\(\newcommand{\W}[1]{ \; #1 \; }\) \(\newcommand{\R}[1]{ {\rm #1} }\) \(\newcommand{\B}[1]{ {\bf #1} }\) \(\newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} }\) \(\newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} }\) \(\newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} }\) \(\newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }\)

check_for_nan.cpp

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ADFun Checking For Nan: Example and Test

# include <cppad/cppad.hpp>
# include <cctype>

namespace {
   void myhandler(
      bool known       ,
      int  line        ,
      const char *file ,
      const char *exp  ,
      const char *msg  )
   {  // error handler must not return, so throw an exception
      std::string message = msg;
      throw message;
   }
}

bool check_for_nan(void)
{  bool ok = true;
   using CppAD::AD;
   using std::string;
   double eps = 10. * std::numeric_limits<double>::epsilon();

   // replace the default CppAD error handler
   CppAD::ErrorHandler info(myhandler);

   CPPAD_TESTVECTOR(AD<double>) ax(2), ay(2);
   ax[0] = 2.0;
   ax[1] = 1.0;
   CppAD::Independent(ax);
   ay[0] = sqrt( ax[0] );
   ay[1] = sqrt( ax[1] );
   CppAD::ADFun<double> f(ax, ay);

   CPPAD_TESTVECTOR(double) x(2), y(2);
   x[0] = 2.0;
   x[1] = -1.0;

   // use try / catch because this causes an exception
   // (assuming that NDEBUG is not defined)
   f.check_for_nan(true);
   try {
      y = f.Forward(0, x);

# ifndef NDEBUG
      // When compiled with NDEBUG defined,
      // CppAD does not spend time checking for nan.
      ok = false;
# endif
   }
   catch(std::string msg)
   {
      // get and check size of the independent variable vector
      string pattern = "vector_size = ";
      size_t start   = msg.find(pattern) + pattern.size();
      string number;
      for(size_t i = start; msg[i] != '\n'; i++)
         number += msg[i];
      size_t vector_size = size_t( std::atoi(number.c_str()) );
      ok &= vector_size == 2;

      // get and check first dependent variable index that is nan
      pattern = "index = ";
      start   = msg.find(pattern) + pattern.size();
      number  = "";
      for(size_t i = start; msg[i] != '\n'; i++)
         number += msg[i];
      size_t index = size_t( std::atoi(number.c_str()) );
      ok &= index == 1;

      // get the name of the file
      pattern = "file_name = ";
      start   = msg.find(pattern) + pattern.size();
      string file_name;
      for(size_t i = start; msg[i] != '\n'; i++)
         file_name += msg[i];

      // get and check independent variable vector that resulted in the nan
      CppAD::vector<double> vec(vector_size);
      CppAD::get_check_for_nan(vec, file_name);
      for(size_t i = 0; i < vector_size; i++)
         ok &= vec[i] == x[i];
   }

   // now do calculation without an exception
   f.check_for_nan(false);
   y = f.Forward(0, x);
   ok &= CppAD::NearEqual(y[0], std::sqrt(x[0]), eps, eps);
   ok &= CppAD::isnan( y[1] );

   return ok;
}