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

code_gen_fun.hpp

View page source

code_gen_fun Class Include File

See Also

code_gen_fun , code_gen_fun.cpp

Source

# include <cppad/cg/cppadcg.hpp>

// See https://docs.microsoft.com/en-us/cpp/cpp/
//      using-dllimport-and-dllexport-in-cpp-classes?view=msvc-160
// Also see define.hpp where CPPAD_LIB_EXPORTS is also defined and
// undef.hpp where it gets undefined.
# ifdef  _MSC_VER
# ifdef  cppad_lib_EXPORTS
# define CPPAD_LIB_EXPORT __declspec(dllexport)
# else
# define CPPAD_LIB_EXPORT __declspec(dllimport)
# endif  // cppad_lib_EXPORTS
# else   // _MSC_VER
# define CPPAD_LIB_EXPORT
# endif

class CPPAD_LIB_EXPORT code_gen_fun {
public:
    // type of evaluation for Jacobians (possibly Hessians in the future)
    enum evaluation_enum { none_enum, dense_enum, sparse_enum };
private:
    // dynamic_lib_
    std::unique_ptr< CppAD::cg::DynamicLib<double> > dynamic_lib_;
    //
    // model_ (contains a reference to dynamic_lib_)
    std::unique_ptr< CppAD::cg::GenericModel<double> > model_;
    //
public:
    // -----------------------------------------------------------------------
    // constructors
    // -----------------------------------------------------------------------
    // fun_name()
    code_gen_fun(void);
    //
    // fun_name( file_name )
    code_gen_fun(const std::string& file_name);
    //
    // fun_name(file_name, cg_fun, eval_jac)
    code_gen_fun(
        const std::string&                     file_name             ,
        CppAD::ADFun< CppAD::cg::CG<double> >& cg_fun                ,
        evaluation_enum                        eval_jac = none_enum
    );
    // -----------------------------------------------------------------------
    // operations
    // -----------------------------------------------------------------------
    // swap(other_fun)
    void swap(code_gen_fun& other_fun);
    //
    // y = fun_name(x)
    CppAD::vector<double>  operator()(const CppAD::vector<double> & x);
    //
    // J = fun_name.jacobian(x)
    CppAD::vector<double>  jacobian(const CppAD::vector<double> & x);
    //
    // Jrcv = fun_name.sparse_jacobian(x)
    CppAD::sparse_rcv< CppAD::vector<size_t>, CppAD::vector<double> >
    sparse_jacobian(const CppAD::vector<double>& x);
};