)
        {
          for (int q = 0; q <= p; q++)
          {
            int l = p + q * n;
            ar[l] = dco::value(a[l]);
          }
        }
        cout << endl;
        // NagError  fail;
        INIT_FAIL(fail);
        x04cac(Nag_ColMajor, Nag_LowerMatrix, Nag_NonUnitDiag, n, n, ar, n,
               "  Array A after factorization", 0, &fail);
      }

      nagad_t1w_w_rtype d;
      Integer           id;
      ifail = 0;
      nag::ad::f03bf(ad_handle, n, a, n, d, id, ifail);

      if (i == 0 && j == 0)
      {
        cout << "\n d = " << dco::value(d) << " id = " << id << endl;
        cout << "\n value of determinant = ";
        cout << dco::value(d) * pow(2.0, id) << endl;
      }

      double zero              = 0.0;
      dco::derivative(a_in[k]) = zero;

      ar[k] = dco::derivative(d);
    }
  }

  cout << "\n\n Derivatives calculated: First order tangents\n";
  cout << " Computational mode    : algorithmic\n";
  cout << "\n Derivatives of d w.r.t to A:\n";

  // Print derivatives
  cout << endl;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor, Nag_LowerMatrix, Nag_NonUnitDiag, n, n, ar, n,
         "           d(d)/da(i,j)", 0, &fail);

  ifail = 0;

  delete[] a;
  delete[] a_in;
  delete[] ar;

  return exit_status;
}