interface2c.cpp

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Interfacing to C: Example and Test

# include <cppad/cppad.hpp>  // CppAD utilities
# include <cassert>        // assert macro

namespace { // Begin empty namespace
/*
Compute the value of a sum of Gaussians defined by a and evaluated at x
   y = sum_{i=1}^n a[3*i] exp( (x - a[3*i+1])^2 / a[3*i+2])^2 )
where the floating point type is a template parameter
*/
template <class Float>
Float sumGauss(const Float &x, const CppAD::vector<Float> &a)
{
   // number of components in a
   size_t na = a.size();

   // number of Gaussians
   size_t n = na / 3;

   // check the restricitons on na
   assert( na == n * 3 );

   // declare temporaries used inside of loop
   Float ex, arg;

   // initialize sum
   Float y = 0.;

   // loop with respect to Gaussians
   size_t i;
   for(i = 0; i < n; i++)
   {
      arg =   (x - a[3*i+1]) / a[3*i+2];
      ex  =   exp(-arg * arg);
      y  +=   a[3*i] * ex;
   }
   return y;
}
/*
Create a C function interface that computes both
   y = sum_{i=1}^n a[3*i] exp( (x - a[3*i+1])^2 / a[3*i+2])^2 )
and its derivative with respect to the parameter vector a.
*/
extern "C"
void sumGauss(float x, float a[], float *y, float dyda[], size_t na)
{  // Note that any simple vector could replace CppAD::vector;
   // for example, std::vector, std::valarray

   // check the restrictions on na
   assert( na % 3 == 0 );  // mod(na, 3) = 0

   // use the shorthand ADfloat for the type CppAD::AD<float>
   typedef CppAD::AD<float> ADfloat;

   // vector for indpendent variables
   CppAD::vector<ADfloat> A(na);      // used with template function above
   CppAD::vector<float>   acopy(na);  // used for derivative calculations

   // vector for the dependent variables (there is only one)
   CppAD::vector<ADfloat> Y(1);

   // copy the independent variables from C vector to CppAD vectors
   size_t i;
   for(i = 0; i < na; i++)
      A[i] = acopy[i] = a[i];

   // declare that A is the independent variable vector
   CppAD::Independent(A);

   // value of x as an ADfloat object
   ADfloat X = x;

   // Evaluate template version of sumGauss with ADfloat as the template
   // parameter. Set the independent variable to the resulting value
   Y[0] = sumGauss(X, A);

   // create the AD function object F : A -> Y
   CppAD::ADFun<float> F(A, Y);

   // use Value to convert Y[0] to float and return y = F(a)
   *y = CppAD::Value(Y[0]);

   // evaluate the derivative F'(a)
   CppAD::vector<float> J(na);
   J = F.Jacobian(acopy);

   // return the value of dyda = F'(a) as a C vector
   for(i = 0; i < na; i++)
      dyda[i] = J[i];

   return;
}
/*
Link CppAD::NearEqual so do not have to use namespace notation in Interface2C
*/
bool NearEqual(float x, float y, float r, float a)
{  return CppAD::NearEqual(x, y, r, a);
}

} // End empty namespace

bool Interface2C(void)
{  // This routine is intentionally coded as if it were a C routine
   // except for the fact that it uses the predefined type bool.
   bool ok = true;

   // declare variables
   float x, a[6], y, dyda[6], tmp[6];
   size_t na, i;

   // number of parameters (3 for each Gaussian)
   na = 6;

   // number of Gaussians: n  = na / 3;

   // value of x
   x = 1.;

   // value of the parameter vector a
   for(i = 0; i < na; i++)
      a[i] = (float) (i+1);

   // evaulate function and derivative
   sumGauss(x, a, &y, dyda, na);

   // compare dyda to central difference approximation for deriative
   for(i = 0; i < na; i++)
   {  // local variables
      float eps, ai, yp, ym, dy_da;

      // We assume that the type float has at least 7 digits of
      // precision, so we choose eps to be about pow(10., -7./2.).
      eps  = (float) 3e-4;

      // value of this component of a
      ai    = a[i];

      // evaluate F( a + eps * ei )
      a[i]  = ai + eps;
      sumGauss(x, a, &yp, tmp, na);

      // evaluate F( a - eps * ei )
      a[i]  = ai - eps;
      sumGauss(x, a, &ym, tmp, na);

      // evaluate central difference approximates for partial
      dy_da = (yp - ym) / (2 * eps);

      // restore this component of a
      a[i]  = ai;

      ok   &= NearEqual(dyda[i], dy_da, eps, eps);
   }
   return ok;
}