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

code_gen_fun_sparse_jacobian.cpp

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Evaluate Sparse Jacobian of a Code Gen Function: Example and Test

# include <cppad/example/code_gen_fun.hpp>

bool sparse_jacobian(void)
{  bool ok = true;
   //
   typedef CppAD::cg::CG<double>     c_double;
   typedef CppAD::AD<c_double>      ac_double;
   //
   typedef CppAD::vector<double>     d_vector;
   typedef CppAD::vector<ac_double> ac_vector;
   //
   double eps99 = 99.0 * std::numeric_limits<double>::epsilon();

   // domain space vector
   size_t n  = 2;
   ac_vector ac_x(n);
   for(size_t j = 0; j < n; ++j)
      ac_x[j] = 1.0 / double(j + 1);

   // declare independent variables and start tape recording
   CppAD::Independent(ac_x);

   // range space vector
   size_t m = 3;
   ac_vector ac_y(m);
   for(size_t i = 0; i < m; ++i)
      ac_y[i] = double(i + 1) * sin( ac_x[i % n] );

   // create c_f: x -> y and stop tape recording
   CppAD::ADFun<c_double> c_f(ac_x, ac_y);

   // create compiled version of c_f
   std::string file_name = "example_lib";
   code_gen_fun::evaluation_enum eval_jac = code_gen_fun::sparse_enum;
   code_gen_fun f(file_name, c_f, eval_jac);

   // evaluate the compiled sparse_jacobian
   d_vector x(n);
   for(size_t j = 0; j < n; ++j)
      x[j] = 1.0 / double(j + 2);
   CppAD::sparse_rcv< CppAD::vector<size_t>, CppAD::vector<double> > Jrcv;
   // This assignment uses move semantics
   Jrcv = f.sparse_jacobian(x);

   // check Jaociban values
   ok &= Jrcv.nr() == m;
   ok &= Jrcv.nc() == n;
   const CppAD::vector<size_t>& row( Jrcv.row() );
   const CppAD::vector<size_t>& col( Jrcv.col() );
   const CppAD::vector<double>& val( Jrcv.val() );
   CppAD::vector<size_t> row_major = Jrcv.row_major();
   size_t k = 0;
   for(size_t i = 0; i < m; ++i)
   {  for(size_t j = 0; j < n; ++j)
      {  if( j == i % n )
         {  double check = double(i + 1) * cos( x[i % n] );
            size_t ell = row_major[k];
            ok &= row[ell] == i;
            ok &= col[ell] == j;
            ok &= CppAD::NearEqual(val[ell] , check, eps99, eps99);
            ++k;
         }
      }
   }
   ok &= Jrcv.nnz() == k;
   //
   return ok;
}