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erfc.cpp |
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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
.
The AD erfc Function: Example and Test
# include <cppad/cppad.hpp>
# include <cmath>
# include <limits>
bool erfc(void)
{ bool ok = true;
using CppAD::AD;
using CppAD::NearEqual;
double eps = 10. * CppAD::numeric_limits<double>::epsilon();
// domain space vector
size_t n = 1;
double x0 = 0.5;
CPPAD_TESTVECTOR(AD<double>) ax(n);
ax[0] = x0;
// declare independent variables and start tape recording
CppAD::Independent(ax);
// range space vector
size_t m = 1;
CPPAD_TESTVECTOR(AD<double>) ay(m);
ay[0] = CppAD::erfc(ax[0]);
// create f: x -> y and stop tape recording
CppAD::ADFun<double> f(ax, ay);
// check relative erorr
double erfc_x0 = 0.4795001221869534;
ok &= NearEqual(ay[0] , erfc_x0, 0., 4e-4);
double tmp = std::max(1e-15, eps);
ok &= NearEqual(ay[0] , erfc_x0, 0., tmp);
// value of derivative of erfc at x0
double pi = 4. * std::atan(1.);
double factor = 2. / sqrt(pi);
double check = - factor * std::exp(-x0 * x0);
// forward computation of first partial w.r.t. x[0]
CPPAD_TESTVECTOR(double) dx(n);
CPPAD_TESTVECTOR(double) dy(m);
dx[0] = 1.;
dy = f.Forward(1, dx);
ok &= NearEqual(dy[0], check, 0., 1e-3);
ok &= NearEqual(dy[0], check, 0., eps);
// reverse computation of derivative of y[0]
CPPAD_TESTVECTOR(double) w(m);
CPPAD_TESTVECTOR(double) dw(n);
w[0] = 1.;
dw = f.Reverse(1, w);
ok &= NearEqual(dw[0], check, 0., 1e-1);
ok &= NearEqual(dw[0], check, 0., eps);
// use a VecAD<Base>::reference object with erfc
CppAD::VecAD<double> v(1);
AD<double> zero(0);
v[zero] = x0;
AD<double> result = CppAD::erfc(v[zero]);
ok &= NearEqual(result, ay[0], eps, eps);
// use a double with erfc
ok &= NearEqual(CppAD::erfc(x0), ay[0], eps, eps);
return ok;
}
Input File: example/general/erfc.cpp