NAG Library Manual, Mark 30
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NAG AD Library Introduction
Example description

 F01EJ_T1W_F Example Program Results

 Matrix A
             1          2          3          4
 1      3.0000    -3.0000     1.0000     1.0000
 2      2.0000     1.0000    -2.0000     1.0000
 3      1.0000     1.0000     3.0000    -1.0000
 4      2.0000     0.0000     2.0000     0.0000

 log(A)
             1          2          3          4
 1      1.1957    -1.2076    -0.5802     1.0872
 2      0.8464     1.0133    -0.5985    -0.1641
 3      0.4389     0.6701     1.8449    -1.2111
 4      1.2792     0.6177     2.1448    -1.9743

  Derivatives calculated: First order tangents
  Computational mode    : algorithmic

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

        d(logA(i,i))/da(j,j)
             1          2          3          4
 1      0.3086    -0.1355    -0.1063     0.4332
 2     -0.1355     0.3038    -0.0082    -0.1601
 3     -0.1063    -0.0082     0.2818    -1.1673
 4      0.4332    -0.1601    -1.1673     5.8943