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
518 lines
15 KiB
C++
518 lines
15 KiB
C++
# ifndef CPPAD_LOCAL_ZMUL_OP_HPP
|
|
# define CPPAD_LOCAL_ZMUL_OP_HPP
|
|
/* --------------------------------------------------------------------------
|
|
CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-18 Bradley M. Bell
|
|
|
|
CppAD is distributed under the terms of the
|
|
Eclipse Public License Version 2.0.
|
|
|
|
This Source Code may also be made available under the following
|
|
Secondary License when the conditions for such availability set forth
|
|
in the Eclipse Public License, Version 2.0 are satisfied:
|
|
GNU General Public License, Version 2.0 or later.
|
|
---------------------------------------------------------------------------- */
|
|
|
|
namespace CppAD { namespace local { // BEGIN_CPPAD_LOCAL_NAMESPACE
|
|
/*!
|
|
\file mul_op.hpp
|
|
Forward and reverse mode calculations for z = azmul(x, y).
|
|
*/
|
|
|
|
// --------------------------- Zmulvv -----------------------------------------
|
|
/*!
|
|
Compute forward mode Taylor coefficients for result of op = ZmulvvOp.
|
|
|
|
The C++ source code corresponding to this operation is
|
|
\verbatim
|
|
z = azmul(x, y)
|
|
\endverbatim
|
|
In the documentation below,
|
|
this operations is for the case where both x and y are variables
|
|
and the argument parameter is not used.
|
|
|
|
\copydetails CppAD::local::forward_binary_op
|
|
*/
|
|
|
|
template <class Base>
|
|
void forward_zmulvv_op(
|
|
size_t p ,
|
|
size_t q ,
|
|
size_t i_z ,
|
|
const addr_t* arg ,
|
|
const Base* parameter ,
|
|
size_t cap_order ,
|
|
Base* taylor )
|
|
{
|
|
// check assumptions
|
|
CPPAD_ASSERT_UNKNOWN( NumArg(ZmulvvOp) == 2 );
|
|
CPPAD_ASSERT_UNKNOWN( NumRes(ZmulvvOp) == 1 );
|
|
CPPAD_ASSERT_UNKNOWN( q < cap_order );
|
|
CPPAD_ASSERT_UNKNOWN( p <= q );
|
|
|
|
// Taylor coefficients corresponding to arguments and result
|
|
Base* x = taylor + size_t(arg[0]) * cap_order;
|
|
Base* y = taylor + size_t(arg[1]) * cap_order;
|
|
Base* z = taylor + i_z * cap_order;
|
|
|
|
size_t k;
|
|
for(size_t d = p; d <= q; d++)
|
|
{ z[d] = Base(0.0);
|
|
for(k = 0; k <= d; k++)
|
|
z[d] += azmul(x[d-k], y[k]);
|
|
}
|
|
}
|
|
/*!
|
|
Multiple directions forward mode Taylor coefficients for op = ZmulvvOp.
|
|
|
|
The C++ source code corresponding to this operation is
|
|
\verbatim
|
|
z = azmul(x, y)
|
|
\endverbatim
|
|
In the documentation below,
|
|
this operations is for the case where both x and y are variables
|
|
and the argument parameter is not used.
|
|
|
|
\copydetails CppAD::local::forward_binary_op_dir
|
|
*/
|
|
|
|
template <class Base>
|
|
void forward_zmulvv_op_dir(
|
|
size_t q ,
|
|
size_t r ,
|
|
size_t i_z ,
|
|
const addr_t* arg ,
|
|
const Base* parameter ,
|
|
size_t cap_order ,
|
|
Base* taylor )
|
|
{
|
|
// check assumptions
|
|
CPPAD_ASSERT_UNKNOWN( NumArg(ZmulvvOp) == 2 );
|
|
CPPAD_ASSERT_UNKNOWN( NumRes(ZmulvvOp) == 1 );
|
|
CPPAD_ASSERT_UNKNOWN( 0 < q );
|
|
CPPAD_ASSERT_UNKNOWN( q < cap_order );
|
|
|
|
// Taylor coefficients corresponding to arguments and result
|
|
size_t num_taylor_per_var = (cap_order-1) * r + 1;
|
|
Base* x = taylor + size_t(arg[0]) * num_taylor_per_var;
|
|
Base* y = taylor + size_t(arg[1]) * num_taylor_per_var;
|
|
Base* z = taylor + i_z * num_taylor_per_var;
|
|
|
|
size_t k, ell, m;
|
|
for(ell = 0; ell < r; ell++)
|
|
{ m = (q-1)*r + ell + 1;
|
|
z[m] = azmul(x[0], y[m]) + azmul(x[m], y[0]);
|
|
for(k = 1; k < q; k++)
|
|
z[m] += azmul(x[(q-k-1)*r + ell + 1], y[(k-1)*r + ell + 1]);
|
|
}
|
|
}
|
|
|
|
/*!
|
|
Compute zero order forward mode Taylor coefficients for result of op = ZmulvvOp.
|
|
|
|
The C++ source code corresponding to this operation is
|
|
\verbatim
|
|
z = azmul(x, y)
|
|
\endverbatim
|
|
In the documentation below,
|
|
this operations is for the case where both x and y are variables
|
|
and the argument parameter is not used.
|
|
|
|
\copydetails CppAD::local::forward_binary_op_0
|
|
*/
|
|
|
|
template <class Base>
|
|
void forward_zmulvv_op_0(
|
|
size_t i_z ,
|
|
const addr_t* arg ,
|
|
const Base* parameter ,
|
|
size_t cap_order ,
|
|
Base* taylor )
|
|
{
|
|
// check assumptions
|
|
CPPAD_ASSERT_UNKNOWN( NumArg(ZmulvvOp) == 2 );
|
|
CPPAD_ASSERT_UNKNOWN( NumRes(ZmulvvOp) == 1 );
|
|
|
|
// Taylor coefficients corresponding to arguments and result
|
|
Base* x = taylor + size_t(arg[0]) * cap_order;
|
|
Base* y = taylor + size_t(arg[1]) * cap_order;
|
|
Base* z = taylor + i_z * cap_order;
|
|
|
|
z[0] = azmul(x[0], y[0]);
|
|
}
|
|
|
|
/*!
|
|
Compute reverse mode partial derivatives for result of op = ZmulvvOp.
|
|
|
|
The C++ source code corresponding to this operation is
|
|
\verbatim
|
|
z = azmul(x, y)
|
|
\endverbatim
|
|
In the documentation below,
|
|
this operations is for the case where both x and y are variables
|
|
and the argument parameter is not used.
|
|
|
|
\copydetails CppAD::local::reverse_binary_op
|
|
*/
|
|
|
|
template <class Base>
|
|
void reverse_zmulvv_op(
|
|
size_t d ,
|
|
size_t i_z ,
|
|
const addr_t* arg ,
|
|
const Base* parameter ,
|
|
size_t cap_order ,
|
|
const Base* taylor ,
|
|
size_t nc_partial ,
|
|
Base* partial )
|
|
{
|
|
// check assumptions
|
|
CPPAD_ASSERT_UNKNOWN( NumArg(ZmulvvOp) == 2 );
|
|
CPPAD_ASSERT_UNKNOWN( NumRes(ZmulvvOp) == 1 );
|
|
CPPAD_ASSERT_UNKNOWN( d < cap_order );
|
|
CPPAD_ASSERT_UNKNOWN( d < nc_partial );
|
|
|
|
// Arguments
|
|
const Base* x = taylor + size_t(arg[0]) * cap_order;
|
|
const Base* y = taylor + size_t(arg[1]) * cap_order;
|
|
|
|
// Partial derivatives corresponding to arguments and result
|
|
Base* px = partial + size_t(arg[0]) * nc_partial;
|
|
Base* py = partial + size_t(arg[1]) * nc_partial;
|
|
Base* pz = partial + i_z * nc_partial;
|
|
|
|
// number of indices to access
|
|
size_t j = d + 1;
|
|
size_t k;
|
|
while(j)
|
|
{ --j;
|
|
for(k = 0; k <= j; k++)
|
|
{
|
|
px[j-k] += azmul(pz[j], y[k]);
|
|
py[k] += azmul(pz[j], x[j-k]);
|
|
}
|
|
}
|
|
}
|
|
// --------------------------- Zmulpv -----------------------------------------
|
|
/*!
|
|
Compute forward mode Taylor coefficients for result of op = ZmulpvOp.
|
|
|
|
The C++ source code corresponding to this operation is
|
|
\verbatim
|
|
z = azmul(x, y)
|
|
\endverbatim
|
|
In the documentation below,
|
|
this operations is for the case where x is a parameter and y is a variable.
|
|
|
|
\copydetails CppAD::local::forward_binary_op
|
|
*/
|
|
|
|
template <class Base>
|
|
void forward_zmulpv_op(
|
|
size_t p ,
|
|
size_t q ,
|
|
size_t i_z ,
|
|
const addr_t* arg ,
|
|
const Base* parameter ,
|
|
size_t cap_order ,
|
|
Base* taylor )
|
|
{
|
|
// check assumptions
|
|
CPPAD_ASSERT_UNKNOWN( NumArg(ZmulpvOp) == 2 );
|
|
CPPAD_ASSERT_UNKNOWN( NumRes(ZmulpvOp) == 1 );
|
|
CPPAD_ASSERT_UNKNOWN( q < cap_order );
|
|
CPPAD_ASSERT_UNKNOWN( p <= q );
|
|
|
|
// Taylor coefficients corresponding to arguments and result
|
|
Base* y = taylor + size_t(arg[1]) * cap_order;
|
|
Base* z = taylor + i_z * cap_order;
|
|
|
|
// Paraemter value
|
|
Base x = parameter[ arg[0] ];
|
|
|
|
for(size_t d = p; d <= q; d++)
|
|
z[d] = azmul(x, y[d]);
|
|
}
|
|
/*!
|
|
Multiple directions forward mode Taylor coefficients for op = ZmulpvOp.
|
|
|
|
The C++ source code corresponding to this operation is
|
|
\verbatim
|
|
z = azmul(x, y)
|
|
\endverbatim
|
|
In the documentation below,
|
|
this operations is for the case where x is a parameter and y is a variable.
|
|
|
|
\copydetails CppAD::local::forward_binary_op_dir
|
|
*/
|
|
|
|
template <class Base>
|
|
void forward_zmulpv_op_dir(
|
|
size_t q ,
|
|
size_t r ,
|
|
size_t i_z ,
|
|
const addr_t* arg ,
|
|
const Base* parameter ,
|
|
size_t cap_order ,
|
|
Base* taylor )
|
|
{
|
|
// check assumptions
|
|
CPPAD_ASSERT_UNKNOWN( NumArg(ZmulpvOp) == 2 );
|
|
CPPAD_ASSERT_UNKNOWN( NumRes(ZmulpvOp) == 1 );
|
|
CPPAD_ASSERT_UNKNOWN( 0 < q );
|
|
CPPAD_ASSERT_UNKNOWN( q < cap_order );
|
|
|
|
// Taylor coefficients corresponding to arguments and result
|
|
size_t num_taylor_per_var = (cap_order-1) * r + 1;
|
|
size_t m = (q-1) * r + 1;
|
|
Base* y = taylor + size_t(arg[1]) * num_taylor_per_var + m;
|
|
Base* z = taylor + i_z * num_taylor_per_var + m;
|
|
|
|
// Paraemter value
|
|
Base x = parameter[ arg[0] ];
|
|
|
|
for(size_t ell = 0; ell < r; ell++)
|
|
z[ell] = azmul(x, y[ell]);
|
|
}
|
|
/*!
|
|
Compute zero order forward mode Taylor coefficient for result of op = ZmulpvOp.
|
|
|
|
The C++ source code corresponding to this operation is
|
|
\verbatim
|
|
z = azmul(x, y)
|
|
\endverbatim
|
|
In the documentation below,
|
|
this operations is for the case where x is a parameter and y is a variable.
|
|
|
|
\copydetails CppAD::local::forward_binary_op_0
|
|
*/
|
|
|
|
template <class Base>
|
|
void forward_zmulpv_op_0(
|
|
size_t i_z ,
|
|
const addr_t* arg ,
|
|
const Base* parameter ,
|
|
size_t cap_order ,
|
|
Base* taylor )
|
|
{
|
|
// check assumptions
|
|
CPPAD_ASSERT_UNKNOWN( NumArg(ZmulpvOp) == 2 );
|
|
CPPAD_ASSERT_UNKNOWN( NumRes(ZmulpvOp) == 1 );
|
|
|
|
// Paraemter value
|
|
Base x = parameter[ arg[0] ];
|
|
|
|
// Taylor coefficients corresponding to arguments and result
|
|
Base* y = taylor + size_t(arg[1]) * cap_order;
|
|
Base* z = taylor + i_z * cap_order;
|
|
|
|
z[0] = azmul(x, y[0]);
|
|
}
|
|
|
|
/*!
|
|
Compute reverse mode partial derivative for result of op = ZmulpvOp.
|
|
|
|
The C++ source code corresponding to this operation is
|
|
\verbatim
|
|
z = azmul(x, y)
|
|
\endverbatim
|
|
In the documentation below,
|
|
this operations is for the case where x is a parameter and y is a variable.
|
|
|
|
\copydetails CppAD::local::reverse_binary_op
|
|
*/
|
|
|
|
template <class Base>
|
|
void reverse_zmulpv_op(
|
|
size_t d ,
|
|
size_t i_z ,
|
|
const addr_t* arg ,
|
|
const Base* parameter ,
|
|
size_t cap_order ,
|
|
const Base* taylor ,
|
|
size_t nc_partial ,
|
|
Base* partial )
|
|
{
|
|
// check assumptions
|
|
CPPAD_ASSERT_UNKNOWN( NumArg(ZmulpvOp) == 2 );
|
|
CPPAD_ASSERT_UNKNOWN( NumRes(ZmulpvOp) == 1 );
|
|
CPPAD_ASSERT_UNKNOWN( d < cap_order );
|
|
CPPAD_ASSERT_UNKNOWN( d < nc_partial );
|
|
|
|
// Arguments
|
|
Base x = parameter[ arg[0] ];
|
|
|
|
// Partial derivatives corresponding to arguments and result
|
|
Base* py = partial + size_t(arg[1]) * nc_partial;
|
|
Base* pz = partial + i_z * nc_partial;
|
|
|
|
// number of indices to access
|
|
size_t j = d + 1;
|
|
while(j)
|
|
{ --j;
|
|
py[j] += azmul(pz[j], x);
|
|
}
|
|
}
|
|
// --------------------------- Zmulvp -----------------------------------------
|
|
/*!
|
|
Compute forward mode Taylor coefficients for result of op = ZmulvpOp.
|
|
|
|
The C++ source code corresponding to this operation is
|
|
\verbatim
|
|
z = azmul(x, y)
|
|
\endverbatim
|
|
In the documentation below,
|
|
this operations is for the case where x is a parameter and y is a variable.
|
|
|
|
\copydetails CppAD::local::forward_binary_op
|
|
*/
|
|
|
|
template <class Base>
|
|
void forward_zmulvp_op(
|
|
size_t p ,
|
|
size_t q ,
|
|
size_t i_z ,
|
|
const addr_t* arg ,
|
|
const Base* parameter ,
|
|
size_t cap_order ,
|
|
Base* taylor )
|
|
{
|
|
// check assumptions
|
|
CPPAD_ASSERT_UNKNOWN( NumArg(ZmulvpOp) == 2 );
|
|
CPPAD_ASSERT_UNKNOWN( NumRes(ZmulvpOp) == 1 );
|
|
CPPAD_ASSERT_UNKNOWN( q < cap_order );
|
|
CPPAD_ASSERT_UNKNOWN( p <= q );
|
|
|
|
// Taylor coefficients corresponding to arguments and result
|
|
Base* x = taylor + size_t(arg[0]) * cap_order;
|
|
Base* z = taylor + i_z * cap_order;
|
|
|
|
// Paraemter value
|
|
Base y = parameter[ arg[1] ];
|
|
|
|
for(size_t d = p; d <= q; d++)
|
|
z[d] = azmul(x[d], y);
|
|
}
|
|
/*!
|
|
Multiple directions forward mode Taylor coefficients for op = ZmulvpOp.
|
|
|
|
The C++ source code corresponding to this operation is
|
|
\verbatim
|
|
z = azmul(x, y)
|
|
\endverbatim
|
|
In the documentation below,
|
|
this operations is for the case where x is a parameter and y is a variable.
|
|
|
|
\copydetails CppAD::local::forward_binary_op_dir
|
|
*/
|
|
|
|
template <class Base>
|
|
void forward_zmulvp_op_dir(
|
|
size_t q ,
|
|
size_t r ,
|
|
size_t i_z ,
|
|
const addr_t* arg ,
|
|
const Base* parameter ,
|
|
size_t cap_order ,
|
|
Base* taylor )
|
|
{
|
|
// check assumptions
|
|
CPPAD_ASSERT_UNKNOWN( NumArg(ZmulvpOp) == 2 );
|
|
CPPAD_ASSERT_UNKNOWN( NumRes(ZmulvpOp) == 1 );
|
|
CPPAD_ASSERT_UNKNOWN( 0 < q );
|
|
CPPAD_ASSERT_UNKNOWN( q < cap_order );
|
|
|
|
// Taylor coefficients corresponding to arguments and result
|
|
size_t num_taylor_per_var = (cap_order-1) * r + 1;
|
|
size_t m = (q-1) * r + 1;
|
|
Base* x = taylor + size_t(arg[0]) * num_taylor_per_var + m;
|
|
Base* z = taylor + i_z * num_taylor_per_var + m;
|
|
|
|
// Paraemter value
|
|
Base y = parameter[ arg[1] ];
|
|
|
|
for(size_t ell = 0; ell < r; ell++)
|
|
z[ell] = azmul(x[ell], y);
|
|
}
|
|
/*!
|
|
Compute zero order forward mode Taylor coefficient for result of op = ZmulvpOp.
|
|
|
|
The C++ source code corresponding to this operation is
|
|
\verbatim
|
|
z = azmul(x, y)
|
|
\endverbatim
|
|
In the documentation below,
|
|
this operations is for the case where x is a parameter and y is a variable.
|
|
|
|
\copydetails CppAD::local::forward_binary_op_0
|
|
*/
|
|
|
|
template <class Base>
|
|
void forward_zmulvp_op_0(
|
|
size_t i_z ,
|
|
const addr_t* arg ,
|
|
const Base* parameter ,
|
|
size_t cap_order ,
|
|
Base* taylor )
|
|
{
|
|
// check assumptions
|
|
CPPAD_ASSERT_UNKNOWN( NumArg(ZmulvpOp) == 2 );
|
|
CPPAD_ASSERT_UNKNOWN( NumRes(ZmulvpOp) == 1 );
|
|
|
|
// Paraemter value
|
|
Base y = parameter[ arg[1] ];
|
|
|
|
// Taylor coefficients corresponding to arguments and result
|
|
Base* x = taylor + size_t(arg[0]) * cap_order;
|
|
Base* z = taylor + i_z * cap_order;
|
|
|
|
z[0] = azmul(x[0], y);
|
|
}
|
|
|
|
/*!
|
|
Compute reverse mode partial derivative for result of op = ZmulvpOp.
|
|
|
|
The C++ source code corresponding to this operation is
|
|
\verbatim
|
|
z = azmul(x, y)
|
|
\endverbatim
|
|
In the documentation below,
|
|
this operations is for the case where x is a parameter and y is a variable.
|
|
|
|
\copydetails CppAD::local::reverse_binary_op
|
|
*/
|
|
|
|
template <class Base>
|
|
void reverse_zmulvp_op(
|
|
size_t d ,
|
|
size_t i_z ,
|
|
const addr_t* arg ,
|
|
const Base* parameter ,
|
|
size_t cap_order ,
|
|
const Base* taylor ,
|
|
size_t nc_partial ,
|
|
Base* partial )
|
|
{
|
|
// check assumptions
|
|
CPPAD_ASSERT_UNKNOWN( NumArg(ZmulvpOp) == 2 );
|
|
CPPAD_ASSERT_UNKNOWN( NumRes(ZmulvpOp) == 1 );
|
|
CPPAD_ASSERT_UNKNOWN( d < cap_order );
|
|
CPPAD_ASSERT_UNKNOWN( d < nc_partial );
|
|
|
|
// Arguments
|
|
Base y = parameter[ arg[1] ];
|
|
|
|
// Partial derivatives corresponding to arguments and result
|
|
Base* px = partial + size_t(arg[0]) * nc_partial;
|
|
Base* pz = partial + i_z * nc_partial;
|
|
|
|
// number of indices to access
|
|
size_t j = d + 1;
|
|
while(j)
|
|
{ --j;
|
|
px[j] += azmul(pz[j], y);
|
|
}
|
|
}
|
|
|
|
} } // END_CPPAD_LOCAL_NAMESPACE
|
|
# endif
|