File: old_mat_mul.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 old_mat_mul.cpp@@
$spell
   mul
$$

$section Old Matrix Multiply as a User Atomic Operation: Example and Test$$

$head Deprecated 2013-05-27$$
This example has been deprecated;
use $cref atomic_two_mat_mul.cpp$$ instead.

$children%
   example/deprecated/old_mat_mul.hpp
%$$
$head Include File$$
This routine uses the include file old_mat_mul.hpp.

$srcthisfile%0%// BEGIN C++%// END C++%1%$$

$end
*/
// BEGIN C++
# include <cppad/cppad.hpp>
# include "old_mat_mul.hpp"

bool old_mat_mul(void)
{  bool ok = true;
   using CppAD::AD;

   // matrix sizes for this test
   size_t nr_result = 2;
   size_t n_middle  = 2;
   size_t nc_result = 2;

   // declare the AD<double> vectors ax and ay and X
   size_t n = nr_result * n_middle + n_middle * nc_result;
   size_t m = nr_result * nc_result;
   CppAD::vector< AD<double> > X(4), ax(n), ay(m);
   size_t i, j;
   for(j = 0; j < X.size(); j++)
      X[j] = (j + 1);

   // X is the vector of independent variables
   CppAD::Independent(X);
   // left matrix
   ax[0]  = X[0];  // left[0,0]   = x[0] = 1
   ax[1]  = X[1];  // left[0,1]   = x[1] = 2
   ax[2]  = 5.;    // left[1,0]   = 5
   ax[3]  = 6.;    // left[1,1]   = 6
   // right matrix
   ax[4]  = X[2];  // right[0,0]  = x[2] = 3
   ax[5]  = 7.;    // right[0,1]  = 7
   ax[6]  = X[3];  // right[1,0]  = x[3] = 4
   ax[7]  = 8.;    // right[1,1]  = 8
   /*
   [ x0 , x1 ] * [ x2 , 7 ] = [ x0*x2 + x1*x3 , x0*7 + x1*8 ]
   [ 5  , 6 ]    [ x3 , 8 ]   [ 5*x2  + 6*x3  , 5*7 + 6*8 ]
   */

   // The call back routines need to know the dimensions of the matrices.
   // Store information about the matrix multiply for this call to mat_mul.
   call_info info;
   info.nr_result = nr_result;
   info.n_middle  = n_middle;
   info.nc_result = nc_result;
   // info.vx gets set by forward during call to mat_mul below
   assert( info.vx.size() == 0 );
   size_t id      = info_.size();
   info_.push_back(info);

   // user defined AD<double> version of matrix multiply
   mat_mul(id, ax, ay);
   //----------------------------------------------------------------------
   // check AD<double>  results
   ok &= ay[0] == (1*3 + 2*4); ok &= Variable( ay[0] );
   ok &= ay[1] == (1*7 + 2*8); ok &= Variable( ay[1] );
   ok &= ay[2] == (5*3 + 6*4); ok &= Variable( ay[2] );
   ok &= ay[3] == (5*7 + 6*8); ok &= Parameter( ay[3] );
   //----------------------------------------------------------------------
   // use mat_mul to define a function g : X -> ay
   CppAD::ADFun<double> G;
   G.Dependent(X, ay);
   // g(x) = [ x0*x2 + x1*x3 , x0*7 + x1*8 , 5*x2  + 6*x3  , 5*7 + 6*8 ]^T
   //----------------------------------------------------------------------
   // Test zero order forward mode evaluation of g(x)
   CppAD::vector<double> x( X.size() ), y(m);
   for(j = 0; j <  X.size() ; j++)
      x[j] = double(j + 2);
   y = G.Forward(0, x);
   ok &= y[0] == x[0] * x[2] + x[1] * x[3];
   ok &= y[1] == x[0] * 7.   + x[1] * 8.;
   ok &= y[2] == 5. * x[2]   + 6. * x[3];
   ok &= y[3] == 5. * 7.     + 6. * 8.;

   //----------------------------------------------------------------------
   // Test first order forward mode evaluation of g'(x) * [1, 2, 3, 4]^T
   // g'(x) = [ x2, x3, x0, x1 ]
   //         [ 7 ,  8,  0, 0  ]
   //         [ 0 ,  0,  5, 6  ]
   //         [ 0 ,  0,  0, 0  ]
   CppAD::vector<double> dx( X.size() ), dy(m);
   for(j = 0; j <  X.size() ; j++)
      dx[j] = double(j + 1);
   dy = G.Forward(1, dx);
   ok &= dy[0] == 1. * x[2] + 2. * x[3] + 3. * x[0] + 4. * x[1];
   ok &= dy[1] == 1. * 7.   + 2. * 8.   + 3. * 0.   + 4. * 0.;
   ok &= dy[2] == 1. * 0.   + 2. * 0.   + 3. * 5.   + 4. * 6.;
   ok &= dy[3] == 1. * 0.   + 2. * 0.   + 3. * 0.   + 4. * 0.;

   //----------------------------------------------------------------------
   // Test second order forward mode
   // g_0^2 (x) = [ 0, 0, 1, 0 ], g_0^2 (x) * [1] = [3]
   //             [ 0, 0, 0, 1 ]              [2]   [4]
   //             [ 1, 0, 0, 0 ]              [3]   [1]
   //             [ 0, 1, 0, 0 ]              [4]   [2]
   CppAD::vector<double> ddx( X.size() ), ddy(m);
   for(j = 0; j <  X.size() ; j++)
      ddx[j] = 0.;
   ddy = G.Forward(2, ddx);
   // [1, 2, 3, 4] * g_0^2 (x) * [1, 2, 3, 4]^T = 1*3 + 2*4 + 3*1 + 4*2
   ok &= 2. * ddy[0] == 1. * 3. + 2. * 4. + 3. * 1. + 4. * 2.;
   // for i > 0, [1, 2, 3, 4] * g_i^2 (x) * [1, 2, 3, 4]^T = 0
   ok &= ddy[1] == 0.;
   ok &= ddy[2] == 0.;
   ok &= ddy[3] == 0.;

   //----------------------------------------------------------------------
   // Test second order reverse mode
   CppAD::vector<double> w(m), dw(2 *  X.size() );
   for(i = 0; i < m; i++)
      w[i] = 0.;
   w[0] = 1.;
   dw = G.Reverse(2, w);
   // g_0'(x) = [ x2, x3, x0, x1 ]
   ok &= dw[0*2 + 0] == x[2];
   ok &= dw[1*2 + 0] == x[3];
   ok &= dw[2*2 + 0] == x[0];
   ok &= dw[3*2 + 0] == x[1];
   // g_0'(x)   * [1, 2, 3, 4]  = 1 * x2 + 2 * x3 + 3 * x0 + 4 * x1
   // g_0^2 (x) * [1, 2, 3, 4]  = [3, 4, 1, 2]
   ok &= dw[0*2 + 1] == 3.;
   ok &= dw[1*2 + 1] == 4.;
   ok &= dw[2*2 + 1] == 1.;
   ok &= dw[3*2 + 1] == 2.;

   //----------------------------------------------------------------------
   // Test forward and reverse Jacobian sparsity pattern
   /*
   [ x0 , x1 ] * [ x2 , 7 ] = [ x0*x2 + x1*x3 , x0*7 + x1*8 ]
   [ 5  , 6 ]    [ x3 , 8 ]   [ 5*x2  + 6*x3  , 5*7 + 6*8 ]
   so the sparsity pattern should be
   s[0] = {0, 1, 2, 3}
   s[1] = {0, 1}
   s[2] = {2, 3}
   s[3] = {}
   */
   CppAD::vector< std::set<size_t> > r( X.size() ), s(m);
   for(j = 0; j <  X.size() ; j++)
   {  assert( r[j].empty() );
      r[j].insert(j);
   }
   s = G.ForSparseJac( X.size() , r);
   for(j = 0; j <  X.size() ; j++)
   {  // s[0] = {0, 1, 2, 3}
      ok &= s[0].find(j) != s[0].end();
      // s[1] = {0, 1}
      if( j == 0 || j == 1 )
         ok &= s[1].find(j) != s[1].end();
      else
         ok &= s[1].find(j) == s[1].end();
      // s[2] = {2, 3}
      if( j == 2 || j == 3 )
         ok &= s[2].find(j) != s[2].end();
      else
         ok &= s[2].find(j) == s[2].end();
   }
   // s[3] == {}
   ok &= s[3].empty();

   //----------------------------------------------------------------------
   // Test reverse Jacobian sparsity pattern
   /*
   [ x0 , x1 ] * [ x2 , 7 ] = [ x0*x2 + x1*x3 , x0*7 + x1*8 ]
   [ 5  , 6 ]    [ x3 , 8 ]   [ 5*x2  + 6*x3  , 5*7 + 6*8 ]
   so the sparsity pattern should be
   r[0] = {0, 1, 2, 3}
   r[1] = {0, 1}
   r[2] = {2, 3}
   r[3] = {}
   */
   for(i = 0; i <  m; i++)
   {  s[i].clear();
      s[i].insert(i);
   }
   r = G.RevSparseJac(m, s);
   for(j = 0; j <  X.size() ; j++)
   {  // r[0] = {0, 1, 2, 3}
      ok &= r[0].find(j) != r[0].end();
      // r[1] = {0, 1}
      if( j == 0 || j == 1 )
         ok &= r[1].find(j) != r[1].end();
      else
         ok &= r[1].find(j) == r[1].end();
      // r[2] = {2, 3}
      if( j == 2 || j == 3 )
         ok &= r[2].find(j) != r[2].end();
      else
         ok &= r[2].find(j) == r[2].end();
   }
   // r[3] == {}
   ok &= r[3].empty();

   //----------------------------------------------------------------------
   /* Test reverse Hessian sparsity pattern
   g_0^2 (x) = [ 0, 0, 1, 0 ] and for i > 0, g_i^2 = 0
            [ 0, 0, 0, 1 ]
            [ 1, 0, 0, 0 ]
            [ 0, 1, 0, 0 ]
   so for the sparsity pattern for the first component of g is
   h[0] = {2}
   h[1] = {3}
   h[2] = {0}
   h[3] = {1}
   */
   CppAD::vector< std::set<size_t> > h( X.size() ), t(1);
   t[0].clear();
   t[0].insert(0);
   h = G.RevSparseHes(X.size() , t);
   size_t check[] = {2, 3, 0, 1};
   for(j = 0; j <  X.size() ; j++)
   {  // h[j] = { check[j] }
      for(i = 0; i < n; i++)
      {  if( i == check[j] )
            ok &= h[j].find(i) != h[j].end();
         else
            ok &= h[j].find(i) == h[j].end();
      }
   }
   t[0].clear();
   for( j = 1; j < X.size(); j++)
         t[0].insert(j);
   h = G.RevSparseHes(X.size() , t);
   for(j = 0; j <  X.size() ; j++)
   {  // h[j] = { }
      for(i = 0; i < X.size(); i++)
         ok &= h[j].find(i) == h[j].end();
   }

   // --------------------------------------------------------------------
   // Free temporary work space. (If there are future calls to
   // old_mat_mul they would create new temporary work space.)
   CppAD::user_atomic<double>::clear();
   info_.clear();

   return ok;
}
// END C++