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

NAG AD Library Introduction
Example description
/* D01PA_T1W_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_T1W_F C++ Header Example Program Results\n\n";

  // Allocate memory
  nagad_t1w_w_rtype *finvls = 0, *vert = 0, *vert_in = 0;
  finvls  = new nagad_t1w_w_rtype[mxord];
  vert    = new nagad_t1w_w_rtype[ldvert * sdvert];
  vert_in = new nagad_t1w_w_rtype[ldvert * ndim];

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

  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_t1w_w_rtype *x,
                  nagad_t1w_w_rtype &     ret)
                {
                  nagad_t1w_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_t1w_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 tangents\n";
  cout << " Computational mode    : algorithmic\n";

  nagad_t1w_w_rtype sol = finvls[mxord - 1];

  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 inc               = 1.0;
      dco::derivative(vert[k]) = inc;
      ifail                    = 0;
      minord                   = 0;

      // Call the AD routine
      nagad_t1w_w_rtype esterr, ruser[1];
      Integer           iuser[1];
      ifail = 0;
      nag::ad::d01pa(ad_handle, ndim, vert, ldvert, sdvert, functn, minord, mxord,
                     finvls, esterr, ifail);

      double dfdv              = dco::derivative(finvls[mxord - 1]);
      double zero              = 0.0;
      dco::derivative(vert[k]) = zero;

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

  ifail = 0;

  delete[] finvls;
  delete[] vert;
  delete[] vert_in;
  return exit_status;
}