Emily Boudreaux
856ab51b4c
we need an autodiff library at some point (or we need to roll our own but I do not think that makes sense). CppAD is well tested and header only and easy to include. It is also Liscene compatible with GPL v3.0. Here we bring it in as a dependency
122 lines
3.5 KiB
C++
122 lines
3.5 KiB
C++
# ifndef CPPAD_LOCAL_DISCRETE_OP_HPP
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# define CPPAD_LOCAL_DISCRETE_OP_HPP
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/* --------------------------------------------------------------------------
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CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-18 Bradley M. Bell
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CppAD is distributed under the terms of the
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Eclipse Public License Version 2.0.
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This Source Code may also be made available under the following
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Secondary License when the conditions for such availability set forth
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in the Eclipse Public License, Version 2.0 are satisfied:
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GNU General Public License, Version 2.0 or later.
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---------------------------------------------------------------------------- */
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namespace CppAD { namespace local { // BEGIN_CPPAD_LOCAL_NAMESPACE
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/*!
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\file discrete_op.hpp
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Forward mode for z = f(x) where f is piecewise constant.
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*/
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/*!
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forward mode Taylor coefficient for result of op = DisOp.
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The C++ source code corresponding to this operation is
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\verbatim
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z = f(x)
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\endverbatim
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where f is a piecewise constant function (and it's derivative is always
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calculated as zero).
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\tparam Base
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base type for the operator; i.e., this operation was recorded
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using AD< Base > and computations by this routine are done using type
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Base .
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\param p
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is the lowest order Taylor coefficient that will be calculated.
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\param q
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is the highest order Taylor coefficient that will be calculated.
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\param r
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is the number of directions, for each order,
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that will be calculated (except for order zero wich only has one direction).
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\param i_z
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variable index corresponding to the result for this operation;
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i.e. the row index in taylor corresponding to z.
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\param arg
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arg[0]
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\n
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is the index, in the order of the discrete functions defined by the user,
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for this discrete function.
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\n
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\n
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arg[1]
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variable index corresponding to the argument for this operator;
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i.e. the row index in taylor corresponding to x.
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\param cap_order
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maximum number of orders that will fit in the taylor array.
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\par tpv
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We use the notation
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<code>tpv = (cap_order-1) * r + 1</code>
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which is the number of Taylor coefficients per variable
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\param taylor
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\b Input: <code>taylor [ arg[1] * tpv + 0 ]</code>
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is the zero order Taylor coefficient corresponding to x.
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\n
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\b Output: if <code>p == 0</code>
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<code>taylor [ i_z * tpv + 0 ]</code>
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is the zero order Taylor coefficient corresponding to z.
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For k = max(p, 1), ... , q,
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<code>taylor [ i_z * tpv + (k-1)*r + 1 + ell ]</code>
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is the k-th order Taylor coefficient corresponding to z
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(which is zero).
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\par Checked Assertions where op is the unary operator with one result:
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\li NumArg(op) == 2
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\li NumRes(op) == 1
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\li q < cap_order
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\li 0 < r
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*/
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template <class Base>
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void forward_dis_op(
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size_t p ,
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size_t q ,
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size_t r ,
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size_t i_z ,
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const addr_t* arg ,
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size_t cap_order ,
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Base* taylor )
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{
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// check assumptions
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CPPAD_ASSERT_UNKNOWN( NumArg(DisOp) == 2 );
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CPPAD_ASSERT_UNKNOWN( NumRes(DisOp) == 1 );
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CPPAD_ASSERT_UNKNOWN( q < cap_order );
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CPPAD_ASSERT_UNKNOWN( 0 < r );
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// Taylor coefficients corresponding to argument and result
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size_t num_taylor_per_var = (cap_order-1) * r + 1;
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Base* x = taylor + size_t(arg[1]) * num_taylor_per_var;
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Base* z = taylor + i_z * num_taylor_per_var;
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if( p == 0 )
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{ z[0] = discrete<Base>::eval(size_t(arg[0]), x[0]);
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p++;
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}
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for(size_t ell = 0; ell < r; ell++)
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for(size_t k = p; k <= q; k++)
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z[ (k-1) * r + 1 + ell ] = Base(0.0);
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}
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} } // END_CPPAD_LOCAL_NAMESPACE
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# endif
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