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

double_ode.cpp

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Double Speed: Ode Solution

Specifications

See link_ode .

Implementation

# include <cstring>
# include <cppad/utility/vector.hpp>
# include <cppad/speed/ode_evaluate.hpp>
# include <cppad/speed/uniform_01.hpp>

// Note that CppAD uses global_option["memory"] at the main program level
# include <map>
extern std::map<std::string, bool> global_option;

bool link_ode(
    size_t                     size       ,
    size_t                     repeat     ,
    CppAD::vector<double>      &x         ,
    CppAD::vector<double>      &jacobian
)
{
    if(global_option["onetape"]||global_option["atomic"]||global_option["optimize"])
        return false;
    // -------------------------------------------------------------
    // setup
    assert( x.size() == size );

    size_t n = size;

    size_t m = 0;
    CppAD::vector<double> f(n);

    while(repeat--)
    {  // choose next x value
        uniform_01(n, x);

        // evaluate function
        CppAD::ode_evaluate(x, m, f);

    }
    size_t i;
    for(i = 0; i < n; i++)
        jacobian[i] = f[i];
    return true;
}