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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: 2003-22 Bradley M. Bell
// ----------------------------------------------------------------------------
/*
@begin atomic_two_reciprocal.cpp@@
$spell
enum
$$
$section Reciprocal as an Atomic Operation: Example and Test$$
$head Theory$$
This example demonstrates using $cref atomic_two$$
to define the operation
$latex f : \B{R}^n \rightarrow \B{R}^m$$ where
$latex n = 1$$, $latex m = 1$$, and $latex f(x) = 1 / x$$.
$head sparsity$$
This example only uses set sparsity patterns.
$head Start Class Definition$$
$srccode%cpp% */
# include <cppad/cppad.hpp>
namespace { // isolate items below to this file
using CppAD::vector; // abbreviate as vector
//
// a utility to compute the union of two sets.
using CppAD::set_union;
//
class atomic_reciprocal : public CppAD::atomic_base<double> {
/* %$$
$head Constructor $$
$srccode%cpp% */
public:
// constructor (could use const char* for name)
atomic_reciprocal(const std::string& name) :
// this example only uses set sparsity patterns
CppAD::atomic_base<double>(name, atomic_base<double>::set_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 == 1 );
assert( m == 1 );
assert( p <= q );
// return flag
bool ok = q <= 2;
// check for defining variable information
// This case must always be implemented
if( vx.size() > 0 )
vy[0] = vx[0];
// Order zero forward mode.
// This case must always be implemented
// y^0 = f( x^0 ) = 1 / x^0
double f = 1. / tx[0];
if( p <= 0 )
ty[0] = f;
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 fp = - f / tx[0];
if( p <= 1 )
ty[1] = fp * tx[1];
if( q <= 1 )
return ok;
// Order two forward mode.
// This case needed if second order forward mode is used.
// Y''(t) = X'(t)^\R{T} f''[X(t)] X'(t) + f'[X(t)] X''(t)
// 2 y^2 = x^1 * f''( x^0 ) x^1 + 2 f'( x^0 ) x^2
double fpp = - 2.0 * fp / tx[0];
ty[2] = tx[1] * fpp * tx[1] / 2.0 + fp * tx[2];
if( q <= 2 )
return ok;
// Assume we are not using forward mode with order > 2
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 == 1 );
assert( m == 1 );
bool ok = q <= 2;
double f, fp, fpp, fppp;
switch(q)
{ case 0:
// This case needed if first order reverse mode is used
// reverse: F^0 ( tx ) = y^0 = f( x^0 )
f = ty[0];
fp = - f / tx[0];
px[0] = py[0] * fp;;
assert(ok);
break;
case 1:
// This case needed if second order reverse mode is used
// reverse: F^1 ( tx ) = y^1 = f'( x^0 ) x^1
f = ty[0];
fp = - f / tx[0];
fpp = - 2.0 * fp / tx[0];
px[1] = py[1] * fp;
px[0] = py[1] * fpp * tx[1];
// reverse: F^0 ( tx ) = y^0 = f( x^0 );
px[0] += py[0] * fp;
assert(ok);
break;
case 2:
// This needed if third order reverse mode is used
// reverse: F^2 ( tx ) = y^2 =
// = x^1 * f''( x^0 ) x^1 / 2 + f'( x^0 ) x^2
f = ty[0];
fp = - f / tx[0];
fpp = - 2.0 * fp / tx[0];
fppp = - 3.0 * fpp / tx[0];
px[2] = py[2] * fp;
px[1] = py[2] * fpp * tx[1];
px[0] = py[2] * tx[1] * fppp * tx[1] / 2.0 + fpp * tx[2];
// reverse: F^1 ( tx ) = y^1 = f'( x^0 ) x^1
px[1] += py[1] * fp;
px[0] += py[1] * fpp * tx[1];
// reverse: F^0 ( tx ) = y^0 = f( x^0 );
px[0] += py[0] * fp;
assert(ok);
break;
default:
assert(!ok);
}
return ok;
}
/* %$$
$head for_sparse_jac$$
$srccode%cpp% */
// forward Jacobian set sparsity routine called by CppAD
virtual bool for_sparse_jac(
size_t p ,
const vector< std::set<size_t> >& r ,
vector< std::set<size_t> >& s ,
const vector<double>& x )
{ // This function needed if using f.ForSparseJac
# ifndef NDEBUG
size_t n = r.size();
size_t m = s.size();
# endif
assert( n == x.size() );
assert( n == 1 );
assert( m == 1 );
// sparsity for S(x) = f'(x) * R is same as sparsity for R
s[0] = r[0];
return true;
}
/* %$$
$head rev_sparse_jac$$
$srccode%cpp% */
// reverse Jacobian set sparsity routine called by CppAD
virtual bool rev_sparse_jac(
size_t p ,
const vector< std::set<size_t> >& rt ,
vector< std::set<size_t> >& st ,
const vector<double>& x )
{ // This function needed if using RevSparseJac or optimize
# ifndef NDEBUG
size_t n = st.size();
size_t m = rt.size();
# endif
assert( n == x.size() );
assert( n == 1 );
assert( m == 1 );
// sparsity for S(x)^T = f'(x)^T * R^T is same as sparsity for R^T
st[0] = rt[0];
return true;
}
/* %$$
$head rev_sparse_hes$$
$srccode%cpp% */
// reverse Hessian set 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< std::set<size_t> >& r ,
const vector< std::set<size_t> >& u ,
vector< std::set<size_t> >& v ,
const vector<double>& x )
{ // This function needed if using RevSparseHes
# ifndef NDEBUG
size_t n = vx.size();
size_t m = s.size();
# endif
assert( x.size() == n );
assert( t.size() == n );
assert( r.size() == n );
assert( u.size() == m );
assert( v.size() == n );
assert( n == 1 );
assert( m == 1 );
// There are no cross term second derivatives for this case,
// so it is not necessary to vx.
// sparsity for T(x) = S(x) * f'(x) is same as sparsity for S
t[0] = 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, note f'(x) may be non-zero;
v[0] = u[0];
// include forward Jacobian sparsity in Hessian sparsity
// (note sparsty for f''(x) * R same as for R)
if( s[0] )
v[0] = set_union(v[0], r[0] );
return true;
}
/* %$$
$head End Class Definition$$
$srccode%cpp% */
}; // End of atomic_reciprocal class
} // End empty namespace
/* %$$
$head Use Atomic Function$$
$srccode%cpp% */
bool reciprocal(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_reciprocal afun("atomic_reciprocal");
/* %$$
$subhead Recording$$
$srccode%cpp% */
// Create the function f(x)
//
// domain space vector
size_t n = 1;
double x0 = 0.5;
vector< AD<double> > ax(n);
ax[0] = x0;
// 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 reciprocal(x) in au[0]
vector< AD<double> > au(m);
afun(ax, au); // u = 1 / x
// now use AD division to invert to invert the operation
ay[0] = 1.0 / au[0]; // y = 1 / u = x
// create f: x -> y and stop tape recording
CppAD::ADFun<double> f;
f.Dependent (ax, ay); // f(x) = x
/* %$$
$subhead forward$$
$srccode%cpp% */
// check function value
double check = x0;
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;
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] = 1;
y_q = f.Forward(q, x_q);
check = 1.;
ok &= NearEqual(y_q[0] , check, eps, eps);
// check second order forward mode
q = 2;
x_q[0] = 0;
y_q = f.Forward(q, x_q);
check = 0.;
ok &= NearEqual(y_q[0] , check, eps, eps);
/* %$$
$subhead reverse$$
$srccode%cpp% */
// third order reverse mode
q = 3;
vector<double> w(m), dw(n * q);
w[0] = 1.;
dw = f.Reverse(q, w);
check = 1.;
ok &= NearEqual(dw[0] , check, eps, eps);
check = 0.;
ok &= NearEqual(dw[1] , check, eps, eps);
ok &= NearEqual(dw[2] , 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; // compute sparsity pattern for x[0]
//
s1 = f.ForSparseJac(p, r1);
ok &= s1[0] == true; // f[0] depends on x[0]
/* %$$
$subhead rev_sparse_jac$$
$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]
/* %$$
$subhead rev_sparse_hes$$
$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; // second partial of f[0] w.r.t. x[0] may be non-zero
//
return ok;
}
/* %$$
$end
*/
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