File: old_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 old_reciprocal.cpp@@
$section Old Atomic Operation Reciprocal: Example and Test$$

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

$head Theory$$
The example below defines the atomic function
$latex f : \B{R}^n \rightarrow \B{R}^m$$ where
$latex n = 1$$, $latex m = 1$$, and $latex f(x) = 1 / x$$.

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

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

namespace { // Begin empty namespace
   using CppAD::vector;
   // ----------------------------------------------------------------------
   // a utility to compute the union of two sets.
   using CppAD::set_union;

   // ----------------------------------------------------------------------
   // forward mode routine called by CppAD
   bool reciprocal_forward(
      size_t                   id ,
      size_t                    k ,
      size_t                    n ,
      size_t                    m ,
      const vector<bool>&      vx ,
      vector<bool>&            vy ,
      const vector<double>&    tx ,
      vector<double>&          ty
   )
   {  assert( id == 0 );
      assert( n == 1 );
      assert( m == 1 );
      assert( k == 0 || vx.size() == 0 );
      bool ok = false;
      double f, fp, fpp;

      // Must always define the case k = 0.
      // Do not need case k if not using f.Forward(q, xp) for q >= k.
      switch(k)
      {  case 0:
         // this case must  be implemented
         if( vx.size() > 0 )
            vy[0] = vx[0];
         // y^0 = f( x^0 ) = 1 / x^0
         ty[0] = 1. / tx[0];
         ok    = true;
         break;

         case 1:
         // needed if first order forward mode is used
         assert( vx.size() == 0 );
         // y^1 = f'( x^0 ) x^1
         f     = ty[0];
         fp    = - f / tx[0];
         ty[1] = fp * tx[1];
         ok    = true;
         break;

         case 2:
         // needed if second order forward mode is used
         assert( vx.size() == 0 );
         // 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
         f     = ty[0];
         fp    = - f / tx[0];
         fpp   = - 2.0 * fp / tx[0];
         ty[2] = tx[1] * fpp * tx[1] / 2.0 + fp * tx[2];
         ok    = true;
         break;
      }
      return ok;
   }
   // ----------------------------------------------------------------------
   // reverse mode routine called by CppAD
   bool reciprocal_reverse(
      size_t                   id ,
      size_t                    k ,
      size_t                    n ,
      size_t                    m ,
      const vector<double>&    tx ,
      const vector<double>&    ty ,
      vector<double>&          px ,
      const vector<double>&    py
   )
   {  // Do not need case k if not using f.Reverse(k+1, w).
      assert( id == 0 );
      assert( n == 1 );
      assert( m == 1 );
      bool ok = false;

      double f, fp, fpp, fppp;
      switch(k)
      {  case 0:
         // 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;;
         ok    = true;
         break;

         case 1:
         // 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;

         ok     = true;
         break;

         case 2:
         // 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;

         ok = true;
         break;
      }
      return ok;
   }
   // ----------------------------------------------------------------------
   // forward Jacobian sparsity routine called by CppAD
   bool reciprocal_for_jac_sparse(
      size_t                               id ,
      size_t                                n ,
      size_t                                m ,
      size_t                                p ,
      const vector< std::set<size_t> >&     r ,
      vector< std::set<size_t> >&           s )
   {  // Can just return false if not using f.ForSparseJac
      assert( id == 0 );
      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;
   }
   // ----------------------------------------------------------------------
   // reverse Jacobian sparsity routine called by CppAD
   bool reciprocal_rev_jac_sparse(
      size_t                               id ,
      size_t                                n ,
      size_t                                m ,
      size_t                                p ,
      vector< std::set<size_t> >&           r ,
      const vector< std::set<size_t> >&     s )
   {  // Can just return false if not using RevSparseJac.
      assert( id == 0 );
      assert( n == 1 );
      assert( m == 1 );

      // sparsity for R(x) = S * f'(x) is same as sparsity for S
      for(size_t q = 0; q < p; q++)
         r[q] = s[q];

      return true;
   }
   // ----------------------------------------------------------------------
   // reverse Hessian sparsity routine called by CppAD
   bool reciprocal_rev_hes_sparse(
      size_t                               id ,
      size_t                                n ,
      size_t                                m ,
      size_t                                p ,
      const vector< std::set<size_t> >&     r ,
      const vector<bool>&                   s ,
              vector<bool>&                   t ,
      const vector< std::set<size_t> >&     u ,
              vector< std::set<size_t> >&     v )
   {  // Can just return false if not use RevSparseHes.
      assert( id == 0 );
      assert( n == 1 );
      assert( m == 1 );

      // 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) + g'(y) * f''(x) ] * R
      // U(x) = g''(y) * f'(x) * R
      // S(x) = g'(y)

      // back propagate the sparsity for U because derivative of
      // reciprocal may be non-zero
      v[0] = u[0];

      // convert forward Jacobian sparsity to Hessian sparsity
      // because second derivative of reciprocal may be non-zero
      if( s[0] )
         v[0] = set_union(v[0], r[0] );


      return true;
   }
   // ---------------------------------------------------------------------
   // Declare the AD<double> routine reciprocal(id, ax, ay)
   CPPAD_USER_ATOMIC(
      reciprocal                 ,
      CppAD::vector              ,
      double                     ,
      reciprocal_forward         ,
      reciprocal_reverse         ,
      reciprocal_for_jac_sparse  ,
      reciprocal_rev_jac_sparse  ,
      reciprocal_rev_hes_sparse
   )
} // End empty namespace

bool old_reciprocal(void)
{  bool ok = true;
   using CppAD::AD;
   using CppAD::NearEqual;
   double eps = 10. * CppAD::numeric_limits<double>::epsilon();

   // --------------------------------------------------------------------
   // 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);
   size_t id = 0;           // not used
   reciprocal(id, ax, au);  // u = 1 / x

   // call atomic function and store reciprocal(u) in ay[0]
   reciprocal(id, au, ay);  // y = 1 / u = x

   // create f: x -> y and stop tape recording
   CppAD::ADFun<double> f;
   f.Dependent (ax, ay);    // f(x) = x

   // --------------------------------------------------------------------
   // Check forward mode results
   //
   // 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);

   // --------------------------------------------------------------------
   // Check reverse mode results
   //
   // 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);

   // --------------------------------------------------------------------
   // 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]

   // --------------------------------------------------------------------
   // 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]

   // --------------------------------------------------------------------
   // 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

   // -----------------------------------------------------------------
   // Free all temporary work space associated with atomic_one objects.
   // (If there are future calls to atomic functions, they will
   // create new temporary work space.)
   CppAD::user_atomic<double>::clear();

   return ok;
}
// END C++