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
335 lines
9.7 KiB
C++
335 lines
9.7 KiB
C++
# ifndef CPPAD_CORE_DEPENDENT_HPP
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# define CPPAD_CORE_DEPENDENT_HPP
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/* --------------------------------------------------------------------------
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CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-20 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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/*
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$begin Dependent$$
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$spell
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alloc
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num
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taylor_
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ADvector
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const
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$$
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$spell
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$$
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$section Stop Recording and Store Operation Sequence$$
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$head Syntax$$
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$icode%f%.Dependent(%x%, %y%)%$$
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$head Purpose$$
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Stop recording and the AD of $icode Base$$
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$cref/operation sequence/glossary/Operation/Sequence/$$
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that started with the call
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$codei%
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Independent(%x%)
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%$$
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and store the operation sequence in $icode f$$.
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The operation sequence defines an
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$cref/AD function/glossary/AD Function/$$
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$latex \[
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F : \B{R}^n \rightarrow \B{R}^m
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\] $$
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where $latex B$$ is the space corresponding to objects of type $icode Base$$.
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The value $latex n$$ is the dimension of the
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$cref/domain/seq_property/Domain/$$ space for the operation sequence.
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The value $latex m$$ is the dimension of the
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$cref/range/seq_property/Range/$$ space for the operation sequence
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(which is determined by the size of $icode y$$).
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$head f$$
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The object $icode f$$ has prototype
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$codei%
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ADFun<%Base%> %f%
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%$$
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The AD of $icode Base$$ operation sequence is stored in $icode f$$; i.e.,
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it becomes the operation sequence corresponding to $icode f$$.
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If a previous operation sequence was stored in $icode f$$,
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it is deleted.
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$head x$$
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The argument $icode x$$
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must be the vector argument in a previous call to
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$cref Independent$$.
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Neither its size, or any of its values, are allowed to change
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between calling
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$codei%
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Independent(%x%)
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%$$
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and
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$codei%
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%f%.Dependent(%x%, %y%)
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%$$.
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$head y$$
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The vector $icode y$$ has prototype
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$codei%
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const %ADvector% &%y%
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%$$
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(see $cref/ADvector/FunConstruct/$$ below).
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The length of $icode y$$ must be greater than zero
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and is the dimension of the range space for $icode f$$.
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$head ADvector$$
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The type $icode ADvector$$ must be a $cref SimpleVector$$ class with
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$cref/elements of type/SimpleVector/Elements of Specified Type/$$
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$codei%AD<%Base%>%$$.
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The routine $cref CheckSimpleVector$$ will generate an error message
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if this is not the case.
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$head Taping$$
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The tape,
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that was created when $codei%Independent(%x%)%$$ was called,
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will stop recording.
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The AD operation sequence will be transferred from
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the tape to the object $icode f$$ and the tape will then be deleted.
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$head Forward$$
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No $cref Forward$$ calculation is preformed during this operation.
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Thus, directly after this operation,
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$codei%
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%f%.size_order()
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%$$
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is zero (see $cref size_order$$).
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$head Parallel Mode$$
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The call to $code Independent$$,
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and the corresponding call to
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$codei%
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ADFun<%Base%> %f%( %x%, %y%)
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%$$
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or
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$codei%
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%f%.Dependent( %x%, %y%)
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%$$
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or $cref abort_recording$$,
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must be preformed by the same thread; i.e.,
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$cref/thread_alloc::thread_num/ta_thread_num/$$ must be the same.
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$head Example$$
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The file
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$cref fun_check.cpp$$
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contains an example and test of this operation.
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$end
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----------------------------------------------------------------------------
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*/
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// BEGIN CppAD namespace
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namespace CppAD {
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/*!
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\file dependent.hpp
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Different versions of Dependent function.
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*/
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/*!
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Determine the tape corresponding to this exeuction thread and then use
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<code>Dependent(tape, y)</code> to store this tapes recording in a function.
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\param y [in]
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The dependent variable vector for the corresponding function.
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*/
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template <class Base, class RecBase>
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template <class ADvector>
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void ADFun<Base,RecBase>::Dependent(const ADvector &y)
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{ local::ADTape<Base>* tape = AD<Base>::tape_ptr();
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CPPAD_ASSERT_KNOWN(
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tape != nullptr,
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"Can't store current operation sequence in this ADFun object"
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"\nbecause there is no active tape (for this thread)."
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);
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// code above just determines the tape and checks for errors
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Dependent(tape, y);
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}
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/*!
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Determine the tape corresponding to this exeuction thread and then use
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<code>Dependent(tape, y)</code> to store this tapes recording in a function.
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\param x [in]
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The independent variable vector for this tape. This informaiton is
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also stored in the tape so a check is done to make sure it is correct
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(if NDEBUG is not defined).
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\param y [in]
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The dependent variable vector for the corresponding function.
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*/
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template <class Base, class RecBase>
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template <class ADvector>
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void ADFun<Base,RecBase>::Dependent(const ADvector &x, const ADvector &y)
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{
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CPPAD_ASSERT_KNOWN(
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x.size() > 0,
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"Dependent: independent variable vector has size zero."
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);
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CPPAD_ASSERT_KNOWN(
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Variable(x[0]),
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"Dependent: independent variable vector has been changed."
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);
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local::ADTape<Base> *tape = AD<Base>::tape_ptr(x[0].tape_id_);
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CPPAD_ASSERT_KNOWN(
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tape->size_independent_ == size_t( x.size() ),
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"Dependent: independent variable vector has been changed."
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);
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# ifndef NDEBUG
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size_t i, j;
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for(j = 0; j < size_t(x.size()); j++)
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{ CPPAD_ASSERT_KNOWN(
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size_t(x[j].taddr_) == (j+1),
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"ADFun<Base>: independent variable vector has been changed."
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);
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CPPAD_ASSERT_KNOWN(
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x[j].tape_id_ == x[0].tape_id_,
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"ADFun<Base>: independent variable vector has been changed."
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);
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}
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for(i = 0; i < size_t(y.size()); i++)
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{ CPPAD_ASSERT_KNOWN(
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CppAD::Parameter( y[i] ) | (y[i].tape_id_ == x[0].tape_id_) ,
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"ADFun<Base>: dependent vector contains a variable for"
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"\na different tape (thread) than the independent variables."
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);
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}
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# endif
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// code above just determines the tape and checks for errors
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Dependent(tape, y);
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}
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/*!
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Replace the floationg point operations sequence for this function object.
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\param tape
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is a tape that contains the new floating point operation sequence
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for this function.
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After this operation, all memory allocated for this tape is deleted.
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\param y
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The dependent variable vector for the function being stored in this object.
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\par
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All of the private member data in ad_fun.hpp is set to correspond to the
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new tape except for check_for_nan_.
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*/
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template <class Base, class RecBase>
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template <class ADvector>
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void ADFun<Base,RecBase>::Dependent(local::ADTape<Base> *tape, const ADvector &y)
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{
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size_t m = y.size();
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size_t n = tape->size_independent_;
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// check ADvector is Simple Vector class with AD<Base> elements
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CheckSimpleVector< AD<Base>, ADvector>();
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CPPAD_ASSERT_KNOWN(
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y.size() > 0,
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"ADFun operation sequence dependent variable size is zero size"
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);
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// ---------------------------------------------------------------------
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// Begin setting ad_fun.hpp private member data
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// ---------------------------------------------------------------------
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// dep_parameter_, dep_taddr_
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CPPAD_ASSERT_UNKNOWN( local::NumRes(local::ParOp) == 1 );
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dep_parameter_.resize(m);
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dep_taddr_.resize(m);
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for(size_t i = 0; i < m; i++)
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{ dep_parameter_[i] = CppAD::Parameter(y[i]);
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addr_t y_taddr;
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if( dep_parameter_[i] )
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{ // make a tape copy of dependent variables that are parameters,
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y_taddr = tape->RecordParOp( y[i] );
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}
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else
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y_taddr = y[i].taddr_;
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CPPAD_ASSERT_UNKNOWN( y_taddr > 0 );
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dep_taddr_[i] = size_t( y_taddr );
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}
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// put an EndOp at the end of the tape
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tape->Rec_.PutOp(local::EndOp);
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// bool values in this object except check_for_nan_
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has_been_optimized_ = false;
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//
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// size_t values in this object
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compare_change_count_ = 1;
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compare_change_number_ = 0;
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compare_change_op_index_ = 0;
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num_order_taylor_ = 0;
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cap_order_taylor_ = 0;
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num_direction_taylor_ = 0;
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num_var_tape_ = tape->Rec_.num_var_rec();
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// taylor_
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taylor_.resize(0);
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// cskip_op_
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cskip_op_.resize( tape->Rec_.num_op_rec() );
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// load_op2var_
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load_op2var_.resize( tape->Rec_.num_var_load_rec() );
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// play_
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// Now that each dependent variable has a place in the tape,
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// and there is a EndOp at the end of the tape, we can transfer the
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// recording to the player and and erase the recording; i.e. ERASE Rec_.
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play_.get_recording(tape->Rec_, n);
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// ind_taddr_
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// Note that play_ has been set, we can use it to check operators
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ind_taddr_.resize(n);
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CPPAD_ASSERT_UNKNOWN( n < num_var_tape_);
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for(size_t j = 0; j < n; j++)
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{ CPPAD_ASSERT_UNKNOWN( play_.GetOp(j+1) == local::InvOp );
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ind_taddr_[j] = j+1;
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}
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// for_jac_sparse_pack_, for_jac_sparse_set_
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for_jac_sparse_pack_.resize(0, 0);
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for_jac_sparse_set_.resize(0,0);
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// resize subgraph_info_
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subgraph_info_.resize(
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ind_taddr_.size(), // n_dep
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dep_taddr_.size(), // n_ind
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play_.num_op_rec(), // n_op
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play_.num_var_rec() // n_var
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);
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// ---------------------------------------------------------------------
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// End set ad_fun.hpp private member data
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// ---------------------------------------------------------------------
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// now we can delete the tape
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AD<Base>::tape_manage(delete_tape_manage);
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// total number of varables in this recording
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CPPAD_ASSERT_UNKNOWN( num_var_tape_ == play_.num_var_rec() );
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// used to determine if there is an operation sequence in *this
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CPPAD_ASSERT_UNKNOWN( num_var_tape_ > 0 );
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}
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} // END CppAD namespace
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# endif
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