![]() |
Prev | Next | multi_atomic_three_user |
atomic_user a_square_root
a_square_root(au, ay)
const ADvector& au
where
ADvector
is a
simple vector class
with elements
of type AD<double>
.
The size of
au
is three.
num_itr = size_t( Integer( au[0] ) )
for the number of Newton iterations in the computation of the square root
function. The component
au[0]
must be a
parameter
.
y_initial = au[1]
for the initial value of the Newton iterate.
y_squared = au[2]
for the value we are taking the square root of.
ADvector& ay
The size of
ay
is one and
ay[0]
is the square root of
y_squared
.
atomic_user
class.
// includes used by all source code in multi_atomic_three.cpp file # include <cppad/cppad.hpp> # include "multi_atomic_three.hpp" # include "team_thread.hpp" // namespace { using CppAD::thread_alloc; // multi-threading memory allocator using CppAD::vector; // uses thread_alloc typedef CppAD::ad_type_enum ad_type_enum; // constant, dynamic or variable class atomic_user : public CppAD::atomic_three<double> { public: // ctor atomic_user(void) : CppAD::atomic_three<double>("atomic_square_root") { } private: // for_type bool for_type( const vector<double>& parameter_u , const vector<ad_type_enum>& type_u , vector<ad_type_enum>& type_y ) override { bool ok = parameter_u.size() == 3; ok &= type_u.size() == 3; ok &= type_y.size() == 1; if( ! ok ) return false; ok &= type_u[0] < CppAD::variable_enum; if( ! ok ) return false; type_y[0] = std::max( type_u[0], type_u[1] ); type_y[0] = std::max( type_y[0], type_u[2] ); // return true; } // forward bool forward( const vector<double>& parameter_u , const vector<ad_type_enum>& type_u , size_t need_y , size_t order_low , size_t order_up , const vector<double>& taylor_u , vector<double>& taylor_y ) override { # ifndef NDEBUG size_t n = taylor_u.size() / (order_up + 1); size_t m = taylor_y.size() / (order_up + 1); assert( n == 3 ); assert( m == 1 ); # endif // only implementing zero order forward for this example if( order_up != 0 ) return false; // extract components of argument vector size_t num_itr = size_t( taylor_u[0] ); double y_initial = taylor_u[1]; double y_squared = taylor_u[2]; // Use Newton's method to solve f(y) = y^2 = y_squared double y_itr = y_initial; for(size_t itr = 0; itr < num_itr; itr++) { // solve (y - y_itr) * f'(y_itr) = y_squared - y_itr^2 double fp_itr = 2.0 * y_itr; y_itr = y_itr + (y_squared - y_itr * y_itr) / fp_itr; } // return the Newton approximation for f(y) = y_squared taylor_y[0] = y_itr; return true; } }; }