|
Prev
| Next
|
|
|
|
|
|
new_dynamic.cpp |
Headings |
@(@\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
.
Dynamic Parameters: Example and Test
# include <limits>
# include <cppad/cppad.hpp>
bool new_dynamic(void)
{ bool ok = true;
using CppAD::AD;
using CppAD::NearEqual;
double eps = 10. * std::numeric_limits<double>::epsilon();
// independent dynamic parameter vector
size_t nd = 3;
CPPAD_TESTVECTOR(AD<double>) adynamic(nd);
adynamic[0] = 1.0;
adynamic[1] = 1.0;
adynamic[2] = 1.0;
// domain space vector
size_t nx = 2;
CPPAD_TESTVECTOR(AD<double>) ax(nx);
ax[0] = 0.;
ax[1] = 1.;
// declare independent variables, dynamic parammeters, starting recording
CppAD::Independent(ax, adynamic);
// create a dependent dynamic parameter
AD<double> adependent_dyn = adynamic[0] + 2.0;
// check that elements of adynamic are currently dynamic parameters
for(size_t j = 0; j < nd; ++j)
ok &= Dynamic( adynamic[j] );
ok &= Dynamic( adependent_dyn );
// range space vector
size_t ny = 1;
CPPAD_TESTVECTOR(AD<double>) ay(ny);
ay[0] = adependent_dyn + ax[0];
ay[0] *= adynamic[1] + ax[0];
ay[0] *= adynamic[2] + ax[1];
// create f: x -> y and stop tape recording
CppAD::ADFun<double> f(ax, ay);
// check the number of independent dynamic parameters in f
ok &= f.size_dyn_ind() == nd;
// total number of dynamic parameters in f
ok &= f.size_dyn_par() == nd + 1;
// check that these are no longer dynamic parameters
for(size_t j = 0; j < nd; ++j)
ok &= ! Dynamic( adynamic[j] );
ok &= ! Dynamic( adependent_dyn );
// zero order forward mode
CPPAD_TESTVECTOR(double) x(nx), y(ny);
x[0] = 3.;
x[1] = 4.;
y = f.Forward(0, x);
ok &= f.size_order() == 1;
double check;
check = Value( adynamic[0] ) + 2.0 + x[0];
check *= Value( adynamic[1] ) + x[0];
check *= Value( adynamic[2] ) + x[1];
ok &= NearEqual(y[0] , check, eps, eps);
// change the dynamic parameter values
CPPAD_TESTVECTOR(double) dynamic(nd);
dynamic[0] = 2.0;
dynamic[1] = 3.0;
dynamic[2] = 4.0;
f.new_dynamic(dynamic);
ok &= f.size_order() == 0;
//
y = f.Forward(0, x);
ok &= f.size_order() == 1;
check = dynamic[0] + 2.0 + x[0];
check *= dynamic[1] + x[0];
check *= dynamic[2] + x[1];
ok &= NearEqual(y[0] , check, eps, eps);
// use first order foward mode to compute partial of f w.r.t x[0]
CPPAD_TESTVECTOR(double) dx(nx), dy(ny);
dx[0] = 1.0;
dx[1] = 0.0;
dy = f.Forward(1, dx);
ok &= f.size_order() == 2;
check = (dynamic[2] + x[1])*(dynamic[0] + 2.0 + x[0] + dynamic[1] + x[0]);
ok &= NearEqual(dy[0] , check, eps, eps);
//
return ok;
}
Input File: example/general/new_dynamic.cpp