Example description
/* C05RD_A1W_F C++ Header Example Program.
 *
 * Copyright 2019 Numerical Algorithms Group.
 * Mark 27, 2019.
 */

#include <nag.h>
#include <dco.hpp>
#include <nagad.h>
#include <stdio.h>
#include <math.h>
#include <nagx02.h>
#include <nagx04.h>
#include <iostream>
#include <string>
using namespace std;

int main (void)
{
  // Scalars
  int               exit_status = 0;
  const Integer     mode = 2, n = 7;

  cout << "C05RD_A1W_F C++ Header Example Program Results\n\n";

  // problem parameters and starting value
  nagad_a1w_w_rtype ruser[5], x[7];

  ruser[0] = -1.0;
  ruser[1] =  3.0;
  ruser[2] = -2.0;
  ruser[3] = -2.0;
  ruser[4] = -1.0;

  for (int i=0; i<n; ++i) {
    x[i] = -1.0;
  }

  // Create AD tape
  nagad_a1w_ir_create();

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

  // Register variables to differentiate w.r.t.
  for (int i=0; i<5; ++i) {
    nagad_a1w_ir_register_variable(&ruser[i]);
  }

  // Call AD routine
  nagad_a1w_w_rtype diag[n], fjac[n*n], factor, fvec[n],
                    qtf[n], r[n*(n+1)/2], rwsav[4*n+10], xtol;
  Integer           irevcm, iwsav[17];

  xtol = sqrt(X02AJC);
  factor = 100.;
  for (int i=0; i<n; ++i) {
    diag[i] = 1.;
  }

  irevcm = 0;

  do {
    ifail = 0;
    c05rd_a1w_f_(ad_handle,irevcm,n,x,fvec,fjac,xtol,mode,
                 diag,factor,r,qtf,iwsav,rwsav,ifail);

    switch (irevcm) {
    case 1:
      // Monitoring exit
      continue;
    case 2:
      for (int i=0; i<n; ++i) {
        fvec[i] = (ruser[1] + ruser[2]*x[i])*x[i] - ruser[4];
      }
      for (int i=1; i<n; ++i) {
        fvec[i] = fvec[i] + ruser[0]*x[i-1];
      }
      for (int i=0; i<n-1; ++i) {
        fvec[i] = fvec[i] + ruser[3]*x[i+1];
      }
      break;
    case 3:
      for (int i=0; i<n*n; ++i) {
        fjac[i] = 0.0;
      }
      fjac[0] = ruser[1] + 2.0*ruser[2]*x[0];
      fjac[n] = ruser[3];
      for (int i=1; i < n-1; ++i) {
        int k = i*n + i;
        fjac[k-n] = ruser[0];
        fjac[k] = ruser[1] + 2.0*ruser[2]*x[i];
        fjac[k+n] = ruser[3];
      }
      fjac[n*n-n-1] = ruser[0];
      fjac[n*n-1] = ruser[1] + 2.0*ruser[2]*x[n-1];
      break;
    }

  } while (irevcm != 0);

  cout.setf(ios::scientific,ios::floatfield);
  cout.precision(4);
  cout << "           Solution:\n";
  for (int i=0; i<n; ++i) {
    cout.width(10);
    cout << i+1;
    cout.width(20);
    cout << nagad_a1w_get_value(x[i]) << endl;
  }

  cout << "\n Derivatives calculated: First order adjoints\n";
  cout << " Computational mode    : algorithmic\n";
  cout << "\n Derivatives are of solution w.r.t function params\n\n";

  // Setup evaluation of derivatives via adjoints
  double dr[5*n];
  for (int i = 0; i < n; ++i) {

    nagad_a1w_ir_zero_adjoints();
    double inc = 1.0;
    nagad_a1w_set_derivative(&x[i],inc);

    ifail = 0;
    nagad_a1w_ir_interpret_adjoint(ifail);

    for (int j=0; j<5; ++j) {
      int k = j*n + i;
      dr[k] = nagad_a1w_get_derivative(ruser[j]);
    }
  }

  NagError  fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,5,dr,n,
         "    dx/druser",0,&fail);

  // Remove computational data object and tape
  x10ab_a1w_f_(ad_handle,ifail);
  nagad_a1w_ir_remove();

  return exit_status;
}