NAG Library Manual, Mark 30.1
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NAG AD Library Introduction
Example description

 F01EC_T1W_F Example Program Results

 Exp(A)
             1          2          3          4
 1    740.7038   610.8500   542.2743   549.1753
 2    731.2510   603.5524   535.0884   542.2743
 3    823.7630   679.4257   603.5524   610.8500
 4    998.4355   823.7630   731.2510   740.7038

  Derivatives calculated: First order tangents
  Computational mode    : algorithmic

  Derivatives of diagonal of exp(A) w.r.t. diagonal of A

        d(expA(i,i))/da(j,j)
             1          2          3          4
 1    316.7165   132.7051   132.7051   158.5771
 2    132.7051   241.2397    96.9024   132.7051
 3    132.7051    96.9024   241.2397   132.7051
 4    158.5771   132.7051   132.7051   316.7165