Checkpoint Functions with Dynamic Parameters: Example and Test

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chkpoint_two_dynamic.cpp

$\newcommand{\W}[1]{ \; #1 \; } \newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} } \newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} } \newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} } \newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }$ This is cppad-20221105 documentation. Here is a link to its current documentation . Checkpoint Functions with Dynamic Parameters: Example and Test
Purpose
This example demonstrates using dynamic parameters with a chkpoint_two function.

g(x)
For this example, the checkpoint function

$g : \B{R}^2 \rightarrow \B{R}^3$ is defined by

$g(x) = \left( \begin{array}{c} x_0 \cdot p_0 \\ x_0 \cdot x_ 0 \\ x_1 \cdot x_ 0 \end{array} \right)$ where

$p_0$ is a dynamic parameter in the definition of

$g(x)$

f(x)
The function

$f(x) : \B{R}^2 \rightarrow \B{R}^3$ is defined by

$f(x) = q_0 \cdot g(x)$ where

$q_0$ is a dynamic parameter in the definition of

$f(x)$ .

Source


# include <cppad/cppad.hpp>
bool dynamic(void)
{   bool ok = true;
    using CppAD::AD;
    using CppAD::NearEqual;
    double eps99 = 99.0 * CppAD::numeric_limits<double>::epsilon();
    //
    //
    // record the function g(x)
    size_t nx = 2, ny = 3, np = 1, nq = 1;
    CPPAD_TESTVECTOR( AD<double> ) ax(nx), ay(ny), ap(np), aq(nq);
    for(size_t j = 0; j < nx; j++)
        ax[j] = double(j);
    ap[0] = 2.0;
    size_t abort_op_index = 0;
    bool   record_compare = true;
    Independent(ax, abort_op_index, record_compare, ap);
    ay[0] = ax[0] * ap[0];
    ay[1] = ax[0] * ax[0];
    ay[2] = ax[1] * ax[0];
    CppAD::ADFun<double> g_fun(ax, ay);
    //
    // make a checkpoint version of g
    std::string name             = "g(x)";
    bool        internal_bool    = true;
    bool        use_hes_sparsity = false;
    bool        use_base2ad      = false;
    bool        use_in_parallel  = false;
    CppAD::chkpoint_two<double> g_chk(g_fun, name,
        internal_bool, use_hes_sparsity, use_base2ad, use_in_parallel
    );
    //
    // record f(x) using checkpoint version of g(x)
    aq[0] = 3.0;
    Independent(ax, abort_op_index, record_compare, aq);
    g_chk(ax, ay);
    for(size_t i = 0; i < ny; ++i)
        ay[i] = aq[0] * ay[i];
    CppAD::ADFun<double> f_fun(ax, ay);
    //
    // vecotrs of doubles
    CPPAD_TESTVECTOR(double) x(nx), y(ny), p(np), q(nq);
    //
    // set dynamic parameters in g_chk
    p[0] = 4.0;
    g_chk.new_dynamic(p);
    //
    // set dynamic parmeters in f_fun
    q[0] = 5.0;
    f_fun.new_dynamic(q);
    //
    // evaluate f(x)
    for(size_t j = 0; j < nx; ++j)
        x[j] = 6.0 + double(j);
    y = f_fun.Forward(0, x);
    //
    // check result
    double check;
    check = q[0] * x[0] * p[0];
    ok   &= NearEqual(check, y[0], eps99, eps99);
    check = q[0] * x[0] * x[0];
    ok   &= NearEqual(check, y[1], eps99, eps99);
    check = q[0] * x[1] * x[0];
    ok   &= NearEqual(check, y[2], eps99, eps99);
    //
    return ok;
}

Input File: example/chkpoint_two/dynamic.cpp