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

chkpoint_two

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Checkpoint Functions: Second Generation

Syntax

Constructor

chkpoint_two < Base > chk_fun ( fun , name ,

      internal_bool , use_hes_sparsity , use_base2ad , use_in_parallel

)

Use Checkpoint Function

chk_fun ( ax , ay )

new_dynamic

chk_fun . new_dynamic ( dynamic )

Reduce Memory

You can reduce the size of the tape and memory required for AD using a checkpoint representation of a function \(g : \B{R}^n \rightarrow \B{R}^m\).

Faster Recording

It may also reduce the time to make a recording if the same \(g(x)\) is used many times (with different values) during the recording of an ADFun < Base > object.

Repeating Forward

Normally, CppAD stores Forward mode results, until they freed using capacity_order , or the corresponding ADFun object is deleted. This is not true for chkpoint_two functions because the same checkpoint function may be used repeatedly with different arguments during a single forward mode operation. Thus, forward mode results are computed for each use of chk_fun in a forward mode sweep.

Operation Sequence

The operation sequence representing \(g(x)\) is fixed; i.e., it cannot depend on the value of \(x\).

atomic_three

The chkpoint_two class is derived from atomic_three , hence some of its error message will refer to atomic operations. The chkpoint_two class implements all the Virtual Functions and hence its source code,

include/cppad/core/chkpoint_two/chkpoint_two.hpp

provides an example for atomic_three operations. The difference is that chkpoint_two.hpp uses AD instead of user provided derivatives.

Base

The type Base specifies the base type for AD operations; i.e., chk_fun can be used during the recording of AD < Base > operations.

Contents

Name	Title
chkpoint_two_ctor	Checkpoint Function Constructor
chkpoint_two_chk_fun	Using Checkpoint Functions
chkpoint_two_dynamic	Dynamic Parameters in Checkpoint Functions
chkpoint_two_get_started.cpp	Get Started Checkpointing: Example and Test
chkpoint_two_compare.cpp	Compare With and Without Checkpointing: Example and Test
chkpoint_two_base2ad.cpp	Checkpointing With base2ad: Example and Test
chkpoint_two_dynamic.cpp	Checkpoint Functions with Dynamic Parameters: Example and Test
chkpoint_two_ode.cpp	Checkpointing an ODE Solver: Example and Test