Example description
/* G02AA_T1W_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 <iostream>
#include <string>
using namespace std;

// typedef DCO_TYPE nagad_t1w_w_rtype
typedef double DCO_BASE_TYPE;
typedef dco::gt1s<DCO_BASE_TYPE> DCO_MODE;
typedef DCO_MODE::type DCO_TYPE;


int main(void)
{
  /* Integer scalar and array declarations */
  Integer exit_status = 0;

  cout << "G02AA_T1W_F C++ Example Program Results\n\n";

  void    *ad_handle = 0;
  Integer ifail = 0;
  x10aa_t1w_f_(ad_handle,ifail);

  // Skip heading in data file
  string mystr;
  getline (cin, mystr);
  
  Integer n;
  cin >> n;
  Integer pdg = n;
  Integer pdx = n;

  // Allocate arrays
  DCO_TYPE *g = 0, *x = 0, *g_in = 0;
  double   *xr = 0, *dxdg = 0;
  g    = new DCO_TYPE [n * n];
  g_in = new DCO_TYPE [n * n];
  x    = new DCO_TYPE [n * n];
  xr   = new double [n * n];
  dxdg = new double [n * n];

  // Read in matrix G */
  double   tmp;
  for (int i = 0; i < n; ++i) {
    for (int j = 0; j < n; ++j){
      cin >> tmp;
      g_in[i+j*n] = tmp;
    }
  }

  // Set up method parameters
  DCO_TYPE errtol = 1.00e-7;
  Integer  maxits = 200;
  Integer  maxit = 10;


  for (int i = 0; i < n * n; i ++) {
    // g_in[i].tangent = 0.0;
    dco::derivative(g_in[i]) = 0.0;
    g[i] = g_in[i];
  }

  cout.setf(ios::scientific,ios::floatfield);
  cout.precision(3);

  // Output variables
  Integer  iter, feval;
  DCO_TYPE nrmgrd;
  NagError fail;
  INIT_FAIL(fail);
  for (int k = 0; k < n; k ++) {
    for (int l = 0; l < n; l ++) {

      // g[k+l*n].tangent = 1.0;
      dco::derivative(g[k+l*n]) = 1.0;
      g02aa_t1w_f_(ad_handle, g, pdg, n, errtol, maxits, maxit, x, pdx,
                   iter, feval, nrmgrd, ifail);
      if (ifail != 0) {
        cout << "Error from G02AA_T1W_F. Returned with ifail = ";
        cout << ifail << "\n";
        exit_status = 1;
        goto END;
      }
      if ( k == 0 &&  l == 0) {
        for (int i = 0; i < n*n; ++i) {
          xr[i] = dco::value(x[i]);
        }
        x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,xr,n,
         "     Nearest Correlation Matrix",0,&fail);

        cout << "\n\n Number of Newton steps taken  : " << iter << "\n";
        cout <<     " Number of function evaluations:" << feval << "\n";
        if (nrmgrd > errtol) {
          cout << " Norm of gradient of last Newton step: ";
          cout.width(12);
          // cout << nrmgrd.value << "\n";
          cout << dco::value(nrmgrd) << "\n";
        }
      }
      double dx = 0.0;
      for (int i = 0; i < n*n; i++) {
        // dx += x[i].tangent;
        dx += dco::derivative(x[i]);
      }
      dxdg[k+l*n] = dx;
      
      for (int i = 0; i < n * n; i ++) {
        g[i] = g_in[i];
      }
    }
  }

  cout << "\n\n";
  x04cac(Nag_ColMajor,Nag_GeneralMatrix,Nag_NonUnitDiag,n,n,dxdg,n,
         "   (1,...,1)^T * dX/dG",0,&fail);

END:

  // Remove computational data object
  x10ab_t1w_f_(ad_handle,ifail);

  delete [] g;
  delete [] g_in;
  delete [] x;
  delete [] xr;
  delete [] dxdg;

  return exit_status;
}