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atomic_four_lin_ode_rev_depend.hpp
atomic_four_lin_ode_rev_depend.hpp
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Purpose
Notation
---..wk(x)
Source
@(@\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
.
Atomic Linear ODE Forward Type Calculation: Example Implementation
Purpose
The rev_depend
routine overrides the virtual functions
used by the atomic_four base; see
rev_depend
.
Notation
We use the notation:
call_id
r
pattern
transpose
nnz
,
row
,
col
,
x
,
n
,
A(x)
,
b(x)
,
y(x)
,
m
,
vk(x)
,
and the following additional notation:
wk(x)
Note that the factor @(@
r / k
@)@ ,
in the definition of @(@
v^k (x)
@)@ ,
is constant (with respect to the variables).
Hence it suffices to compute the dependency for
@[@
h (x) = \sum_{k=0}^4 w^k (x)
@]@
where @(@
w^0 (x) = b(x)
@)@ and for @(@
k = 1, 2, \ldots
@)@ ,
@(@
w^k (x) = A(x) w^{k-1} (x)
@)@ .
Source
# include <cppad/example/atomic_four/lin_ode/lin_ode.hpp>
namespace CppAD { // BEGIN_CPPAD_NAMESPACE
//
// rev_depend override
template < class Base >
bool atomic_lin_ode< Base>:: rev_depend (
size_t call_id,
CppAD:: vector< bool >& ident_zero_x,
CppAD:: vector< bool >& depend_x,
const CppAD:: vector< bool >& depend_y
)
{
// nnz
Base r;
Base step;
sparse_rc pattern;
bool transpose;
get ( call_id, r, step, pattern, transpose);
size_t nnz = pattern. nnz ();
//
// m
size_t m = depend_y. size ();
CPPAD_ASSERT_UNKNOWN ( ident_zero_x. size () == depend_x. size () );
CPPAD_ASSERT_UNKNOWN ( pattern. nr () == m );
CPPAD_ASSERT_UNKNOWN ( pattern. nc () == m );
//
// depend_w
CppAD:: vector<bool> depend_w = depend_y;
//
// depend_x
for ( size_t p = 0 ; p < nnz; ++ p)
depend_x[ p] = false ;
for ( size_t i = 0 ; i < m; ++ i)
depend_x[ nnz + i] = depend_y[ i];
//
// change
// Did depend_w change during the previous iteration of the while loop
bool change = true ;
while ( change)
{ change = false ;
// we use k = 1, 2, ... to denote the pass through this loop
//
// depend_w, depend_x
// include depenency for w^k (x)
for ( size_t p = 0 ; p < nnz; ++ p) if ( ! ident_zero_x[ p] )
{ size_t i = pattern. row ()[ p];
size_t j = pattern. col ()[ p];
if ( transpose )
std:: swap ( i, j);
//
// back propagate depenency on y
if ( depend_w[ i] && ! depend_w[ j] )
{ change = true ;
depend_w[ j] = true ;
}
//
// depend_x
// for propage dependency on A_{i,j}
if ( depend_w[ i] & ! depend_x[ p] )
{ change = true ;
depend_x[ p] = true ;
}
}
}
//
// depend_x
// terms corresponding to b(x)
for ( size_t i = 0 ; i < m; ++ i)
depend_x[ nnz + i] = depend_w[ i];
//
return true ;
}
} // END_CPPAD_NAMESPACE
Input File: include/cppad/example/atomic_four/lin_ode/rev_depend.hpp