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

 F07FD_T1W_F Example Program Results

 Factor
             1          2          3          4
 1      2.0396
 2     -1.5297     1.6401
 3      0.2746    -0.2500     0.7887
 4     -0.0490     0.6737     0.6617     0.5347

  Derivatives calculated: First order tangents
  Computational mode    : algorithmic

  Derivatives of diagonal of L w.r.t. first column of A:
               1            2            3            4
 1    2.4515E-01   0.0000E+00   0.0000E+00   0.0000E+00
 2    1.7148E-01   4.5728E-01   0.0000E+00   0.0000E+00
 3    2.6131E-04  -3.9233E-03  -2.5741E-02   0.0000E+00
 4    6.6672E-02   2.6899E-01   4.1892E-01  -4.9938E-01