\(\newcommand{\W}[1]{ \; #1 \; }\) \(\newcommand{\R}[1]{ {\rm #1} }\) \(\newcommand{\B}[1]{ {\bf #1} }\) \(\newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} }\) \(\newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} }\) \(\newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} }\) \(\newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }\)
multi_atomic_two_user¶
View page sourceDefines a atomic_two Operation that Computes Square Root¶
Syntax¶
atomic_user
a_square_rootPurpose¶
This atomic function operation computes a square root using Newton’s method. It is meant to be very inefficient in order to demonstrate timing results.
au¶
This argument has prototype
const
ADvector & au
where ADvector is a
simple vector class with elements
of type AD<double>
.
The size of au is three.
num_itr¶
We use the notation
num_itr =
size_t
(Integer
( au [0] ) )
for the number of Newton iterations in the computation of the square root function. The component au [0] must be a Parameter .
y_initial¶
We use the notation
y_initial = au [1]
for the initial value of the Newton iterate.
y_squared¶
We use the notation
y_squared = au [2]
for the value we are taking the square root of.
ay¶
This argument has prototype
ADvector & ay
The size of ay is one and ay [0] is the square root of y_squared .
Limitations¶
Only zero order forward mode is implements for the
atomic_user
class.
Source¶
// includes used by all source code in multi_atomic_two.cpp file
# include <cppad/cppad.hpp>
# include "multi_atomic_two.hpp"
# include "team_thread.hpp"
//
namespace {
using CppAD::thread_alloc; // fast multi-threading memory allocator
using CppAD::vector; // uses thread_alloc
class atomic_user : public CppAD::atomic_base<double> {
public:
// ctor
atomic_user(void)
: CppAD::atomic_base<double>("atomic_square_root")
{ }
private:
// forward mode routine called by CppAD
bool forward(
size_t p ,
size_t q ,
const vector<bool>& vu ,
vector<bool>& vy ,
const vector<double>& tu ,
vector<double>& ty ) override
{
# ifndef NDEBUG
size_t n = tu.size() / (q + 1);
size_t m = ty.size() / (q + 1);
assert( n == 3 );
assert( m == 1 );
# endif
// only implementing zero order forward for this example
if( q != 0 )
return false;
// extract components of argument vector
size_t num_itr = size_t( tu[0] );
double y_initial = tu[1];
double y_squared = tu[2];
// check for setting variable information
if( vu.size() > 0 )
{ if( vu[0] )
return false;
vy[0] = vu[1] || vu[2];
}
// Use Newton's method to solve f(y) = y^2 = y_squared
double y_itr = y_initial;
for(size_t itr = 0; itr < num_itr; itr++)
{ // solve (y - y_itr) * f'(y_itr) = y_squared - y_itr^2
double fp_itr = 2.0 * y_itr;
y_itr = y_itr + (y_squared - y_itr * y_itr) / fp_itr;
}
// return the Newton approximation for f(y) = y_squared
ty[0] = y_itr;
return true;
}
};
}