Example description
/* F07FD_A1W_F C++ Header Example Program.
 *
 * Copyright 2017 Numerical Algorithms Group.
 * Mark 26.2, 2017.
 */

#include <nag.h>
#include <nagx04.h>
#include <nagad.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <iostream>
using namespace std;

int main(void)
{
  int       exit_status = 0;
  void      *ad_handle = 0;
  Integer   ifail = 0;

  cout << "F07FD_A1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline (cin, mystr);

  // Read problem size
  Integer n;
  cin >> n;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  nagad_a1w_w_rtype *a=0, *ax=0;
  double            *ar;
  if (!(a   = NAG_ALLOC(n*n, nagad_a1w_w_rtype)) ||
      !(ax  = NAG_ALLOC(n*n, nagad_a1w_w_rtype)) ||
      !(ar  = NAG_ALLOC(n*n, double))) {
    cout << "Allocation failure\n";
    exit_status = -1;
    goto END;
  }
  
  // Create AD tape
  nagad_a1w_ir_create();

  // Read the lower triangular matrix A, register and copy
  double dd;
  for (int i = 0; i<n; ++i) {
    for (int j = 0; j<=i; ++j) {
      cin >> dd;
      int k = i + j*n;
      a[k].value = dd;
      a[k].id = 0;
      nagad_a1w_ir_register_variable(&a[k]);
      ax[k] = a[k];
    }
  }

  // Create AD configuration data object
  ifail = 0;
  x10aa_a1w_f_(ad_handle,ifail);

  // Factorize the matrix A
  ifail = 0;
  f07fd_a1w_f_(ad_handle,"L",n,ax,n,ifail,1);

  // Print Factor
  for (int i = 0; i<n; i++) {
    for (int j = 0; j<=i; j++) {
      int k = i + j*n;
      ar[k] = nagad_a1w_get_value(ax[k]);
    }
  }
  cout << endl;
  NagError  fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor,Nag_LowerMatrix,Nag_NonUnitDiag,n,n,ar,n,
         "  Factor",0,&fail);

  cout << "\n\n Derivatives calculated: First order adjoints\n";
  cout << " Computational mode    : algorithmic\n";
  cout << "\n Derivatives of diagonal of L w.r.t first column of A:\n";
  
  // Obtain derivatives
  for (int i=0; i<n; i++) {

    // Reset adjoints, initialize derivative, and evaluate adjoint
    nagad_a1w_ir_zero_adjoints();
    Integer inc = 1.0;
    int k = i + i*n;
    nagad_a1w_inc_derivative(&ax[k],inc);
    ifail = 0;
    nagad_a1w_ir_interpret_adjoint_sparse(ifail);

    for (int j=0; j<n; j++) {
      double dd = nagad_a1w_get_derivative(a[j]);
      ar[i+j*n] = dd;
    }
  }
  // Print derivatives
  cout << endl;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,ar,n,
         "  Derivatives dL(i,i)/dA(j,1)",0,&fail);

 END:
  // Remove computational data object and tape
  ifail = 0;
  x10ab_a1w_f_(ad_handle,ifail);
  nagad_a1w_ir_remove();

  return exit_status;
}