1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
|
/*----------------------------------------------------------------------------
ADOL-C -- Automatic Differentiation by Overloading in C++
File: edfootest.cpp
Revision: $Id$
Contents: example for external differentiated functions
Copyright (c) Kshitij Kulshreshtha
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>
#include <adolc/edfclasses.h>
#define h 0.01
#define steps 100
using namespace std;
class euler_step_edf : public EDFobject {
protected:
short tag_ext_fct;
public:
euler_step_edf(short tag) : tag_ext_fct(tag), EDFobject() {}
virtual ~euler_step_edf() {}
virtual int function(int n, double *yin, int m, double *yout) {
// Euler step, double version
yout[0] = yin[0]+h*yin[0];
yout[1] = yin[1]+h*2*yin[1];
return 1;
}
virtual int zos_forward(int n, double *yin, int m, double *yout) {
int rc;
set_nested_ctx(tag_ext_fct,true);
rc = ::zos_forward(tag_ext_fct, 2, 2, 0, yin, yout);
set_nested_ctx(tag_ext_fct,false);
return rc;
}
virtual int fos_forward(int n, double *yin, double *yindot, int m, double *yout, double *youtdot) {
int rc;
set_nested_ctx(tag_ext_fct,true);
rc = ::fos_forward(tag_ext_fct, 2, 2, 0, yin, yindot, yout, youtdot);
set_nested_ctx(tag_ext_fct,false);
return rc;
}
virtual int fov_forward(int n, double *yin, int p, double **yindot, int m, double *yout, double **youtdot) {
int rc;
set_nested_ctx(tag_ext_fct,true);
rc = ::fov_forward(tag_ext_fct, 2, 2, p, yin, yindot, yout, youtdot);
set_nested_ctx(tag_ext_fct,false);
return rc;
}
virtual int fos_reverse(int n, double *u, int m, double *z, double */* unused */, double */*unused*/) {
int rc;
set_nested_ctx(tag_ext_fct,true);
::zos_forward(tag_ext_fct, 2, 2, 1, edf->dp_x, edf->dp_y);
rc = ::fos_reverse(tag_ext_fct, 2, 2, u, z);
set_nested_ctx(tag_ext_fct,false);
return rc;
}
virtual int fov_reverse(int n, int p, double **U, int m, double **Z, double */* unused */, double */*unused*/) {
int rc;
set_nested_ctx(tag_ext_fct,true);
::zos_forward(tag_ext_fct, 2, 2, 1, edf->dp_x, edf->dp_y);
rc = ::fov_reverse(tag_ext_fct, 2, 2, p, U, Z);
set_nested_ctx(tag_ext_fct,false);
return rc;
}
};
void euler_step_act(int n, adouble *yin, int m, adouble *yout)
{
// Euler step, adouble version
yout[0] = yin[0]+h*yin[0];
yout[1] = yin[1]+h*2*yin[1];
}
int main()
{
// time interval
double t0, tf;
// state, double and adouble version
adouble y[2];
adouble ynew[2];
int n, m;
// control, double and adouble version
adouble con[2];
double conp[2];
// target value;
double f;
//variables for derivative caluclation
double yp[2], ynewp[2];
double u[2], z[2];
double grad[2];
int i,j;
// tape identifiers
short tag_full = 1;
short tag_part = 2;
short tag_ext_fct = 3;
// two input variables for external differentiated function
n = 2;
// two output variables for external differentiated function
m = 2;
// time interval
t0 = 0.0;
tf = 1.0;
//control
conp[0] = 1.0;
conp[1] = 1.0;
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,m,ynew);
for(j=0;j<2;j++)
y[j] = ynew[j];
}
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 external function facilities
// tape external differentiated function
trace_on(tag_ext_fct);
y[0] <<= conp[0];
y[1] <<= conp[1];
euler_step_act(2,y,2,ynew);
ynew[0] >>= f;
ynew[1] >>= f;
trace_off(1);
euler_step_edf edf(tag_ext_fct);
trace_on(tag_part);
con[0] <<= conp[0];
con[1] <<= conp[1];
y[0] = con[0];
y[1] = con[1];
for(i=0;i<steps;i++)
{
edf.call(2, y, 2, ynew);
for(j=0;j<2;j++)
y[j] = ynew[j];
}
y[0] + y[1] >>= f;
trace_off(1);
gradient(tag_part,2,conp,grad);
printf(" taping with external function facility:\n gradient=( %f, %f)\n\n",grad[0],grad[1]);
return 0;
}
|
