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/*----------------------------------------------------------------------------
ADOL-C -- Automatic Differentiation by Overloading in C++
File: jacpatexam.cpp
Revision: $Id: jacpatexam.cpp 299 2012-03-21 16:08:40Z kulshres $
Contents: example for computation of jacobian sparsity pattern
Copyright (c) Andrea Walther, Andreas Griewank, Andreas Kowarz,
Hristo Mitev, Sebastian Schlenkrich, Jean Utke, Olaf Vogel
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.
---------------------------------------------------------------------------*/
/****************************************************************************/
/* INCLUDES */
#include <adolc/adolc.h>
#include <adolc/adolc_sparse.h>
#include "../clock/myclock.h"
#include <string.h>
#include <math.h>
#include <iostream>
using namespace std;
/****************************************************************************/
/* DEFINES */
#define TAG 11
/****************************************************************************/
/* EVALUATION FUNCTIONS */
/*--------------------------------------------------------------------------*/
const unsigned int N = 5, M = 6;
void eval_small(short tag, double *xp, double *yp) {
unsigned int i,j;
trace_on(tag);
adouble *x,*y;
x = new adouble[N];
y = new adouble[M];
for (i=0;i<N;i++)
x[i] <<= xp[i];
int PD1B = __LINE__;
y[0] = pow(x[0],1) + pow(x[1],2) + pow(x[2],3);
y[1] = x[0] * x[1] / x[2];
y[2] = asin(x[3]*0.1);
y[3] = sqrt(x[0]) + sqrt(x[1]) + sqrt(x[2]) + sqrt(x[3]) + sqrt(x[4]);
y[4] = log(x[3]) + exp(x[4]);
y[5] = cos(x[3]) - sin(x[4]);
int PD1E = __LINE__;
for (j=0;j<M;j++)
y[j] >>= yp[j];
delete []x;
delete []y;
trace_off(1); // force a numbered tape file to be written
cout << "\nproblem definition in "<<__FILE__<<", lines "<<PD1B<<" - "<<PD1E<<"\n";
}
/*--------------------------------------------------------------------------*/
const unsigned int NM = 961; // PQ_STRIPMINE_MAX * 8*sizeof(unsigned long int) + 1
void eval_arrow_like_matrix(short tag, double *xp, double *yp) {
unsigned int i,j;
trace_on(tag);
adouble *x,*y;
x = new adouble[NM];
y = new adouble[NM];
for (i=0;i<NM;i++)
x[i] <<= xp[i];
int PD2B = __LINE__;
for (i=0;i<NM;i++) {
/* dense diagonal and dense last column*/
y[i] = cos(x[i]) + sin(x[NM-1]);
}
for (i=0;i<NM;i++)
/* dense last row */
y[NM-1] += sin(x[i]);
int PD2E = __LINE__;
for (j=0;j<NM;j++)
y[j] >>= yp[j];
delete []x;
delete []y;
trace_off(1); // force a numbered tape file to be written
cout << "\nproblem definition in "<<__FILE__<<", lines "<<PD2B<<" - "<<PD2E<<"\n";
}
/****************************************************************************/
/* MAIN PROGRAM */
int main(void) {
short tag;
int ret_c = -1, choice;
int oper, op_buf_size, loc_buf_size, con_buf_size, maxlive, deaths;
unsigned int depen, indep;
size_t tape_stats[STAT_SIZE];
unsigned int i, j, minnz, maxnz, nz, nzref, nz_rel;
double z1, z2, t0, t1, t2, t3, t4, t5, t6=0.0, t7=0.0;
char outp, full_jac;
int precision, width;
/*--------------------------------------------------------------------------*/
/* variables needed for the Jacobian pattern exploration */
unsigned int **jacpat=NULL; // compressed row storage
double *base, *value;
double basepoint ;
int ctrl[3];
cout << "----------------------------------------------------------------\n";
cout << "\n Jacobian Pattern Example\n\n";
cout << "Tape identification tag ( [-4..-1] for standart examples ) : ?\b" ;
cin >> choice ;
cout << "\n\nOutput Jacobian pattern? (y/n) ?\b";
cin >> outp;
cout << "\n\nCompare with the full Jacobian calculation? (y/n) ?\b";
cin >> full_jac;
if (( full_jac == 'y' ) || ( full_jac == 'Y'))
full_jac = 1;
else
full_jac = 0;
cout << "----------------------------------------------------------------\n";
/*--------------------------------------------------------------------------*/
if ( choice < 0 ) // Take function in the "eval(...)" routines -------------
{
if ( choice > -4 ) {
base = new double[N];
for (i=0;i<N;i++)
base[i] = i+1;
value = new double[M];
tag = TAG;
eval_small(tag, base, value);
cout << "\n\nCreated ADOL-C tape with identification tag " << tag << ".\n\n";
cout.flush();
} else // ( choice == -4 ) -----------------------------------------------
{
base = new double[NM];
for (i=0;i<NM;i++)
base[i] = i;
value = new double[NM];
tag = TAG;
eval_arrow_like_matrix(tag, base, value);
cout << "\n\nCreated ADOL-C tape with identification tag " << tag << ".\n\n";
cout.flush();
}
tapestats(tag,tape_stats); /* Reading of tape statistics */
indep = tape_stats[NUM_INDEPENDENTS];
depen = tape_stats[NUM_DEPENDENTS];
op_buf_size = tape_stats[OP_BUFFER_SIZE];
loc_buf_size = tape_stats[OP_BUFFER_SIZE];
con_buf_size = tape_stats[OP_BUFFER_SIZE];
oper = tape_stats[NUM_OPERATIONS];
deaths = tape_stats[TAY_STACK_SIZE];
maxlive = tape_stats[NUM_MAX_LIVES];
cout<<"\nTape " << tag << ": \n";
cout<<" independents "<<indep<<"\n";
cout<<" dependents "<<depen<<"\n";
cout<<" operations "<<oper<<"\n";
cout<<" operations buffer size "<<op_buf_size<<"\n";
cout<<" locations buffer size "<<loc_buf_size<<"\n";
cout<<" constants buffer size "<<con_buf_size<<"\n";
cout<<" maxlive "<<maxlive<<"\n";
cout<<" valstack size "<<deaths<<"\n";
cout<<"\n";
} else // ( choice >= 0 ) : Take a written tape ------------------------------
{
tag = choice;
cout << "\nproblem definition in tape "<<tag<<"\n";
tapestats(tag,tape_stats);
indep = tape_stats[NUM_INDEPENDENTS];
depen = tape_stats[NUM_DEPENDENTS];
op_buf_size = tape_stats[OP_BUFFER_SIZE];
loc_buf_size = tape_stats[OP_BUFFER_SIZE];
con_buf_size = tape_stats[OP_BUFFER_SIZE];
oper = tape_stats[NUM_OPERATIONS];
deaths = tape_stats[TAY_STACK_SIZE];
maxlive = tape_stats[NUM_MAX_LIVES];
cout<<"\nTape " << tag << ": \n";
cout<<" independents "<<indep<<"\n";
cout<<" dependents "<<depen<<"\n";
cout<<" operations "<<oper<<"\n";
cout<<" operations buffer size "<<op_buf_size<<"\n";
cout<<" locations buffer size "<<loc_buf_size<<"\n";
cout<<" constants buffer size "<<con_buf_size<<"\n";
cout<<" maxlive "<<maxlive<<"\n";
cout<<" valstack size "<<deaths<<"\n";
cout << "\n\nbasepoint[0.."<< indep <<"] = ?\b";
cin >> basepoint;
base = new double[indep];
value = new double[depen];
for (i=0;i<indep;i++)
base[i] = basepoint;
}
tape_doc(tag,depen,indep,base,value); // write a tape into a tex-file
/*--------------------------------------------------------------------------*/
/* Jacobian pattern by index domains, safe */
cout << "\nJacobian Pattern by index domain propagation, safe ...\n";
jacpat = new unsigned int* [depen];
ctrl[0] = 0; // index domain propagation
ctrl[1] = 0; // automatic mode choice (ignored here)
ctrl[2] = 0; // safe
z1 = myclock() ;
ret_c = jac_pat( tag, depen, indep, base, jacpat, ctrl);
z2 = myclock() ;
if (( outp == 'y' ) || ( outp == 'Y')) {
for (i=0;i<depen;i++) {
cout <<"depen["<< i <<"], "<< jacpat[i][0] <<" non-zero entries :\n";
for (j=1;j<=jacpat[i][0];j++)
cout << jacpat[i][j] <<" ";
cout <<"\n";
}
cout.flush();
}
t0 = z2 - z1;
nz = 0;
minnz = indep;
maxnz = 0;
for (i=0;i<depen;i++) {
nz += jacpat[i][0];
if ( jacpat[i][0] < minnz )
minnz = jacpat[i][0];
if ( jacpat[i][0] > maxnz )
maxnz = jacpat[i][0];
}
nz_rel = (int) ceil (100*nz / ((double)depen*indep));
cout << nz << " non-zero Jacobian elements of total " << depen*indep << " elements <= " << nz_rel << "%\n";
cout << "min " << minnz << " non-zeros per row; max " << maxnz << " non-zeros per row;\n";
nzref = nz;
for (i=0;i<depen;i++)
myfree1_uint(jacpat[i]);
delete[] jacpat;
jacpat=NULL;
/*--------------------------------------------------------------------------*/
/* Jacobian pattern by index domains, tight */
cout << "\nJacobian Pattern by index domain propagation, tight ...\n";
jacpat = new unsigned int* [depen];
ctrl[0] = 0; // index domain propagation
ctrl[1] = 1; // forward (ignored here)
ctrl[2] = 1; // tight
z1 = myclock() ;
ret_c = jac_pat( tag, depen, indep, base, jacpat, ctrl);
z2 = myclock() ;
if (( outp == 'y' ) || ( outp == 'Y')) {
for (i=0;i<depen;i++) {
cout <<"depen["<< i <<"], "<< jacpat[i][0] <<" non-zero entries :\n";
for (j=1;j<=jacpat[i][0];j++)
cout << jacpat[i][j] <<" ";
cout <<"\n";
}
cout.flush();
}
t1 = z2 - z1;
nz = 0;
minnz = indep;
maxnz = 0;
for (i=0;i<depen;i++) {
nz += jacpat[i][0];
if ( jacpat[i][0] < minnz )
minnz = jacpat[i][0];
if ( jacpat[i][0] > maxnz )
maxnz = jacpat[i][0];
}
nz_rel = (int) ceil (100*nz / ((double)depen*indep));
cout << nz << " non-zero Jacobian elements of total " << depen*indep << " elements <= " << nz_rel << "%\n";
cout << "min " << minnz << " non-zeros per row; max " << maxnz << " non-zeros per row;\n";
if ( nz != nzref )
cout << "\n\n!!! This method found a different number of non-zeros !!!\n\n";
cout << "\n\n\n";
for (i=0;i<depen;i++)
myfree1_uint(jacpat[i]);
delete[] jacpat;
jacpat=NULL;
/*--------------------------------------------------------------------------*/
/* Jacobian pattern by bit pattern, forward, tight */
cout << "\nJacobian Pattern by bit pattern propagation, forward, tight ...\n";
jacpat = new unsigned int* [depen];
ctrl[0] = 1; // bit pattern propagation
ctrl[0] = 1; // forward
ctrl[1] = 1; // tight
z1 = myclock() ;
ret_c = jac_pat( tag, depen, indep, base, jacpat, ctrl);
z2 = myclock() ;
if (( outp == 'y' ) || ( outp == 'Y')) {
for (i=0;i<depen;i++) {
cout <<"depen["<< i <<"], "<< jacpat[i][0] <<" non-zero entries :\n";
for (j=1;j<=jacpat[i][0];j++)
cout << jacpat[i][j] <<" ";
cout <<"\n";
}
cout.flush();
}
t2 = z2 - z1;
nz = 0;
minnz = indep;
maxnz = 0;
for (i=0;i<depen;i++) {
nz += jacpat[i][0];
if ( jacpat[i][0] < minnz )
minnz = jacpat[i][0];
if ( jacpat[i][0] > maxnz )
maxnz = jacpat[i][0];
}
nz_rel = (int) ceil (100*nz / ((double)depen*indep));
cout << nz << " non-zero Jacobian elements of total " << depen*indep << " elements <= " << nz_rel << "%\n";
cout << "min " << minnz << " non-zeros per row; max " << maxnz << " non-zeros per row;\n";
if ( nz != nzref )
cout << "\n\n!!! This method found a different number of non-zeros !!!\n\n";
for (i=0;i<depen;i++)
myfree1_uint(jacpat[i]);
delete[] jacpat;
jacpat=NULL;
/*--------------------------------------------------------------------------*/
/* Jacobian pattern by bit pattern, forward, safe */
cout << "\nJacobian Pattern by bit pattern propagation, forward, safe ...\n";
jacpat = new unsigned int* [depen];
ctrl[0] = 1; // bit pattern propagation
ctrl[1] = 1; // forward
ctrl[2] = 0; // safe
z1 = myclock() ;
ret_c = jac_pat( tag, depen, indep, base, jacpat, ctrl);
z2 = myclock() ;
if (( outp == 'y' ) || ( outp == 'Y')) {
for (i=0;i<depen;i++) {
cout <<"depen["<< i <<"], "<< jacpat[i][0] <<" non-zero entries :\n";
for (j=1;j<=jacpat[i][0];j++)
cout << jacpat[i][j] <<" ";
cout <<"\n";
}
cout.flush();
}
t3 = z2 - z1;
nz = 0;
minnz = indep;
maxnz = 0;
for (i=0;i<depen;i++) {
nz += jacpat[i][0];
if ( jacpat[i][0] < minnz )
minnz = jacpat[i][0];
if ( jacpat[i][0] > maxnz )
maxnz = jacpat[i][0];
}
nz_rel = (int) ceil (100*nz / ((double)depen*indep));
cout << nz << " non-zero Jacobian elements of total " << depen*indep << " elements <= " << nz_rel << "%\n";
cout << "min " << minnz << " non-zeros per row; max " << maxnz << " non-zeros per row;\n";
if ( nz != nzref )
cout << "\n\n!!! This method found a different number of non-zeros !!!\n\n";
cout << "\n\n\n";
for (i=0;i<depen;i++)
myfree1_uint(jacpat[i]);
delete[] jacpat;
jacpat=NULL;
/*--------------------------------------------------------------------------*/
/* Jacobian pattern by bit pattern, reverse, tight */
cout << "\nJacobian Pattern by bit pattern propagation, reverse, tight ...\n";
jacpat = new unsigned int* [depen];
ctrl[0] = 1; // bit pattern propagation
ctrl[1] = 2; // reverse
ctrl[2] = 1; // tight
z1 = myclock() ;
ret_c = jac_pat( tag, depen, indep, base, jacpat, ctrl);
z2 = myclock() ;
if (( outp == 'y' ) || ( outp == 'Y')) {
for (i=0;i<depen;i++) {
cout <<"depen.["<< i <<"], "<< jacpat[i][0] <<" non-zero entries :\n";
for (j=1;j<=jacpat[i][0];j++)
cout << jacpat[i][j] <<" ";
cout <<"\n";
}
cout.flush();
}
t4 = z2 - z1;
nz = 0;
minnz = indep;
maxnz = 0;
for (i=0;i<depen;i++) {
nz += jacpat[i][0];
if ( jacpat[i][0] < minnz )
minnz = jacpat[i][0];
if ( jacpat[i][0] > maxnz )
maxnz = jacpat[i][0];
}
nz_rel = (int) ceil (100*nz / ((double)depen*indep));
cout << nz << " non-zero Jacobian elements of total " << depen*indep << " elements <= " << nz_rel << "%\n";
cout << "min " << minnz << " non-zeros per row; max " << maxnz << " non-zeros per row;\n";
if ( nz != nzref )
cout << "\n\n!!! This method found a different number of non-zeros !!!\n\n";
for (i=0;i<depen;i++)
myfree1_uint(jacpat[i]);
delete[] jacpat;
jacpat=NULL;
/*--------------------------------------------------------------------------*/
/* Jacobian pattern by bit pattern, reverse, safe */
cout << "\nJacobian Pattern by bit pattern propagation, reverse, safe ...\n";
jacpat = new unsigned int* [depen];
ctrl[0] = 1; // bit pattern propagation
ctrl[1] = 2; // reverse
ctrl[2] = 0; // safe
z1 = myclock() ;
ret_c = jac_pat( tag, depen, indep, base, jacpat, ctrl);
z2 = myclock() ;
if (( outp == 'y' ) || ( outp == 'Y')) {
for (i=0;i<depen;i++) {
cout <<"depen.["<< i <<"], "<< jacpat[i][0] <<" non-zero entries :\n";
for (j=1;j<=jacpat[i][0];j++)
cout << jacpat[i][j] <<" ";
cout <<"\n";
}
cout.flush();
}
t5 = z2 - z1;
nz = 0;
minnz = indep;
maxnz = 0;
for (i=0;i<depen;i++) {
nz += jacpat[i][0];
if ( jacpat[i][0] < minnz )
minnz = jacpat[i][0];
if ( jacpat[i][0] > maxnz )
maxnz = jacpat[i][0];
}
nz_rel = (int) ceil (100*nz / ((double)depen*indep));
cout << nz << " non-zero Jacobian elements of total " << depen*indep << " elements <= " << nz_rel << "%\n";
cout << "min " << minnz << " non-zeros per row; max " << maxnz << " non-zeros per row;\n";
if ( nz != nzref )
cout << "\n\n!!! This method found a different number of non-zeros !!!\n\n";
cout << "\n\n\n";
for (i=0;i<depen;i++)
myfree1_uint(jacpat[i]);
delete[] jacpat;
jacpat=NULL;
/* full Jacobian evaluation -----------------------------------------------*/
if ( full_jac ) {
/*---------------------------------------------------------------------*/
/* variables needed for the evaluation routines */
double **Jac = new double*[depen];
for (i=0;i<depen;i++)
Jac[i] = new double[indep];
double **I = new double*[indep];
for (i=0;i<indep;i++) {
I[i] = new double[indep];
for (j=0;j<indep;j++)
I[i][j] = 0.0;
I[i][i] = 1.0;
}
/*---------------------------------------------------------------------*/
/* full Jacobian evaluation by forward, no strip-mining */
cout << "\nFull Jacobian evaluation by forward(..), no \"strip-mining\" ...\n";
z1 = myclock() ;
forward( tag, depen, indep, indep, base, I, value, Jac);
z2 = myclock() ;
t6 = z2 - z1;
/*---------------------------------------------------------------------*/
/* full Jacobian evaluation by the jacobian driver, no strip-mining */
cout << "\nFull Jacobian evaluation by the jacobian driver, no \"strip-mining\" ...\n";
z1 = myclock() ;
jacobian( tag, depen, indep, base, Jac);
z2 = myclock() ;
t7 = z2 - z1;
}
/*--------------------------------------------------------------------------*/
/* output of timings */
width = 8;
precision = 2;
cout.setf(ios::fixed,ios::floatfield);
cout.setf(ios::right,ios::adjustfield);
cout.precision(precision);
cout << "\n\n----------------------------------------------------------------\n";
cout << "\n\nTime to explore the Jacobian Pattern by :\n\n";
cout << " index domain propagation, safe : ";
cout.width(width);
cout << t0 << " sec.\n";
cout << " index domain propagation, tight : ";
cout.width(width);
cout << t1 << " sec.\n";
cout << " bit pattern propagation, forward, tight : ";
cout.width(width);
cout << t2 << " sec.\n";
cout << " index domain propagation, forward, safe : ";
cout.width(width);
cout << t3 << " sec.\n";
cout << " bit pattern propagation, reverse, tight : ";
cout.width(width);
cout << t4 << " sec.\n";
cout << " bit pattern propagation, reverse, safe : ";
cout.width(width);
cout << t5 << " sec.\n\n";
if ( full_jac ) {
cout << " full Jacobian evaluation, forward : ";
cout.width(width);
cout << t6 << " sec.\n";
cout << " full Jacobian evaluation, jacobian : ";
cout.width(width);
cout << t7 << " sec.\n";
}
if ( ! ( t0 && t1 && t2 && t3 && t4 && t5 ) )
cout <<"\n! Zero timing due to low problem dimension.\n";
cout <<"\nOK, done.\n";
cout.flush();
return 1;
}
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