File: reciprocal.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: 2003-22 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
*/