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atomic_four_lin_ode.hpp¶
View page sourceAtomic Linear ODE Class: Example Implementation¶
# include <cppad/cppad.hpp>
namespace CppAD { // BEGIN_CPPAD_NAMESPACE
//
template <class Base>
class atomic_lin_ode : public CppAD::atomic_four<Base> {
//
public:
// BEGIN sparse_rc_typedef
typedef CppAD::sparse_rc< CppAD::vector<size_t> > sparse_rc;
// END sparse_rc_typedef
//
// ctor
atomic_lin_ode(const std::string& name) :
CppAD::atomic_four<Base>(name)
{ for(size_t thread = 0; thread < CPPAD_MAX_NUM_THREADS; ++thread)
work_[thread] = nullptr;
}
// destructor
~atomic_lin_ode(void)
{ for(size_t thread = 0; thread < CPPAD_MAX_NUM_THREADS; ++thread)
{ if( work_[thread] != nullptr )
{ // allocated in set member function
delete work_[thread];
}
}
}
// set
size_t set(
const Base& r,
const Base& step,
sparse_rc& pattern,
const bool& transpose
);
//
// get
void get(
size_t call_id,
Base& r,
Base& step,
sparse_rc& pattern,
bool& transpose
);
//
// base_solver
static void base_solver(
const Base& r ,
const Base& step ,
const sparse_rc& pattern ,
const bool& transpose ,
const CppAD::vector<Base>& x ,
CppAD::vector<Base>& y
);
//
// test_rev_depend
// public version of this function that is used for example / testing
bool test_rev_depend(
size_t call_id,
CppAD::vector<bool>& ident_zero_x,
CppAD::vector<bool>& depend_x,
const CppAD::vector<bool>& depend_y)
{ bool ok = rev_depend(call_id, ident_zero_x, depend_x, depend_y);
return ok;
}
private:
//
// information connected to one call of this atomic function
// pattern points to pattern_vec for this thread
struct call_struct {
size_t thread; Base r; Base step; size_t pattern_index; bool transpose;
};
//
// information connected to each thread
// patterns are in a separate vector so do not need one for every call
struct thread_struct {
CppAD::vector<sparse_rc> pattern_vec;
CppAD::vector<call_struct> call_vec;
};
//
// Use pointers, to avoid false sharing between threads.
thread_struct* work_[CPPAD_MAX_NUM_THREADS];
//
// extend_ode
template <class Float>
static void extend_ode(
const sparse_rc& pattern ,
const bool& transpose ,
const CppAD::vector<Float>& taylor_x ,
sparse_rc& pattern_extend ,
CppAD::vector<Float>& x_extend
);
//
// reverse_one
static void reverse_one(
const Base& r ,
const Base& step ,
const sparse_rc& pattern ,
const bool& transpose ,
const CppAD::vector<bool>& select_x ,
const CppAD::vector<Base>& x ,
const CppAD::vector<Base>& w ,
CppAD::vector<Base>& partial_x
);
void reverse_one(
const size_t& call_id ,
const CppAD::vector<bool>& select_x ,
const CppAD::vector< CppAD::AD<Base> >& x ,
const CppAD::vector< CppAD::AD<Base> >& w ,
CppAD::vector< CppAD::AD<Base> >& partial_x
);
// -----------------------------------------------------------------------
// overrides
// -----------------------------------------------------------------------
// for_type
bool for_type(
size_t call_id,
const CppAD::vector<CppAD::ad_type_enum>& type_x,
CppAD::vector<CppAD::ad_type_enum>& type_y
) override;
//
// Base forward
bool forward(
size_t call_id,
const CppAD::vector<bool>& select_y,
size_t order_low,
size_t order_up,
const CppAD::vector<Base>& taylor_x,
CppAD::vector<Base>& taylor_y
) override;
// Cases not yet implemented
//
// AD<Base> forward
bool forward(
size_t call_id,
const CppAD::vector<bool>& select_y,
size_t order_low,
size_t order_up,
const CppAD::vector< CppAD::AD<Base> >& ataylor_x,
CppAD::vector< CppAD::AD<Base> >& ataylor_y
) override;
//
// Base reverse
bool reverse(
size_t call_id,
const CppAD::vector<bool>& select_x,
size_t order_up,
const CppAD::vector<Base>& taylor_x,
const CppAD::vector<Base>& taylor_y,
CppAD::vector<Base>& partial_x,
const CppAD::vector<Base>& partial_y
) override;
//
// AD<Base> reverse
bool reverse(
size_t call_id,
const CppAD::vector<bool>& select_x,
size_t order_up,
const CppAD::vector< CppAD::AD<Base> >& ataylor_x,
const CppAD::vector< CppAD::AD<Base> >& ataylor_y,
CppAD::vector< CppAD::AD<Base> >& apartial_x,
const CppAD::vector< CppAD::AD<Base> >& apartial_y
) override;
//
// jac_sparsity
bool jac_sparsity(
size_t call_id,
bool dependency,
const CppAD::vector<bool>& ident_zero_x,
const CppAD::vector<bool>& select_x,
const CppAD::vector<bool>& select_y,
CppAD::sparse_rc< CppAD::vector<size_t> >& pattern_out
) override;
//
// hes_sparsity
bool hes_sparsity(
size_t call_id,
const CppAD::vector<bool>& ident_zero_x,
const CppAD::vector<bool>& select_x,
const CppAD::vector<bool>& select_y,
CppAD::sparse_rc< CppAD::vector<size_t> >& pattern_out
) override;
//
// rev_depend
bool rev_depend(
size_t call_id,
const CppAD::vector<bool>& ident_zero_x,
CppAD::vector<bool>& depend_x,
const CppAD::vector<bool>& depend_y
) override;
};
} // END_CPPAD_NAMESPACE
# include <cppad/example/atomic_four/lin_ode/set.hpp>
# include <cppad/example/atomic_four/lin_ode/get.hpp>
# include <cppad/example/atomic_four/lin_ode/base_solver.hpp>
# include <cppad/example/atomic_four/lin_ode/for_type.hpp>
# include <cppad/example/atomic_four/lin_ode/forward.hpp>
# include <cppad/example/atomic_four/lin_ode/reverse.hpp>
# include <cppad/example/atomic_four/lin_ode/jac_sparsity.hpp>
# include <cppad/example/atomic_four/lin_ode/hes_sparsity.hpp>
# include <cppad/example/atomic_four/lin_ode/rev_depend.hpp>