VecAD

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AD Vectors that Record Index Operations

Syntax

VecAD < Base > vec ( n )

vec . size ()

base = vec [ i ]

abase = vec [ ind ]
vec [ ind ] = right
left = vec [ ind ]

Purpose

If either vec or ind is a Variable or dynamic parameter , the indexing operation

vec [ ind ]

is recorded in the corresponding AD < Base > operation sequence and included in the corresponding ADFun object f . Such an index can change each time zero order f.Forward is used; i.e., each time f is evaluated with new value for the independent variables . Note that the value of vec [ ind ] depends on the value of ind in a discrete fashion and CppAD computes its partial derivative with respect to ind as zero.

Alternatives

If only the values in vec , and not the indices ind , depend on the independent variables, a SimpleVector with elements of type AD < Base > would be more efficient than using VecAD < Base > . If only the indices, and not the values in the vector, depend on the independent variables, a Discrete functions would be a much more efficient.

Efficiency

If one uses VecAD vector where one could use a simple vector, the sparsity_pattern will be less efficient because the dependence on different elements cannot be separated. In addition, VecAD objects that only depend on dynamic parameters are treated as if they were variables making sparsity patterns even less efficient (have more possibly non-zero values than necessary); see VecAD Vectors under dynamic parameters in the wish list.

VecAD<Base>::reference

The expression vec [ ind ] has prototype

VecAD < Base >:: reference vec [ ind ]

which is like the AD < Base > type with some notable exceptions:

Exceptions

  1. This object cannot be used with the Value function to compute the corresponding Base value. In some cases, the syntax

    vec [ i ]

    can be used to obtain the corresponding Base value; see below.

  2. This object cannot be used as the left hand side in a with a compound assignment ; i.e., += , -= , *= , or /= . For example, the following syntax is not valid:

    vec [ ind ] += z ;

    no matter what the types of z .

  3. Assignment to vec [ ind ] returns a void . For example, the following syntax is not valid:

    z = vec [ ind ] = u ;

    no matter what the types of z , and u .

  4. A vec [ ind ] object cannot appear in a CondExp ; For example, the following syntax is not valid:

    CondExpGt ( vec [ ind ], u , v , w )

    no matter what the types of u , v , and w .

  5. A vec [ ind ] object should not be used with the Constant , Dynamic , Parameter , and Variable functions (see con_dyn_var ). The entire vector vec should be used instead.

  6. A VecAD vector cannot be passed to Independent function.

Constructor

vec

The syntax

VecAD < Base > vec ( n )

creates an VecAD object vec with n elements. The initial value of the elements of vec is unspecified.

n

The argument n has prototype

size_t n

size

The syntax

vec . size ()

returns the number of elements in the vector vec ; i.e., the value of n when it was constructed.

Base Indexing

We refer to the syntax

base = vec [ i ]

as base indexing of a VecAD object. This indexing is only valid if the vector vec is a Constant ; i.e., it does not depend on the independent variables.

i

The operand i has prototype

size_t i

and must be less than n ; i.e., less than the number of elements in vec .

base

The result base has prototype

Base & base

i.e., it is a reference to the i-th element in the vector vec . It can be used to change the element value; for example,

vec [ i ] = b

is valid where b is a Base object. The reference base is no longer valid once the vec changes in any way; i.e., has another assignment.

AD Indexing

We refer to the syntax

vec [ ind ]

as AD indexing of a VecAD object.

ind

The argument ind has prototype

const AD < Base >& ind

The value of ind must be greater than or equal zero and less than n ; i.e., less than the number of elements in vec .

result

The resulting expression has prototype

VecAD < Base >:: reference vec [ ind ]

This objects operations are recorded as part of the AD < Base > operation sequence . It acts like a reference to the element with index floor ( ind ) in the vector vec ; ( floor ( ind ) is the greatest integer less than or equal ind ).

left

Is the left hand side of the assignment statement is the current value for the corresponding element of vec . It has the following prototype:

const AD < Base >& left

Example

The file vec_ad.cpp contains an example and test using VecAD vectors.

base2ad

Forward mode on a base2ad function does not preserve VecAD operations (which might be expected); see the base2vec_ad.cpp example.

Speed and Memory

The VecAD vector type is inefficient because every time an element of a vector is accessed, a new CppAD Variable is created on the tape using either the Ldp or Ldv operation (unless all of the elements of the vector are parameters ). The effect of this can be seen by executing the following steps:

  1. In the file cppad/local/forward1sweep.h , change the definition of CPPAD_FORWARD1SWEEP_TRACE to

    # define CPPAD_FORWARD1SWEEP_TRACE 1

  2. In the Example directory, execute the command

    ./test_one.sh lu_vec_ad_ok.cpp lu_vec_ad.cpp -DNDEBUG > lu_vec_ad_ok.log

    This will write a trace of all the forward tape operations, for the test case lu_vec_ad_ok.cpp , to the file lu_vec_ad_ok.log .

  3. In the Example directory execute the commands

    grep "op="           lu_vec_ad_ok.log | wc -l
grep "op=Ld[vp]"     lu_vec_ad_ok.log | wc -l
grep "op=St[vp][vp]" lu_vec_ad_ok.log | wc -l

    The first command counts the number of operators in the tracing, the second counts the number of VecAD load operations, and the third counts the number of VecAD store operations. (For CppAD version 05-11-20 these counts were 956, 348, and 118 respectively.)