Beispiel #1
0
bool Erf(void)
{   bool ok = true;
    using namespace CppAD;
    using CppAD::atan;
    using CppAD::exp;
    using CppAD::sqrt;

    // Construct function object corresponding to erf
    CPPAD_TEST_VECTOR< AD<double> > X(1);
    CPPAD_TEST_VECTOR< AD<double> > Y(1);
    X[0] = 0.;
    Independent(X);
    Y[0] = erf(X[0]);
    ADFun<double> Erf(X, Y);

    // vectors to use with function object
    CPPAD_TEST_VECTOR<double> x(1);
    CPPAD_TEST_VECTOR<double> y(1);
    CPPAD_TEST_VECTOR<double> dx(1);
    CPPAD_TEST_VECTOR<double> dy(1);

    // check value at zero
    x[0]  = 0.;
    y = Erf.Forward(0, x);
    ok &= NearEqual(0., y[0], 4e-4, 0.);

    // check the derivative of error function
    dx[0]         = 1.;
    double pi     = 4. * atan(1.);
    double factor = 2. / sqrt( pi );
    int i;
    for(i = -10; i <= 10; i++)
    {   x[0] = i / 4.;
        y    = Erf.Forward(0, x);

        // check derivative
        double derf = factor * exp( - x[0] * x[0] );
        dy          = Erf.Forward(1, dx);
        ok         &= NearEqual(derf, dy[0], 0., 2e-3);

        // test using erf with AD< AD<double> >
        AD< AD<double> > X0 = x[0];
        AD< AD<double> > Y0 = erf(X0);

        ok &= ( y[0] == Value( Value(Y0) ) );
    }
    return ok;
}
Beispiel #2
0
bool VecUnary(void)
{	
	using namespace CppAD;
	using CppAD::abs;
	using CppAD::sin;
	using CppAD::atan;
	using CppAD::cos;
	using CppAD::exp;
	using CppAD::log;
	using CppAD::sqrt;

	bool ok  = true;
	size_t n = 8;
	size_t i;

	CPPAD_TEST_VECTOR< AD<double> > X(n);
	VecAD<double>             Y(n);
	CPPAD_TEST_VECTOR< AD<double> > Z(n);


	for(i = 0; i < n; i++)
		X[i] = int(i);  // some compilers require the int here
	Independent(X);

	AD<double> j;

	j    = 0.;
	Y[j] = X[0]; 
	Z[0] = -Y[j];

	j    = 1.;
	Y[j] = X[1]; 
	Z[1] = sin( Y[j] );

	j    = 2.;
	Y[j] = X[2]; 
	Z[2] = abs( Y[j] );

	j    = 3.;
	Y[j] = X[3]; 
	Z[3] = atan( Y[j] );

	j    = 4.;
	Y[j] = X[4]; 
	Z[4] = cos( Y[j] );

	j    = 5.;
	Y[j] = X[5]; 
	Z[5] = exp( Y[j] );

	j    = 6.;
	Y[j] = X[6]; 
	Z[6] = log( Y[j] );

	j    = 7.;
	Y[j] = X[7]; 
	Z[7] = sqrt( Y[j] );

	
	ADFun<double> f(X, Z);
	CPPAD_TEST_VECTOR<double> x(n);
	CPPAD_TEST_VECTOR<double> z(n);

	for(i = 0; i < n; i++)
		x[i] = 2. / double(i + 1);
	x[7] = abs( x[7] );

	z    = f.Forward(0, x);

	ok  &= NearEqual(z[0],      - x[0],  1e-10, 1e-10);
	ok  &= NearEqual(z[1], sin( x[1] ),  1e-10, 1e-10);
	ok  &= NearEqual(z[2], abs( x[2] ),  1e-10, 1e-10);
	ok  &= NearEqual(z[3], atan(x[3] ),  1e-10, 1e-10);
	ok  &= NearEqual(z[4], cos( x[4] ),  1e-10, 1e-10);
	ok  &= NearEqual(z[5], exp( x[5] ),  1e-10, 1e-10);
	ok  &= NearEqual(z[6], log( x[6] ),  1e-10, 1e-10);
	ok  &= NearEqual(z[7], sqrt(x[7] ),  1e-10, 1e-10);

	return ok;
}