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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>
namespace { // Begin empty namespace
void forward_sparse_jacobian_bool(CppAD::ADFun<double>& f)
{ size_t n = f.Domain();
CPPAD_TESTVECTOR(bool) eye(n * n);
for(size_t i = 0; i < n; i++)
{ for(size_t j = 0; j < n; j++)
eye[ i * n + j] = (i == j);
}
f.ForSparseJac(n, eye);
return;
}
void forward_sparse_jacobian_set(CppAD::ADFun<double>& f)
{ size_t n = f.Domain();
CPPAD_TESTVECTOR(std::set<size_t>) eye(n);
for(size_t i = 0; i < n; i++)
eye[i].insert(i);
f.ForSparseJac(n, eye);
return;
}
bool sparse_hessian_test(
CppAD::ADFun<double>& f ,
size_t index ,
CPPAD_TESTVECTOR(bool)& check )
{ bool ok = true;
size_t n = f.Domain();
size_t m = f.Range();
// boolean sparsity patterns
CPPAD_TESTVECTOR(bool) r_bool(n), s_bool(m), h_bool(n * n);
for(size_t j = 0; j < n; j++)
r_bool[j] = true;
for(size_t i = 0; i < m; i++)
s_bool[i] = i == index;
//
// bool ForSparseHes
h_bool = f.ForSparseHes(r_bool, s_bool);
for(size_t i = 0; i < n * n; i++)
ok &= h_bool[i] == check[i];
//
// bool RevSparseHes
forward_sparse_jacobian_bool(f);
h_bool = f.RevSparseHes(n, s_bool);
for(size_t i = 0; i < n * n; i++)
ok &= h_bool[i] == check[i];
//
// set sparsity patterns
CPPAD_TESTVECTOR( std::set<size_t> ) r_set(1), s_set(1), h_set(n);
for(size_t j = 0; j < n; j++)
r_set[0].insert(j);
s_set[0].insert(index);
//
// set ForSparseHes
h_set = f.ForSparseHes(r_set, s_set);
for(size_t i = 0; i < n; i++)
{ for(size_t j = 0; j < n; j++)
{ bool found = h_set[i].find(j) != h_set[i].end();
ok &= found == check[i * n + j];
}
}
//
// set RevSparseHes
forward_sparse_jacobian_set(f);
h_set = f.RevSparseHes(n, s_set);
for(size_t i = 0; i < n; i++)
{ for(size_t j = 0; j < n; j++)
{ bool found = h_set[i].find(j) != h_set[i].end();
ok &= found == check[i * n + j];
}
}
//
return ok;
}
bool case_one()
{ bool ok = true;
using namespace CppAD;
// dimension of the domain space
size_t n = 10;
// dimension of the range space
size_t m = 2;
// temporary indices
// initialize check values to false
CPPAD_TESTVECTOR(bool) Check(n * n);
for(size_t j = 0; j < n * n; j++)
Check[j] = false;
// independent variable vector
CPPAD_TESTVECTOR(AD<double>) X(n);
for(size_t j = 0; j < n; j++)
X[j] = AD<double>(j);
Independent(X);
// accumulate sum here
AD<double> sum(0.);
// variable * variable
sum += X[2] * X[3];
Check[2 * n + 3] = Check[3 * n + 2] = true;
// variable / variable
sum += X[4] / X[5];
Check[4 * n + 5] = Check[5 * n + 4] = Check[5 * n + 5] = true;
// CondExpLt(variable, variable, variable, variable)
sum += CondExpLt(X[1], X[2], sin(X[6]), cos(X[7]) );
Check[6 * n + 6] = true;
Check[7 * n + 7] = true;
// pow(variable, variable)
sum += pow(X[8], X[9]);
Check[8 * n + 8] = Check[8 * n + 9] = true;
Check[9 * n + 8] = Check[9 * n + 9] = true;
// dependent variable vector
CPPAD_TESTVECTOR(AD<double>) Y(m);
Y[0] = sum;
// variable - variable
Y[1] = X[0] - X[1];
// create function object F : X -> Y
ADFun<double> F(X, Y);
// check Hessian of F_0
ok &= sparse_hessian_test(F, 0, Check);
// check Hessian of F_1
for(size_t j = 0; j < n * n; j++)
Check[j] = false;
ok &= sparse_hessian_test(F, 1, Check);
// -----------------------------------------------------------------------
return ok;
}
bool case_two()
{ bool ok = true;
using namespace CppAD;
// dimension of the domain space
size_t n = 4;
// dimension of the range space
size_t m = 1;
// initialize check values to false
CPPAD_TESTVECTOR(bool) Check(n * n);
for(size_t j = 0; j < n * n; j++)
Check[j] = false;
// independent variable vector
CPPAD_TESTVECTOR(AD<double>) X(n);
for(size_t j = 0; j < n; j++)
X[j] = AD<double>(j);
Independent(X);
// Test the case where dependent variable is a non-linear function
// of the result of a conditional expression.
CPPAD_TESTVECTOR(AD<double>) Y(m);
Y[0] = CondExpLt(X[0], X[1], X[2], X[3]);
Y[0] = cos(Y[0]) + X[0] + X[1];
// Hessian with respect to x[0] and x[1] is zero.
// Hessian with respect to x[2] and x[3] is full
// (although we know that there are no cross terms, this is an
// inefficiency of the conditional expression operator).
Check[2 * n + 2] = Check[ 2 * n + 3 ] = true;
Check[3 * n + 2] = Check[ 3 * n + 3 ] = true;
// create function object F : X -> Y
ADFun<double> F(X, Y);
// -----------------------------------------------------------------
sparse_hessian_test(F, 0, Check);
//
return ok;
}
bool case_three()
{ bool ok = true;
using CppAD::AD;
// domain space vector
size_t n = 1;
CPPAD_TESTVECTOR(AD<double>) X(n);
X[0] = 0.;
// declare independent variables and start recording
CppAD::Independent(X);
// range space vector
size_t m = 1;
CPPAD_TESTVECTOR(AD<double>) Y(m);
// make sure reverse jacobian is propagating dependency to
// intermediate values (not just final ones).
Y[0] = X[0] * X[0] + 2;
// create f: X -> Y and stop tape recording
CppAD::ADFun<double> f(X, Y);
// ------------------------------------------------------------------
CPPAD_TESTVECTOR(bool) check(n * n);
check[0] = true;
sparse_hessian_test(f, 0, check);
//
return ok;
}
bool case_four()
{ bool ok = true;
using namespace CppAD;
// dimension of the domain space
size_t n = 3;
// dimension of the range space
size_t m = 1;
// initialize the vector as zero
CppAD::VecAD<double> Z(n - 1);
size_t k;
for(k = 0; k < n-1; k++)
Z[k] = 0.;
// independent variable vector
CPPAD_TESTVECTOR(AD<double>) X(n);
X[0] = 0.;
X[1] = 1.;
X[2] = 2.;
Independent(X);
// VecAD vector z depends on both x[1] and x[2]
// (component indices do not matter because they can change).
Z[ X[0] ] = X[1] * X[2];
Z[ X[1] ] = 0.;
// dependent variable vector
CPPAD_TESTVECTOR(AD<double>) Y(m);
// check results vector
CPPAD_TESTVECTOR( bool ) Check(n * n);
// y = z[j] where j might be zero or one.
Y[0] = Z[ X[1] ];
Check[0 * n + 0] = false; // partial w.r.t x[0], x[0]
Check[0 * n + 1] = false; // partial w.r.t x[0], x[1]
Check[0 * n + 2] = false; // partial w.r.t x[0], x[2]
Check[1 * n + 0] = false; // partial w.r.t x[1], x[0]
Check[1 * n + 1] = false; // partial w.r.t x[1], x[1]
Check[1 * n + 2] = true; // partial w.r.t x[1], x[2]
Check[2 * n + 0] = false; // partial w.r.t x[2], x[0]
Check[2 * n + 1] = true; // partial w.r.t x[2], x[1]
Check[2 * n + 2] = false; // partial w.r.t x[2], x[2]
// create function object F : X -> Y
ADFun<double> F(X, Y);
// -----------------------------------------------------
sparse_hessian_test(F, 0, Check);
//
return ok;
}
bool case_five(void)
{ bool ok = true;
using CppAD::AD;
size_t n = 2;
CPPAD_TESTVECTOR(AD<double>) X(n);
X[0] = 1.;
X[1] = 2.;
CppAD::Independent(X);
size_t m = 2;
CPPAD_TESTVECTOR(AD<double>) Y(m);
Y[0] = pow(X[0], 2.);
Y[1] = pow(2., X[1]);
// create function object F : X -> Y
CppAD::ADFun<double> F(X, Y);
// Test F_0 and F_1
for(size_t index = 0; index < n; index++)
{ CPPAD_TESTVECTOR(bool) check(n * n);
for(size_t i = 0; i < n; i++)
for(size_t j = 0; j < n; j++)
check[i * n + j] = (i == index) && (j == index);
sparse_hessian_test(F, index, check);
}
//
return ok;
}
// Note ForSparseHes does not work for this case because R not diagonal.
bool case_six()
{ bool ok = true;
using namespace CppAD;
// dimension of the domain space
size_t n = 3;
// dimension of the range space
size_t m = 1;
// independent variable vector
CPPAD_TESTVECTOR(AD<double>) X(n);
X[0] = 0.;
X[1] = 1.;
X[2] = 2.;
Independent(X);
// y = z[j] where j might be zero or one.
CPPAD_TESTVECTOR(AD<double>) Y(m);
Y[0] = X[1] * X[2];
// create function object F : X -> Y
ADFun<double> F(X, Y);
// sparsity pattern for hessian of F^2
CPPAD_TESTVECTOR(bool) F2(n * n);
F2[0 * n + 0] = false; // partial w.r.t x[0], x[0]
F2[0 * n + 1] = false; // partial w.r.t x[0], x[1]
F2[0 * n + 2] = false; // partial w.r.t x[0], x[2]
F2[1 * n + 0] = false; // partial w.r.t x[1], x[0]
F2[1 * n + 1] = false; // partial w.r.t x[1], x[1]
F2[1 * n + 2] = true; // partial w.r.t x[1], x[2]
F2[2 * n + 0] = false; // partial w.r.t x[2], x[0]
F2[2 * n + 1] = true; // partial w.r.t x[2], x[1]
F2[2 * n + 2] = false; // partial w.r.t x[2], x[2]
// choose a non-symmetric sparsity pattern for R
CPPAD_TESTVECTOR( bool ) r(n * n);
size_t i, j, k;
for(i = 0; i < n; i++)
{ for(j = 0; j < n; j++)
r[ i * n + j ] = false;
j = n - i - 1;
r[ j * n + j ] = true;
}
// sparsity pattern for H^T
CPPAD_TESTVECTOR(bool) Check(n * n);
for(i = 0; i < n; i++)
{ for(j = 0; j < n; j++)
{ Check[ i * n + j] = false;
for(k = 0; k < n; k++)
{ // some gcc versions std::vector<bool> do not support |=
// on elements (because they pack the bits).
bool tmp = Check[i * n + j];
Check[i * n + j] = tmp | (F2[i * n + k] && r[ k * n + j]);
}
}
}
// compute the reverse Hessian sparsity pattern for F^2 * R
F.ForSparseJac(n, r);
CPPAD_TESTVECTOR( bool ) s(m), h(n * n);
s[0] = 1.;
bool transpose = true;
h = F.RevSparseHes(n, s, transpose);
// check values
for(i = 0; i < n; i++)
{ for(j = 0; j < n; j++)
ok &= (h[i * n + j] == Check[i * n + j]);
}
// compute the reverse Hessian sparsity pattern for R^T * F^2
transpose = false;
h = F.RevSparseHes(n, s, transpose);
// check values
for(i = 0; i < n; i++)
{ for(j = 0; j < n; j++)
ok &= (h[j * n + i] == Check[i * n + j]);
}
return ok;
}
// bug in cppad/local/sweep/for_hes.hpp fixed on 2022-05-15
bool case_seven()
{ bool ok = true;
using namespace CppAD;
typedef CPPAD_TESTVECTOR(size_t) size_vector;
// dimension of the domain space
size_t n = 3;
// dimension of the range space
size_t m = 2;
// independent variable vector
CPPAD_TESTVECTOR(AD<double>) ax(n);
ax[0] = 0.;
ax[1] = 1.;
ax[2] = 2.;
Independent(ax);
// dependent variable vector
CPPAD_TESTVECTOR(AD<double>) ay(m);
ay[0] = ax[0] * ax[1];
ay[1] = ax[1] * ax[2];
// create function object f : x -> y
ADFun<double> f(ax, ay);
// sparsity pattern for Hessian of y[1]
CppAD::sparse_rc<size_vector> pattern_out;
bool internal_bool = false;
CPPAD_TESTVECTOR(bool) select_domain(n), select_range(m);
select_domain[0] = false;
select_domain[1] = true;
select_domain[2] = true;
select_range[0] = false;
select_range[1] = true;
f.for_hes_sparsity(
select_domain, select_range, internal_bool, pattern_out
);
//
ok &= pattern_out.nnz() == 2;
for(size_t k = 0; k < pattern_out.nnz(); ++k)
{ size_t i = pattern_out.row()[k];
size_t j = pattern_out.col()[k];
if( i == 1 )
ok &= j == 2;
else if( i == 2 )
ok &= j == 1;
else
ok = false;
}
//
return ok;
}
} // End of empty namespace
bool hes_sparsity(void)
{ bool ok = true;
ok &= case_one();
ok &= case_two();
ok &= case_three();
ok &= case_four();
ok &= case_five();
ok &= case_six();
ok &= case_seven();
return ok;
}
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