rev_two.cpp

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Second Partials Reverse Driver: Example and Test

# include <cppad/cppad.hpp>
namespace { // -----------------------------------------------------
// define the template function in empty namespace
// bool RevTwoCases<BaseVector, SizeVector_t>(void)
template <class BaseVector, class SizeVector_t>
bool RevTwoCases()
{  bool ok = true;
   using CppAD::AD;
   using CppAD::NearEqual;
   double eps99 = 99.0 * std::numeric_limits<double>::epsilon();
   using CppAD::exp;
   using CppAD::sin;
   using CppAD::cos;

   // domain space vector
   size_t n = 2;
   CPPAD_TESTVECTOR(AD<double>)  X(n);
   X[0] = 1.;
   X[1] = 2.;

   // declare independent variables and starting recording
   CppAD::Independent(X);

   // a calculation between the domain and range values
   AD<double> Square = X[0] * X[0];

   // range space vector
   size_t m = 3;
   CPPAD_TESTVECTOR(AD<double>)  Y(m);
   Y[0] = Square * exp( X[1] );
   Y[1] = Square * sin( X[1] );
   Y[2] = Square * cos( X[1] );

   // create f: X -> Y and stop tape recording
   CppAD::ADFun<double> f(X, Y);

   // new value for the independent variable vector
   BaseVector x(n);
   x[0] = 2.;
   x[1] = 1.;

   // set i and j to compute specific second partials of y
   size_t p = 2;
   SizeVector_t i(p);
   SizeVector_t j(p);
   i[0] = 0; j[0] = 0; // for partials y[0] w.r.t x[0] and x[k]
   i[1] = 1; j[1] = 1; // for partials y[1] w.r.t x[1] and x[k]

   // compute the second partials
   BaseVector ddw(n * p);
   ddw = f.RevTwo(x, i, j);

   // partials of y[0] w.r.t x[0] is 2 * x[0] * exp(x[1])
   // check partials of y[0] w.r.t x[0] and x[k] for k = 0, 1
   ok &=  NearEqual(      2.*exp(x[1]), ddw[0*p+0], eps99, eps99);
   ok &=  NearEqual( 2.*x[0]*exp(x[1]), ddw[1*p+0], eps99, eps99);

   // partials of y[1] w.r.t x[1] is x[0] * x[0] * cos(x[1])
   // check partials of F_1 w.r.t x[1] and x[k] for k = 0, 1
   ok &=  NearEqual(    2.*x[0]*cos(x[1]), ddw[0*p+1], eps99, eps99);
   ok &=  NearEqual( -x[0]*x[0]*sin(x[1]), ddw[1*p+1], eps99, eps99);

   return ok;
}
} // End empty namespace
# include <vector>
# include <valarray>
bool RevTwo(void)
{  bool ok = true;
      // Run with BaseVector equal to three different cases
      // all of which are Simple Vectors with elements of type double.
   ok &= RevTwoCases< CppAD::vector <double>, std::vector<size_t> >();
   ok &= RevTwoCases< std::vector   <double>, std::vector<size_t> >();
   ok &= RevTwoCases< std::valarray <double>, std::vector<size_t> >();

      // Run with SizeVector_t equal to two other cases
      // which are Simple Vectors with elements of type size_t.
   ok &= RevTwoCases< std::vector <double>, CppAD::vector<size_t> >();
   ok &= RevTwoCases< std::vector <double>, std::valarray<size_t> >();

   return ok;
}