NAG Library Manual, Mark 27.3
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
/* D01PA_A1W_F C++ Header Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 * Mark 27.3, 2021.
 */

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

int main()
{
  // Scalars
  int     exit_status = 0;
  Integer mxord = 5, ndim = 3, sdvert = 8, ldvert = 4;

  cout << "D01PA_A1W_F C++ Header Example Program Results\n\n";

  // Allocate memory
  nagad_a1w_w_rtype *finvls = 0, *vert = 0, *vert_in = 0;
  if (!(finvls = NAG_ALLOC(mxord, nagad_a1w_w_rtype)) ||
      !(vert = NAG_ALLOC(ldvert * sdvert, nagad_a1w_w_rtype)) ||
      !(vert_in = NAG_ALLOC(ldvert * ndim, nagad_a1w_w_rtype)))
  {
    cout << "Allocation failure\n";
    exit_status = -1;
  }
  else
  {

    for (int i = 0; i < ndim * ldvert; i++)
    {
      vert_in[i] = 0.0;
    }
    for (int i = 1; i < ndim * ldvert; i = i + ldvert + 1)
    {
      vert_in[i] = 1.0;
    }

    // Create AD tape
    dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();

    // Create AD configuration data object
    Integer           ifail = 0;
    nag::ad::handle_t ad_handle;

    /* Register variables to differentiate w.r.t. */
    for (int i = 0; i < ndim * ldvert; i++)
    {
      dco::ga1s<double>::global_tape->register_variable(vert_in[i]);
    }

    for (int i = 0; i < ndim * ldvert; i++)
    {
      vert[i] = vert_in[i];
    }

    cout << "\n Maxord   Estimated      Estimated         Integrand\n";
    cout << "           value         accuracy        evaluations\n";
    cout.setf(ios::scientific, ios::floatfield);
    cout.precision(4);
    Integer minord = 0, nevals = 1;
    auto functn = [&](nag::ad::handle_t &     ad_handle,
                  const Integer &         ndim,
                  const nagad_a1w_w_rtype *x,
                  nagad_a1w_w_rtype &     ret)
                {
                  nagad_a1w_w_rtype tmp1;
                  // dco/c++ used here to perform AD of the following
                  tmp1 = x[0] + x[1] + x[2];
                  ret  = exp(tmp1) * cos(tmp1);
                };

    for (Integer maxord = 1; maxord <= mxord; maxord++)
    {

      // Call the AD routine
      nagad_a1w_w_rtype esterr;

      ifail = 0;
      nag::ad::d01pa(ad_handle, ndim, vert, ldvert, sdvert, functn, minord,
                     maxord, finvls, esterr, ifail);
      double finv_r = dco::value(finvls[maxord - 1]);
      double estr_r = dco::value(esterr);
      cout.width(5);
      cout << maxord;
      cout.width(15);
      cout << finv_r;
      cout.width(15);
      cout << estr_r;
      cout.width(12);
      cout << nevals << endl;

      nevals = (nevals * (maxord + ndim + 1)) / maxord;
    }

    cout << "\n Derivatives calculated: First order adjoints\n";
    cout << " Computational mode    : algorithmic\n";

    // Get derivatives
    double            inc = 1.0;
    nagad_a1w_w_rtype sol = finvls[mxord - 1];

    dco::derivative(sol) += inc;
    dco::ga1s<double>::global_tape->sparse_interpret() = true;
    dco::ga1s<double>::global_tape->interpret_adjoint();

    cout.setf(ios::right);
    cout.precision(4);
    cout << "\n Solution, I = ";
    double ans_value = dco::value(finvls[mxord - 1]);
    cout.width(12);
    cout << ans_value << endl;
    cout << "\n Derivatives w.r.t vertices:\n";
    cout << "   i   j    d/dv(i,j)\n";

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

    int k = -1;
    for (int i = 1; i <= ndim + 1; i++)
    {
      for (int j = 1; j <= ndim; j++)
      {
        k           = k + 1;
        double dfdv = dco::derivative(vert_in[k]);

        cout.width(4);
        cout << i;
        cout.width(4);
        cout << j;
        cout.width(14);
        cout << dfdv << endl;
      }
    }

    dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);
  }

  NAG_FREE(vert);
  NAG_FREE(vert_in);
  NAG_FREE(finvls);

  return exit_status;
}