@(@\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
.
ADFun Check and Re-Tape: Example and Test
# include <cppad/cppad.hpp>
namespace { // -----------------------------------------------------------// define the template function object Fun<Type,Vector> in empty namespacetemplate <class Type, class Vector>
class Fun {
private:
size_t n;
public:
// function constructorFun(size_t n_) : n(n_)
{ }
// function evaluator
Vector operator() (const Vector &x)
{ Vector y(n);
size_t i;
for(i = 0; i < n; i++)
{ // This operaiton sequence depends on xif( x[i] >= 0 )
y[i] = exp(x[i]);
else
y[i] = exp(-x[i]);
}
return y;
}
};
// template function FunCheckCases<Vector, ADVector> in empty namespacetemplate <class Vector, class ADVector>
bool FunCheckCases(void)
{ bool ok = true;
using CppAD::AD;
using CppAD::ADFun;
using CppAD::Independent;
double eps99 = 99.0 * std::numeric_limits<double>::epsilon();
// use the ADFun default constructor
ADFun<double> f;
// domain space vector
size_t n = 2;
ADVector X(n);
X[0] = -1.;
X[1] = 1.;
// declare independent variables and starting recordingIndependent(X);
// create function object to use with AD<double>
Fun< AD<double>, ADVector > G(n);
// range space vector
size_t m = n;
ADVector Y(m);
Y = G(X);
// stop tape and store operation sequence in f : X -> Y
f.Dependent(X, Y);
ok &= (f.size_order() == 0); // no implicit forward operation// create function object to use with double
Fun<double, Vector> g(n);
// function values should agree when the independent variable// values are the same as during recording
Vector x(n);
size_t j;
for(j = 0; j < n; j++)
x[j] = Value(X[j]);
double r = eps99;
double a = eps99;
ok &= FunCheck(f, g, x, a, r);
// function values should not agree when the independent variable// values are the negative of values during recordingfor(j = 0; j < n; j++)
x[j] = - Value(X[j]);
ok &= ! FunCheck(f, g, x, a, r);
// re-tape to obtain the new AD of double operation sequencefor(j = 0; j < n; j++)
X[j] = x[j];
Independent(X);
Y = G(X);
// stop tape and store operation sequence in f : X -> Y
f.Dependent(X, Y);
ok &= (f.size_order() == 0); // no implicit forward with this x// function values should agree now
ok &= FunCheck(f, g, x, a, r);
return ok;
}
} // End empty namespace# include <vector>
# include <valarray>
bool FunCheck(void)
{ bool ok = true;
typedef CppAD::vector<double> Vector1;
typedef CppAD::vector< CppAD::AD<double> > ADVector1;
typedef std::vector<double> Vector2;
typedef std::vector< CppAD::AD<double> > ADVector2;
typedef std::valarray<double> Vector3;
typedef std::valarray< CppAD::AD<double> > ADVector3;
// Run with Vector and ADVector equal to three different cases// all of which are Simple Vectors with elements of type// double and AD<double> respectively.
ok &= FunCheckCases< Vector1, ADVector2 >();
ok &= FunCheckCases< Vector2, ADVector3 >();
ok &= FunCheckCases< Vector3, ADVector1 >();
return ok;
}