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

NAG AD Library Introduction
Example description
/* C05RD_T1W_F C++ Header Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 * Mark 27.2, 2021.
 */

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

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

  cout << "C05RD_T1W_F C++ Header Example Program Results\n\n";

  // problem parameters and starting value
  nagad_t1w_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;

  // Create AD configuration data object
  Integer ifail     = 0;
  void *  ad_handle = 0;
  nag::ad::x10aa(ad_handle, ifail);

  // Call AD routine
  nagad_t1w_w_rtype diag[n], fjac[n * n], factor, fvec[n], qtf[n],
      r[n * (n + 1) / 2], rwsav[4 * n + 10], xtol;
  double  dr[5 * n];
  Integer irevcm, iwsav[17];

  xtol   = sqrt(X02AJC);
  factor = 100.;

  for (int j = 0; j < 5; ++j)
    {
      for (int i = 0; i < n; ++i)
        {
          x[i]    = -1.0;
          diag[i] = 1.;
        }

      dco::derivative(ruser[j]) = 0.5;

      irevcm = 0;

      do
        {
          ifail = 0;
          nag::ad::c05rd(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);

      for (int i = 0; i < n; ++i)
        {
          dr[j * n + i] = 2. * dco::derivative(x[i]);
        }

      dco::derivative(ruser[j]) = 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 << dco::value(x[i]) << endl;
    }

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

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

  // Remove computational data object
  nag::ad::x10ab(ad_handle, ifail);

  return exit_status;
}