Example description
/* F11DB_A1W_F C++ Header Example Program.
 *
 * Copyright 2020 Numerical Algorithms Group.
 * Mark 27.1, 2020.
 */
#include <dco_light.hpp>
#include <nag.h>
#include <nagx04.h>
#include <nagad.h>
#include <stdio.h>
#include <iostream>
using namespace std;

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

  cout << "F11DB_A1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline (cin, mystr);

  // Read order of matrix and number of nonzero entries
  Integer           n, nnz;
  cin >> n;
  cin >> nnz;

  Integer           la = 2*nnz;
  Integer           liwork = 7*n + 2;
  nagad_a1w_w_rtype *a=0, *x=0, *y=0;
  double            *ar=0, *yr=0, *dxdy=0;
  Integer           *icol=0, *idiag=0, *ipivp=0, *ipivq=0, *irow=0;
  Integer           *istr=0, *iwork=0;

  a     = new nagad_a1w_w_rtype [la];
  x     = new nagad_a1w_w_rtype [n];
  y     = new nagad_a1w_w_rtype [n];
  icol  = new Integer [la];
  idiag = new Integer [n];
  ipivp = new Integer [n];
  ipivq = new Integer [n];
  irow  = new Integer [la];
  istr  = new Integer [n+1];
  iwork = new Integer [liwork];
  ar    = new double [la];
  yr    = new double [n];
  dxdy  = new double [n*n];

  // Read the matrix A

  for (int i=0; i<nnz; i++) {
    cin >> ar[i] >> irow[i] >> icol[i];
    a[i] = ar[i];
  }
      
  // Create AD tape
  nagad_a1w_ir_create();

  // Read the vector y
  for (int i=0; i<n; i++) {
    cin >> yr[i];
    y[i] = yr[i];
    nagad_a1w_ir_register_variable(&y[i]);
  }

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

  // Calculate LU factorization

  Integer           lfill = -1;
  nagad_a1w_w_rtype dtol;
  Integer           nnzc, npivm;
  dtol = 0.0;
  ifail  = 0;
  f11da_a1w_f_(ad_handle,n,nnz,a,la,irow,icol,lfill,dtol,"C","N",
               ipivp,ipivq,istr,idiag,nnzc,npivm,iwork,liwork,ifail,1,1);

  // Check value of npivm

  if (npivm>0) {
    cout << " Factorization is not complete" << endl;
  } else {

    //       Solve P L D U x = y

    ifail = 0;
    f11db_a1w_f_(ad_handle,"N",n,a,la,irow,icol,ipivp,ipivq,istr,
                 idiag,"C",y,x,ifail,1,1);

    // Output results
    cout.setf(ios::scientific,ios::floatfield);
    cout.precision(4);
    cout << "  Solution vector" << endl;
    for (int i=0; i<n; ++i) {
      cout.width(12);cout << nagad_a1w_get_value(x[i]) << "     ";
    }

    cout << "\n\n Derivatives calculated: First order adjoints\n";
    cout << " Computational mode    : algorithmic\n";
    cout << "\n Derivatives of solution X w.r.t RHS Y:\n";

    // Setup evaluation of derivatives via adjoints
    for (int i=0; i<n; i++) {
      // Reset adjoints, initialize derivative, and evaluate adjoint
      nagad_a1w_ir_zero_adjoints();
      double inc = 1.0;
      nagad_a1w_inc_derivative(&x[i],inc);
      ifail = 0;
      nagad_a1w_ir_interpret_adjoint(ifail);
      
      for (int j=0; j<n; j++) {
        Integer k = i + j*n;
        dxdy[k] = nagad_a1w_get_derivative(y[j]);
      }
    }
    // Print derivatives
    cout << endl;
    NagError fail;
    INIT_FAIL(fail);
    x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,dxdy,n,
           "       dx_i/dy_j",0,&fail);
  }
  // Remove computational data object and tape
  ifail = 0;
  x10ab_a1w_f_(ad_handle,ifail);
  nagad_a1w_ir_remove();

  delete [] a;
  delete [] x;
  delete [] y;
  delete [] icol;
  delete [] idiag;
  delete [] ipivp;
  delete [] ipivq;
  delete [] irow;
  delete [] istr;
  delete [] iwork;
  delete [] ar;
  delete [] yr;
  delete [] dxdy;

  return exit_status;
}