NAG Library Manual, Mark 30.2
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
/* F07FE_T1W_F C++ Header Example Program.
 *
 * Copyright 2024 Numerical Algorithms Group.
 * Mark 30.2, 2024.
 */

#include <dco.hpp>
#include <iostream>
#include <nag.h>
#include <nagad.h>
#include <nagx04.h>
#include <stdio.h>
#include <string>
using namespace std;

int main()
{
  int               exit_status = 0;
  nag::ad::handle_t ad_handle;
  Integer           ifail = 0;

  cout << "F07FE_T1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  // Read problem size and number of right-hand-sides
  Integer n, nrhs;
  cin >> n;
  cin >> nrhs;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  nagad_t1w_w_rtype *a = 0, *ax = 0, *b = 0, *x = 0;
  double *           xr = 0, *dxdb = 0;
  a    = new nagad_t1w_w_rtype[n * n];
  ax   = new nagad_t1w_w_rtype[n * n];
  b    = new nagad_t1w_w_rtype[n * nrhs];
  x    = new nagad_t1w_w_rtype[n * nrhs];
  xr   = new double[n * nrhs];
  dxdb = new double[n * n];

  // Read the lower triangular matrix A, register and copy
  double dd;
  for (int i = 0; i < n; ++i)
  {
    for (int j = 0; j <= i; ++j)
    {
      cin >> dd;
      int k = i + j * n;
      a[k]  = dd;
    }
  }
  // Read the right-hand-sides, register and copy
  for (int i = 0; i < n; ++i)
  {
    for (int j = 0; j < nrhs; ++j)
    {
      cin >> dd;
      int k = i + j * n;
      b[k]  = dd;
    }
  }

  // Create AD configuration data object
  ifail = 0;

  double inc = 1.0, zero = 0.0;
  for (int i = 0; i < n; ++i)
  {
    dco::derivative(b[i]) = inc;

    for (int l = 0; l < n; ++l)
    {
      for (int j = 0; j <= l; ++j)
      {
        int k = l + j * n;
        ax[k] = a[k];
      }
    }
    for (int j = 0; j < n * nrhs; ++j)
    {
      x[j] = b[j];
    }
    // Factorize the matrix A
    ifail = 0;
    nag::ad::f07fd(ad_handle, "L", n, ax, n, ifail);

    // Solve the system
    ifail = 0;
    nag::ad::f07fe(ad_handle, "L", n, nrhs, ax, n, x, n, ifail);

    dco::derivative(b[i]) = zero;
    for (int j = 0; j < n; ++j)
    {
      dxdb[i * n + j] = dco::derivative(x[j]);
    }
  }
  // Print solution
  for (int i = 0; i < n; i++)
  {
    for (int j = 0; j < nrhs; j++)
    {
      int k = i + j * n;
      xr[k] = dco::value(x[k]);
    }
  }
  cout << endl;
  NagError fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, nrhs, xr, n,
         "  Solution", 0, &fail);

  cout << "\n\n Derivatives calculated: First order tangents\n";
  cout << " Computational mode    : algorithmic\n";
  cout << "\n Derivatives of column-1 solution x w.r.t column-1 of b:\n";

  cout << endl;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, dxdb, n,
         "  Derivatives dX_i1/dB_j1", 0, &fail);

  ifail = 0;

  delete[] a;
  delete[] ax;
  delete[] b;
  delete[] x;
  delete[] xr;
  delete[] dxdb;
  return exit_status;
}