@(@\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
.
exp_2: CppAD Forward and Reverse Sweeps
.
Purpose
Use CppAD forward and reverse modes to compute the
partial derivative with respect to @(@
x
@)@,
at the point @(@
x = .5
@)@,
of the function
exp_2(x)
as defined by the exp_2.hpp
include file.
Create and test a modified version of the routine below that computes
the same order derivatives with respect to @(@
x
@)@,
at the point @(@
x = .1
@)@
of the function
exp_2(x)
Create a routine called
exp_3(x)
that evaluates the function
@[@
f(x) = 1 + x^2 / 2 + x^3 / 6
@]@
Test a modified version of the routine below that computes
the derivative of @(@
f(x)
@)@
at the point @(@
x = .5
@)@.
# include <cppad/cppad.hpp> // http://www.coin-or.org/CppAD/# include "exp_2.hpp" // second order exponential approximation
bool exp_2_cppad(void)
{ bool ok = true;
using CppAD::AD;
using CppAD::vector; // can use any simple vector template classusing CppAD::NearEqual; // checks if values are nearly equal// domain space vector
size_t n = 1; // dimension of the domain space
vector< AD<double> > X(n);
X[0] = .5; // value of x for this operation sequence// declare independent variables and start recording operation sequence
CppAD::Independent(X);
// evaluate our exponential approximation
AD<double> x = X[0];
AD<double> apx = exp_2(x);
// range space vector
size_t m = 1; // dimension of the range space
vector< AD<double> > Y(m);
Y[0] = apx; // variable that represents only range space component// Create f: X -> Y corresponding to this operation sequence// and stop recording. This also executes a zero order forward// sweep using values in X for x.
CppAD::ADFun<double> f(X, Y);
// first order forward sweep that computes// partial of exp_2(x) with respect to x
vector<double> dx(n); // differential in domain space
vector<double> dy(m); // differential in range space
dx[0] = 1.; // direction for partial derivative
dy = f.Forward(1, dx);
double check = 1.5;
ok &= NearEqual(dy[0], check, 1e-10, 1e-10);
// first order reverse sweep that computes the derivative
vector<double> w(m); // weights for components of the range
vector<double> dw(n); // derivative of the weighted function
w[0] = 1.; // there is only one weight
dw = f.Reverse(1, w); // derivative of w[0] * exp_2(x)
check = 1.5; // partial of exp_2(x) with respect to x
ok &= NearEqual(dw[0], check, 1e-10, 1e-10);
// second order forward sweep that computes// second partial of exp_2(x) with respect to x
vector<double> x2(n); // second order Taylor coefficients
vector<double> y2(m);
x2[0] = 0.; // evaluate second partial .w.r.t. x
y2 = f.Forward(2, x2);
check = 0.5 * 1.; // Taylor coef is 1/2 second derivative
ok &= NearEqual(y2[0], check, 1e-10, 1e-10);
// second order reverse sweep that computes// derivative of partial of exp_2(x) w.r.t. x
dw.resize(2 * n); // space for first and second derivatives
dw = f.Reverse(2, w);
check = 1.; // result should be second derivative
ok &= NearEqual(dw[0*2+1], check, 1e-10, 1e-10);
return ok;
}