NAG Library Manual, Mark 28.5
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
/* F07AJ_T1W_F C++ Header Example Program.
 *
 * Copyright 2022 Numerical Algorithms Group.
 * Mark 28.5, 2022.
 */

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

int main()
{
  int               exit_status = 0;
  nag::ad::handle_t ad_handle;
  Integer           ifail = 0;

  cout << "F07AJ_T1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  // Read problem size and number of right-hand-sides
  Integer n;
  cin >> n;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  nagad_t1w_w_rtype *a = 0, *a_in = 0, *work = 0;
  double *           ar    = 0;
  Integer *          ipiv  = 0;
  Integer            lwork = 64 * n;
  a                        = new nagad_t1w_w_rtype[n * n];
  a_in                     = new nagad_t1w_w_rtype[n * n];
  work                     = new nagad_t1w_w_rtype[lwork];
  ipiv                     = new Integer[n];
  ar                       = new double[n * n];

  // Read the matrix A, register and copy
  double dd;
  for (int i = 0; i < n; ++i)
  {
    for (int j = 0; j < n; ++j)
    {
      cin >> dd;
      Integer k = i + j * n;
      a_in[k]   = dd;
      ar[k]     = dd;
    }
  }

  // Print matrix A
  cout << endl;
  NagError fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, ar, n, "  A",
         0, &fail);

  // Create AD configuration data object
  ifail = 0;

  for (int l = 0; l < n; ++l)
  {
    {
      double  inc              = 1.0;
      Integer k                = l * n + l;
      dco::derivative(a_in[k]) = inc;
    }
    for (int k = 0; k < n * n; ++k)
    {
      a[k] = a_in[k];
    }
    // Factorize the matrix A
    ifail = 0;
    nag::ad::f07ad(ad_handle, n, n, a, n, ipiv, ifail);

    // Invert A
    ifail = 0;
    nag::ad::f07aj(ad_handle, n, a, n, ipiv, work, lwork, ifail);

    if (l == 0)
    {
      // Print Inverse
      for (int k = 0; k < n * n; k++)
      {
        ar[k] = dco::value(a[k]);
      }
      cout << endl;
      x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, ar, n,
             "  Inverse", 0, &fail);
    }
    {
      double  zero             = 0.0;
      Integer k                = l * n + l;
      dco::derivative(a_in[k]) = zero;
    }
    for (int j = 0; j < n; j++)
    {
      Integer k     = j + j * n;
      double  dd    = dco::derivative(a[k]);
      ar[l * n + j] = dd;
    }
  }

  cout << "\n\n Derivatives calculated: First order adjoints\n";
  cout << " Computational mode    : algorithmic\n";
  cout << "\n Derivatives of inverse diagonal w.r.t diagonal of A:\n";

  // Print derivatives
  cout << endl;
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, ar, n,
         "           dai(i,i)/da(j,j)", 0, &fail);

  ifail = 0;

  delete[] a;
  delete[] a_in;
  delete[] work;
  delete[] ipiv;
  delete[] ar;
  return exit_status;
}