NAG Library Manual, Mark 29
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
/* G01HA_A1W_F C++ Header Example Program.
 *
 * Copyright 2023 Numerical Algorithms Group.
 * Mark 29.0, 2023.
 */

#include <dco.hpp>
#include <iostream>
#include <nag.h>
#include <nagad.h>
#include <stdio.h>
#include <string>
using namespace std;

int main()
{
  int exit_status = 0;

  // Input and output variables
  nagad_a1w_w_rtype x, y, rho, p;

  cout << "G01HA_A1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  // Read number of x values
  Integer n;
  cin >> 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;

  cout << "Lower tail significance levels and derivatives\n\n";
  cout << "       x           y         rho          p";
  cout << "         dp/dx       dp/dy      dp/drho\n";
  cout.setf(ios::scientific, ios::floatfield);
  cout.setf(ios::right);
  cout.precision(4);

  // Loop over x values
  for (Integer i = 0; i < n; ++i)
  {
    // Read next x, y and rho
    double xr, yr, rhor;
    cin >> xr >> yr >> rhor;
    x   = xr;
    y   = yr;
    rho = rhor;

    // Register x, i.e. differentiate w.r.t. x
    dco::ga1s<double>::global_tape->register_variable(x);
    dco::ga1s<double>::global_tape->register_variable(y);
    dco::ga1s<double>::global_tape->register_variable(rho);

    // Call NAG AD Routine
    ifail = 0;
    nag::ad::g01ha(ad_handle, x, y, rho, p, ifail);

    // Reset adjoints, increment y, and evaluate adjoint
    dco::ga1s<double>::global_tape->zero_adjoints();
    double inc = 1.0;
    dco::derivative(p) += inc;
    ifail                                              = 0;
    dco::ga1s<double>::global_tape->sparse_interpret() = true;
    dco::ga1s<double>::global_tape->interpret_adjoint();

    // Get derivative, dydx and output values
    double dpdx, dpdy, dpdr;
    dpdx = dco::derivative(x);
    dpdy = dco::derivative(y);
    dpdr = dco::derivative(rho);

    cout.width(12);
    cout << dco::value(x);
    cout.width(12);
    cout << dco::value(y);
    cout.width(12);
    cout << dco::value(rho);
    cout.width(12);
    cout << dco::value(p);
    cout.width(12);
    cout << dpdx;
    cout.width(12);
    cout << dpdy;
    cout.width(12);
    cout << dpdr << endl;
  }

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

  return exit_status;
}