\(\newcommand{\W}[1]{ \; #1 \; }\) \(\newcommand{\R}[1]{ {\rm #1} }\) \(\newcommand{\B}[1]{ {\bf #1} }\) \(\newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} }\) \(\newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} }\) \(\newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} }\) \(\newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }\)
multi_chkpoint_one_algo¶
View page sourcechkpoint_one Algorithm that Computes Square Root¶
Syntax¶
Purpose¶
This algorithm 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.
y_initial¶
We use the notation
y_initial = au [0]
for the initial value of the Newton iterate.
y_squared¶
We use the notation
y_squared = au [1]
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 .
Source¶
// includes used by all source code in multi_chkpoint_one.cpp file
# include <cppad/cppad.hpp>
# include "multi_chkpoint_one.hpp"
# include "team_thread.hpp"
//
namespace {
using CppAD::thread_alloc; // fast multi-threading memory allocator
using CppAD::vector; // uses thread_alloc
//
typedef CppAD::AD<double> a_double;
void checkpoint_algo(const vector<a_double>& au , vector<a_double>& ay)
{
// extract components of argument vector
a_double y_initial = au[0];
a_double y_squared = au[1];
// Use Newton's method to solve f(y) = y^2 = y_squared
a_double y_itr = y_initial;
for(size_t itr = 0; itr < 20; itr++)
{ // solve (y - y_itr) * f'(y_itr) = y_squared - y_itr^2
a_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
ay[0] = y_itr;
}
}