NAG Library Manual, Mark 29.3
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
/* F08ME_P0W_F C++ Header Example Program.
 *
 * Copyright 2023 Numerical Algorithms Group.
 * Mark 29.3, 2023.
 */

#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;
  NagError          fail;
  INIT_FAIL(fail);

  cout << "F08ME_P0W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  // Read matrix dimensions
  Integer n;
  cin >> n;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  Integer ldc = 1, ldu = n, ldvt = n;
  double *c = 0, *d = 0, *e = 0, *u = 0, *vt = 0, *work = 0;
  c    = new double[1];
  d    = new double[n];
  e    = new double[n - 1];
  u    = new double[n * n];
  vt   = new double[n * n];
  work = new double[4 * n];

  // Read the matrix A, register and copy
  for (int i = 0; i < n; i++)
  {
    cin >> d[i];
  }
  for (int i = 0; i < n - 1; i++)
  {
    cin >> e[i];
  }

  // Initialize U and VT to be the unit matrix
  for (int i = 0; i < n * n; i++)
  {
    u[i]  = 0.0;
    vt[i] = 0.0;
  }
  for (int i = 0; i < n; i++)
  {
    u[i * n + i]  = 1.0;
    vt[i * n + i] = 1.0;
  }

  // Calculate the SVD of bidiagonal matrix defined by d, e
  ifail = 0;
  nag::ad::f08me(ad_handle, "U", n, n, n, 0, d, e, u, ldu, vt, ldvt, c, ldc,
                 work, ifail);

  // Print singular values
  cout.precision(4);
  cout << " Singular values:" << endl;
  cout.width(12);
  cout << " ";
  for (int i = 0; i < n; i++)
  {
    cout.width(11);
    cout << d[i];
  }
  cout << endl;

  cout << endl;
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, u, n,
         "     Left Singular values (columns)", 0, &fail);
  cout << endl;
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, vt, n,
         "     Right Singular values (rows)", 0, &fail);

  delete[] c;
  delete[] d;
  delete[] e;
  delete[] u;
  delete[] vt;
  delete[] work;

  return exit_status;
}