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Release Notes for 2003
######################

mm-dd
*****

12-24
=====
Some references to ``double`` should have been references
to the :ref:`glossary@Base Type`
(in reverse mode and in the ``Grad/`` and ``Hess`` functions).
This has been fixed.

12-22
=====
The preprocessor symbol ``WIN32`` was being used to determine
if one was using Microsoft's C++ compiler.
This symbol is predefined by the
`MinGW <http://www.mingw.org>`_ version of the GNU C++ compiler
and hence CppAD had errors during installation using MinGW.
This has been fixed by using the preprocessor symbol
``_MSC_VER`` to determine if
one is using the Microsoft C++ compiler.

12-14
=====
The extended system solvers ``OdeOne`` and ``OdeTwo`` have
been removed from the distribution.
In addition, the interface to the ODE solvers have been simplified.

12-13
=====
Remove the ``CppADCreateTape`` macro
and have the tapes created and grow automatically.

12-12
=====
The old method where one directly accesses the tape has been removed and the
following functions are no longer available:

| |tab| |tab| ``size_t`` *TapeName* . ``Independent`` ( ``AD`` < *Base* > & *indvar* )
| |tab| |tab| ``size_t`` *TapeName* . ``Record`` ( ``size_t`` *order* )
| |tab| |tab| ``size_t`` *TapeName* . ``Stop`` ( ``void`` )
| |tab| |tab| ``bool Dependent`` ( ``const AD`` < *Base* > & *var* ) ``const``
| |tab| |tab| ``bool`` *TapeName* . ``Dependent`` ( ``const AD`` < *Base* > & *var* ) ``const``
| |tab| |tab| ``size_t`` *TapeName* . ``Total`` ( ``void`` ) ``const``
| |tab| |tab| ``size_t`` *TapeName* . ``Required`` ( ``void`` ) ``const``
| |tab| |tab| ``size_t`` *TapeName* . ``Erase`` ( ``void`` )
| |tab| |tab| ``TapeState`` *TapeName* . ``State`` ( ``void`` ) ``const``
| |tab| |tab| ``size_t`` *TapeName* . ``Order`` ( ``void`` ) ``const``
| |tab| |tab| ``size_t`` *TapeName* . ``Required`` ( ``void`` ) ``const``
| |tab| |tab| ``bool Parameter`` ( ``CppADvector< AD<`` *Base* > > & *u* )
| |tab| |tab| *TapeName* . ``Forward`` ( *indvar* )
| |tab| |tab| *TapeName* . ``Reverse`` ( *var* )
| |tab| |tab| *TapeName* . ``Partial`` ( *var* )
| |tab| |tab| *TapeName* . ``ForwardTwo`` ( *indvar* )
| |tab| |tab| *TapeName* . ``ReverseTwo`` ( *var* )
| |tab| |tab| *TapeName* . ``PartialTwo`` ( *var* )

12-10
=====
The change on :ref:`2003@mm-dd@12-01` make the taping process simpler
if one does not directly access
``CppADCreateTape`` .
The :ref:`examples<example-name>` were changed to not use
*TapeName* .
The following examples were skipped because
they document the functions that access *TapeName* :
``DefFun.cpp`` ,
``For.cpp`` ,
``for_two.cpp`` ,
``Rev.cpp`` , and
``rev_two.cpp`` .

12-05
=====
There was a bug in
*f* . ``Rev`` and
*f* . ``RevTwo`` and
when two dependent variables were always equal and shared
the same location in the tape.
This has been fixed.

The ODE Example was changed to tape the solution
(and not use ``OdeOne`` or ``OdeTwo`` ).
This is simpler to use and
the resulting speed tests gave much faster results.

12-01
=====
The following function has been added:

   ``void Independent`` ( ``const CppADvector`` < *Base* > & *x* )

which will declare the independent variables and begin recording
``AD`` < *Base* > operations
(see :ref:`Independent-name` ).
The :ref:`ADFun-name` constructor was modified so that it
stops the recording and erases that tape as well as creates the
:ref:`ADFun-name` object.
In addition, the tape no longer needs to be specified in the constructor.

11-21
=====
Add ``StiffZero`` to set of ODE solvers.

11-20
=====
The ``AbsGeq`` and ``LeqZero`` in
:ref:`LuSolve-name` were changed to template functions so they could have
default definitions in the case where the ``<=`` and ``>=``
operators are defined.
This made the ``double`` and ``AD<double>`` use of
``LuSolve`` simpler because the user need not worry about these functions.
On the other hand, it made the ``std::complex``
and ``AD<std::complex>`` use of
``LuSolve`` more complex.

The member function names for the
*fun* argument to ODE were changed from
*fun* . ``f`` to
*fun* . ``Ode``
and from
*fun* . ``g`` to
*fun* . ``Ode_ini`` .

11-16
=====
The table of contents was reorganized
to provide a better grouping of the documentation.

The :ref:`LuSolve-name` utility is now part of the distribution
and not just an example; i.e.,
it is automatically included by
``cppad.hpp`` .

11-15
=====
The
ODE solver was modified so that it can
be used with any type (not just an AD type.
This was useful for the speed testing.
It is also useful for determining how the integrator
steps should be before starting the tape.

The template argument *Type* was changed to
*Base* where ever it was the
:ref:`glossary@Base Type` of an AD class.

11-14
=====
An
``speed_cppad/OdeSpeed.cpp/`` test was added
and some changes were made to the
ODE interface in order to make it faster.
The most significant change was in the specifications for
the ODE function object *fun* .

11-12
=====
The user defined unary function example
``example/UnaryFun.cpp`` was incorrect.
It has been corrected and extended.

11-11
=====
The :ref:`CppAD::vector<CppAD_vector-name>` template class is now
used where the ``std::vector`` template class was previously used.
You can replace the ``CppAD::vector`` class
with a vector template class of your choosing during the
:ref:`Install-name` procedure.

11-06
=====
The documentation for
:ref:`taping derivative calculations<mul_level-name>` was improved
as well as the corresponding example.
In order to make this simpler,
the example tape name ``DoubleTape`` was changed to ``ADdoubleTape``
(and the other example tape names were also changed).

11-04
=====
The ODE utility was changed from an example to
part of the distribution.
In addition, it was extended so that it now supports taping the
solution of the differential equations (case *order* equal zero)
or solving the extended set of differential equations
for both first and second derivatives (cases *order* equal
one and two).
In addition, an initial condition that depends on the parameter
values is also allowed.

11-02
=====
It is now legal to differentiate a
:ref:`glossary@Parameter`
with respect to an
:ref:`glossary@Tape@Independent Variable`
(parameter derivatives are always equal to zero).
This is an extension of the
``Reverse`` ,
``Partial`` ,
``ReverseTwo`` , and
``PartialTwo``
functions.

10-21
=====
All the ``CppAD`` include files,
except ``cppad.hpp`` were moved into an ``include`` subdirectory.

10-16
=====
The :ref:`ADFun-name` template class was added so that one can save
a tape recording and use it as a differentiable function.
The ``ADFun`` functions supports directional derivatives in both
:ref:`Forward-name` and :ref:`Reverse-name` mode where as the
tape only supports partial derivatives.

10-14
=====
The ``sqrt`` function was added to the
:ref:`unary_standard_math-name` functions.
In addition, a definition of the power function for the types
``float`` and ``double``
was automatically included in the ``CppAD`` namespace.

The :ref:`Value-name` function was changed so that it can
be called when the tape is in the Empty state.

10-10
=====
The ``atan`` function was added to the
:ref:`unary_standard_math-name` functions.

10-06
=====
In the notation below, *zero* and *one*
are parameters that are exactly equal to zero and one.
If the variables *z* and *x*
were related in any of the following ways,
they share can share the same record on the tape
because they will have the same derivatives.

| |tab| *z* = *x* + *zero* *z* = *x* * *one*
| |tab| *z* = *zero* + *x* *z* = *one* * *x*
| |tab| *z* = *x* ``-`` *zero* *z* = *x* / *one*

Furthermore, in the following cases, the result
*z* is a parameter (equal to zero)
and need not be recorded in the tape:

| |tab| *z* = *x* * *zero* *z* = *zero* / *x*
| |tab| *z* = *zero* * *x*

The
:ref:`arithmetic operators<Arithmetic-name>` were
all checked to make sure they did not add to the tape
in these special cases.
The total record count for the program in the Example directory
was 552 before this change
and 458 after.

10-05
=====
The process of converting the tape to operators was completed.
In order to make this conversion, the binary user defined
functions were removed.
(Bob Goddard
suggested a very nice way to keep the unary functions.)
Another significant change was made to the user interface during this procedure,
the standard math library functions
are now part of the CppAD distribution and not defined by the user.

The function *TapeName* . ``Total`` was added
to make it easy to track how many tape records are used by
the test suite.
This will help with future optimization of the CppAD recording process.

There was a bug
(found by `Mike Dodds <mailto:magister@u.washington.edu>`_)
in the error checking of the
*TapeName.Erase* function.
If ``Erase`` was called twice in a row,
and ``NDEBUG`` was false during compilation,
the program would abort.
This has been fixed.

09-30
=====
A process of changing the tape from storing partial derivatives to
storing operators has been started.
This will make the tape smaller and it will enable the computation
of higher derivatives with out having to tape the tape
(see :ref:`mul_level-name` ).
The Add, Subtract, Multiply and Divide operators have been converted.
The user defined functions are presenting some difficulties,
so this process has not yet been completed.

There was a bug in reverse mode when an dependent variable
was exactly equal to an independent variable.
In this case, it was possible for it to be located
before other of the independent variables on the tape.
These other independent variable partials were not initialized
to zero before the reverse calculation and hence had what ever
value was left by the previous mode calculation.
This has been fixed and the
``Eq.cpp`` example has been changed to test for this case.

The following tape functions were changed to be declared
``const`` because they do not modify the tape in any way:
``State`` ,
``Order`` ,
``Required`` ,
``Dependent`` , and
:ref:`con_dyn_var@Parameter` .

09-20
=====
The functions ``Grad`` and ``Hess`` were
changed to use function objects
instead of function pointers.

09-19
=====
The higher order constructors (in standard valarray) were removed from the
ODE example in order to avoid memory allocation of temporaries
(and hence increase speed).
In addition, the function objects in the
ODE examples were changed to be ``const`` .

09-18
=====
An ordinary differential equation solver was added.
In addition,
the extended system to differentiate the solution was included.

09-15
=====
The linked list of AD variables was not being maintained correctly
by the AD destructor.
This was fixed by have the destructor use ``RemoveFromVarList``
to remove variables from the list.
(``RemoveFromVarList`` is a private AD member function
not visible to the user.)

09-14
=====
There is a new Faq question about evaluating derivatives at multiple
values for the
:ref:`Faq@Independent Variables` .

09-13
=====
An example that uses
``AD< AD<double> >``
to compute higher derivatives was added.

The name ``GaussEliminate`` was changed to
:ref:`LuSolve-name` to better reflect the solution method.

09-06
=====
Changed the
:ref:`get_started.cpp-name` and :ref:`complex_poly.cpp-name` examples
so they use a template function with both base type and AD type arguments.
(The resulting code is simpler and a good use of templates.)

09-05
=====
A :ref:`getting started<get_started.cpp-name>`
example was added and the organization
of the :ref:`Examples<example-name>` was changed.

09-04
=====
The ``AbsOfDoubleNotDefine`` flag is no longer used
and it was removed from the Windows
:ref:`Install-name` instructions.

The 03-09-03 distribution did not have the proper date
attached to it.
The distribution script has been changed so that attaching
the proper date is automated
(i.e., this should not happen again).

A :ref:`faq-title` section was started.

09-03
=====
Added the
:ref:`Value-name` function which returns
the :ref:`glossary@Base Type` value
corresponding to an AD object.

08-23
=====
A new version of Cygwin was installed on the development system
(this may affect the timing tests reported in this document).
In addition, :ref:`LuSolve-name` was changed to use back substitution
instead of reduction to an identity matrix. This reduced the number
of floating point operations corresponding to evaluation of the determinant.
The following results correspond to the speed test
of DetLu on a 9 by 9 matrix:

.. list-table::
   :widths: auto

   * - **Version**
     - **double Rate**
     - **AD<double> Rate**
     - **Gradient Rate**
     - **Hessian Rate**
     - **Tape Length**
   * - 03-08-20
     - 8,524
     - 5,278
     - 4,260
     - 2,450
     - 532
   * - 03-08-23
     - 7,869
     - 4,989
     - 4,870
     - 2,637
     - 464

08-22
=====
The
:ref:`unary minus<unary_minus-name>` operator was added to the AD operations.

08-19
=====
The standard math function
examples were extended to include the complex case.

The
:ref:`LuSolve-name`
routine what changed to use
``std::vector<`` *Base* > & arguments in place of
*Base*  * arguments.
This removes the need to use ``new`` and ``delete``
with ``LuSolve`` .

When testing the speed of the change to using standard vector,
it was noticed that the LuSolve routine
was much slower. (see times for 03-08-16 below).
This was do to computing the determinant instead of the log
of the determinant.
Converting back to the log of the determinant regained
the high speeds.
The following results correspond to the speed test
of DetLu on a 9 by 9 matrix:

.. list-table::
   :widths: auto

   * - **Version**
     - **double Rate**
     - **AD<double> Rate**
     - **Gradient Rate**
     - **Hessian Rate**
     - **Tape Length**
   * - 03-08-16
     - 9,509
     - 5,565
     - 3,587
     - 54
     - 537
   * - 03-08-19
     - 8,655
     - 5,313
     - 4,307
     - 2,495
     - 532

08-17
=====
The macro
``CppADTapeOverflow`` was added
so that CppAD can check for tape overflow
even in the ``NDEBUG`` preprocessor flag is defined.

08-16
=====
The
:ref:`LuSolve-name` routine was extended to
handle complex arguments.
Because the complex absolute value function is nowhere differentiable,
this required the allowing for user defined
:ref:`boolean valued functions with AD arguments<bool_fun-name>` .
The examples
:ref:`lu_solve.cpp-name`
and
``GradLu.cpp``
were converted to a complex case.

08-11
=====
The routine :ref:`LuSolve-name` was made more efficient
so that it is more useful as a tool for
differentiating linear algebra calculations.
The following results correspond to the speed test
of DetLu on a 9 by 9 matrix:

.. list-table::
   :widths: auto

   * - **Version**
     - **double Rate**
     - **AD<double> Rate**
     - **Gradient Rate**
     - **Hessian Rate**
     - **Tape Length**
   * - 03-08-10
     - 49,201
     - 7,787
     - 2,655
     - 1,809
     - 824
   * - 03-08-11
     - 35,178
     - 12,681
     - 4,521
     - 2,541
     - 540

In addition the corresponding test case
:ref:`lu_solve.cpp-name` was changed to a Hilbert matrix case.

08-10
=====
A :ref:`complex polynomial<complex_poly.cpp-name>`
example was added.

The documentation and type conversion in
:ref:`LuSolve-name` was improved.

The absolute value function was removed from the examples because
some systems do not yet properly support ``double abs`` ( ``double`` *x* ) ,

08-07
=====
Because the change to the multiplication operator had such
a large positive effect,
all of the
:ref:`arithmetic operators<Arithmetic-name>`
were modified to reduce the amount of information
in the tape (where possible).

08-06
=====
During Lu factorization, certain elements of the matrix
are know to be zero or one and do not depend on the variables.
The :ref:`multiplication<ad_binary-name>` operator was modified to take
advantage of this fact.
This reduced the size of the tape and increased the speed
for the calculation of the gradient and Hessian for
the Lu determinant test of a 5 by 5 matrix as follows:

.. list-table::
   :widths: auto

   * - **Version**
     - **Tape Length**
     - **Gradient Rate**
     - **Hessian Rate**
   * - 03-08-05
     - 176
     - 11,362
     - 1,149
   * - 03-08-06
     - 167
     - 12,780
     - 10,625

08-05
=====
Fixed a mistake in the calculation of the sign of the determinant in
the :ref:`LuSolve-name` example.

08-04
=====
Added a the compiler flag
::

   AbsOfDoubleNotDefined

to the make files so that it could be removed on systems where the
function

   ``double abs`` ( ``double`` *x* )

was defined in ``math.h`` .

08-03
=====
The
``Grad`` and ``Hess`` functions were modified
to handel the case where the function does not depend on
the independent variables.

The
:ref:`LuSolve-name` example was added to show how
on can differentiate linear algebra calculations.
In addition, it was used to add another set of
:ref:`speed tests<speed_cppad-name>` .

The standard Math functions were added both
as examples of defining atomic operations and to support
mathematical operations for the ``AD<double>`` case.

The :ref:`\<\<<ad_output-name>` operator was added to the ``AD``
template class for output to streams.

08-01
=====
The
:ref:`compound assignment<Arithmetic-name>` operators were added
to the ``AD`` template class.

The name of the ``Speed/SpeedTest`` program was changed to
:ref:`Speed/Speed<speed_cppad-name>` .
In addition, ``Speed/SpeedRun`` was changed to
``Speed/SpeedTest`` .

07-30
=====
The
:ref:`assignment<ad_assign-name>`
operator was changed so the it returns a reference to
the target.
This allows for statements of the form

   *x* = *y* = *z* ;

i.e., multiple assignments.

07-29
=====
If the
:ref:`AD copy constructor<ad_ctor-name>` or
:ref:`assignment<ad_assign-name>` operator
used an
:ref:`glossary@Tape@Independent Variable`
for its source value,
the result was also an independent variable.
This has been fixed so that the result is
a dependent variable in these cases.

07-26
=====
The ``AD`` < *Base* > data structure
was changed to include a doubly linked list of variables.
This enabled  the
:ref:`AD copy constructor<ad_ctor-name>` and
:ref:`assignment<ad_assign-name>` operator
to create multiple references to
the same place in the tape.
This reduced the size of the tape and increased the speed
for the calculation of the gradient and Hessian for
the determinant of a 5 by 5 matrix as follows:

.. list-table::
   :widths: auto

   * - **Version**
     - **Tape Length**
     - **Gradient Rate**
     - **Hessian Rate**
   * - 03-07-22
     - 1668
     - 1,363
     - 53
   * - 03-07-26
     - 436
     - 3,436
     - 213

07-22
=====
The facility was added so that the user can define
binary functions
together with their derivatives.
(This facility has been removed because it is better to define
binary functions using AD variables.)

The Windows version make file directive ``/I ..\..``
in ``example\Example.mak`` and ``Speed\Speed.mak``
was changed to ``/I ..`` (as it should have been).

07-20
=====
The facility was added so that the user can define
unary functions,
together with their derivatives.
For example, the standard math functions such as
:ref:`exp<exp.cpp-name>`
are good candidates for such definitions.
(This feature has been replaced by and the standard math functions
are now part of the AD types, see :ref:`AD-name` .)

The first Alpha for the Windows
:ref:`installation<Install-name>` was released.

07-18
=====
Computing the determinant of a minor of a matrix
:ref:`det_of_minor-name`
was documented as a realistic example using CppAD.

07-16
=====
Fixed some non-standard constructions that caused problems
with the installation on other machines.

Compiled and ran the tests under Microsoft Windows.
(The Windows release should not take much more work.)

07-14
=====
First Alpha release of CppAD
and is being released under the
:ref:`Gnu Public License<License-name>` .
It is intended for use by a Unix system.
A Microsoft release is intended in the near future.

{xrst_end 2003}