NAG Library Manual, Mark 29.3
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NAG AD Library Introduction
Example description

F08ME_T1W_F C++ Header Example Program Results

 Singular values:
                      4      3.001      1.996     0.9998

      Left Singular values (columns)
         1       2       3       4
 1   0.8261  0.5246  0.2024  0.0369
 2   0.4512 -0.4056 -0.7350 -0.3030
 3   0.2823 -0.5644  0.1731  0.7561
 4   0.1852 -0.4916  0.6236 -0.5789

      Right Singular values (rows)
         1       2       3       4
 1   0.9129  0.3740  0.1556  0.0512
 2  -0.3935  0.7005  0.5489  0.2307
 3   0.1081 -0.5904  0.6173  0.5086
 4  -0.0132  0.1444 -0.5417  0.8280


 Derivatives calculated: First order tangents
 Computational mode    : algorithmic

 Derivatives of singular values w.r.t input d and e

   dS_i/dD_j
              1            2            3            4
 1    7.5412e-01  -2.0642e-01   2.1883e-02  -4.8617e-04
 2    1.6871e-01  -2.8411e-01   4.3394e-01  -4.3740e-02
 3    4.3937e-02  -3.0980e-01   1.0684e-01  -4.0963e-01
 4    9.4777e-03  -1.1342e-01   3.1716e-01  -4.7929e-01

  dS_i/DE_j
         1       2       3
 1   0.4789 -0.0796  0.0040
 2  -0.1517 -0.5148  0.1789
 3  -0.0879  0.0950  0.4668
 4  -0.0252  0.1439 -0.2944