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This is cppad-20221105 documentation. Here is a link to its
current documentation
.
Reverse Mode Jacobian Sparsity: Example and Test
# include <cppad/cppad.hpp>
namespace { // -------------------------------------------------------------// define the template function BoolCases<Vector>template <class Vector> // vector class, elements of type bool
bool BoolCases(void)
{ bool ok = true;
using CppAD::AD;
// domain space vector
size_t n = 2;
CPPAD_TESTVECTOR(AD<double>) ax(n);
ax[0] = 0.;
ax[1] = 1.;
// declare independent variables and start recording
CppAD::Independent(ax);
// range space vector
size_t m = 3;
CPPAD_TESTVECTOR(AD<double>) ay(m);
ay[0] = ax[0];
ay[1] = ax[0] * ax[1];
ay[2] = ax[1];
// create f: x -> y and stop tape recording
CppAD::ADFun<double> f(ax, ay);
// sparsity pattern for the identity matrix
Vector r(m * m);
size_t i, j;
for(i = 0; i < m; i++)
{ for(j = 0; j < m; j++)
r[ i * m + j ] = (i == j);
}
// sparsity pattern for F'(x)
Vector s(m * n);
s = f.RevSparseJac(m, r);
// check values
ok &= (s[ 0 * n + 0 ] == true); // y[0] does depend on x[0]
ok &= (s[ 0 * n + 1 ] == false); // y[0] does not depend on x[1]
ok &= (s[ 1 * n + 0 ] == true); // y[1] does depend on x[0]
ok &= (s[ 1 * n + 1 ] == true); // y[1] does depend on x[1]
ok &= (s[ 2 * n + 0 ] == false); // y[2] does not depend on x[0]
ok &= (s[ 2 * n + 1 ] == true); // y[2] does depend on x[1]// sparsity pattern for F'(x)^T, note R is the identity, so R^T = R
bool transpose = true;
Vector st(n * m);
st = f.RevSparseJac(m, r, transpose);
// check values
ok &= (st[ 0 * m + 0 ] == true); // y[0] does depend on x[0]
ok &= (st[ 1 * m + 0 ] == false); // y[0] does not depend on x[1]
ok &= (st[ 0 * m + 1 ] == true); // y[1] does depend on x[0]
ok &= (st[ 1 * m + 1 ] == true); // y[1] does depend on x[1]
ok &= (st[ 0 * m + 2 ] == false); // y[2] does not depend on x[0]
ok &= (st[ 1 * m + 2 ] == true); // y[2] does depend on x[1]return ok;
}
// define the template function SetCases<Vector>template <class Vector> // vector class, elements of type std::set<size_t>
bool SetCases(void)
{ bool ok = true;
using CppAD::AD;
// domain space vector
size_t n = 2;
CPPAD_TESTVECTOR(AD<double>) ax(n);
ax[0] = 0.;
ax[1] = 1.;
// declare independent variables and start recording
CppAD::Independent(ax);
// range space vector
size_t m = 3;
CPPAD_TESTVECTOR(AD<double>) ay(m);
ay[0] = ax[0];
ay[1] = ax[0] * ax[1];
ay[2] = ax[1];
// create f: x -> y and stop tape recording
CppAD::ADFun<double> f(ax, ay);
// sparsity pattern for the identity matrix
Vector r(m);
size_t i;
for(i = 0; i < m; i++)
{ assert( r[i].empty() );
r[i].insert(i);
}
// sparsity pattern for F'(x)
Vector s(m);
s = f.RevSparseJac(m, r);
// check values
bool found;
// y[0] does depend on x[0]
found = s[0].find(0) != s[0].end(); ok &= (found == true);
// y[0] does not depend on x[1]
found = s[0].find(1) != s[0].end(); ok &= (found == false);
// y[1] does depend on x[0]
found = s[1].find(0) != s[1].end(); ok &= (found == true);
// y[1] does depend on x[1]
found = s[1].find(1) != s[1].end(); ok &= (found == true);
// y[2] does not depend on x[0]
found = s[2].find(0) != s[2].end(); ok &= (found == false);
// y[2] does depend on x[1]
found = s[2].find(1) != s[2].end(); ok &= (found == true);
// sparsity pattern for F'(x)^T
bool transpose = true;
Vector st(n);
st = f.RevSparseJac(m, r, transpose);
// y[0] does depend on x[0]
found = st[0].find(0) != st[0].end(); ok &= (found == true);
// y[0] does not depend on x[1]
found = st[1].find(0) != st[1].end(); ok &= (found == false);
// y[1] does depend on x[0]
found = st[0].find(1) != st[0].end(); ok &= (found == true);
// y[1] does depend on x[1]
found = st[1].find(1) != st[1].end(); ok &= (found == true);
// y[2] does not depend on x[0]
found = st[0].find(2) != st[0].end(); ok &= (found == false);
// y[2] does depend on x[1]
found = st[1].find(2) != st[1].end(); ok &= (found == true);
return ok;
}
} // End empty namespace# include <vector>
# include <valarray>
bool RevSparseJac(void)
{ bool ok = true;
// Run with Vector equal to four different cases// all of which are Simple Vectors with elements of type bool.
ok &= BoolCases< CppAD::vectorBool >();
ok &= BoolCases< CppAD::vector <bool> >();
ok &= BoolCases< std::vector <bool> >();
ok &= BoolCases< std::valarray <bool> >();
// Run with Vector equal to two different cases both of which are// Simple Vectors with elements of type std::set<size_t>typedef std::set<size_t> set;
ok &= SetCases< CppAD::vector <set> >();
ok &= SetCases< std::vector <set> >();
// Do not use valarray because its element access in the const case// returns a copy instead of a reference// ok &= SetCases< std::valarray <set> >();return ok;
}