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@(@\newcommand{\W}[1]{ \; #1 \; } \newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} } \newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} } \newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} } \newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }@)@This is cppad-20221105 documentation. Here is a link to its current documentation .
A Simple OpenMP AD: Example and Test

Purpose
This example demonstrates how CppAD can be used in a OpenMP multi-threading environment.

Source Code

# include <cppad/cppad.hpp>
# include <omp.h>
# define NUMBER_THREADS  4

namespace {
    // structure with problem specific information
    typedef struct {
        // function argument (worker input)
        double          x;
        // This structure would also have return information in it,
        // but this example only returns the ok flag
    } problem_specific;
    // =====================================================================
    // General purpose code you can copy to your application
    // =====================================================================
    using CppAD::thread_alloc;
    // ------------------------------------------------------------------
    // used to inform CppAD when we are in parallel execution mode
    bool in_parallel(void)
    {   return omp_in_parallel() != 0; }
    // ------------------------------------------------------------------
    // used to inform CppAD of the current thread number
    size_t thread_number(void)
    {   return static_cast<size_t>( omp_get_thread_num() ); }
    // ------------------------------------------------------------------
    // structure with information for one thread
    typedef struct {
        // false if an error occurs, true otherwise (worker output)
        bool               ok;
    } thread_one_t;
    // vector with information for all threads
    thread_one_t thread_all_[NUMBER_THREADS];
    // ------------------------------------------------------------------
    // function that calls all the workers
    bool worker(problem_specific* info);
    bool run_all_workers(size_t num_threads, problem_specific* info_all[])
    {   bool ok = true;

        // initialize thread_all_
        int thread_num, int_num_threads = int(num_threads);
        for(thread_num = 0; thread_num < int_num_threads; thread_num++)
        {   // initialize as false to make sure gets called for all threads
            thread_all_[thread_num].ok         = false;
        }

        // turn off dynamic thread adjustment
        omp_set_dynamic(0);

        // set the number of OpenMP threads
        omp_set_num_threads( int_num_threads );

        // setup for using CppAD::AD<double> in parallel
        thread_alloc::parallel_setup(
            num_threads, in_parallel, thread_number
        );
        thread_alloc::hold_memory(true);
        CppAD::parallel_ad<double>();

        // execute worker in parallel
# pragma omp parallel for
        for(thread_num = 0; thread_num < int_num_threads; thread_num++)
            thread_all_[thread_num].ok = worker(info_all[thread_num]);
// end omp parallel for

        // set the number of OpenMP threads to one
        omp_set_num_threads(1);

        // now inform CppAD that there is only one thread
        thread_alloc::parallel_setup(1, nullptr, nullptr);
        thread_alloc::hold_memory(false);
        CppAD::parallel_ad<double>();

        // check to ok flag returned by during calls to work by other threads
        for(thread_num = 1; thread_num < int_num_threads; thread_num++)
            ok &= thread_all_[thread_num].ok;

        return ok;
    }
    // =====================================================================
    // End of General purpose code
    // =====================================================================
    // function that does the work for one thread
    bool worker(problem_specific* info)
    {   using CppAD::NearEqual;
        using CppAD::AD;
        bool ok = true;

        // CppAD::vector uses the CppAD fast multi-threading allocator
        CppAD::vector< AD<double> > ax(1), ay(1);
        ax[0] = info->x;
        Independent(ax);
        ay[0] = sqrt( ax[0] * ax[0] );
        CppAD::ADFun<double> f(ax, ay);

        // Check function value corresponds to the identity
        double eps = 10. * CppAD::numeric_limits<double>::epsilon();
        ok        &= NearEqual(ay[0], ax[0], eps, eps);

        // Check derivative value corresponds to the identity.
        CppAD::vector<double> d_x(1), d_y(1);
        d_x[0] = 1.;
        d_y    = f.Forward(1, d_x);
        ok    &= NearEqual(d_x[0], 1., eps, eps);

        return ok;
    }
}
bool simple_ad(void)
{   bool ok = true;
    size_t num_threads = NUMBER_THREADS;

    // Check that no memory is in use or avialable at start
    // (using thread_alloc in sequential mode)
    size_t thread_num;
    for(thread_num = 0; thread_num < num_threads; thread_num++)
    {   ok &= thread_alloc::inuse(thread_num) == 0;
        ok &= thread_alloc::available(thread_num) == 0;
    }

    // initialize info_all
    problem_specific *info, *info_all[NUMBER_THREADS];
    for(thread_num = 0; thread_num < num_threads; thread_num++)
    {   // problem specific information
        size_t min_bytes(sizeof(info)), cap_bytes;
        void*  v_ptr = thread_alloc::get_memory(min_bytes, cap_bytes);
        info         = static_cast<problem_specific*>(v_ptr);
        info->x      = double(thread_num) + 1.;
        info_all[thread_num] = info;
    }

    ok &= run_all_workers(num_threads, info_all);

    // go down so that free memory for other threads before memory for master
    thread_num = num_threads;
    while(thread_num--)
    {   // delete problem specific information
        void* v_ptr = static_cast<void*>( info_all[thread_num] );
        thread_alloc::return_memory( v_ptr );
        // check that there is no longer any memory inuse by this thread
        ok &= thread_alloc::inuse(thread_num) == 0;
        // return all memory being held for future use by this thread
        thread_alloc::free_available(thread_num);
    }

    return ok;
}

Input File: example/multi_thread/openmp/simple_ad_openmp.cpp