NAG Library Manual, Mark 29.2
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description

 F08GA_A1W_F Example Program Results

 Eigenvalues
    -2.0531 -0.5146 -0.2943 12.8621

 Error estimate for the eigenvalues
        1.4E-15

 Derivatives of eigenvalues w.r.t. diagonal of A
 dW_i/dA_jj
          1       2       3       4
 1   0.4905  0.1290  0.0246  0.3559
 2   0.2646  0.2353  0.2937  0.2064
 3   0.0766  0.4400  0.4231  0.0604
 4   0.1684  0.1956  0.2586  0.3774