\(\newcommand{\W}[1]{ \; #1 \; }\) \(\newcommand{\R}[1]{ {\rm #1} }\) \(\newcommand{\B}[1]{ {\bf #1} }\) \(\newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} }\) \(\newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} }\) \(\newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} }\) \(\newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }\)

valvector_ad_split.cpp

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Example and Test of Splitting a valvector

# include <cppad/example/valvector/split_join.hpp>
# include <cppad/cppad.hpp>
bool ad_split(void)
{  // ok
   bool ok = true;
   //
   // sparsity_type
   typedef CppAD::sparse_rc< CPPAD_TESTVECTOR(size_t) > sparsity_type;
   //
   // scalar_type
   typedef valvector::scalar_type scalar_type;
   //
   // ad_valvector
   typedef CppAD::AD<valvector> ad_valvector;
   //
   // asplit
   valvector_ad_split asplit;
   //
   // n, m
   size_t n = 1;
   size_t m = 10;
   //
   // ax
   CPPAD_TESTVECTOR( ad_valvector ) ax(n);
   ax[0] = valvector(0);
   CppAD::Independent(ax);
   //
   // ax_sq
   ad_valvector ax_sq = ax[0] * ax[0];
   //
   // f
   CPPAD_TESTVECTOR( ad_valvector ) ay(m);
   asplit(ax_sq, ay);
   CppAD::ADFun<valvector> f(ax, ay);
   //
   // x
   CPPAD_TESTVECTOR( valvector ) x(n);
   x[0].resize(m);
   for(size_t i = 0; i < m; ++i)
      x[0][i] = scalar_type(i + 1);
   //
   // y
   CPPAD_TESTVECTOR( valvector ) y(m);
   y = f.Forward(0, x);
   //
   // ok
   for(size_t i = 0; i < m; ++i)
      ok &= y[i][0] == x[0][i] * x[0][i];
   //
   // dw
   CPPAD_TESTVECTOR( valvector ) w(m), dw(n);
   for(size_t i = 0; i < m; ++i)
      w[i][0] = 1.0;
   dw = f.Reverse(1, w);
   //
   // ok
   for(size_t i = 0; i < m; ++i)
      ok &= dw[0][i] == scalar_type(2) * x[0][i];
   //
   // jac_pattern
   sparsity_type identity_pattern(n, n, n);
   identity_pattern.set(0, 0, 0);
   bool transpose     = false;
   bool dependency    = false;
   bool internal_bool = false;
   sparsity_type jac_pattern;
   f.for_jac_sparsity(
      identity_pattern, transpose, dependency, internal_bool, jac_pattern
   );
   //
   // ok
   ok &= jac_pattern.nnz() == m;
   ok &= jac_pattern.nr()  == m;
   ok &= jac_pattern.nc()  == n;
   CPPAD_TESTVECTOR(size_t) col_major = jac_pattern.col_major();
   for(size_t k = 0; k < m; ++k)
   {  ok &= jac_pattern.row()[k] == k;
      ok &= jac_pattern.col()[k] == 0;
   }
   //
   // hes_pattern
   internal_bool = false;
   CPPAD_TESTVECTOR(bool) select_domain(n);
   CPPAD_TESTVECTOR(bool) select_range(m);
   select_domain[0] = true;
   for(size_t i = 0; i < m; ++i)
      select_range[i] = false;
   select_range[0] = true;
   sparsity_type hes_pattern;
   f.for_hes_sparsity (
      select_domain , select_range , internal_bool , hes_pattern
   );
   //
   // ok
   ok &= hes_pattern.nnz() == 1;
   ok &= hes_pattern.nr()  == n;
   ok &= hes_pattern.nc()  == n;
   ok &= hes_pattern.row()[0] == 0;
   ok &= hes_pattern.col()[0] == 0;
   //
   // af
   typedef CppAD::ADFun<ad_valvector, valvector> ad_fun_type;
   ad_fun_type af = ad_fun_type( f.base2ad() );
   //
   // g
   CPPAD_TESTVECTOR( ad_valvector ) adx(n), ady(m);
   adx[0] = valvector( 1.0 );
   CppAD::Independent(ax);
   af.Forward(0, ax);
   ady = af.Forward(1, adx);
   CppAD::ADFun<valvector> g(ax, ady);
   //
   // ok
   CPPAD_TESTVECTOR( valvector ) dy(m);
   dy = g.Forward(0, x);
   for(size_t i = 0; i < m; ++i)
      ok &= dy[i][0] == 2.0 * x[0][i];
   //
   // h
   CPPAD_TESTVECTOR( ad_valvector ) aw(m), adw(n);
   for(size_t i = 0; i < m; ++i)
      aw[i] = valvector( 1.0 );
   CppAD::Independent(ax);
   af.Forward(0, ax);
   adw = af.Reverse(1, aw);
   CppAD::ADFun<valvector> h(ax, adw);
   //
   // ok
   dw = h.Forward(0, x);
   for(size_t i = 0; i < m; ++i)
      ok &= dw[0][i] == 2.0 * x[0][i];
   //
   // ok
   f.optimize();
   y = f.Forward(0, x);
   for(size_t i = 0; i < m; ++i)
      ok &= y[i][0] == x[0][i] * x[0][i];
   //
   return ok;
}