NAG Library Manual, Mark 30.1
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
/* F08AE_T1W_F C++ Header Example Program.
 *
 * Copyright 2024 Numerical Algorithms Group.
 * Mark 30.1, 2024.
 */

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

// typedef DCO_TYPE nagad_t1w_w_rtype
typedef double                   DCO_BASE_TYPE;
typedef dco::gt1s<DCO_BASE_TYPE> DCO_MODE;
typedef DCO_MODE::type           DCO_TYPE;

int main()
{
  /* Scalars */
  Integer exit_status = 0;
#ifdef NAG_LOAD_FP
  /* The following line is needed to force the Microsoft linker
     to load floating point support */
  float force_loading_of_ms_float_support = 0;
#endif /* NAG_LOAD_FP */

  cout << "F08AE_T1W_F C++ Header Example Program Results\n\n";

  nag::ad::handle_t ad_handle;
  Integer           ifail = 0;

  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  Integer m, n;
  cin >> m;
  cin >> n;

  Integer pda   = m;
  Integer lwork = 64 * n;

  Integer tau_len;
  if (m < n)
  {
    tau_len = m;
  }
  else
  {
    tau_len = n;
  }

  // Allocate arrays
  // nagad_t1w_w_rtype *a = 0, *tau = 0, *a_in = 0, *work = 0;
  DCO_TYPE *a = 0, *tau = 0, *work = 0, *a_in = 0;
  double *  r = 0, *drda = 0;
  a    = new DCO_TYPE[m * n];
  a_in = new DCO_TYPE[m * n];
  tau  = new DCO_TYPE[tau_len];
  work = new DCO_TYPE[lwork];
  r    = new double[n * n];
  drda = new double[n * m];

  // Read A from data file
  double tmp;
  for (int i = 0; i < m; ++i)
  {
    for (int j = 0; j < n; ++j)
    {
      cin >> tmp;
      a_in[i + j * m] = tmp;
    }
  }

  double d_zero = 0.0;
  for (int i = 0; i < m * n; i++)
  {
    // dco::derivative(a_in[i]) = d_zero;
    dco::derivative(a_in[i]) = d_zero;
    a[i]                     = a_in[i];
  }

  double d_one = 1.0;
  for (int j = 0; j < m; j++)
  {
    // dco::derivative(a[j]) = d_one;
    dco::derivative(a[j]) = d_one;

    nag::ad::f08ae(ad_handle, m, n, a, pda, tau, work, lwork, ifail);
    if (ifail != 0)
    {
      printf("Error from nag::ad::f08ae .\n%" NAG_IFMT " ", ifail);
      exit_status = 1;
      goto END;
    }
    if (j == 0)
    {
      for (int k = 0; k < n; ++k)
      {
        for (int i = 0; i < n; ++i)
        {
          // r[i+k*n] = a[i+k*m].value
          r[i + k * n] = dco::value(a[i + k * m]);
        }
      }
    }
    for (int i = 0; i < n; i++)
    {
      int l = i * (m + 1);
      int k = j * n + i;
      // drda[k] = a[l].tangent
      drda[k] = dco::derivative(a[l]);
    }

    for (int i = 0; i < m * n; i++)
      a[i] = a_in[i];
  }

  NagError fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor, Nag_UpperMatrix, Nag_NonUnitDiag, n, n, r, n,
         "R from Q factorization of A", 0, &fail);
  printf("\nDerivatives of diagonal of R w.r.t. first col of A\n");
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, m, drda, n,
         "dR_ii/dA_j1", 0, &fail);

END:

  delete[] a;
  delete[] a_in;
  delete[] tau;
  delete[] r;
  delete[] drda;
  delete[] work;

  return exit_status;
}