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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
// ----------------------------------------------------------------------------
/*
@begin atomic_two_norm_sq.cpp@@
$spell
sq
bool
enum
$$
$section Atomic Euclidean Norm Squared: Example and Test$$
$head Theory$$
This example demonstrates using $cref atomic_two$$
to define the operation
$latex f : \B{R}^n \rightarrow \B{R}^m$$ where
$latex n = 2$$, $latex m = 1$$, where
$latex \[
f(x) = x_0^2 + x_1^2
\] $$
$head sparsity$$
This example only uses bool sparsity patterns.
$head Start Class Definition$$
$srccode%cpp% */
# include <cppad/cppad.hpp>
namespace { // isolate items below to this file
using CppAD::vector; // abbreviate as vector
//
class atomic_norm_sq : public CppAD::atomic_base<double> {
/* %$$
$head Constructor $$
$srccode%cpp% */
public:
// constructor (could use const char* for name)
atomic_norm_sq(const std::string& name) :
// this example only uses boolean sparsity patterns
CppAD::atomic_base<double>(name, atomic_base<double>::bool_sparsity_enum)
{ }
private:
/* %$$
$head forward$$
$srccode%cpp% */
// forward mode routine called by CppAD
virtual bool forward(
size_t p ,
size_t q ,
const vector<bool>& vx ,
vector<bool>& vy ,
const vector<double>& tx ,
vector<double>& ty
)
{
# ifndef NDEBUG
size_t n = tx.size() / (q+1);
size_t m = ty.size() / (q+1);
# endif
assert( n == 2 );
assert( m == 1 );
assert( p <= q );
// return flag
bool ok = q <= 1;
// Variable information must always be implemented.
// y_0 is a variable if and only if x_0 or x_1 is a variable.
if( vx.size() > 0 )
vy[0] = vx[0] || vx[1];
// Order zero forward mode must always be implemented.
// y^0 = f( x^0 )
double x_00 = tx[ 0*(q+1) + 0]; // x_0^0
double x_10 = tx[ 1*(q+1) + 0]; // x_10
double f = x_00 * x_00 + x_10 * x_10; // f( x^0 )
if( p <= 0 )
ty[0] = f; // y_0^0
if( q <= 0 )
return ok;
assert( vx.size() == 0 );
// Order one forward mode.
// This case needed if first order forward mode is used.
// y^1 = f'( x^0 ) x^1
double x_01 = tx[ 0*(q+1) + 1]; // x_0^1
double x_11 = tx[ 1*(q+1) + 1]; // x_1^1
double fp_0 = 2.0 * x_00; // partial f w.r.t x_0^0
double fp_1 = 2.0 * x_10; // partial f w.r.t x_1^0
if( p <= 1 )
ty[1] = fp_0 * x_01 + fp_1 * x_11; // f'( x^0 ) * x^1
if( q <= 1 )
return ok;
// Assume we are not using forward mode with order > 1
assert( ! ok );
return ok;
}
/* %$$
$head reverse$$
$srccode%cpp% */
// reverse mode routine called by CppAD
virtual bool reverse(
size_t q ,
const vector<double>& tx ,
const vector<double>& ty ,
vector<double>& px ,
const vector<double>& py
)
{
# ifndef NDEBUG
size_t n = tx.size() / (q+1);
size_t m = ty.size() / (q+1);
# endif
assert( px.size() == n * (q+1) );
assert( py.size() == m * (q+1) );
assert( n == 2 );
assert( m == 1 );
bool ok = q <= 1;
double fp_0, fp_1;
switch(q)
{ case 0:
// This case needed if first order reverse mode is used
// F ( {x} ) = f( x^0 ) = y^0
fp_0 = 2.0 * tx[0]; // partial F w.r.t. x_0^0
fp_1 = 2.0 * tx[1]; // partial F w.r.t. x_0^1
px[0] = py[0] * fp_0;; // partial G w.r.t. x_0^0
px[1] = py[0] * fp_1;; // partial G w.r.t. x_0^1
assert(ok);
break;
default:
// Assume we are not using reverse with order > 1 (q > 0)
assert(!ok);
}
return ok;
}
/* %$$
$head for_sparse_jac$$
$srccode%cpp% */
// forward Jacobian bool sparsity routine called by CppAD
virtual bool for_sparse_jac(
size_t p ,
const vector<bool>& r ,
vector<bool>& s ,
const vector<double>& x )
{ // This function needed if using f.ForSparseJac
size_t n = r.size() / p;
# ifndef NDEBUG
size_t m = s.size() / p;
# endif
assert( n == x.size() );
assert( n == 2 );
assert( m == 1 );
// sparsity for S(x) = f'(x) * R
// where f'(x) = 2 * [ x_0, x_1 ]
for(size_t j = 0; j < p; j++)
{ s[j] = false;
for(size_t i = 0; i < n; i++)
{ // Visual Studio 2013 generates warning without bool below
s[j] |= bool( r[i * p + j] );
}
}
return true;
}
/* %$$
$head rev_sparse_jac$$
$srccode%cpp% */
// reverse Jacobian bool sparsity routine called by CppAD
virtual bool rev_sparse_jac(
size_t p ,
const vector<bool>& rt ,
vector<bool>& st ,
const vector<double>& x )
{ // This function needed if using RevSparseJac or optimize
size_t n = st.size() / p;
# ifndef NDEBUG
size_t m = rt.size() / p;
# endif
assert( n == x.size() );
assert( n == 2 );
assert( m == 1 );
// sparsity for S(x)^T = f'(x)^T * R^T
// where f'(x)^T = 2 * [ x_0, x_1]^T
for(size_t j = 0; j < p; j++)
for(size_t i = 0; i < n; i++)
st[i * p + j] = rt[j];
return true;
}
/* %$$
$head rev_sparse_hes$$
$srccode%cpp% */
// reverse Hessian bool sparsity routine called by CppAD
virtual bool rev_sparse_hes(
const vector<bool>& vx,
const vector<bool>& s ,
vector<bool>& t ,
size_t p ,
const vector<bool>& r ,
const vector<bool>& u ,
vector<bool>& v ,
const vector<double>& x )
{ // This function needed if using RevSparseHes
# ifndef NDEBUG
size_t m = s.size();
# endif
size_t n = t.size();
assert( x.size() == n );
assert( r.size() == n * p );
assert( u.size() == m * p );
assert( v.size() == n * p );
assert( n == 2 );
assert( m == 1 );
// There are no cross term second derivatives for this case,
// so it is not necessary to use vx.
// sparsity for T(x) = S(x) * f'(x)
t[0] = s[0];
t[1] = s[0];
// V(x) = f'(x)^T * g''(y) * f'(x) * R + g'(y) * f''(x) * R
// U(x) = g''(y) * f'(x) * R
// S(x) = g'(y)
// back propagate the sparsity for U
size_t j;
for(j = 0; j < p; j++)
for(size_t i = 0; i < n; i++)
v[ i * p + j] = u[j];
// include forward Jacobian sparsity in Hessian sparsity
// sparsity for g'(y) * f''(x) * R (Note f''(x) has same sparsity
// as the identity matrix)
if( s[0] )
{ for(j = 0; j < p; j++)
for(size_t i = 0; i < n; i++)
{ // Visual Studio 2013 generates warning without bool below
v[ i * p + j] |= bool( r[ i * p + j] );
}
}
return true;
}
/* %$$
$head End Class Definition$$
$srccode%cpp% */
}; // End of atomic_norm_sq class
} // End empty namespace
/* %$$
$head Use Atomic Function$$
$srccode%cpp% */
bool norm_sq(void)
{ bool ok = true;
using CppAD::AD;
using CppAD::NearEqual;
double eps = 10. * CppAD::numeric_limits<double>::epsilon();
/* %$$
$subhead Constructor$$
$srccode%cpp% */
// --------------------------------------------------------------------
// Create the atomic reciprocal object
atomic_norm_sq afun("atomic_norm_sq");
/* %$$
$subhead Recording$$
$srccode%cpp% */
// Create the function f(x)
//
// domain space vector
size_t n = 2;
double x0 = 0.25;
double x1 = 0.75;
vector< AD<double> > ax(n);
ax[0] = x0;
ax[1] = x1;
// declare independent variables and start tape recording
CppAD::Independent(ax);
// range space vector
size_t m = 1;
vector< AD<double> > ay(m);
// call atomic function and store norm_sq(x) in au[0]
afun(ax, ay); // y_0 = x_0 * x_0 + x_1 * x_1
// create f: x -> y and stop tape recording
CppAD::ADFun<double> f;
f.Dependent (ax, ay);
/* %$$
$subhead forward$$
$srccode%cpp% */
// check function value
double check = x0 * x0 + x1 * x1;
ok &= NearEqual( Value(ay[0]) , check, eps, eps);
// check zero order forward mode
size_t q;
vector<double> x_q(n), y_q(m);
q = 0;
x_q[0] = x0;
x_q[1] = x1;
y_q = f.Forward(q, x_q);
ok &= NearEqual(y_q[0] , check, eps, eps);
// check first order forward mode
q = 1;
x_q[0] = 0.3;
x_q[1] = 0.7;
y_q = f.Forward(q, x_q);
check = 2.0 * x0 * x_q[0] + 2.0 * x1 * x_q[1];
ok &= NearEqual(y_q[0] , check, eps, eps);
/* %$$
$subhead reverse$$
$srccode%cpp% */
// first order reverse mode
q = 1;
vector<double> w(m), dw(n * q);
w[0] = 1.;
dw = f.Reverse(q, w);
check = 2.0 * x0;
ok &= NearEqual(dw[0] , check, eps, eps);
check = 2.0 * x1;
ok &= NearEqual(dw[1] , check, eps, eps);
/* %$$
$subhead for_sparse_jac$$
$srccode%cpp% */
// forward mode sparstiy pattern
size_t p = n;
CppAD::vectorBool r1(n * p), s1(m * p);
r1[0] = true; r1[1] = false; // sparsity pattern identity
r1[2] = false; r1[3] = true;
//
s1 = f.ForSparseJac(p, r1);
ok &= s1[0] == true; // f[0] depends on x[0]
ok &= s1[1] == true; // f[0] depends on x[1]
/* %$$
$subhead rev_sparse_jac$$
$srccode%cpp% */
// reverse mode sparstiy pattern
q = m;
CppAD::vectorBool s2(q * m), r2(q * n);
s2[0] = true; // compute sparsity pattern for f[0]
//
r2 = f.RevSparseJac(q, s2);
ok &= r2[0] == true; // f[0] depends on x[0]
ok &= r2[1] == true; // f[0] depends on x[1]
/* %$$
$subhead rev_sparse_hes$$
$srccode%cpp% */
// Hessian sparsity (using previous ForSparseJac call)
CppAD::vectorBool s3(m), h(p * n);
s3[0] = true; // compute sparsity pattern for f[0]
//
h = f.RevSparseHes(p, s3);
ok &= h[0] == true; // partial of f[0] w.r.t. x[0],x[0] is non-zero
ok &= h[1] == false; // partial of f[0] w.r.t. x[0],x[1] is zero
ok &= h[2] == false; // partial of f[0] w.r.t. x[1],x[0] is zero
ok &= h[3] == true; // partial of f[0] w.r.t. x[1],x[1] is non-zero
//
return ok;
}
/* %$$
$end
*/
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