Prev

Next

Index-> contents reference index search external

Up-> CppAD speed speed_adolc adolc_poly.cpp

adolc_poly.cpp

Headings-> Specifications Implementation

// suppress conversion warnings before other includes
# include <cppad/wno_conversion.hpp>
//
# include <vector>
# include <adolc/adolc.h>

# include <cppad/speed/uniform_01.hpp>
# include <cppad/utility/poly.hpp>
# include <cppad/utility/vector.hpp>
# include <cppad/utility/thread_alloc.hpp>
# include "adolc_alloc_mat.hpp"

// list of possible options
# include <map>
extern std::map<std::string, bool> global_option;

bool link_poly(
    size_t                     size     ,
    size_t                     repeat   ,
    CppAD::vector<double>     &a        ,  // coefficients of polynomial
    CppAD::vector<double>     &z        ,  // polynomial argument value
    CppAD::vector<double>     &ddp      )  // second derivative w.r.t z
{
    if( global_option["atomic"] )
        return false;
    if( global_option["memory"] || global_option["optimize"] )
        return false;
    // -----------------------------------------------------
    // setup
    size_t i;
    int tag  = 0;  // tape identifier
    int keep = 0;  // do not keep forward mode results in buffer
    int m    = 1;  // number of dependent variables
    int n    = 1;  // number of independent variables
    int d    = 2;  // highest derivative degree
    double f;      // function value

    // set up for thread_alloc memory allocator (fast and checks for leaks)
    using CppAD::thread_alloc; // the allocator
    size_t capacity;           // capacity of an allocation

    // choose a vector of polynomial coefficients
    CppAD::uniform_01(size, a);

    // AD copy of the polynomial coefficients
    std::vector<adouble> A(size);
    for(i = 0; i < size; i++)
        A[i] = a[i];

    // domain and range space AD values
    adouble Z, P;

    // allocate arguments to hos_forward
    double* x0 = thread_alloc::create_array<double>(size_t(n), capacity);
    double* y0 = thread_alloc::create_array<double>(size_t(m), capacity);
    double** x = adolc_alloc_mat(size_t(n), size_t(d));
    double** y = adolc_alloc_mat(size_t(m), size_t(d));

    // Taylor coefficient for argument
    x[0][0] = 1.;  // first order
    x[0][1] = 0.;  // second order

    // ----------------------------------------------------------------------
    if( ! global_option["onetape"] ) while(repeat--)
    {   // choose an argument value
        CppAD::uniform_01(1, z);

        // declare independent variables
        trace_on(tag, keep);
        Z <<= z[0];

        // AD computation of the function value
        P = CppAD::Poly(0, A, Z);

        // create function object f : Z -> P
        P >>= f;
        trace_off();

        // set the argument value
        x0[0] = z[0];

        // evaluate the polynomial at the new argument value
        hos_forward(tag, m, n, d, keep, x0, x, y0, y);

        // second derivative is twice second order Taylor coef
        ddp[0] = 2. * y[0][1];
    }
    else
    {
        // choose an argument value
        CppAD::uniform_01(1, z);

        // declare independent variables
        trace_on(tag, keep);
        Z <<= z[0];

        // AD computation of the function value
        P = CppAD::Poly(0, A, Z);

        // create function object f : Z -> P
        P >>= f;
        trace_off();

        while(repeat--)
        {   // get the next argument value
            CppAD::uniform_01(1, z);
            x0[0] = z[0];

            // evaluate the polynomial at the new argument value
            hos_forward(tag, m, n, d, keep, x0, x, y0, y);

            // second derivative is twice second order Taylor coef
            ddp[0] = 2. * y[0][1];
        }
    }
    // ------------------------------------------------------
    // tear down
    adolc_free_mat(x);
    adolc_free_mat(y);
    thread_alloc::delete_array(x0);
    thread_alloc::delete_array(y0);

    return true;
}