Wrapping C with C++ in .NET

Listing 3: C# code that uses the assembly naglib in a C# console application.

using System;
using System.Runtime.InteropServices;
using NAGLIB;
namespace USE_NAGLIBS
{
   class DCLASS : NAG_FUNCTIONS
      {
         public unsafe void objfun (Int32 n, Double *x, 
                                   Double *objf, Double *g, Int32 comm)
         {
            Double ex1, x1, x2;
            ex1 = Math.Exp(x[0]);
            x1 = x[0];
            x2 = x[1];
            *objf = ex1*(4.0*x1*x1 + 2.0*x2*x2 + 4.0*x1*x2 + 2.0*x2 + 1.0);
            g[0] = 4.0*ex1*(2.0*x1 + x2) + *objf;
            g[1] = 2.0*ex1*(2.0*x2+2.0*x1 + 1.0);
        }
        public Double the_integrand_c(Double x)
        {
           Double pi = Math.PI;
           Double val;
           val = (x*Math.Sin(x*30.0)/1.0-x*x/(pi*pi*4.0));
           return val;
     }
}
class RUNIT
{
   static unsafe void Main(string[] args)
   {
      Int32 tda = 4, n = 4, n2 = 2, j, flag = 0;
      Double [] r = new Double [30];
      Double [] x2 = new Double [2];
      Double [] g = new Double [2];
      Double a1, b1, objf = 0.0, abserr = 0.0, the_answer, x;
      Double [,] a = new Double[n,n];
      DCLASS tt = new DCLASS();

      x = -1.0;
      the_answer = tt.CUM_NORM(x);
      Console.WriteLine ("The value of the cumulative normal = {0,8:F4}", the_answer);
      INTEGRAND_FUN_TYPE myfun_c=new INTEGRAND_FUN_TYPE (tt.the_integrand_c);
      OBJ_FUN_TYPE myobjfun = new OBJ_FUN_TYPE (tt.objfun);
      a1 = 0.0;
      b1 = Math.PI*2.0;
      flag = 0;
      the_answer = 0.0;
      tt.QUADRATURE(a1, b1, ref the_answer, ref abserr, ref flag, myfun_c);
      Console.WriteLine("The integral (default maximum number of 
                                     subintervals) = {0,8:F6} ",the_answer);
      flag = 0;
      tt.QUADRATURE_max_subint = 3;
      tt.QUADRATURE(a1, b1, ref the_answer, ref abserr, ref flag, myfun_c);
      Console.WriteLine("The integral (maximum number of 
                        subintervals set to 3) = {0,8:F6} ",the_answer);
      x2[0] = -1.0;
      x2[1] = 1.0;
      n2  = 2;
      flag = 0;
      tt.OPTIMIZE(n2, ref x2[0], ref g[0], ref objf, ref flag, myobjfun);
      Console.Write("The optimization solution vector is :");
      for (j = 0; j < 2; ++j) {
         Console.Write("{0,8:F4}",x2[j]);
      }
      Console.WriteLine();
      Console.WriteLine("The value of the objective function is: {0,8:E4}",objf);
      flag = 0;
      // first row
      a[0,0] = 0.5;
      a[0,1] = 0.0;
      a[0,2] = 2.3;
      a[0,3] = -2.6;
      // second row
     a[1,0] = 0.0;
     a[1,1] = 0.5;
     a[1,2] = -1.4;
     a[1,3] = -0.7;
     // third row
     a[2,0] = 2.3;
     a[2,1] = -1.4;
     a[2,2] = 0.5;
     a[2,3] = 0.0;
     // fourth row
    a[3,0] = -2.6;
    a[3,1] = -0.7;
    a[3,2] = 0.0;
    a[3,3] = 0.5;
    tt.REAL_SYMM_EIGEN(n, ref a[0,0], tda, ref r[0], ref flag);
    Console.Write("The Eigenvalues are:");
    for (j = 0; j <= 3; ++j) {
       Console.Write("{0,8:F4}", r[j]);
    }
    Console.WriteLine();
    }
  }
}