File: norm_sq.cpp

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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
*/