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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
// ----------------------------------------------------------------------------
// CPPAD_HAS_* defines and CPPAD_COMPILER_IS_GNUCXX
# include <cppad/configure.hpp>
# if CPPAD_HAS_ADOLC
// adolc examples should suppress conversion warnings
# include <cppad/wno_conversion.hpp>
//
# include <adolc/adouble.h>
# include <adolc/taping.h>
# include <adolc/interfaces.h>
// adouble definitions not in Adolc distribution and
// required in order to use CppAD::AD<adouble>
# include <cppad/example/base_adolc.hpp>
# endif
# include <cppad/cppad.hpp>
# include <limits>
namespace { // BEGIN empty namespace
bool One(void)
{ bool ok = true; // initialize test result
using CppAD::NearEqual;
double eps = 10. * std::numeric_limits<double>::epsilon();
typedef CppAD::AD<double> ADdouble; // for one level of taping
typedef CppAD::AD<ADdouble> ADDdouble; // for two levels of taping
size_t n = 2; // dimension for example
// value of the independent variables
CPPAD_TESTVECTOR(ADDdouble) aa_x(n);
aa_x[0] = 1.; aa_x[1] = 3.; // test conversion double to AD< AD<double> >
aa_x[0] = 2. * aa_x[0]; // test double * AD< AD<double> >
CppAD::Independent(aa_x);
// compute the function f(x) = 2 * x[0] * x[1]
CPPAD_TESTVECTOR(ADDdouble) aa_f(1);
aa_f[0] = 2. * aa_x[0] * aa_x[1];
CppAD::ADFun<ADdouble> F(aa_x, aa_f);
// value of the independent variables
CPPAD_TESTVECTOR(ADdouble) a_x(n);
a_x[0] = 2.; a_x[1] = 3.;
Independent(a_x);
// re-evaluate f(2, 3) (must get deepedence on a_x).
size_t p = 0;
CPPAD_TESTVECTOR(ADdouble) a_fp(1);
a_fp = F.Forward(p, a_x);
ok &= NearEqual(a_fp[0], 2. * a_x[0] * a_x[1], eps, eps);
// compute the function g(x) = 2 * partial_x[0] f(x) = 4 * x[1]
p = 1;
CPPAD_TESTVECTOR(ADdouble) a_dx(n), a_g(1);
a_dx[0] = 1.; a_dx[1] = 0.;
a_fp = F.Forward(p, a_dx);
a_g[0] = 2. * a_fp[0];
CppAD::ADFun<double> G(a_x, a_g);
// compute partial_x[1] g(x)
CPPAD_TESTVECTOR(double) xp(n), gp(1);
p = 0;
xp[0] = 4.; xp[1] = 5.;
gp = G.Forward(p, xp);
ok &= NearEqual(gp[0], 4. * xp[1], eps, eps);
p = 1;
xp[0] = 0.; xp[1] = 1.;
gp = G.Forward(p, xp);
ok &= NearEqual(gp[0], 4., eps, eps);
return ok;
}
// f(x) = |x|^2 = .5 * ( x[0]^2 + ... + x[n-1]^2 )
template <class Type>
Type f_Two(CPPAD_TESTVECTOR(Type) &x)
{ Type sum;
// check assignment of AD< AD<double> > = double
sum = .5;
sum += .5;
size_t i = x.size();
while(i--)
sum += x[i] * x[i];
// check compound assignment AD< AD<double> > -= int
sum -= 1;
// check double * AD< AD<double> >
return .5 * sum;
}
bool Two(void)
{ bool ok = true; // initialize test result
double eps99 = 99.0 * std::numeric_limits<double>::epsilon();
typedef CppAD::AD<double> ADdouble; // for one level of taping
typedef CppAD::AD<ADdouble> ADDdouble; // for two levels of taping
size_t n = 5; // dimension for example
size_t j; // a temporary index variable
CPPAD_TESTVECTOR(double) x(n);
CPPAD_TESTVECTOR(ADdouble) a_x(n);
CPPAD_TESTVECTOR(ADDdouble) aa_x(n);
// value of the independent variables
for(j = 0; j < n; j++)
a_x[j] = x[j] = double(j); // x[j] = j
Independent(a_x); // a_x is indedendent for ADdouble
for(j = 0; j < n; j++)
aa_x[j] = a_x[j]; // track how aa_x depends on a_x
CppAD::Independent(aa_x); // aa_x is independent for ADDdouble
// compute function
CPPAD_TESTVECTOR(ADDdouble) aa_f(1); // scalar valued function
aa_f[0] = f_Two(aa_x); // has only one component
// declare inner function (corresponding to ADDdouble calculation)
CppAD::ADFun<ADdouble> a_F(aa_x, aa_f);
// compute f'(x)
size_t p = 1; // order of derivative of a_F
CPPAD_TESTVECTOR(ADdouble) a_w(1); // weight vector for a_F
CPPAD_TESTVECTOR(ADdouble) a_df(n); // value of derivative
a_w[0] = 1; // weighted function same as a_F
a_df = a_F.Reverse(p, a_w); // gradient of f
// declare outer function (corresponding to ADdouble calculation)
CppAD::ADFun<double> df(a_x, a_df);
// compute the d/dx of f'(x) * v = f''(x) * v
CPPAD_TESTVECTOR(double) v(n);
CPPAD_TESTVECTOR(double) ddf_v(n);
for(j = 0; j < n; j++)
v[j] = double(n - j);
ddf_v = df.Reverse(p, v);
// f(x) = .5 * ( x[0]^2 + x[1]^2 + ... + x[n-1]^2 )
// f'(x) = (x[0], x[1], ... , x[n-1])
// f''(x) * v = ( v[0], v[1], ... , x[n-1] )
for(j = 0; j < n; j++)
ok &= CppAD::NearEqual(ddf_v[j], v[j], eps99, eps99);
return ok;
}
# if CPPAD_HAS_ADOLC
bool adolc(void)
{ bool ok = true; // initialize test result
double eps99 = 99.0 * std::numeric_limits<double>::epsilon();
typedef adouble ADdouble; // for first level of taping
typedef CppAD::AD<ADdouble> ADDdouble; // for second level of taping
size_t n = 5; // number independent variables
CPPAD_TESTVECTOR(double) x(n);
CPPAD_TESTVECTOR(ADdouble) a_x(n);
CPPAD_TESTVECTOR(ADDdouble) aa_x(n);
// value of the independent variables
short tag = 0; // Adolc setup
int keep = 1;
trace_on(tag, keep);
size_t j;
for(j = 0; j < n; j++)
{ x[j] = double(j); // x[j] = j
a_x[j] <<= x[j]; // a_x is independent for ADdouble
}
for(j = 0; j < n; j++)
aa_x[j] = a_x[j]; // track how aa_x depends on a_x
CppAD::Independent(aa_x); // aa_x is independent for ADDdouble
// compute function
CPPAD_TESTVECTOR(ADDdouble) aa_f(1); // scalar valued function
aa_f[0] = f_Two(aa_x); // has only one component
// declare inner function (corresponding to ADDdouble calculation)
CppAD::ADFun<ADdouble> a_F(aa_x, aa_f);
// compute f'(x)
size_t p = 1; // order of derivative of a_F
CPPAD_TESTVECTOR(ADdouble) a_w(1); // weight vector for a_F
CPPAD_TESTVECTOR(ADdouble) a_df(n); // value of derivative
a_w[0] = 1; // weighted function same as a_F
a_df = a_F.Reverse(p, a_w); // gradient of f
// declare outer function
// (corresponding to the tape of adouble operations)
double df_j;
for(j = 0; j < n; j++)
a_df[j] >>= df_j;
trace_off();
// compute the d/dx of f'(x) * v = f''(x) * v
size_t m = n; // # dependent in f'(x)
double *v = nullptr, *ddf_v = nullptr;
v = CPPAD_TRACK_NEW_VEC(m, v); // track v = new double[m]
ddf_v = CPPAD_TRACK_NEW_VEC(n, ddf_v); // track ddf_v = new double[n]
for(j = 0; j < n; j++)
v[j] = double(n - j);
fos_reverse(tag, int(m), int(n), v, ddf_v);
// f(x) = .5 * ( x[0]^2 + x[1]^2 + ... + x[n-1]^2 )
// f'(x) = (x[0], x[1], ... , x[n-1])
// f''(x) * v = ( v[0], v[1], ... , x[n-1] )
for(j = 0; j < n; j++)
ok &= CppAD::NearEqual(ddf_v[j], v[j], eps99, eps99);
CPPAD_TRACK_DEL_VEC(v); // check usage of delete
CPPAD_TRACK_DEL_VEC(ddf_v);
return ok;
}
# endif // CPPAD_HAS_ADOLC
bool std_math(void)
{ bool ok = true;
using CppAD::AD;
using CppAD::Independent;
using CppAD::ADFun;
double eps = std::numeric_limits<double>::epsilon();
typedef AD<double> ADdouble; // for first level of taping
typedef AD<ADdouble> ADDdouble; // for second level of taping
size_t n = 1; // number independent variables
size_t m = 1; // number dependent and independent variables
CPPAD_TESTVECTOR(double) x(n), y(m);
CPPAD_TESTVECTOR(ADdouble) ax(n), ay(m);
CPPAD_TESTVECTOR(ADDdouble) aax(n), aay(m);
// create af(x) = tanh(x)
aax[0] = 1.;
Independent( aax );
aay[0] = tanh(aax[0]);
ADFun<ADdouble> af(aax, aay);
// create g(x) = af(x)
ax[0] = 1.;
Independent( ax );
ay = af.Forward(0, ax);
ADFun<double> g(ax, ay);
// evaluate h(x) = g(x)
x[0] = 1.;
y = g.Forward(0, x);
// check result
double check = tanh(x[0]);
ok &= CppAD::NearEqual(y[0], check, eps, eps);
return ok;
}
bool fabs(void)
{ bool ok = true;
using CppAD::AD;
using CppAD::Independent;
using CppAD::ADFun;
double eps = std::numeric_limits<double>::epsilon();
typedef AD<double> ADdouble; // for first level of taping
typedef AD<ADdouble> ADDdouble; // for second level of taping
size_t n = 1; // number independent variables
size_t m = 1; // number dependent and independent variables
CPPAD_TESTVECTOR(double) x(n), y(m);
CPPAD_TESTVECTOR(ADdouble) ax(n), ay(m);
CPPAD_TESTVECTOR(ADDdouble) aax(n), aay(m);
// create af(x) = fabs(x)
aax[0] = 1.;
Independent( aax );
aay[0] = fabs(aax[0]);
ADFun<ADdouble> af(aax, aay);
// create g(x) = af'(x)
ax[0] = 1.;
Independent( ax );
ay = af.Jacobian(ax);
ADFun<double> g(ax, ay);
// evaluate g(x) at same x as recording
x[0] = 1.;
y = g.Forward(0, x);
// check result
double check = 1.;
ok &= CppAD::NearEqual(y[0], check, eps, eps);
// evaluate g(x) at different x from recording
// (but abs is an atomic operation so derivative should work)
x[0] = -1.;
y = g.Forward(0, x);
// check result
check = -1.;
ok &= CppAD::NearEqual(y[0], check, eps, eps);
return ok;
}
} // END empty namespace
bool mul_level(void)
{ bool ok = true;
ok &= One();
ok &= Two();
# if CPPAD_HAS_ADOLC
ok &= adolc();
# endif
ok &= std_math();
ok &= fabs();
return ok;
}
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