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
|
// SPDX-License-Identifier: EPL-2.0 OR GPL-2.0-or-later
// SPDX-FileCopyrightText: Bradley M. Bell <bradbell@seanet.com>
// SPDX-FileContributor: 2003-22 Bradley M. Bell
// ----------------------------------------------------------------------------
/*
{xrst_begin code_gen_fun_jac_as_fun.cpp}
Pass Jacobian as Code Gen Function: Example and Test
####################################################
{xrst_literal
// BEGIN C++
// END C++
}
{xrst_end code_gen_fun_jac_as_fun.cpp}
*/
// BEGIN C++
# include <cppad/example/code_gen_fun.hpp>
bool jac_as_fun(void)
{ bool ok = true;
//
typedef CppAD::cg::CG<double> c_double;
typedef CppAD::AD<c_double> ac_double;
//
typedef CppAD::vector<double> d_vector;
typedef CppAD::vector<ac_double> ac_vector;
//
double eps99 = 99.0 * std::numeric_limits<double>::epsilon();
// domain space vector
size_t n = 2;
ac_vector ac_x(n);
for(size_t j = 0; j < n; ++j)
ac_x[j] = 1.0 / double(j + 1);
// declare independent variables and start tape recording
CppAD::Independent(ac_x);
// range space vector
size_t m = 3;
ac_vector ac_y(m);
for(size_t i = 0; i < m; ++i)
ac_y[i] = double(i + 1) * sin( ac_x[i % n] );
// create f: x -> y and stop tape recording
CppAD::ADFun<c_double> c_f(ac_x, ac_y);
// create a version of f that evalutes using ac_double
CppAD::ADFun<ac_double, c_double> ac_f = c_f.base2ad();
// Independent varialbes while evaluating Jacobian
CppAD::Independent(ac_x);
// Evaluate the Jacobian using any CppAD method
// (for this example we just use the simpliest thing)
ac_vector ac_J = ac_f.Jacobian(ac_x);
// create g: x -> f'(x)
CppAD::ADFun<c_double> c_g(ac_x, ac_J);
// create compiled version of c_g
std::string file_name = "example_lib";
code_gen_fun g(file_name, c_g);
// evaluate the compiled jacobian
d_vector x(n), J(m * n);
for(size_t j = 0; j < n; ++j)
x[j] = 1.0 / double(j + 2);
J = g(x);
// check Jaociban values
for(size_t i = 0; i < m; ++i)
{ for(size_t j = 0; j < n; ++j)
{ double check = 0.0;
if( j == i % n )
check = double(i + 1) * cos( x[i % n] );
ok &= CppAD::NearEqual(J[i * n + j] , check, eps99, eps99);
}
}
return ok;
}
// END C++
|
