Ejemplo n.º 1
0
int main(int argc, char **argv)
{
  double pi = std::atan(1.0)*4.0;

  // Values of function arguments
  double a = pi/4;
  double b = 2.0;
  double c = 3.0;

  // Rad objects
  Sacado::Rad::ADvar<double> arad = a; 
  Sacado::Rad::ADvar<double> brad = b; 
  Sacado::Rad::ADvar<double> crad = c;              // Passive variable
  Sacado::Rad::ADvar<double> rrad;                  // Result

  // Compute function
  double r = func(a, b, c);

  // Compute derivative analytically
  double drda, drdb;
  func_deriv(a, b, c, drda, drdb);

  // Compute function and derivative with AD
  rrad = func(arad, brad, crad);

  Sacado::Rad::ADvar<double>::Gradcomp();

  // Extract value and derivatives
  double r_ad = rrad.val();     // r
  double drda_ad = arad.adj();  // dr/da
  double drdb_ad = brad.adj();  // dr/db

  // Print the results
  int p = 4;
  int w = p+7;
  std::cout.setf(std::ios::scientific);
  std::cout.precision(p);
  std::cout << "    r =  " << r << " (original) == " << std::setw(w) << r_ad
	    << " (AD) Error = " << std::setw(w) << r - r_ad << std::endl
	    << "dr/da = " << std::setw(w) << drda << " (analytic) == " 
	    << std::setw(w) << drda_ad << " (AD) Error = " << std::setw(w) 
	    << drda - drda_ad << std::endl
	    << "dr/db = " << std::setw(w) << drdb << " (analytic) == " 
	    << std::setw(w) << drdb_ad << " (AD) Error = " << std::setw(w) 
	    << drdb - drdb_ad << std::endl;

  double tol = 1.0e-14;
  
  if (std::fabs(r - r_ad)       < tol &&
      std::fabs(drda - drda_ad) < tol &&
      std::fabs(drdb - drdb_ad) < tol) {
    std::cout << "\nExample passed!" << std::endl;
    return 0;
  }
  else {
    std::cout <<"\nSomething is wrong, example failed!" << std::endl;
    return 1;
  }
}
Ejemplo n.º 2
0
int main(int argc, char **argv)
{
  double pi = std::atan(1.0)*4.0;

  // Values of function arguments
  double a = pi/4;
  double b = 2.0;
  double c = 3.0;

  // Number of independent variables
  int num_deriv = 2;

  // Fad objects
  Sacado::Rad::ADvar< Sacado::Fad::DFad<double> > arad = 
    Sacado::Fad::DFad<double>(num_deriv, 0, a);
  Sacado::Rad::ADvar< Sacado::Fad::DFad<double> > brad = 
    Sacado::Fad::DFad<double>(num_deriv, 1, b);
  Sacado::Rad::ADvar< Sacado::Fad::DFad<double> > crad = c;
  Sacado::Rad::ADvar< Sacado::Fad::DFad<double> > rrad;

  // Compute function
  double r = func(a, b, c);

  // Compute derivative analytically
  double drda, drdb;
  func_deriv(a, b, c, drda, drdb);

  // Compute second derivative analytically
  double d2rda2, d2rdb2, d2rdadb;
  func_deriv2(a, b, c, d2rda2, d2rdb2, d2rdadb);

  // Compute function and derivative with AD
  rrad = func(arad, brad, crad);

  Sacado::Rad::ADvar< Sacado::Fad::DFad<double> >::Gradcomp();

  // Extract value and derivatives
  double r_ad = rrad.val().val();       // r
  double drda_ad = arad.adj().val();    // dr/da
  double drdb_ad = brad.adj().val();    // dr/db
  double d2rda2_ad = arad.adj().dx(0);  // d^2r/da^2
  double d2rdadb_ad = arad.adj().dx(1); // d^2r/dadb
  double d2rdbda_ad = brad.adj().dx(0); // d^2r/dbda
  double d2rdb2_ad = brad.adj().dx(1);  // d^2/db^2

  // Print the results
  int p = 4;
  int w = p+7;
  std::cout.setf(std::ios::scientific);
  std::cout.precision(p);
  std::cout << "        r = " << std::setw(w) << r << " (original) == " 
	    << std::setw(w) << r_ad << " (AD) Error = " << std::setw(w) 
	    << r - r_ad << std::endl
	    << "    dr/da = " << std::setw(w) << drda << " (analytic) == " 
	    << std::setw(w) << drda_ad << " (AD) Error = " << std::setw(w) 
	    << drda - drda_ad << std::endl
	    << "    dr/db = " << std::setw(w) << drdb << " (analytic) == " 
	    << std::setw(w) << drdb_ad << " (AD) Error = " << std::setw(w) 
	    << drdb - drdb_ad << std::endl
	    << "d^2r/da^2 = " << std::setw(w) << d2rda2 << " (analytic) == " 
	    << std::setw(w) << d2rda2_ad << " (AD) Error = " << std::setw(w) 
	    << d2rda2 - d2rda2_ad << std::endl
	    << "d^2r/db^2 = " << std::setw(w) << d2rdb2 << " (analytic) == " 
	    << std::setw(w) << d2rdb2_ad << " (AD) Error = " << std::setw(w) 
	    << d2rdb2 - d2rdb2_ad << std::endl
	    << "d^2r/dadb = " << std::setw(w) << d2rdadb << " (analytic) == " 
	    << std::setw(w) << d2rdadb_ad << " (AD) Error = " << std::setw(w) 
	    << d2rdadb - d2rdadb_ad << std::endl
	    << "d^2r/dbda = " << std::setw(w) << d2rdadb << " (analytic) == " 
	    << std::setw(w) << d2rdbda_ad << " (AD) Error = " << std::setw(w) 
	    << d2rdadb - d2rdbda_ad << std::endl;

  double tol = 1.0e-14;
  if (std::fabs(r - r_ad)             < tol &&
      std::fabs(drda - drda_ad)       < tol &&
      std::fabs(drdb - drdb_ad)       < tol &&
      std::fabs(d2rda2 - d2rda2_ad)   < tol &&
      std::fabs(d2rdb2 - d2rdb2_ad)   < tol &&
      std::fabs(d2rdadb - d2rdadb_ad) < tol) {
    std::cout << "\nExample passed!" << std::endl;
    return 0;
  }
  else {
    std::cout <<"\nSomething is wrong, example failed!" << std::endl;
    return 1;
  }
}