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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
// ----------------------------------------------------------------------------
# include <cppad/cppad.hpp>
# include <cppad/example/atomic_four/lin_ode/lin_ode.hpp>
namespace { // BEGIN_EMPTY_NAMESPACE
// atomic_norm_sq
class atomic_norm_sq : public CppAD::atomic_four<double> {
public:
atomic_norm_sq(const std::string& name) :
CppAD::atomic_four<double>(name)
{ }
// END CONSTRUCTOR
private:
// BEGIN FOR_TYPE
bool for_type(
size_t call_id ,
const CppAD::vector<CppAD::ad_type_enum>& type_x ,
CppAD::vector<CppAD::ad_type_enum>& type_y ) override
{ assert( call_id == 0 ); // default value
assert(type_y.size() == 1 ); // m
//
// type_y
size_t n = type_x.size();
type_y[0] = CppAD::constant_enum;
for(size_t j = 0; j < n; ++j)
type_y[0] = std::max(type_y[0], type_x[j]);
return true;
}
// END FOR_TYPE
// BEGIN FORWARD
bool forward(
size_t call_id ,
const CppAD::vector<bool>& select_y ,
size_t order_low ,
size_t order_up ,
const CppAD::vector<double>& tx ,
CppAD::vector<double>& ty ) override
{
size_t q = order_up + 1;
size_t n = tx.size() / q;
# ifndef NDEBUG
size_t m = ty.size() / q;
assert( call_id == 0 );
assert( m == 1 );
assert( m == select_y.size() );
# endif
// ok
bool ok = order_up <= 1 && order_low <= order_up;
if ( ! ok )
return ok;
//
// sum = x_0^0 * x_0^0 + x_1^0 * x_1^0 + ...
double sum = 0.0;
for(size_t j = 0; j < n; ++j)
{ double xj0 = tx[ j * q + 0];
sum += xj0 * xj0;
}
//
// ty[0] = sum
if( order_low <= 0 )
ty[0] = sum;
if( order_up < 1 )
return ok;
// sum = x_0^0 * x_0^1 + x_1^0 ^ x_1^1 + ...
sum = 0.0;
for(size_t j = 0; j < n; ++j)
{ double xj0 = tx[ j * q + 0];
double xj1 = tx[ j * q + 1];
sum += xj0 * xj1;
}
// ty[1] = 2.0 * sum
assert( order_up == 1 );
ty[1] = 2.0 * sum;
return ok;
}
};
// forward_dir
bool forward_dir(void)
{ // ok, eps
bool ok = true;
double eps = 10. * CppAD::numeric_limits<double>::epsilon();
//
// atom_norm_sq
atomic_norm_sq afun("atomic_norm_sq");
//
// n, m
size_t n = 2;
size_t m = 1;
//
// x
CPPAD_TESTVECTOR(double) x(n);
for(size_t j = 0; j < n; ++j)
x[j] = 1.0 / (double(j) + 1.0);
//
// ax
CPPAD_TESTVECTOR( CppAD::AD<double> ) ax(n);
for(size_t j = 0; j < n; ++j)
ax[j] = x[j];
CppAD::Independent(ax);
//
// ay
CPPAD_TESTVECTOR( CppAD::AD<double> ) ay(m);
afun(ax, ay);
//
// f
CppAD::ADFun<double> f;
f.Dependent (ax, ay);
//
// check
double check = 0.0;
for(size_t j = 0; j < n; ++j)
check += x[j] * x[j];
//
// ok
// check ay[0]
ok &= CppAD::NearEqual( Value(ay[0]) , check, eps, eps);
//
// ok
// check zero order forward mode
CPPAD_TESTVECTOR(double) y(m);
y = f.Forward(0, x);
ok &= CppAD::NearEqual(y[0] , check, eps, eps);
//
// y1
// first order forward mode partial w.r.t. each component of x
size_t r = n;
CPPAD_TESTVECTOR(double) x1(n * r), y1(m * r);
for(size_t j = 0; j < n; ++j)
{ for(size_t ell = 0; ell < r; ++ell)
{ x1[j * r + ell] = 0.0;
if( ell == j )
x1[j * r + ell] = 1.0;
}
}
y1 = f.Forward(1, r, x1);
//
// ok
for(size_t j = 0; j < n; ++j)
ok &= CppAD::NearEqual(y1[j] , 2.0 * x[j], eps, eps);
//
return ok;
}
/*
\{xrst_begin atomic_four_lin_ode_rev_depend.cpp}
{xrst_spell
cccc
}
Atomic Linear ODE Reverse Dependency Analysis: Example and Test
###############################################################
Purpose
*******
This example demonstrates calculating reverse dependency with
the :ref:`atomic_four_lin_ode-name` class; see
:ref:`atomic_four_lin_ode_rev_depend.hpp-name` .
f(x)
****
For this example, the function :math:`f(x) = z_2 (r, u)` where
:math:`z(t, u)` solves the following ODE
.. math::
z_t (t, x) =
\left( \begin{array}{cccc}
0 & 0 & 0 & 0 \\
x_0 & 0 & 0 & 0 \\
0 & x_1 & 0 & 0 \\
0 & 0 & x_2 & 0 \\
\end{array} \right)
z(t, u)
\W{,}
z(0, u) =
\left( \begin{array}{c}
x_3 \\
x_4 \\
x_5 \\
x_6 \\
\end{array} \right)
Solution
********
The actual solution to this ODE is
.. math::
z(t, x) =
\left( \begin{array}{l}
x_3 \\
x_4 + x_0 x_3 t \\
x_5 + x_1 x_4 t + x_1 x_0 x_3 t^2 / 2 \\
x_6 + x_2 x_5 t + x_2 x_1 x_4 t^2 / 2 + x_2 x_1 x_0 x_3 t^3 / 6
\end{array} \right)
Source
******
{xrst_literal
// BEGIN C++
// END C++
}
\{xrst_end atomic_four_lin_ode_rev_depend.cpp}
*/
template <class Scalar, class Vector>
Vector Y(Scalar t, const Vector& x)
{ size_t m = 4;
Vector y(m);
//
y[0] = x[3];
y[1] = x[4] + x[0]*x[3]*t;
y[2] = x[5] + x[1]*x[4]*t + x[1]*x[0]*x[3]*t*t/2.0;
y[3] = x[6] + x[2]*x[5]*t + x[2]*x[1]*x[4]*t*t/2.0
+ x[2]*x[1]*x[0]*x[3]*t*t*t/6.0;
//
return y;
}
bool rev_depend(void)
{ // ok, eps
bool ok = true;
//
// sparse_rc, AD, eps99
typedef CppAD::sparse_rc< CppAD::vector<size_t> > sparse_rc;
using CppAD::AD;
double eps99 = std::numeric_limits<double>::epsilon() * 99.0;
// -----------------------------------------------------------------------
// Record f
// -----------------------------------------------------------------------
//
// afun
CppAD::atomic_lin_ode<double> afun("atomic_lin_ode");
//
// m, r
size_t m = 4;
double r = 2.0;
double step = 1.0;
//
// pattern, transpose
size_t nr = m;
size_t nc = m;
size_t nnz = 3;
sparse_rc pattern(nr, nc, nnz);
for(size_t k = 0; k < nnz; ++k)
{ size_t i = k + 1;
size_t j = k;
pattern.set(k, i, j);
}
bool transpose = false;
//
// ax
CPPAD_TESTVECTOR( AD<double> ) ax(nnz + m);
for(size_t k = 0; k < nnz + m; ++k)
ax[k] = double(k + 1);
CppAD::Independent(ax);
//
// ay
CPPAD_TESTVECTOR( AD<double> ) ay(m);
size_t call_id = afun.set(r, step, pattern, transpose);
afun(call_id, ax, ay);
//
// z_index
size_t z_index = 1;
//
// az
CPPAD_TESTVECTOR( AD<double> ) az(1);
az[0] = ay[z_index];
//
// f
// optimize uses rev_depend
CppAD::ADFun<double> f(ax, az);
f.optimize();
// -----------------------------------------------------------------------
// check_f
// -----------------------------------------------------------------------
CppAD::Independent(ax);
AD<double> ar = r;
ay = Y(ar, ax);
az[0] = ay[z_index];
CppAD::ADFun<double> check_f(ax, az);
// -----------------------------------------------------------------------
// rev_depend
// use test_rev_depend to call rev_depend directly
// -----------------------------------------------------------------------
//
// depend_x
CppAD::vector<bool> ident_zero_x(nnz + m), depend_x(nnz + m), depend_y(m);
for(size_t i = 0; i < m; ++i)
{ depend_y[i] = i == z_index;
ident_zero_x[i] = false;
}
afun.test_rev_depend(call_id, ident_zero_x, depend_x, depend_y);
//
// x
CPPAD_TESTVECTOR(double) x(nnz + m);
for(size_t j = 0; j < nnz + m; ++j)
x[j] = double( j + 2 );
//
// dw
check_f.Forward(0, x);
CPPAD_TESTVECTOR(double) w(1), dw(nnz + m);
w[0] = 1.0;
dw = check_f.Reverse(1, w);
//
// ok
// note that for this x, partial w.r.t x[j] is non-zero if and only if
// y[z_index] depends on x[j]
for(size_t j = 0; j < nnz + m; ++j)
ok &= depend_x[j] == (dw[j] != 0.0);
//
// -----------------------------------------------------------------------
// forward mode on f
// Check that the optimized version of agrees with check_f.
// -----------------------------------------------------------------------
//
// z
// zero order forward mode computation of f(x)
CPPAD_TESTVECTOR(double) z = f.Forward(0, x);
//
// ok
CPPAD_TESTVECTOR(double) check_z = check_f.Forward(0, x);
ok &= CppAD::NearEqual(z[0], check_z[0], eps99, eps99);
//
// du, ok
CPPAD_TESTVECTOR(double) dx(nnz + m), dz(1), check_dz(1);
for(size_t j = 0; j < nnz + m; ++j)
dx[j] = 0.0;
//
for(size_t j = 0; j < nnz + m; ++j)
{ dx[j] = 1.0;
dz = f.Forward(1, dx);
check_dz = check_f.Forward(1, dx);
ok &= CppAD::NearEqual(dz[0], check_dz[0], eps99, eps99);
dx[j] = 0.0;
}
// -----------------------------------------------------------------------
return ok;
}
} // END_EMPTY_NAMESPACE
bool atomic_four(void)
{ bool ok = true;
ok &= forward_dir();
ok &= rev_depend();
return ok;
}
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