optimize_reverse_active.cpp

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Optimize Reverse Activity Analysis: Example and Test

# include <cppad/cppad.hpp>
namespace {
   struct tape_size { size_t n_var; size_t n_op; };

   template <class Vector> void fun(
      const Vector& x, Vector& y, tape_size& before, tape_size& after
   )
   {  typedef typename Vector::value_type scalar;

      // phantom variable with index 0 and independent variables
      // begin operator, independent variable operators and end operator
      before.n_var = 1 + x.size(); before.n_op  = 2 + x.size();
      after.n_var  = 1 + x.size(); after.n_op   = 2 + x.size();

      // initilized product of even and odd variables
      scalar prod_even = x[0];
      scalar prod_odd  = x[1];
      before.n_var += 0; before.n_op  += 0;
      after.n_var  += 0; after.n_op   += 0;
      //
      // compute product of even and odd variables
      for(size_t i = 2; i < size_t( x.size() ); i++)
      {  if( i % 2 == 0 )
         {  // prod_even will affect dependent variable
            prod_even = prod_even * x[i];
            before.n_var += 1; before.n_op += 1;
            after.n_var  += 1; after.n_op  += 1;
         }
         else
         {  // prod_odd will not affect dependent variable
            prod_odd  = prod_odd * x[i];
            before.n_var += 1; before.n_op += 1;
            after.n_var  += 0; after.n_op  += 0;
         }
      }

      // dependent variable for this operation sequence
      y[0] = prod_even;
      before.n_var += 0; before.n_op  += 0;
      after.n_var  += 0; after.n_op   += 0;
   }
}

bool reverse_active(void)
{  bool ok = true;
   using CppAD::AD;
   using CppAD::NearEqual;
   double eps10 = 10.0 * std::numeric_limits<double>::epsilon();

   // domain space vector
   size_t n  = 6;
   CPPAD_TESTVECTOR(AD<double>) ax(n);
   for(size_t i = 0; i < n; i++)
      ax[i] = AD<double>(i + 1);

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

   // range space vector
   size_t m = 1;
   CPPAD_TESTVECTOR(AD<double>) ay(m);
   tape_size before, after;
   fun(ax, ay, before, after);

   // create f: x -> y and stop tape recording
   CppAD::ADFun<double> f(ax, ay);
   ok &= f.size_order() == 1; // this constructor does 0 order forward
   ok &= f.size_var() == before.n_var;
   ok &= f.size_op()  == before.n_op;

   // Optimize the operation sequence
   f.optimize();
   ok &= f.size_order() == 0; // 0 order forward not present
   ok &= f.size_var() == after.n_var;
   ok &= f.size_op()  == after.n_op;

   // check zero order forward with different argument value
   CPPAD_TESTVECTOR(double) x(n), y(m), check(m);
   for(size_t i = 0; i < n; i++)
      x[i] = double(i + 2);
   y    = f.Forward(0, x);
   fun(x, check, before, after);
   ok &= NearEqual(y[0], check[0], eps10, eps10);

   return ok;
}