Prev

Next

Index-> contents reference index search external

Up-> CppAD speed speed_cppad cppad_poly.cpp

cppad_poly.cpp

Headings-> Specifications Implementation

# include <cppad/cppad.hpp>
# include <cppad/speed/uniform_01.hpp>

// Note that CppAD uses global_option["memory"] at the main program level
# include <map>
extern std::map<std::string, bool> global_option;
// see comments in main program for this external
extern size_t global_cppad_thread_alloc_inuse;

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
{   global_cppad_thread_alloc_inuse = 0;

    // --------------------------------------------------------------------
    // check global options
    const char* valid[] = { "memory", "onetape", "optimize"};
    size_t n_valid = sizeof(valid) / sizeof(valid[0]);
    typedef std::map<std::string, bool>::iterator iterator;
    //
    for(iterator itr=global_option.begin(); itr!=global_option.end(); ++itr)
    {   if( itr->second )
        {   bool ok = false;
            for(size_t i = 0; i < n_valid; i++)
                ok |= itr->first == valid[i];
            if( ! ok )
                return false;
        }
    }
    // --------------------------------------------------------------------
    // optimization options: no conditional skips or compare operators
    std::string optimize_options =
        "no_conditional_skip no_compare_op no_print_for_op";
    // -----------------------------------------------------
    // setup
    typedef CppAD::AD<double>     ADScalar;
    typedef CppAD::vector<ADScalar> ADVector;

    size_t i;      // temporary index
    size_t m = 1;  // number of dependent variables
    size_t n = 1;  // number of independent variables
    ADVector Z(n); // AD domain space vector
    ADVector P(m); // AD range space vector

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

    // AD copy of the polynomial coefficients
    ADVector A(size);
    for(i = 0; i < size; i++)
        A[i] = a[i];

    // forward mode first and second differentials
    CppAD::vector<double> p(1), dp(1), dz(1), ddz(1);
    dz[0]  = 1.;
    ddz[0] = 0.;

    // AD function object
    CppAD::ADFun<double> f;

    // do not even record comparison operators
    size_t abort_op_index = 0;
    bool record_compare   = false;

    // --------------------------------------------------------------------
    if( ! global_option["onetape"] ) while(repeat--)
    {
        // choose an argument value
        CppAD::uniform_01(1, z);
        Z[0] = z[0];

        // declare independent variables
        Independent(Z, abort_op_index, record_compare);

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

        // create function object f : A -> detA
        f.Dependent(Z, P);

        if( global_option["optimize"] )
            f.optimize(optimize_options);

        // skip comparison operators
        f.compare_change_count(0);

        // pre-allocate memory for three forward mode calculations
        f.capacity_order(3);

        // evaluate the polynomial
        p = f.Forward(0, z);

        // evaluate first order Taylor coefficient
        dp = f.Forward(1, dz);

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

        // declare independent variables
        Independent(Z, abort_op_index, record_compare);

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

        // create function object f : A -> detA
        f.Dependent(Z, P);

        if( global_option["optimize"] )
            f.optimize(optimize_options);

        // skip comparison operators
        f.compare_change_count(0);

        while(repeat--)
        {   // sufficient memory is allocated by second repetition

            // get the next argument value
            CppAD::uniform_01(1, z);

            // evaluate the polynomial at the new argument value
            p = f.Forward(0, z);

            // evaluate first order Taylor coefficient
            dp = f.Forward(1, dz);

            // second derivative is twice second order Taylor coef
            ddp     = f.Forward(2, ddz);
            ddp[0] *= 2.;
        }
    }
    size_t thread                   = CppAD::thread_alloc::thread_num();
    global_cppad_thread_alloc_inuse = CppAD::thread_alloc::inuse(thread);
    return true;
}