File: scalexam.C

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/*
   --------------------------------------------------------------
   File scalexam.C of ADOL-C version 1.8.0        as of Dec/01/98
   --------------------------------------------------------------
   This program can be used to verify the consistency and 
   correctness of derivatives computed by ADOL-C in its forward 
   and reverse mode.  
   The use is required to selct one integer input id. 
   For positive n = id the monomial x^n is evaluated recursively 
   at x=0.5 and all its nonzero Taylor coeffcients at this point 
   are evaluated in the forward and reverse mode. 
   A negative choice of id >= -9 leads to one of nine
   identities, whose derivatives should be trivial. These identities
   may be used to check the correctness of particular code segments
   in the ADOL-C sources uni5_.c and *o_rev.c. No timings are
   performed in this example program.
   
   Last changes:
     981201  olvo: new headers
     980821  olvo: this is the old version 1.7

   --------------------------------------------------------------
*/

/****************************************************************************/
/*                                                                 INCLUDES */
#include "adouble.h"    // These includes provide the compiler with
#include "interfaces.h" // definitions and utilities for `adoubles'.

#include <math.h>


/****************************************************************************/
/*                                                                    POWER */
/* The monomial evaluation routine which has been obtained from
   the original version by retyping all `doubles' as `adoubles' */
adouble power( adouble x, int n )
{ adouble z = 1;
  if (n > 0)
  { int nh =n/2;
    z = power(x,nh);
    z *= z;
    if (2*nh != n) 
      z *= x;
    return z;
  }
  else
    if (n == 0) 
      return z;
    else 
      return 1.0/power(x,-n);
}


/****************************************************************************/
/*                                                                     MAIN */
int main() 
{ int n, i, id;
  int tag = 0;
/*--------------------------------------------------------------------------*/
  fprintf(stdout,"SCALEXAM (ADOL-C Example)\n\n");
  fprintf(stdout,"problem number(-1 .. -10) / degree of monomial =? \n");
  scanf("%d",&id);
  n = id >0 ? id : 3;

  double *xp,*yp;
  xp = new double[n+4];
  yp = new double[n+4];
  yp[0] = 0;
  xp[0] = 0.5;
  xp[1] = 1.0;
  
/*--------------------------------------------------------------------------*/
  int dum = 1; 
  trace_on(tag,dum);   // Begin taping all calculations with 'adoubles'
  adouble y,x; 
  x <<= xp[0];
  if (id >= 0)
  { fprintf(stdout,"Evaluate and differentiate recursive power routine \n");
    y = power(x,n);
  }
  else
  { fprintf(stdout,
            "Check Operations and Functions by Algebraic Identities \n");
    double pi = 2*asin(1.0);
    switch (id) {
      case -1 : 
	 fprintf(stdout,
                 "Addition/Subtraction: y = x + x - (2.0/3)*x - x/3 \n");
	 y =  x + x - (2.0/3)*x - x/3 ;
	 break;
      case -2 : 
         fprintf(stdout,"Multiplication/divison:  y = x*x/x \n");
         y = x*x/x;
	 break;
      case -3 :
	 fprintf(stdout,"Square root and power: y = sqrt(pow(x,2)) \n"); 
	 y = sqrt(pow(x,2));
	 break;
      case -4 :
	 fprintf(stdout,"Exponential and log: y = exp(log(log(exp(x)))) \n");
	 y = exp(log(log(exp(x))));
	 break;
      case -5 :
	 fprintf(stdout,"Trig identity: y = x + sin(2*x)-2*cos(x)*sin(x) \n");
	 y =  x + sin(2.0*x)-2.0*cos(x)*sin(x);
	 break;
      case -6 :
         fprintf(stdout,"Check out quadrature macro \n");
	 y = exp(myquad(myquad(exp(x))));
	 break;
      case -7 :
	 fprintf(stdout,"Arcsin: y = sin(asin(acos(cos(x)))) \n");
	 y = sin(asin(acos(cos(x))));
	 break;
      case -8 :
	 fprintf(stdout,
                 "Hyperbolic tangent: y = x + tanh(x)-sinh(x)/cosh(x) \n");
	 y = x + tanh(x)-sinh(x)/cosh(x) ;
	 break;
      case -9 :
	 fprintf(stdout,"Absolute value: y = x + fabs(x) - fabs(-x) \n");
	 y = x + fabs(-x) - fabs(x);
         break;
      case -10 :
	 fprintf(stdout,"atan2: y = atan2(sin(x-0.5+pi),cos(x-0.5+pi)) \n");
	 y = atan2(sin(x),cos(x));
         break;
      default : fprintf(stdout," Please select problem number >= -10 \n");
		exit(-1);
    }
  }
  y >>= yp[0];
  trace_off();  // The (partial) execution trace is completed.

/*--------------------------------------------------------------------------*/
  if( id < 0 )
    fprintf(stdout,"Round-off error: %14.6le\n",value(y-x));

/*--------------------------------------------------------------------------*/
  int tape_stats[11];
  tapestats(tag,tape_stats);                  /* Reading of tape statistics */
  
  fprintf(stdout,"\n    independents   %d\n",tape_stats[0]);
  fprintf(stdout,"    dependents     %d\n",tape_stats[1]);
  fprintf(stdout,"    operations     %d\n",tape_stats[5]);
  fprintf(stdout,"    buffer size    %d\n",tape_stats[4]);
  fprintf(stdout,"    maxlive        %d\n",tape_stats[2]);
  fprintf(stdout,"    valstack size  %d\n\n",tape_stats[3]);

/*--------------------------------------------------------------------------*/
  double *res;
  res = new double[n+2];
  double u[1]; 
  u[0] = 1;
  fprintf(stdout,
          "\nThe two Taylor coefficients in each row should agree\n\n");

  double ***V = (double***)new double**[1];
  V[0] = new double*[1];
  V[0][0] = new double[n+2];
  double **U = new double*[1]; 
  U[0] = new double[1];
  U[0][0] = 1;
  double** xpoint = &xp;
  double** ypoint = &yp;
  double** respoint = &res;

  // tape_doc(tag,depen,indep,*xpoint,*respoint);

  fprintf(stdout," \n \t   forward  \t    reverse  \n");
  for (i=0; i < n+2; i++)
  { xp[i+2]=0;    
    forward(tag,1,1,i,i+1,xpoint,respoint);
    fprintf(stdout,"%d\t%14.6le\t\t%14.6le\n",i,res[i],yp[i]);
    reverse(tag,1,1,i,u,ypoint); // call higher order scalar reverse
    reverse(tag,1,1,i,1,U,V);
    yp[i+1] = yp[i]/(i+1);
    if (V[0][0][i] != yp[i])
      fprintf(stdout,"%d-th component in error %14.6le\n",i,V[0][0][i]-yp[i]);
  }
  cout << "\nWhen n<0 all rows except the first two should vanish \n";

  return 1;
}