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

 F08AH_A1W_F Example Program Results
 L from LQ 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(i,i)/dA(1,1:n)
               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