@(@\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
.
First Order Reverse Mode: Example and Test
# include <cppad/cppad.hpp>
namespace { // ----------------------------------------------------------// define the template function reverse_one_cases<Vector> in empty namespacetemplate <class Vector>
bool reverse_one_cases(void)
{ bool ok = true;
using CppAD::AD;
using CppAD::NearEqual;
double eps99 = 99.0 * std::numeric_limits<double>::epsilon();
// 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 = 1;
CPPAD_TESTVECTOR(AD<double>) ay(m);
ay[0] = ax[0] * ax[0] * ax[1];
// create f : x -> y and stop recording
CppAD::ADFun<double> f(ax, ay);
// use first order reverse mode to evaluate derivative of y[0]// and use the values in x for the independent variables.CPPAD_TESTVECTOR(double) w(m), dw(n);
w[0] = 1.;
dw = f.Reverse(1, w);
ok &= NearEqual(dw[0] , 2.*ax[0]*ax[1], eps99, eps99);
ok &= NearEqual(dw[1] , ax[0]*ax[0], eps99, eps99);
// use zero order forward mode to evaluate y at x = (3, 4)// and use the template parameter Vector for the vector type
Vector x(n), y(m);
x[0] = 3.;
x[1] = 4.;
y = f.Forward(0, x);
ok &= NearEqual(y[0] , x[0]*x[0]*x[1], eps99, eps99);
// use first order reverse mode to evaluate derivative of y[0]// and using the values in x for the independent variables.
w[0] = 1.;
dw = f.Reverse(1, w);
ok &= NearEqual(dw[0] , 2.*x[0]*x[1], eps99, eps99);
ok &= NearEqual(dw[1] , x[0]*x[0], eps99, eps99);
return ok;
}
} // End empty namespace# include <vector>
# include <valarray>
bool reverse_one(void)
{ bool ok = true;
// Run with Vector equal to three different cases// all of which are Simple Vectors with elements of type double.
ok &= reverse_one_cases< CppAD::vector <double> >();
ok &= reverse_one_cases< std::vector <double> >();
ok &= reverse_one_cases< std::valarray <double> >();
return ok;
}