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

NAG AD Library Introduction
Example description
/* G01HA_T1W_F C++ Header Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 * Mark 27.2, 2021.
 */

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

int main(void)
{
  int exit_status = 0;

  // Input and output variables
  nagad_t1w_w_rtype x, y, rho, p;

  cout << "G01HA_T1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  // Read number of x values
  Integer n;
  cin >> n;

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

  cout << "Lower tail significance levels and derivatives\n\n";
  cout << "       x           y         rho          p";
  cout << "         dp/dx       dp/dy      dp/drho\n";
  cout.setf(ios::scientific, ios::floatfield);
  cout.setf(ios::right);
  cout.precision(4);

  // Loop over x values
  for (Integer i = 0; i < n; ++i)
    {
      // Read next x, y and rho
      double xr, yr, rhor;
      cin >> xr >> yr >> rhor;

      x                  = xr;
      y                  = yr;
      rho                = rhor;
      double inc         = 1.0;
      dco::derivative(x) = inc;
      // Call NAG AD Routine
      ifail = 0;
      nag::ad::g01ha(ad_handle, x, y, rho, p, ifail);
      double dpdx;
      dpdx = dco::derivative(p);

      x                  = xr;
      y                  = yr;
      rho                = rhor;
      dco::derivative(y) = inc;
      // Call NAG AD Routine
      ifail = 0;
      nag::ad::g01ha(ad_handle, x, y, rho, p, ifail);
      double dpdy;
      dpdy = dco::derivative(p);

      x                    = xr;
      y                    = yr;
      rho                  = rhor;
      dco::derivative(rho) = inc;
      // Call NAG AD Routine
      ifail = 0;
      nag::ad::g01ha(ad_handle, x, y, rho, p, ifail);
      double dpdr;
      dpdr = dco::derivative(p);

      cout.width(12);
      cout << dco::value(x);
      cout.width(12);
      cout << dco::value(y);
      cout.width(12);
      cout << dco::value(rho);
      cout.width(12);
      cout << dco::value(p);
      cout.width(12);
      cout << dpdx;
      cout.width(12);
      cout << dpdy;
      cout.width(12);
      cout << dpdr << endl;
    }

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

  return exit_status;
}