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

NAG AD Library Introduction
Example description
/* F11BD_T1W_F C++ Header Example Program.
 *
 * Copyright 2023 Numerical Algorithms Group.
 * Mark 29.3, 2023.
 */

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

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

  cout << "F11BD_T1W_F C++ Header Example Program Results\n\n";
  // Skip heading in data file
  string mystr;
  getline(cin, mystr);

  // Read problem size
  Integer n, m;
  double  alphar;
  cin >> n;
  cin >> m;
  cin >> alphar;

  // Allocate arrays containing A and its factorized form, B
  // and the solution X.
  nagad_t1w_w_rtype *b = 0, *x = 0, *work = 0;
  double *           dx    = 0;
  Integer            lwork = 2 * m * n + 1000;

  b    = new nagad_t1w_w_rtype[n];
  x    = new nagad_t1w_w_rtype[n];
  work = new nagad_t1w_w_rtype[lwork];
  dx   = new double[2 * n];

  nagad_t1w_w_rtype alpha, b1, a, c;
  alpha = alphar;

  b1 = 12.0;
  a  = 1.0;
  c  = 1.0;

  // Create AD configuration data object
  ifail = 0;

  // Initialize rthe solver
  Integer           iterm = 2, maxitn = 800, monit = 0, lwreq = lwork;
  nagad_t1w_w_rtype sigmax = 0.0, anorm;
  nagad_t1w_w_rtype tol    = 1.0e-10;
  double            inc = 1.0, zero = 0.0;
  for (int k = 0; k < 2; ++k)
  {
    ifail = 0;
    nag::ad::f11bd(ad_handle, "RGMRES", "P", "2", "N", iterm, n, m, tol, maxitn,
                   anorm, sigmax, monit, lwreq, work, lwork, ifail);

    nagad_t1w_w_rtype bb = b1 - 2.0;
    if (k == 0)
    {
      dco::derivative(alpha) = inc;
    }
    else
    {
      dco::derivative(bb) = inc;
    }

    for (int i = 0; i < n; ++i)
    {
      b[i] = b1 * (i + 1);
      x[i] = 3.0;
    }
    b[n - 1] = b[n - 1] - (n + 1);

    b[0] = b[0] + (b1 - 1.0) * alpha;
    for (int i = 1; i < n - 1; ++i)
    {
      b[i] = b[i] + b1 * alpha;
    }
    b[n - 1] = b[n - 1] + (b1 - 1.0) * alpha;

    // Reverse communication call of solver
    Integer           irevcm = 0;
    nagad_t1w_w_rtype wgt[1];

    while (irevcm != 4)
    {
      ifail = 0;
      nag::ad::f11be(ad_handle, irevcm, x, b, wgt, work, lwreq, ifail);
      if (irevcm != 4)
      {
        ifail = -1;
        if (irevcm == -1)
        {
          //  b = A^Tx
          b[0] = bb * x[0] + a * x[1];
          for (int i = 1; i < n - 1; ++i)
          {
            b[i] = c * x[i - 1] + bb * x[i] + a * x[i + 1];
          }
          b[n - 1] = c * x[n - 2] + bb * x[n - 1];
        }
        if (irevcm == 1)
        {
          // b = Ax
          b[0] = bb * x[0] + c * x[1];
          for (int i = 1; i < n - 1; ++i)
          {
            b[i] = a * x[i - 1] + bb * x[i] + c * x[i + 1];
          }
          b[n - 1] = a * x[n - 2] + bb * x[n - 1];
        }
        if (irevcm == 2)
        {
          for (int i = 0; i < n; ++i)
          {
            b[i] = x[i] / bb;
          }
        }
      }
    }
    if (k == 0)
    {
      dco::derivative(alpha) = zero;
      for (int j = 0; j < n; j++)
      {
        dx[j] = dco::derivative(x[j]);
      }
    }
    else
    {
      dco::derivative(bb) = zero;
      for (int j = 0; j < n; j++)
      {
        dx[n + j] = dco::derivative(x[j]);
      }
    }
  }
  cout.setf(ios::scientific, ios::floatfield);
  cout.precision(2);

  cout << "  Solution vector   Residual vector\n";
  for (int i = 0; i < n; ++i)
  {
    cout.width(12);
    cout << dco::value(x[i]) << "     ";
    cout.width(13);
    cout << dco::value(b[i]) << endl;
  }

  cout << "\n\n Derivatives calculated: First order tangents\n";
  cout << " Computational mode    : algorithmic\n";
  cout << "\n Derivatives of X w.r.t alpha and bb:\n";

  // Print derivatives
  cout << endl;
  NagError fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n, 2, dx, n,
         "      d/dalpha    d/dbb", 0, &fail);

  ifail = 0;

  delete[] b;
  delete[] x;
  delete[] work;
  delete[] dx;

  return exit_status;
}