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