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/*----------------------------------------------------------------------------
ADOL-C -- Automatic Differentiation by Overloading in C++
File: checkpointing.cpp
Revision: $Id: checkpointing.cpp 171 2010-10-04 13:57:19Z kulshres $
Contents: example for checkpointing
Copyright (c) Andrea Walther
This file is part of ADOL-C. This software is provided as open source.
Any use, reproduction, or distribution of the software constitutes
recipient's acceptance of the terms of the accompanying license file.
---------------------------------------------------------------------------*/
#include <math.h>
#include <adolc/adolc.h>
#define h 0.01
#define steps 100
// time step function
// double version
int euler_step(int n, double *y);
// adouble version
int euler_step_act(int n, adouble *y);
int tag_full, tag_part, tag_check;
int main()
{
// time interval
double t0, tf;
// state, double and adouble version
adouble y[2];
int n;
// control, double and adouble version
adouble con[2];
double conp[2];
// target value;
double f;
//variables for derivative caluclation
double grad[2];
int i;
// tape identifiers
tag_full = 1;
tag_part = 2;
tag_check = 3;
// two input and output variables for checkpointing function
n = 2;
// time interval
t0 = 0.0;
tf = 1.0;
//control
conp[0] = 1.0;
conp[1] = 1.0;
// basis variant: full taping of time step loop
trace_on(tag_full);
con[0] <<= conp[0];
con[1] <<= conp[1];
y[0] = con[0];
y[1] = con[1];
for(i=0;i<steps;i++)
{
euler_step_act(n,y);
}
y[0] + y[1] >>= f;
trace_off(1);
gradient(tag_full,2,conp,grad);
printf(" full taping:\n gradient=( %f, %f)\n\n",grad[0],grad[1]);
// Now using checkpointing facilities
// define checkpointing procedure
// generate checkpointing context => define active variante of the time step
CP_Context cpc(euler_step_act);
// double variante of the time step function
cpc.setDoubleFct(euler_step);
// number of time steps to perform
cpc.setNumberOfSteps(steps);
// number of checkpoint
cpc.setNumberOfCheckpoints(5);
// dimension of input/output
cpc.setDimensionXY(n);
// input vector
cpc.setInput(y);
// output vector
cpc.setOutput(y);
// tape number for checkpointing
cpc.setTapeNumber(tag_check);
// always retape or not ?
cpc.setAlwaysRetaping(false);
trace_on(tag_part);
con[0] <<= conp[0];
con[1] <<= conp[1];
y[0] = con[0];
y[1] = con[1];
cpc.checkpointing();
y[0] + y[1] >>= f;
trace_off(1);
gradient(tag_part,2,conp,grad);
printf(" taping with checkpointing facility:\n gradient=( %f, %f)\n\n",grad[0],grad[1]);
return 0;
}
int euler_step(int n, double *y)
{
// Euler step, double version
y[0] = y[0]+h*y[0];
y[1] = y[1]+h*2*y[1];
return 1;
}
int euler_step_act(int n, adouble *y)
{
// Euler step, adouble version
y[0] = y[0]+h*y[0];
y[1] = y[1]+h*2*y[1];
return 1;
}
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