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libcomposition/build-config/cppad/include/cppad/local/exp_op.hpp
Emily Boudreaux 2bca6e447c build(CppAD): brought in CppAD for autodiff
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
2025-06-19 14:51:02 -04:00

195 lines
5.2 KiB
C++

# ifndef CPPAD_LOCAL_EXP_OP_HPP
# define CPPAD_LOCAL_EXP_OP_HPP
/* --------------------------------------------------------------------------
CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-17 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 exp_op.hpp
Forward and reverse mode calculations for z = exp(x).
*/
/*!
Forward mode Taylor coefficient for result of op = ExpOp.
The C++ source code corresponding to this operation is
\verbatim
z = exp(x)
\endverbatim
\copydetails CppAD::local::forward_unary1_op
*/
template <class Base>
void forward_exp_op(
size_t p ,
size_t q ,
size_t i_z ,
size_t i_x ,
size_t cap_order ,
Base* taylor )
{
// check assumptions
CPPAD_ASSERT_UNKNOWN( NumArg(ExpOp) == 1 );
CPPAD_ASSERT_UNKNOWN( NumRes(ExpOp) == 1 );
CPPAD_ASSERT_UNKNOWN( q < cap_order );
CPPAD_ASSERT_UNKNOWN( p <= q );
// Taylor coefficients corresponding to argument and result
Base* x = taylor + i_x * cap_order;
Base* z = taylor + i_z * cap_order;
size_t k;
if( p == 0 )
{ z[0] = exp( x[0] );
p++;
}
for(size_t j = p; j <= q; j++)
{
z[j] = x[1] * z[j-1];
for(k = 2; k <= j; k++)
z[j] += Base(double(k)) * x[k] * z[j-k];
z[j] /= Base(double(j));
}
}
/*!
Multiple direction forward mode Taylor coefficient for op = ExpOp.
The C++ source code corresponding to this operation is
\verbatim
z = exp(x)
\endverbatim
\copydetails CppAD::local::forward_unary1_op_dir
*/
template <class Base>
void forward_exp_op_dir(
size_t q ,
size_t r ,
size_t i_z ,
size_t i_x ,
size_t cap_order ,
Base* taylor )
{
// check assumptions
CPPAD_ASSERT_UNKNOWN( NumArg(ExpOp) == 1 );
CPPAD_ASSERT_UNKNOWN( NumRes(ExpOp) == 1 );
CPPAD_ASSERT_UNKNOWN( q < cap_order );
CPPAD_ASSERT_UNKNOWN( 0 < q );
// Taylor coefficients corresponding to argument and result
size_t num_taylor_per_var = (cap_order-1) * r + 1;
Base* x = taylor + i_x * num_taylor_per_var;
Base* z = taylor + i_z * num_taylor_per_var;
size_t m = (q-1)*r + 1;
for(size_t ell = 0; ell < r; ell++)
{ z[m+ell] = Base(double(q)) * x[m+ell] * z[0];
for(size_t k = 1; k < q; k++)
z[m+ell] += Base(double(k)) * x[(k-1)*r+ell+1] * z[(q-k-1)*r+ell+1];
z[m+ell] /= Base(double(q));
}
}
/*!
Zero order forward mode Taylor coefficient for result of op = ExpOp.
The C++ source code corresponding to this operation is
\verbatim
z = exp(x)
\endverbatim
\copydetails CppAD::local::forward_unary1_op_0
*/
template <class Base>
void forward_exp_op_0(
size_t i_z ,
size_t i_x ,
size_t cap_order ,
Base* taylor )
{
// check assumptions
CPPAD_ASSERT_UNKNOWN( NumArg(ExpOp) == 1 );
CPPAD_ASSERT_UNKNOWN( NumRes(ExpOp) == 1 );
CPPAD_ASSERT_UNKNOWN( 0 < cap_order );
// Taylor coefficients corresponding to argument and result
Base* x = taylor + i_x * cap_order;
Base* z = taylor + i_z * cap_order;
z[0] = exp( x[0] );
}
/*!
Reverse mode partial derivatives for result of op = ExpOp.
The C++ source code corresponding to this operation is
\verbatim
z = exp(x)
\endverbatim
\copydetails CppAD::local::reverse_unary1_op
*/
template <class Base>
void reverse_exp_op(
size_t d ,
size_t i_z ,
size_t i_x ,
size_t cap_order ,
const Base* taylor ,
size_t nc_partial ,
Base* partial )
{
// check assumptions
CPPAD_ASSERT_UNKNOWN( NumArg(ExpOp) == 1 );
CPPAD_ASSERT_UNKNOWN( NumRes(ExpOp) == 1 );
CPPAD_ASSERT_UNKNOWN( d < cap_order );
CPPAD_ASSERT_UNKNOWN( d < nc_partial );
// Taylor coefficients and partials corresponding to argument
const Base* x = taylor + i_x * cap_order;
Base* px = partial + i_x * nc_partial;
// Taylor coefficients and partials corresponding to result
const Base* z = taylor + i_z * cap_order;
Base* pz = partial + i_z * nc_partial;
// If pz is zero, make sure this operation has no effect
// (zero times infinity or nan would be non-zero).
bool skip(true);
for(size_t i_d = 0; i_d <= d; i_d++)
skip &= IdenticalZero(pz[i_d]);
if( skip )
return;
// loop through orders in reverse
size_t j, k;
j = d;
while(j)
{ // scale partial w.r.t z[j]
pz[j] /= Base(double(j));
for(k = 1; k <= j; k++)
{ px[k] += Base(double(k)) * azmul(pz[j], z[j-k]);
pz[j-k] += Base(double(k)) * azmul(pz[j], x[k]);
}
--j;
}
px[0] += azmul(pz[0], z[0]);
}
} } // END_CPPAD_LOCAL_NAMESPACE
# endif