// 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
// ----------------------------------------------------------------------------
/*
@begin atomic_two_forward.cpp@@
$spell
   Jacobian
$$

$section Atomic Forward: Example and Test$$

$head Purpose$$
This example demonstrates forward mode derivative calculation
using an atomic operation.

$head function$$
For this example, the atomic function
$latex f : \B{R}^3 \rightarrow \B{R}^2$$ is defined by
$latex \[
f(x) = \left( \begin{array}{c}
   x_2 * x_2 \\
   x_0 * x_1
\end{array} \right)
\] $$
The corresponding Jacobian is
$latex \[
f^{(1)} (x) = \left( \begin{array}{ccc}
  0  &   0 & 2 x_2 \\
x_1  & x_0 & 0
\end{array} \right)
\] $$
The Hessians of the component functions are
$latex \[
f_0^{(2)} ( x ) = \left( \begin{array}{ccc}
   0 & 0 & 0  \\
   0 & 0 & 0  \\
   0 & 0 & 2
\end{array} \right)
\W{,}
f_1^{(2)} ( x ) = \left( \begin{array}{ccc}
   0 & 1 & 0 \\
   1 & 0 & 0 \\
   0 & 0 & 0
\end{array} \right)
\] $$

$head Start  Class Definition$$
$srccode%cpp% */
# include <cppad/cppad.hpp>
namespace {          // isolate items below to this file
using CppAD::vector; // abbreviate as vector
//
class atomic_forward : public CppAD::atomic_base<double> {
/* %$$
$head Constructor $$
$srccode%cpp% */
public:
   // constructor (could use const char* for name)
   atomic_forward(const std::string& name) :
   // this example does not use sparsity patterns
   CppAD::atomic_base<double>(name)
   { }
private:
/* %$$
$head forward$$
$srccode%cpp% */
   // forward mode routine called by CppAD
   virtual bool forward(
      size_t                    p ,
      size_t                    q ,
      const vector<bool>&      vx ,
      vector<bool>&            vy ,
      const vector<double>&    tx ,
      vector<double>&          ty
   )
   {
      size_t q1 = q + 1;
# ifndef NDEBUG
      size_t n = tx.size() / q1;
      size_t m = ty.size() / q1;
# endif
      assert( n == 3 );
      assert( m == 2 );
      assert( p <= q );

      // this example only implements up to second order forward mode
      bool ok = q <= 2;
      if( ! ok )
         return ok;

      // check for defining variable information
      // This case must always be implemented
      if( vx.size() > 0 )
      {  vy[0] = vx[2];
         vy[1] = vx[0] || vx[1];
      }
      // ------------------------------------------------------------------
      // Zero forward mode.
      // This case must always be implemented
      // f(x) = [ x_2 * x_2 ]
      //        [ x_0 * x_1 ]
      // y^0  = f( x^0 )
      if( p <= 0 )
      {  // y_0^0 = x_2^0 * x_2^0
         ty[0 * q1 + 0] = tx[2 * q1 + 0] * tx[2 * q1 + 0];
         // y_1^0 = x_0^0 * x_1^0
         ty[1 * q1 + 0] = tx[0 * q1 + 0] * tx[1 * q1 + 0];
      }
      if( q <= 0 )
         return ok;
      // ------------------------------------------------------------------
      // First order one forward mode.
      // This case is needed if first order forward mode is used.
      // f'(x) = [   0,   0, 2 * x_2 ]
      //         [ x_1, x_0,       0 ]
      // y^1 =  f'(x^0) * x^1
      if( p <= 1 )
      {  // y_0^1 = 2 * x_2^0 * x_2^1
         ty[0 * q1 + 1] = 2.0 * tx[2 * q1 + 0] * tx[2 * q1 + 1];
         // y_1^1 = x_1^0 * x_0^1 + x_0^0 * x_1^1
         ty[1 * q1 + 1]  = tx[1 * q1 + 0] * tx[0 * q1 + 1];
         ty[1 * q1 + 1] += tx[0 * q1 + 0] * tx[1 * q1 + 1];
      }
      if( q <= 1 )
         return ok;
      // ------------------------------------------------------------------
      // Second order forward mode.
      // This case is needed if second order forward mode is used.
      // f'(x) = [   0,   0, 2 x_2 ]
      //         [ x_1, x_0,     0 ]
      //
      //            [ 0 , 0 , 0 ]                  [ 0 , 1 , 0 ]
      // f_0''(x) = [ 0 , 0 , 0 ]  f_1^{(2)} (x) = [ 1 , 0 , 0 ]
      //            [ 0 , 0 , 2 ]                  [ 0 , 0 , 0 ]
      //
      //  y_0^2 = x^1 * f_0''( x^0 ) x^1 / 2! + f_0'( x^0 ) x^2
      //        = ( x_2^1 * 2.0 * x_2^1 ) / 2!
      //        + 2.0 * x_2^0 * x_2^2
      ty[0 * q1 + 2]  = tx[2 * q1 + 1] * tx[2 * q1 + 1];
      ty[0 * q1 + 2] += 2.0 * tx[2 * q1 + 0] * tx[2 * q1 + 2];
      //
      //  y_1^2 = x^1 * f_1''( x^0 ) x^1 / 2! + f_1'( x^0 ) x^2
      //        = ( x_1^1 * x_0^1 + x_0^1 * x_1^1) / 2
      //        + x_1^0 * x_0^2 + x_0^0 + x_1^2
      ty[1 * q1 + 2]  = tx[1 * q1 + 1] * tx[0 * q1 + 1];
      ty[1 * q1 + 2] += tx[1 * q1 + 0] * tx[0 * q1 + 2];
      ty[1 * q1 + 2] += tx[0 * q1 + 0] * tx[1 * q1 + 2];
      // ------------------------------------------------------------------
      return ok;
   }
};
}  // End empty namespace
/* %$$
$head Use Atomic Function$$
$srccode%cpp% */
bool forward(void)
{  bool ok = true;
   using CppAD::AD;
   using CppAD::NearEqual;
   double eps = 10. * CppAD::numeric_limits<double>::epsilon();
   //
   // Create the atomic_forward object
   atomic_forward afun("atomic_forward");
   //
   // Create the function f(u)
   //
   // domain space vector
   size_t n  = 3;
   double x_0 = 1.00;
   double x_1 = 2.00;
   double x_2 = 3.00;
   vector< AD<double> > au(n);
   au[0] = x_0;
   au[1] = x_1;
   au[2] = x_2;

   // declare independent variables and start tape recording
   CppAD::Independent(au);

   // range space vector
   size_t m = 2;
   vector< AD<double> > ay(m);

   // call atomic function
   vector< AD<double> > ax = au;
   afun(ax, ay);

   // create f: u -> y and stop tape recording
   CppAD::ADFun<double> f;
   f.Dependent (au, ay);  // y = f(u)
   //
   // check function value
   double check = x_2 * x_2;
   ok &= NearEqual( Value(ay[0]) , check,  eps, eps);
   check = x_0 * x_1;
   ok &= NearEqual( Value(ay[1]) , check,  eps, eps);

   // --------------------------------------------------------------------
   // zero order forward
   //
   vector<double> x0(n), y0(m);
   x0[0] = x_0;
   x0[1] = x_1;
   x0[2] = x_2;
   y0   = f.Forward(0, x0);
   check = x_2 * x_2;
   ok &= NearEqual(y0[0] , check,  eps, eps);
   check = x_0 * x_1;
   ok &= NearEqual(y0[1] , check,  eps, eps);
   // --------------------------------------------------------------------
   // first order forward
   //
   // value of Jacobian of f
   double check_jac[] = {
      0.0, 0.0, 2.0 * x_2,
      x_1, x_0,       0.0
   };
   vector<double> x1(n), y1(m);
   // check first order forward mode
   for(size_t j = 0; j < n; j++)
      x1[j] = 0.0;
   for(size_t j = 0; j < n; j++)
   {  // compute partial in j-th component direction
      x1[j] = 1.0;
      y1    = f.Forward(1, x1);
      x1[j] = 0.0;
      // check this direction
      for(size_t i = 0; i < m; i++)
         ok &= NearEqual(y1[i], check_jac[i * n + j], eps, eps);
   }
   // --------------------------------------------------------------------
   // second order forward
   //
   // value of Hessian of f_0
   double check_hes_0[] = {
      0.0, 0.0, 0.0,
      0.0, 0.0, 0.0,
      0.0, 0.0, 2.0
   };
   //
   // value of Hessian of f_1
   double check_hes_1[] = {
      0.0, 1.0, 0.0,
      1.0, 0.0, 0.0,
      0.0, 0.0, 0.0
   };
   vector<double> x2(n), y2(m);
   for(size_t j = 0; j < n; j++)
      x2[j] = 0.0;
   // compute diagonal elements of the Hessian
   for(size_t j = 0; j < n; j++)
   {  // first order forward in j-th direction
      x1[j] = 1.0;
      f.Forward(1, x1);
      y2 = f.Forward(2, x2);
      // check this element of Hessian diagonal
      ok &= NearEqual(y2[0], check_hes_0[j * n + j] / 2.0, eps, eps);
      ok &= NearEqual(y2[1], check_hes_1[j * n + j] / 2.0, eps, eps);
      //
      for(size_t k = 0; k < n; k++) if( k != j )
      {  x1[k] = 1.0;
         f.Forward(1, x1);
         y2 = f.Forward(2, x2);
         //
         // y2 = (H_jj + H_kk + H_jk + H_kj) / 2.0
         // y2 = (H_jj + H_kk) / 2.0 + H_jk
         //
         double H_jj = check_hes_0[j * n + j];
         double H_kk = check_hes_0[k * n + k];
         double H_jk = y2[0] - (H_kk + H_jj) / 2.0;
         ok &= NearEqual(H_jk, check_hes_0[j * n + k], eps, eps);
         //
         H_jj = check_hes_1[j * n + j];
         H_kk = check_hes_1[k * n + k];
         H_jk = y2[1] - (H_kk + H_jj) / 2.0;
         ok &= NearEqual(H_jk, check_hes_1[j * n + k], eps, eps);
         //
         x1[k] = 0.0;
      }
      x1[j] = 0.0;
   }
   // --------------------------------------------------------------------
   return ok;
}
/* %$$
$end
*/