File: jacobian.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
// ----------------------------------------------------------------------------

# include <cppad/cppad.hpp>

namespace { // ---------------------------------------------------------

template <class Vector>
Vector eval_g(const Vector&  x)
{  Vector g(2);

   g[0] = x[0] * x[1] * x[2] * x[3];
   g[1] = x[0] * x[0] + x[1] * x[1] + x[2] * x[2] + x[3] * x[3];

   return g;
}

template <class Vector>
Vector eval_jac_g(const Vector&  x)
{  Vector jac_g(8);

   // g[0] = x[0] * x[1] * x[2] * x[3];
   jac_g[0] = x[1] * x[2] * x[3];
   jac_g[1] = x[0] * x[2] * x[3];
   jac_g[2] = x[0] * x[1] * x[3];
   jac_g[3] = x[0] * x[1] * x[2];

   // g[1] = x[0] * x[0] + x[1] * x[1] + x[2] * x[2] + x[3] * x[3];
   jac_g[4+0] = 2. * x[0];
   jac_g[4+1] = 2. * x[1];
   jac_g[4+2] = 2. * x[2];
   jac_g[4+3] = 2. * x[3];

   return jac_g;
}


} // End empty namespace

bool jacobian(void)
{  bool ok = true;
   using CppAD::vector;
   size_t i, j, k;
   using CppAD::NearEqual;
   double eps99 = 99.0 * std::numeric_limits<double>::epsilon();

   size_t n = 4;
   size_t m = 2;
   vector< CppAD::AD<double> > ad_x(n);
   vector< CppAD::AD<double> > ad_g(m);

   vector<double> x(n);
   x[0] = 1.; x[1] = 5.0; x[2] = 5.0; x[3] = 1.0;
   for(j = 0; j < n; j++)
      ad_x[j] = x[j];
   //
   CppAD::Independent(ad_x);
   ad_g = eval_g(ad_x);
   CppAD::ADFun<double> fun_g(ad_x, ad_g);

   vector<double> check(m * n);
   check = eval_jac_g(x);

   // regular jacobian
   vector<double> jac_g = fun_g.Jacobian(x);
   for(k = 0; k < m *n; k++)
      ok &= NearEqual(jac_g[k], check[k], eps99, eps99);

   // one argument sparse jacobian
   jac_g = fun_g.SparseJacobian(x);
   for(k = 0; k < m *n; k++)
      ok &= NearEqual(jac_g[k], check[k], eps99, eps99);

   // sparse jacobian using bool vectors
   CPPAD_TESTVECTOR(bool) p_b(m * n) , r_b(n * n);
   for(i = 0; i < n; i++)
      for(j = 0; j < n; j++)
         r_b[i * n + j] = (i == j);
   p_b = fun_g.ForSparseJac(n, r_b);
   jac_g = fun_g.SparseJacobian(x, p_b);
   for(k = 0; k < m *n; k++)
      ok &= NearEqual(jac_g[k], check[k], eps99, eps99);

   // sparse jacobian using vectors of sets
   std::vector< std::set<size_t> > p_s(m) , r_s(n);
   for(i = 0; i < n; i++)
      for(j = 0; j < n; j++)
         r_s[i].insert(j);
   p_s = fun_g.ForSparseJac(n, r_s);
   jac_g = fun_g.SparseJacobian(x, p_s);
   for(k = 0; k < m *n; k++)
      ok &= NearEqual(jac_g[k], check[k], eps99, eps99);

   return ok;
}
// END PROGRAM