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

 F01FJ_A1W_F Example Program Results

 log(A)
             1          2          3          4
 1      1.0390     0.2859     0.0516     0.7586
        1.1672     0.3998    -0.2562    -0.4678
 
 2     -2.7481     1.1898     0.1369     2.1771
        2.6187    -2.2287    -0.9128    -1.0118
 
 3     -0.8514    -0.2517     1.3839     1.1920
        0.3927    -0.4791     0.2129     0.4240
 
 4      1.1970    -0.6813     0.0051     0.7867
       -0.1242     0.3969     0.3511     0.7502

  Derivatives calculated: First order adjoints
  Computational mode    : algorithmic

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

    d(logA(i,i))/dreal(a(j,j))
          1       2       3       4
 1   0.0701 -0.2518  0.0606  0.1096
    -0.2369 -0.0943  0.0516 -0.1042
 
 2  -0.2518  0.1531 -0.0417 -0.3133
    -0.0943  0.0473 -0.0732  0.0878
 
 3   0.0606 -0.0417  0.2252 -0.0094
     0.0516 -0.0732 -0.0218  0.0419
 
 4   0.1096 -0.3133 -0.0094  0.3913
    -0.1042  0.0878  0.0419 -0.2055