File: log.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
// ----------------------------------------------------------------------------


/*
Two old log examples now used just for validation testing
*/

# include <cppad/cppad.hpp>

namespace { // BEGIN empty namespace

bool LogTestOne(void)
{  bool ok = true;
   using CppAD::log;
   using namespace CppAD;
   double eps99 = 99.0 * std::numeric_limits<double>::epsilon();

   // independent variable vector, indices, values, and declaration
   CPPAD_TESTVECTOR(AD<double>) U(1);
   size_t s = 0;
   U[s]     = 2.;
   Independent(U);

   // dependent variable vector, indices, and values
   CPPAD_TESTVECTOR(AD<double>) Z(2);
   size_t x = 0;
   size_t y = 1;
   Z[x]     = log(U[s]);
   Z[y]     = log(Z[x]);

   // define f : U -> Z and vectors for derivative calculations
   ADFun<double> f(U, Z);
   CPPAD_TESTVECTOR(double) v( f.Domain() );
   CPPAD_TESTVECTOR(double) w( f.Range() );

   // check values
   ok &= NearEqual(Z[x] , log(2.),  eps99 , eps99);
   ok &= NearEqual(Z[y] , log( log(2.) ),  eps99 , eps99);

   // forward computation of partials w.r.t. s
   v[s] = 1.;
   w    = f.Forward(1, v);
   ok &= NearEqual(w[x], 1. / U[s],          eps99 , eps99); // dx/ds
   ok &= NearEqual(w[y], 1. / (U[s] * Z[x]), eps99 , eps99); // dy/ds

   // reverse computation of partials of y
   w[x] = 0.;
   w[y] = 1.;
   v    = f.Reverse(1,w);
   ok &= NearEqual(v[s], 1. / (U[s] * Z[x]), eps99 , eps99); // dy/ds

   // forward computation of second partials w.r.t. s
   v[s] = 1.;
   w    = f.Forward(1, v);
   v[s] = 0.;
   w    = f.Forward(2, v);
   ok &= NearEqual(
      2. * w[y] ,
      - 1. / (Z[x]*Z[x]*U[s]*U[s]) - 1. / (Z[x]*U[s]*U[s]),
      eps99 ,
      eps99
   );

   // reverse computation of second partials of y
   CPPAD_TESTVECTOR(double) r( f.Domain() * 2 );
   w[x] = 0.;
   w[y] = 1.;
   r    = f.Reverse(2, w);
   ok &= NearEqual(
      r[2 * s + 1] ,
      - 1. / (Z[x]*Z[x]*U[s]*U[s]) - 1. / (Z[x]*U[s]*U[s]),
      eps99 ,
      eps99
   );

   return ok;
}
bool LogTestTwo(void)
{  bool ok = true;
   using CppAD::log;
   using namespace CppAD;
   double eps99 = 99.0 * std::numeric_limits<double>::epsilon();

   // independent variable vector
   CPPAD_TESTVECTOR(AD<double>) U(1);
   U[0]     = 1.;
   Independent(U);

   // a temporary values
   AD<double> x = exp(U[0]);

   // dependent variable vector
   CPPAD_TESTVECTOR(AD<double>) Z(1);
   Z[0] = log(x);       // log( exp(u) )

   // create f: U -> Z and vectors used for derivative calculations
   ADFun<double> f(U, Z);
   CPPAD_TESTVECTOR(double) v(1);
   CPPAD_TESTVECTOR(double) w(1);

   // check value
   ok &= NearEqual(U[0] , Z[0],  eps99 , eps99);

   // forward computation of partials w.r.t. u
   size_t j;
   size_t p     = 5;
   double jfac  = 1.;
   double value = 1.;
   v[0]         = 1.;
   for(j = 1; j < p; j++)
   {  jfac *= double(j);
      w     = f.Forward(j, v);
      ok &= NearEqual(w[0], value/jfac, eps99, eps99); // d^jz/du^j
      v[0]  = 0.;
      value = 0.;
   }

   // reverse computation of partials of Taylor coefficients
   CPPAD_TESTVECTOR(double) r(p);
   w[0]  = 1.;
   r     = f.Reverse(p, w);
   jfac  = 1.;
   value = 1.;
   for(j = 0; j < p; j++)
   {  ok &= NearEqual(r[j], value/jfac, eps99, eps99); // d^jz/du^j
      jfac *= double(j + 1);
      value = 0.;
   }

   return ok;
}

} // END empty namespace

bool log(void)
{  bool ok = true;
   ok &= LogTestOne();
   ok &= LogTestTwo();
   return ok;
}