NAG Library Manual, Mark 30.2
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NAG AD Library Introduction
Example description

F08AH_A1W_F C++ Header Example Program Results

 L from Q factorization of A
            1          2          3          4
 1      7.6292
 2      0.1207     6.4848
 3      0.1021    -1.6619    -5.4266
 4      1.4766     0.1088     0.4223     6.2555

Derivatives of diagonal of L w.r.t. first row of A
 dL_ii/dA_j1
              1            2            3            4            5
 1   -7.1042e-01   4.2992e-01  -4.8235e-01   3.5390e-02   2.7001e-01
 2    3.8157e-03   8.4201e-03   7.6637e-03   2.5229e-03   9.9829e-03
 3   -2.2446e-03   4.5690e-03   3.6775e-03   1.2990e-02  -9.1169e-03
 4    6.6246e-02   1.7932e-02  -8.8492e-02   7.5311e-02   9.0469e-03

              6
 1    6.0294e-02
 2    4.2142e-05
 3    3.5981e-03
 4   -1.3997e-01