NAG Library Manual, Mark 27.2
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
/* nag::ad::g02ab Passive Example Program.
 */

#include <dco.hpp>
#include <nagad.h>
#include <iostream>

std::stringstream filecontent(
"4 \
 2.0   -1.0    0.0    0.0 \
-1.0    2.0   -1.0    0.0 \
 0.0   -1.0    2.0   -1.0 \
 0.0    0.0   -1.0    2.0 \
100.0   20.0   20.0   20.0");

// Function which calls NAG AD routines.
// Computes the Nearest Correlation Matrix X for an input matrix G.
template<typename T>
void func(std::vector<T> &g, std::vector<T> &w, std::vector<T> &x);

int main(void)
{
    std::cout << " nag::ad::g02ab Passive Example Program Results\n";

    Integer n;
    filecontent >> n;

    // Input Matrix G, whose NCM we want to compute
    std::vector<double> gv(n*n);
    for (int i = 0; i < n; ++i) 
    {
        for (int j = 0; j < n; ++j)
        {
            filecontent >> gv[i+j*n];
        }
    }

    // The square roots of the diagonal elements of W
    std::vector<double> wv(n);
    for (int i = 0; i <n; i++)
    {
        filecontent >> wv[i];
    }

    // Output NCM X
    std::vector<double> xv(n*n);

    // Call the NAG AD Lib functions
    func(gv,wv,xv);

    std::cout.setf(std::ios::scientific,std::ios::floatfield);
    std::cout.precision(12);
    std::cout << "\n Nearest Correlation Matrix:\n\n";     
    for (int i=0; i<n; i++) 
    {
        for (int j=0; j<n; j++)
        {
            std::cout.width(20); std::cout<< xv[i+j*n];
        }
    std::cout<<std::endl;
    }

    return 0;
}

// Function which calls NAG AD routines.
template<typename T>
void func(std::vector<T> &g, std::vector<T> &w, std::vector<T> &x)
{
    Integer n = sqrt(g.size());
    Integer pdg = n;
    Integer pdx = n;

    // Set up method parameters
    T errtol = 0.0, alpha = 0.02;
    Integer  maxits = 0;
    Integer  maxit = 0;
     // Output variables
    Integer  iter, feval;
    T nrmgrd;
    // Set a copy of g, since it will be modified by the example
    std::vector<T> g_tmp = g;
    // Create AD configuration data object
    Integer ifail = 0;
    void *ad_handle = 0;
    nag::ad::x10aa(ad_handle, ifail);
    // Routine for computing the NCM of G.
    nag::ad::g02ab(ad_handle, g_tmp.data(), pdg, n, "B", alpha, w.data(), errtol, maxits, maxit, x.data(), pdx,
                   iter, feval, nrmgrd, ifail);
    // Remove computational data object
    ifail = 0;
    nag::ad::x10ab(ad_handle, ifail);
}