File: old_usead_1.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: 2003-24 Bradley M. Bell
// ----------------------------------------------------------------------------

/*
@begin old_usead_1.cpp@@
$spell
   checkpoint
   var
$$

$section Using AD to Compute Atomic Function Derivatives$$

$head Deprecated 2013-05-27$$
This example has been deprecated because it is easier to use the
$cref/checkpoint/chkpoint_one/$$ class instead.

$head Purpose$$
Consider the case where an inner function is used repeatedly in the
definition of an outer function.
In this case, it may reduce the number of variables
$cref/size_var/fun_property/size_var/$$,
and hence the required memory.

$head Simple Case$$
This example is the same as old_reciprocal.cpp, except that it
uses AD to compute the
derivatives needed by an atomic function.
This is a simple example of an inner function, and hence not really
useful for the purpose above;
see old_usead_2.cpp for a more complete example.

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

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

namespace { // Begin empty namespace
   using CppAD::AD;
   using CppAD::ADFun;
   using CppAD::vector;

   // ----------------------------------------------------------------------
   // function that computes reciprocal
   ADFun<double>* r_ptr_;
   void create_r(void)
   {  vector< AD<double> > ax(1), ay(1);
      ax[0]  = 1;
      CppAD::Independent(ax);
      ay[0]  = 1.0 / ax[0];
      r_ptr_ = new ADFun<double>(ax, ay);
   }
   void destroy_r(void)
   {  delete r_ptr_;
      r_ptr_ = nullptr;
   }

   // ----------------------------------------------------------------------
   // 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 = true;
      vector<double> x_q(1), y_q(1);

      // check for special case
      if( vx.size() > 0 )
         vy[0] = vx[0];

      // make sure r_ has proper lower order Taylor coefficients stored
      // then compute ty[k]
      for(size_t q = 0; q <= k; q++)
      {  x_q[0] = tx[q];
         y_q    = r_ptr_->Forward(q, x_q);
         if( q == k )
            ty[k] = y_q[0];
         assert( q == k || ty[q] == y_q[0] );
      }
      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
   )
   {  assert( id == 0 );
      assert( n == 1 );
      assert( m == 1 );
      bool ok = true;
      vector<double> x_q(1), w(k+1), dw(k+1);

      // make sure r_ has proper forward mode coefficients
      size_t q;
      for(q = 0; q <= k; q++)
      {  x_q[0] = tx[q];
# ifdef NDEBUG
         r_ptr_->Forward(q, x_q);
# else
         vector<double> y_q(1);
         y_q    = r_ptr_->Forward(q, x_q);
         assert( ty[q] == y_q[0] );
# endif
      }
      for(q = 0; q <=k; q++)
         w[q] = py[q];
      dw = r_ptr_->Reverse(k+1, w);
      for(q = 0; q <=k; q++)
         px[q] = dw[q];

      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 )
   {  assert( id == 0 );
      assert( n == 1 );
      assert( m == 1 );
      bool ok = true;

      vector< std::set<size_t> > R(1), S(1);
      R[0] = r[0];
      S = r_ptr_->ForSparseJac(p, R);
      s[0] = S[0];

      return ok;
   }
   // ----------------------------------------------------------------------
   // 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 )
   {
      assert( id == 0 );
      assert( n == 1 );
      assert( m == 1 );
      bool ok = true;

      vector< std::set<size_t> > R(p), S(p);
      size_t q;
      for(q = 0; q < p; q++)
         S[q] = s[q];
      R = r_ptr_->RevSparseJac(p, S);
      for(q = 0; q < p; q++)
         r[q] = R[q];

      return ok;
   }
   // ----------------------------------------------------------------------
   // 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 );
      bool ok = true;

      // compute sparsity pattern for T(x) = S(x) * f'(x)
      vector<bool> T(1), S(1);
      S[0]   = s[0];
      T      = r_ptr_->RevSparseJac(1, S);
      t[0]   = T[0];

      // compute sparsity pattern for A(x) = U(x)^T * f'(x)
      vector<bool> Ut(p), A(p);
      size_t q;
      for(q = 0; q < p; q++)
         Ut[q] = false;
      std::set<size_t>::const_iterator itr;
      for(itr = u[0].begin(); itr != u[0].end(); itr++)
         Ut[*itr] = true;
      A = r_ptr_-> RevSparseJac(p, Ut);

      // compute sparsity pattern for H(x) = R^T * (S * F)''(x)
      vector<bool> H(p), R(n);
      for(q = 0; q < p; q++)
         R[q] = false;
      for(itr = r[0].begin(); itr != r[0].end(); itr++)
         R[*itr] = true;
      r_ptr_->ForSparseJac(p, R);
      H = r_ptr_->RevSparseHes(p, S);

      // compute sparsity pattern for V(x) = A(x)^T + H(x)^T
      v[0].clear();
      for(q = 0; q < p; q++)
         if( A[q] || H[q] )
            v[0].insert(q);

      return ok;
   }
   // ---------------------------------------------------------------------
   // 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_usead_1(void)
{  bool ok = true;
   using CppAD::NearEqual;
   double eps = 10. * CppAD::numeric_limits<double>::epsilon();

   // --------------------------------------------------------------------
   // Create the ADFun<double> r_
   create_r();

   // --------------------------------------------------------------------
   // 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
   ADFun<double> f;
   f.Dependent(ax, ay);     // f(x) = x

   // --------------------------------------------------------------------
   // Check function value 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.RevSparseJac(p, s3);
   ok  &= h[0] == true; // second partial of f[0] w.r.t. x[0] may be non-zero

   // -----------------------------------------------------------------
   // Free all memory associated with the object r_ptr
   destroy_r();

   // -----------------------------------------------------------------
   // 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++