reverse_one.cpp

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First Order Reverse Mode: Example and Test

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

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

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

   // range space vector
   size_t m = 1;
   CPPAD_TESTVECTOR(AD<double>) ay(m);
   ay[0] = ax[0] * ax[0] * ax[1];

   // create f : x -> y and stop recording
   CppAD::ADFun<double> f(ax, ay);

   // use first order reverse mode to evaluate derivative of y[0]
   // and use the values in x for the independent variables.
   CPPAD_TESTVECTOR(double) w(m), dw(n);
   w[0] = 1.;
   dw   = f.Reverse(1, w);
   ok  &= NearEqual(dw[0] , 2.*ax[0]*ax[1], eps99, eps99);
   ok  &= NearEqual(dw[1] ,    ax[0]*ax[0], eps99, eps99);

   // use zero order forward mode to evaluate y at x = (3, 4)
   // and use the template parameter Vector for the vector type
   Vector x(n), y(m);
   x[0]    = 3.;
   x[1]    = 4.;
   y       = f.Forward(0, x);
   ok     &= NearEqual(y[0] , x[0]*x[0]*x[1], eps99, eps99);

   // use first order reverse mode to evaluate derivative of y[0]
   // and using the values in x for the independent variables.
   w[0] = 1.;
   dw   = f.Reverse(1, w);
   ok  &= NearEqual(dw[0] , 2.*x[0]*x[1], eps99, eps99);
   ok  &= NearEqual(dw[1] ,    x[0]*x[0], eps99, eps99);

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