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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_tangent.cpp@@
$spell
Tanh
bool
$$
$section Tan and Tanh as User Atomic Operations: Example and Test$$
$head Theory$$
The code below uses the $cref tan_forward$$ and $cref tan_reverse$$
to implement the tangent and hyperbolic tangent
functions as atomic function operations.
$head sparsity$$
This atomic operation can use both set and bool sparsity patterns.
$head Start Class Definition$$
$srccode%cpp% */
# include <cppad/cppad.hpp>
namespace { // Begin empty namespace
using CppAD::vector;
//
// a utility to compute the union of two sets.
using CppAD::set_union;
//
class atomic_tangent : public CppAD::atomic_base<float> {
/* %$$
$head Constructor $$
$srccode%cpp% */
private:
const bool hyperbolic_; // is this hyperbolic tangent
public:
// constructor
atomic_tangent(const char* name, bool hyperbolic)
: CppAD::atomic_base<float>(name),
hyperbolic_(hyperbolic)
{ }
private:
/* %$$
$head forward$$
$srccode%cpp% */
// forward mode routine called by CppAD
bool forward(
size_t p ,
size_t q ,
const vector<bool>& vx ,
vector<bool>& vzy ,
const vector<float>& tx ,
vector<float>& tzy
)
{ size_t q1 = q + 1;
# ifndef NDEBUG
size_t n = tx.size() / q1;
size_t m = tzy.size() / q1;
# endif
assert( n == 1 );
assert( m == 2 );
assert( p <= q );
size_t j, k;
// check if this is during the call to old_tan(id, ax, ay)
if( vx.size() > 0 )
{ // set variable flag for both y an z
vzy[0] = vx[0];
vzy[1] = vx[0];
}
if( p == 0 )
{ // z^{(0)} = tan( x^{(0)} ) or tanh( x^{(0)} )
if( hyperbolic_ )
tzy[0] = float( tanh( tx[0] ) );
else
tzy[0] = float( tan( tx[0] ) );
// y^{(0)} = z^{(0)} * z^{(0)}
tzy[q1 + 0] = tzy[0] * tzy[0];
p++;
}
for(j = p; j <= q; j++)
{ float j_inv = 1.f / float(j);
if( hyperbolic_ )
j_inv = - j_inv;
// z^{(j)} = x^{(j)} +- sum_{k=1}^j k x^{(k)} y^{(j-k)} / j
tzy[j] = tx[j];
for(k = 1; k <= j; k++)
tzy[j] += tx[k] * tzy[q1 + j-k] * float(k) * j_inv;
// y^{(j)} = sum_{k=0}^j z^{(k)} z^{(j-k)}
tzy[q1 + j] = 0.;
for(k = 0; k <= j; k++)
tzy[q1 + j] += tzy[k] * tzy[j-k];
}
// All orders are implemented and there are no possible errors
return true;
}
/* %$$
$head reverse$$
$srccode%cpp% */
// reverse mode routine called by CppAD
virtual bool reverse(
size_t q ,
const vector<float>& tx ,
const vector<float>& tzy ,
vector<float>& px ,
const vector<float>& pzy
)
{ size_t q1 = q + 1;
# ifndef NDEBUG
size_t n = tx.size() / q1;
size_t m = tzy.size() / q1;
# endif
assert( px.size() == n * q1 );
assert( pzy.size() == m * q1 );
assert( n == 1 );
assert( m == 2 );
size_t j, k;
// copy because partials w.r.t. y and z need to change
vector<float> qzy = pzy;
// initialize accumultion of reverse mode partials
for(k = 0; k < q1; k++)
px[k] = 0.;
// eliminate positive orders
for(j = q; j > 0; j--)
{ float j_inv = 1.f / float(j);
if( hyperbolic_ )
j_inv = - j_inv;
// H_{x^{(k)}} += delta(j-k) +- H_{z^{(j)} y^{(j-k)} * k / j
px[j] += qzy[j];
for(k = 1; k <= j; k++)
px[k] += qzy[j] * tzy[q1 + j-k] * float(k) * j_inv;
// H_{y^{j-k)} += +- H_{z^{(j)} x^{(k)} * k / j
for(k = 1; k <= j; k++)
qzy[q1 + j-k] += qzy[j] * tx[k] * float(k) * j_inv;
// H_{z^{(k)}} += H_{y^{(j-1)}} * z^{(j-k-1)} * 2.
for(k = 0; k < j; k++)
qzy[k] += qzy[q1 + j-1] * tzy[j-k-1] * 2.f;
}
// eliminate order zero
if( hyperbolic_ )
px[0] += qzy[0] * (1.f - tzy[q1 + 0]);
else
px[0] += qzy[0] * (1.f + tzy[q1 + 0]);
return true;
}
/* %$$
$head for_sparse_jac$$
$srccode%cpp% */
// forward Jacobian sparsity routine called by CppAD
virtual bool for_sparse_jac(
size_t p ,
const vector<bool>& r ,
vector<bool>& s ,
const vector<float>& x )
{
# ifndef NDEBUG
size_t n = r.size() / p;
size_t m = s.size() / p;
# endif
assert( n == x.size() );
assert( n == 1 );
assert( m == 2 );
// sparsity for S(x) = f'(x) * R
for(size_t j = 0; j < p; j++)
{ s[0 * p + j] = r[j];
s[1 * p + j] = r[j];
}
return true;
}
// forward Jacobian sparsity routine called by CppAD
virtual bool for_sparse_jac(
size_t p ,
const vector< std::set<size_t> >& r ,
vector< std::set<size_t> >& s ,
const vector<float>& x )
{
# ifndef NDEBUG
size_t n = r.size();
size_t m = s.size();
# endif
assert( n == x.size() );
assert( n == 1 );
assert( m == 2 );
// sparsity for S(x) = f'(x) * R
s[0] = r[0];
s[1] = r[0];
return true;
}
/* %$$
$head rev_sparse_jac$$
$srccode%cpp% */
// reverse Jacobian sparsity routine called by CppAD
virtual bool rev_sparse_jac(
size_t p ,
const vector<bool>& rt ,
vector<bool>& st ,
const vector<float>& x )
{
# ifndef NDEBUG
size_t n = st.size() / p;
size_t m = rt.size() / p;
# endif
assert( n == 1 );
assert( m == 2 );
assert( n == x.size() );
// sparsity for S(x)^T = f'(x)^T * R^T
for(size_t j = 0; j < p; j++)
st[j] = rt[0 * p + j] || rt[1 * p + j];
return true;
}
// reverse Jacobian sparsity routine called by CppAD
virtual bool rev_sparse_jac(
size_t p ,
const vector< std::set<size_t> >& rt ,
vector< std::set<size_t> >& st ,
const vector<float>& x )
{
# ifndef NDEBUG
size_t n = st.size();
size_t m = rt.size();
# endif
assert( n == 1 );
assert( m == 2 );
assert( n == x.size() );
// sparsity for S(x)^T = f'(x)^T * R^T
st[0] = set_union(rt[0], rt[1]);
return true;
}
/* %$$
$head rev_sparse_hes$$
$srccode%cpp% */
// reverse Hessian 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<float>& x )
{
# ifndef NDEBUG
size_t m = s.size();
size_t n = t.size();
# endif
assert( x.size() == n );
assert( r.size() == n * p );
assert( u.size() == m * p );
assert( v.size() == n * p );
assert( n == 1 );
assert( m == 2 );
// 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)
t[0] = s[0] || s[1];
// 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 both components
// of f'(x) may be non-zero;
size_t j;
for(j = 0; j < p; j++)
v[j] = u[ 0 * p + j ] || u[ 1 * p + j ];
// include forward Jacobian sparsity in Hessian sparsity
// (note sparsty for f''(x) * R same as for R)
if( s[0] || s[1] )
{ for(j = 0; j < p; j++)
{ // Visual Studio 2013 generates warning without bool below
v[j] |= bool( r[j] );
}
}
return true;
}
// reverse Hessian 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<float>& x )
{
# ifndef NDEBUG
size_t m = s.size();
size_t n = t.size();
# endif
assert( x.size() == n );
assert( r.size() == n );
assert( u.size() == m );
assert( v.size() == n );
assert( n == 1 );
assert( m == 2 );
// 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)
t[0] = s[0] || s[1];
// 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 both components
// of f'(x) may be non-zero;
v[0] = set_union(u[0], u[1]);
// include forward Jacobian sparsity in Hessian sparsity
// (note sparsty for f''(x) * R same as for R)
if( s[0] || s[1] )
v[0] = set_union(v[0], r[0]);
return true;
}
/* %$$
$head End Class Definition$$
$srccode%cpp% */
}; // End of atomic_tangent class
} // End empty namespace
/* %$$
$head Use Atomic Function$$
$srccode%cpp% */
bool tangent(void)
{ bool ok = true;
using CppAD::AD;
using CppAD::NearEqual;
float eps = 10.f * CppAD::numeric_limits<float>::epsilon();
/* %$$
$subhead Constructor$$
$srccode%cpp% */
// --------------------------------------------------------------------
// Create a tan and tanh object
atomic_tangent my_tan("my_tan", false), my_tanh("my_tanh", true);
/* %$$
$subhead Recording$$
$srccode%cpp% */
// domain space vector
size_t n = 1;
float x0 = 0.5;
CppAD::vector< AD<float> > ax(n);
ax[0] = x0;
// declare independent variables and start tape recording
CppAD::Independent(ax);
// range space vector
size_t m = 3;
CppAD::vector< AD<float> > af(m);
// temporary vector for computations
// (my_tan and my_tanh computes tan or tanh and its square)
CppAD::vector< AD<float> > az(2);
// call atomic tan function and store tan(x) in f[0] (ignore tan(x)^2)
my_tan(ax, az);
af[0] = az[0];
// call atomic tanh function and store tanh(x) in f[1] (ignore tanh(x)^2)
my_tanh(ax, az);
af[1] = az[0];
// put a constant in f[2] = tanh(1.) (for sparsity pattern testing)
CppAD::vector< AD<float> > one(1);
one[0] = 1.;
my_tanh(one, az);
af[2] = az[0];
// create f: x -> f and stop tape recording
CppAD::ADFun<float> F;
F.Dependent(ax, af);
/* %$$
$subhead forward$$
$srccode%cpp% */
// check function value
float tan = std::tan(x0);
ok &= NearEqual(af[0] , tan, eps, eps);
float tanh = std::tanh(x0);
ok &= NearEqual(af[1] , tanh, eps, eps);
// check zero order forward
CppAD::vector<float> x(n), f(m);
x[0] = x0;
f = F.Forward(0, x);
ok &= NearEqual(f[0] , tan, eps, eps);
ok &= NearEqual(f[1] , tanh, eps, eps);
// compute first partial of f w.r.t. x[0] using forward mode
CppAD::vector<float> dx(n), df(m);
dx[0] = 1.;
df = F.Forward(1, dx);
/* %$$
$subhead reverse$$
$srccode%cpp% */
// compute derivative of tan - tanh using reverse mode
CppAD::vector<float> w(m), dw(n);
w[0] = 1.;
w[1] = 1.;
w[2] = 0.;
dw = F.Reverse(1, w);
// tan'(x) = 1 + tan(x) * tan(x)
// tanh'(x) = 1 - tanh(x) * tanh(x)
float tanp = 1.f + tan * tan;
float tanhp = 1.f - tanh * tanh;
ok &= NearEqual(df[0], tanp, eps, eps);
ok &= NearEqual(df[1], tanhp, eps, eps);
ok &= NearEqual(dw[0], w[0]*tanp + w[1]*tanhp, eps, eps);
// compute second partial of f w.r.t. x[0] using forward mode
CppAD::vector<float> ddx(n), ddf(m);
ddx[0] = 0.;
ddf = F.Forward(2, ddx);
// compute second derivative of tan - tanh using reverse mode
CppAD::vector<float> ddw(2);
ddw = F.Reverse(2, w);
// tan''(x) = 2 * tan(x) * tan'(x)
// tanh''(x) = - 2 * tanh(x) * tanh'(x)
// Note that second order Taylor coefficient for u half the
// corresponding second derivative.
float two = 2;
float tanpp = two * tan * tanp;
float tanhpp = - two * tanh * tanhp;
ok &= NearEqual(two * ddf[0], tanpp, eps, eps);
ok &= NearEqual(two * ddf[1], tanhpp, eps, eps);
ok &= NearEqual(ddw[0], w[0]*tanp + w[1]*tanhp , eps, eps);
ok &= NearEqual(ddw[1], w[0]*tanpp + w[1]*tanhpp, eps, eps);
/* %$$
$subhead for_sparse_jac$$
$srccode%cpp% */
// Forward mode computation of sparsity pattern for F.
size_t p = n;
// user vectorBool because m and n are small
CppAD::vectorBool r1(p), s1(m * p);
r1[0] = true; // propagate sparsity for x[0]
s1 = F.ForSparseJac(p, r1);
ok &= (s1[0] == true); // f[0] depends on x[0]
ok &= (s1[1] == true); // f[1] depends on x[0]
ok &= (s1[2] == false); // f[2] does not depend on x[0]
/* %$$
$subhead rev_sparse_jac$$
$srccode%cpp% */
// Reverse mode computation of sparsity pattern for F.
size_t q = m;
CppAD::vectorBool s2(q * m), r2(q * n);
// Sparsity pattern for identity matrix
size_t i, j;
for(i = 0; i < q; i++)
{ for(j = 0; j < m; j++)
s2[i * q + j] = (i == j);
}
r2 = F.RevSparseJac(q, s2);
ok &= (r2[0] == true); // f[0] depends on x[0]
ok &= (r2[1] == true); // f[1] depends on x[0]
ok &= (r2[2] == false); // f[2] does not depend on x[0]
/* %$$
$subhead rev_sparse_hes$$
$srccode%cpp% */
// Hessian sparsity for f[0]
CppAD::vectorBool s3(m), h(p * n);
s3[0] = true;
s3[1] = false;
s3[2] = false;
h = F.RevSparseHes(p, s3);
ok &= (h[0] == true); // Hessian is non-zero
// Hessian sparsity for f[2]
s3[0] = false;
s3[2] = true;
h = F.RevSparseHes(p, s3);
ok &= (h[0] == false); // Hessian is zero
/* %$$
$subhead Large x Values$$
$srccode%cpp% */
// check tanh results for a large value of x
x[0] = std::numeric_limits<float>::max() / two;
f = F.Forward(0, x);
tanh = 1.;
ok &= NearEqual(f[1], tanh, eps, eps);
df = F.Forward(1, dx);
tanhp = 0.;
ok &= NearEqual(df[1], tanhp, eps, eps);
return ok;
}
/* %$$
$end
*/
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