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// SPDX-License-Identifier: EPL-2.0 OR GPL-2.0-or-later
// SPDX-FileCopyrightText: Bradley M. Bell <bradbell@seanet.com>
// SPDX-FileContributor: 2003-24 Bradley M. Bell
// ----------------------------------------------------------------------------
/*
{xrst_begin atomic_four_norm_sq.cpp}
Atomic Euclidean Norm Squared: Example and Test
###############################################
Function
********
This example demonstrates using :ref:`atomic_four-name`
to define the operation
:math:`g : \B{R}^n \rightarrow \B{R}` where
.. math::
g(x) = x_0^2 + \cdots + x_{n-1}^2
Purpose
*******
This atomic function demonstrates the following cases:
#. an arbitrary number of arguments *n*
#. zero and first order forward mode.
#. first order derivatives using reverse mode.
Define Atomic Function
**********************
{xrst_literal
// BEGIN_DEFINE_ATOMIC_FUNCTION
// END_DEFINE_ATOMIC_FUNCTION
}
Use Atomic Function
*******************
{xrst_literal
// BEGIN_USE_ATOMIC_FUNCTION
// END_USE_ATOMIC_FUNCTION
}
{xrst_end atomic_four_norm_sq.cpp}
*/
# include <cppad/cppad.hpp>
// BEGIN_DEFINE_ATOMIC_FUNCTION
// empty namespace
namespace {
// BEGIN CONSTRUCTOR
class atomic_norm_sq : public CppAD::atomic_four<double> {
public:
atomic_norm_sq(const std::string& name) :
CppAD::atomic_four<double>(name)
{ }
// END CONSTRUCTOR
private:
// BEGIN FOR_TYPE
bool for_type(
size_t call_id ,
const CppAD::vector<CppAD::ad_type_enum>& type_x ,
CppAD::vector<CppAD::ad_type_enum>& type_y ) override
{ assert( call_id == 0 ); // default value
assert(type_y.size() == 1 ); // m
//
// type_y
size_t n = type_x.size();
type_y[0] = CppAD::constant_enum;
for(size_t j = 0; j < n; ++j)
type_y[0] = std::max(type_y[0], type_x[j]);
return true;
}
// END FOR_TYPE
// BEGIN FORWARD
bool forward(
size_t call_id ,
const CppAD::vector<bool>& select_y ,
size_t order_low ,
size_t order_up ,
const CppAD::vector<double>& tx ,
CppAD::vector<double>& ty ) override
{
size_t q = order_up + 1;
size_t n = tx.size() / q;
# ifndef NDEBUG
size_t m = ty.size() / q;
assert( call_id == 0 );
assert( m == 1 );
assert( m == select_y.size() );
# endif
// ok
bool ok = order_up <= 1 && order_low <= order_up;
if ( ! ok )
return ok;
//
// sum = x_0^0 * x_0^0 + x_1^0 * x_1^0 + ...
double sum = 0.0;
for(size_t j = 0; j < n; ++j)
{ double xj0 = tx[ j * q + 0];
sum += xj0 * xj0;
}
//
// ty[0] = sum
if( order_low <= 0 )
ty[0] = sum;
if( order_up < 1 )
return ok;
// sum = x_0^0 * x_0^1 + x_1^0 ^ x_1^1 + ...
sum = 0.0;
for(size_t j = 0; j < n; ++j)
{ double xj0 = tx[ j * q + 0];
double xj1 = tx[ j * q + 1];
sum += xj0 * xj1;
}
// ty[1] = 2.0 * sum
assert( order_up == 1 );
ty[1] = 2.0 * sum;
return ok;
}
// END FORWARD
// BEGIN REVERSE
bool reverse(
size_t call_id ,
const CppAD::vector<bool>& select_x ,
size_t order_up ,
const CppAD::vector<double>& tx ,
const CppAD::vector<double>& ty ,
CppAD::vector<double>& px ,
const CppAD::vector<double>& py ) override
{
size_t q = order_up + 1;
size_t n = tx.size() / q;
# ifndef NDEBUG
size_t m = ty.size() / q;
assert( call_id == 0 );
assert( m == 1 );
assert( px.size() == tx.size() );
assert( py.size() == ty.size() );
assert( n == select_x.size() );
# endif
// ok
bool ok = order_up == 0;
if ( ! ok )
return ok;
// first order reverse mode
for(size_t j = 0; j < n; ++j)
{ // x_0^0
double xj0 = tx[ j * q + 0];
//
// H( {x_j^k} ) = G[ F( {x_j^k} ), {x_j^k} ]
double dF = 2.0 * xj0; // partial F w.r.t x_j^0
double dG = py[0]; // partial of G w.r.t. y[0]
double dH = dG * dF; // partial of H w.r.t. x_j^0
// px[j]
px[j] = dH;
}
return ok;
}
// END REVERSE
// BEGIN JAC_SPARSITY
// Use deprecated version of this callback to test that is still works
// (missing the ident_zero_x argument).
bool jac_sparsity(
size_t call_id ,
bool dependency ,
// const CppAD::vector<bool>& ident_zero_x,
const CppAD::vector<bool>& select_x ,
const CppAD::vector<bool>& select_y ,
CppAD::sparse_rc< CppAD::vector<size_t> >& pattern_out ) override
{ size_t n = select_x.size();
size_t m = select_y.size();
# ifndef NDEBUG
assert( call_id == 0 );
assert( m == 1 );
# endif
// nnz
size_t nnz = 0;
if( select_y[0] )
{ for(size_t j = 0; j < n; ++j)
{ if( select_x[j] )
++nnz;
}
}
// pattern_out
pattern_out.resize(m, n, nnz);
size_t k = 0;
if( select_y[0] )
{ for(size_t j = 0; j < n; ++j)
{ if( select_x[j] )
pattern_out.set(k++, 0, j);
}
}
assert( k == nnz );
return true;
}
// END JAC_SPARSITY
// BEGIN HES_SPARSITY
// Use deprecated version of this callback to test that is still works
// (missing the ident_zero_x argument).
bool hes_sparsity(
size_t call_id ,
// const CppAD::vector<bool>& ident_zero_x,
const CppAD::vector<bool>& select_x ,
const CppAD::vector<bool>& select_y ,
CppAD::sparse_rc< CppAD::vector<size_t> >& pattern_out ) override
{ size_t n = select_x.size();
# ifndef NDEBUG
size_t m = select_y.size();
assert( call_id == 0 );
assert( m == 1 );
# endif
// nnz
size_t nnz = 0;
if( select_y[0] )
{ for(size_t j = 0; j < n; ++j)
{ if( select_x[j] )
++nnz;
}
}
// pattern_out
pattern_out.resize(n, n, nnz);
size_t k = 0;
if( select_y[0] )
{ for(size_t j = 0; j < n; ++j)
{ if( select_x[j] )
pattern_out.set(k++, j, j);
}
}
return true;
}
// END HES_SPARSITY
// BEGIN REV_DEPEND
bool rev_depend(
size_t call_id ,
CppAD::vector<bool>& depend_x ,
const CppAD::vector<bool>& depend_y ) override
{ size_t n = depend_x.size();
# ifndef NDEBUG
size_t m = depend_y.size();
assert( call_id == 0 );
assert( m == 1 );
# endif
for(size_t j = 0; j < n; ++j)
depend_x[j] = depend_y[0];
//
return true;
}
// END REV_DEPEND
};
}
// END_DEFINE_ATOMIC_FUNCTION
// BEGIN_USE_ATOMIC_FUNCTION
bool norm_sq(void)
{ // ok, eps
bool ok = true;
double eps = 10. * CppAD::numeric_limits<double>::epsilon();
//
// atom_norm_sq
atomic_norm_sq afun("atomic_norm_sq");
//
// n, m
size_t n = 2;
size_t m = 1;
//
// x
CPPAD_TESTVECTOR(double) x(n);
for(size_t j = 0; j < n; ++j)
x[j] = 1.0 / (double(j) + 1.0);
//
// ax
CPPAD_TESTVECTOR( CppAD::AD<double> ) ax(n);
for(size_t j = 0; j < n; ++j)
ax[j] = x[j];
CppAD::Independent(ax);
//
// ay
CPPAD_TESTVECTOR( CppAD::AD<double> ) ay(m);
afun(ax, ay);
//
// f
CppAD::ADFun<double> f;
f.Dependent (ax, ay);
//
// check
double check = 0.0;
for(size_t j = 0; j < n; ++j)
check += x[j] * x[j];
//
// ok
// check ay[0]
ok &= CppAD::NearEqual( Value(ay[0]) , check, eps, eps);
//
// ok
// check zero order forward mode
CPPAD_TESTVECTOR(double) y(m);
y = f.Forward(0, x);
ok &= CppAD::NearEqual(y[0] , check, eps, eps);
//
// n2, check
size_t n2 = n / 2;
check = 2.0 * x[n2];
//
// ok
// check first order forward mode partial w.r.t. x[n2]
CPPAD_TESTVECTOR(double) x1(n), y1(m);
for(size_t j = 0; j < n; ++j)
x1[j] = 0.0;
x1[n2] = 1.0;
y1 = f.Forward(1, x1);
ok &= CppAD::NearEqual(y1[0] , check, eps, eps);
//
// ok
// first order reverse mode
size_t q = 1;
CPPAD_TESTVECTOR(double) w(m), dw(n * q);
w[0] = 1.;
dw = f.Reverse(q, w);
for(size_t j = 0; j < n; ++j)
{ check = 2.0 * x[j];
ok &= CppAD::NearEqual(dw[j] , check, eps, eps);
}
//
// pattern_out
// reverse mode Jacobian sparstiy pattern
CppAD::sparse_rc< CPPAD_TESTVECTOR(size_t) > pattern_in, pattern_out;
pattern_in.resize(m, m, m);
for(size_t i = 0; i < m; ++i)
pattern_in.set(i, i, i);
bool transpose = false;
bool dependency = false;
bool internal_bool = false;
f.rev_jac_sparsity(
pattern_in, transpose, dependency, internal_bool, pattern_out
);
//
// ok
ok &= pattern_out.nnz() == n;
CPPAD_TESTVECTOR(size_t) row_major = pattern_out.row_major();
for(size_t j = 0; j < n; ++j)
{ size_t r = pattern_out.row()[ row_major[j] ];
size_t c = pattern_out.col()[ row_major[j] ];
ok &= r == 0 && c == j;
}
//
// pattern_out
// forward mode Hessian sparsity pattern
CPPAD_TESTVECTOR(bool) select_x(n), select_y(m);
for(size_t j = 0; j < n; ++j)
select_x[j] = true;
for(size_t i = 0; i < m; ++i)
select_y[i] = true;
internal_bool = false;
f.for_hes_sparsity(
select_x, select_y, internal_bool, pattern_out
);
//
// ok
ok &= pattern_out.nnz() == n;
row_major = pattern_out.row_major();
for(size_t j = 0; j < n; ++j)
{ size_t r = pattern_out.row()[ row_major[j] ];
size_t c = pattern_out.col()[ row_major[j] ];
ok &= r == j && c == j;
}
//
// optimize
// this uses the rev_depend override above
f.optimize("val_graph no_conditional_skip");
//
// ok
// check zero order forward mode (on optimized version of f)
y = f.Forward(0, x);
check = 0.0;
for(size_t j = 0; j < n; ++j)
check += x[j] * x[j];
ok &= CppAD::NearEqual(y[0] , check, eps, eps);
//
return ok;
}
// END_USE_ATOMIC_FUNCTION
|
