inline void forward_powvp_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 ) { // convert from final result to first result i_z -= 2; // 2 = NumRes(PowvpOp) - 1 // check assumptions CPPAD_ASSERT_UNKNOWN( NumArg(PowvpOp) == 2 ); CPPAD_ASSERT_UNKNOWN( NumRes(PowvpOp) == 3 ); CPPAD_ASSERT_UNKNOWN( 0 < q ); CPPAD_ASSERT_UNKNOWN( q < cap_order ); CPPAD_ASSERT_UNKNOWN( std::numeric_limits<addr_t>::max() >= i_z ); // z_0 = log(x) forward_log_op_dir(q, r, i_z, arg[0], cap_order, taylor); // z_1 = y * z_0 addr_t adr[2]; adr[0] = arg[1]; adr[1] = addr_t( i_z ); forward_mulpv_op_dir(q, r, i_z+1, adr, parameter, cap_order, taylor); // z_2 = exp(z_1) forward_exp_op_dir(q, r, i_z+2, i_z+1, cap_order, taylor); }
inline void forward_powpv_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 ) { // convert from final result to first result i_z -= 2; // 2 = NumRes(PowpvOp) - 1; // check assumptions CPPAD_ASSERT_UNKNOWN( NumArg(PowpvOp) == 2 ); CPPAD_ASSERT_UNKNOWN( NumRes(PowpvOp) == 3 ); 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* z_0 = taylor + i_z * num_taylor_per_var; // z_0 = log(x) size_t m = (q-1) * r + 1; for(size_t ell = 0; ell < r; ell++) z_0[m+ell] = Base(0.0); // 2DO: remove requirement i_z * num_taylor_per_var <= max addr_t value CPPAD_ASSERT_KNOWN( std::numeric_limits<addr_t>::max() >= i_z * num_taylor_per_var, "cppad_tape_addr_type maximum value has been exceeded\n" "This is due to a kludge in the pow operation and should be fixed." ); // z_1 = z_0 * y addr_t adr[2]; // offset of z_0 in taylor (as if it were a parameter); i.e., log(x) adr[0] = addr_t( i_z * num_taylor_per_var ); // ofset of y in taylor (as a variable) adr[1] = arg[1]; // Trick: use taylor both for the parameter vector and variable values forward_mulpv_op_dir(q, r, i_z+1, adr, taylor, cap_order, taylor); // z_2 = exp(z_1) forward_exp_op_dir(q, r, i_z+2, i_z+1, cap_order, taylor); }
void forward2sweep( const size_t q, const size_t r, const size_t n, const size_t numvar, player<Base>* play, const size_t J, Base* taylor, const bool* cskip_op, const pod_vector<addr_t>& var_by_load_op ) { CPPAD_ASSERT_UNKNOWN( q > 0 ); CPPAD_ASSERT_UNKNOWN( J >= q + 1 ); CPPAD_ASSERT_UNKNOWN( play->num_var_rec() == numvar ); // used to avoid compiler errors until all operators are implemented size_t p = q; // op code for current instruction OpCode op; // index for current instruction size_t i_op; // next variables size_t i_var; // operation argument indices const addr_t* arg = CPPAD_NULL; // work space used by UserOp. vector<bool> user_vx; // empty vecotor vector<bool> user_vy; // empty vecotor vector<Base> user_tx_one; // argument vector Taylor coefficients vector<Base> user_tx_all; vector<Base> user_ty_one; // result vector Taylor coefficients vector<Base> user_ty_all; size_t user_index = 0; // indentifier for this atomic operation size_t user_id = 0; // user identifier for this call to operator size_t user_i = 0; // index in result vector size_t user_j = 0; // index in argument vector size_t user_m = 0; // size of result vector size_t user_n = 0; // size of arugment vector // atomic_base<Base>* user_atom = CPPAD_NULL; // user's atomic op calculator # ifndef NDEBUG bool user_ok = false; // atomic op return value # endif // // next expected operator in a UserOp sequence enum { user_start, user_arg, user_ret, user_end, user_trace } user_state = user_start; // length of the parameter vector (used by CppAD assert macros) const size_t num_par = play->num_par_rec(); // pointer to the beginning of the parameter vector const Base* parameter = CPPAD_NULL; if( num_par > 0 ) parameter = play->GetPar(); // temporary indices size_t i, j, k, ell; // number of orders for this user calculation // (not needed for order zero) const size_t user_q1 = q+1; // variable indices for results vector // (done differently for order zero). vector<size_t> user_iy; // skip the BeginOp at the beginning of the recording play->forward_start(op, arg, i_op, i_var); CPPAD_ASSERT_UNKNOWN( op == BeginOp ); # if CPPAD_FORWARD2SWEEP_TRACE std::cout << std::endl; CppAD::vector<Base> Z_vec(q+1); # endif bool more_operators = true; while(more_operators) { // this op play->forward_next(op, arg, i_op, i_var); CPPAD_ASSERT_UNKNOWN( (i_op > n) | (op == InvOp) ); CPPAD_ASSERT_UNKNOWN( (i_op <= n) | (op != InvOp) ); CPPAD_ASSERT_UNKNOWN( i_op < play->num_op_rec() ); CPPAD_ASSERT_ARG_BEFORE_RESULT(op, arg, i_var); // check if we are skipping this operation while( cskip_op[i_op] ) { if( op == CSumOp ) { // CSumOp has a variable number of arguments play->forward_csum(op, arg, i_op, i_var); } CPPAD_ASSERT_UNKNOWN( op != CSkipOp ); // if( op == CSkipOp ) // { // CSkip has a variable number of arguments // play->forward_cskip(op, arg, i_op, i_var); // } play->forward_next(op, arg, i_op, i_var); CPPAD_ASSERT_UNKNOWN( i_op < play->num_op_rec() ); } // action depends on the operator switch( op ) { case AbsOp: forward_abs_op_dir(q, r, i_var, arg[0], J, taylor); break; // ------------------------------------------------- case AddvvOp: forward_addvv_op_dir(q, r, i_var, arg, parameter, J, taylor); break; // ------------------------------------------------- case AddpvOp: CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par ); forward_addpv_op_dir(q, r, i_var, arg, parameter, J, taylor); break; // ------------------------------------------------- case AcosOp: // sqrt(1 - x * x), acos(x) CPPAD_ASSERT_UNKNOWN( i_var < numvar ); forward_acos_op_dir(q, r, i_var, arg[0], J, taylor); break; // ------------------------------------------------- # if CPPAD_USE_CPLUSPLUS_2011 case AcoshOp: // sqrt(x * x - 1), acosh(x) CPPAD_ASSERT_UNKNOWN( i_var < numvar ); forward_acosh_op_dir(q, r, i_var, arg[0], J, taylor); break; # endif // ------------------------------------------------- case AsinOp: // sqrt(1 - x * x), asin(x) CPPAD_ASSERT_UNKNOWN( i_var < numvar ); forward_asin_op_dir(q, r, i_var, arg[0], J, taylor); break; // ------------------------------------------------- # if CPPAD_USE_CPLUSPLUS_2011 case AsinhOp: // sqrt(1 + x * x), asinh(x) CPPAD_ASSERT_UNKNOWN( i_var < numvar ); forward_asinh_op_dir(q, r, i_var, arg[0], J, taylor); break; # endif // ------------------------------------------------- case AtanOp: // 1 + x * x, atan(x) CPPAD_ASSERT_UNKNOWN( i_var < numvar ); forward_atan_op_dir(q, r, i_var, arg[0], J, taylor); break; // ------------------------------------------------- # if CPPAD_USE_CPLUSPLUS_2011 case AtanhOp: // 1 - x * x, atanh(x) CPPAD_ASSERT_UNKNOWN( i_var < numvar ); forward_atanh_op_dir(q, r, i_var, arg[0], J, taylor); break; # endif // ------------------------------------------------- case CExpOp: forward_cond_op_dir( q, r, i_var, arg, num_par, parameter, J, taylor ); break; // --------------------------------------------------- case CosOp: // sin(x), cos(x) CPPAD_ASSERT_UNKNOWN( i_var < numvar ); forward_cos_op_dir(q, r, i_var, arg[0], J, taylor); break; // --------------------------------------------------- case CoshOp: // sinh(x), cosh(x) CPPAD_ASSERT_UNKNOWN( i_var < numvar ); forward_cosh_op_dir(q, r, i_var, arg[0], J, taylor); break; // ------------------------------------------------- case CSkipOp: // CSkipOp has a variable number of arguments and // forward_next thinks it has no arguments. // we must inform forward_next of this special case. play->forward_cskip(op, arg, i_op, i_var); break; // ------------------------------------------------- case CSumOp: // CSumOp has a variable number of arguments and // forward_next thinks it has no arguments. // we must inform forward_next of this special case. forward_csum_op_dir( q, r, i_var, arg, num_par, parameter, J, taylor ); play->forward_csum(op, arg, i_op, i_var); break; // ------------------------------------------------- case DisOp: forward_dis_op(p, q, r, i_var, arg, J, taylor); break; // ------------------------------------------------- case DivvvOp: forward_divvv_op_dir(q, r, i_var, arg, parameter, J, taylor); break; // ------------------------------------------------- case DivpvOp: CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par ); forward_divpv_op_dir(q, r, i_var, arg, parameter, J, taylor); break; // ------------------------------------------------- case DivvpOp: CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par ); forward_divvp_op_dir(q, r, i_var, arg, parameter, J, taylor); break; // ------------------------------------------------- case EndOp: // needed for sparse_jacobian test CPPAD_ASSERT_NARG_NRES(op, 0, 0); more_operators = false; break; // ------------------------------------------------- case ExpOp: forward_exp_op_dir(q, r, i_var, arg[0], J, taylor); break; // ------------------------------------------------- # if CPPAD_USE_CPLUSPLUS_2011 case Expm1Op: forward_expm1_op_dir(q, r, i_var, arg[0], J, taylor); break; # endif // ------------------------------------------------- case InvOp: CPPAD_ASSERT_NARG_NRES(op, 0, 1); break; // ------------------------------------------------- case LdpOp: case LdvOp: forward_load_op( play, op, p, q, r, J, i_var, arg, var_by_load_op.data(), taylor ); break; // --------------------------------------------------- case EqpvOp: case EqvvOp: case LtpvOp: case LtvpOp: case LtvvOp: case LepvOp: case LevpOp: case LevvOp: case NepvOp: case NevvOp: CPPAD_ASSERT_UNKNOWN(q > 0 ); break; // ------------------------------------------------- case LogOp: forward_log_op_dir(q, r, i_var, arg[0], J, taylor); break; // --------------------------------------------------- # if CPPAD_USE_CPLUSPLUS_2011 case Log1pOp: forward_log1p_op_dir(q, r, i_var, arg[0], J, taylor); break; # endif // --------------------------------------------------- case MulvvOp: forward_mulvv_op_dir(q, r, i_var, arg, parameter, J, taylor); break; // ------------------------------------------------- case MulpvOp: CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par ); forward_mulpv_op_dir(q, r, i_var, arg, parameter, J, taylor); break; // ------------------------------------------------- case ParOp: k = i_var*(J-1)*r + i_var + (q-1)*r + 1; for(ell = 0; ell < r; ell++) taylor[k + ell] = Base(0); break; // ------------------------------------------------- case PowpvOp: CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par ); forward_powpv_op_dir(q, r, i_var, arg, parameter, J, taylor); break; // ------------------------------------------------- case PowvpOp: CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par ); forward_powvp_op_dir(q, r, i_var, arg, parameter, J, taylor); break; // ------------------------------------------------- case PowvvOp: forward_powvv_op_dir(q, r, i_var, arg, parameter, J, taylor); break; // ------------------------------------------------- case PriOp: CPPAD_ASSERT_UNKNOWN(q > 0); break; // ------------------------------------------------- case SignOp: // sign(x) CPPAD_ASSERT_UNKNOWN( i_var < numvar ); forward_sign_op_dir(q, r, i_var, arg[0], J, taylor); break; // ------------------------------------------------- case SinOp: // cos(x), sin(x) CPPAD_ASSERT_UNKNOWN( i_var < numvar ); forward_sin_op_dir(q, r, i_var, arg[0], J, taylor); break; // ------------------------------------------------- case SinhOp: // cosh(x), sinh(x) CPPAD_ASSERT_UNKNOWN( i_var < numvar ); forward_sinh_op_dir(q, r, i_var, arg[0], J, taylor); break; // ------------------------------------------------- case SqrtOp: forward_sqrt_op_dir(q, r, i_var, arg[0], J, taylor); break; // ------------------------------------------------- case StppOp: case StpvOp: case StvpOp: case StvvOp: CPPAD_ASSERT_UNKNOWN(q > 0 ); break; // ------------------------------------------------- case SubvvOp: forward_subvv_op_dir(q, r, i_var, arg, parameter, J, taylor); break; // ------------------------------------------------- case SubpvOp: CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par ); forward_subpv_op_dir(q, r, i_var, arg, parameter, J, taylor); break; // ------------------------------------------------- case SubvpOp: CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par ); forward_subvp_op_dir(q, r, i_var, arg, parameter, J, taylor); break; // ------------------------------------------------- case TanOp: // tan(x)^2, tan(x) CPPAD_ASSERT_UNKNOWN( i_var < numvar ); forward_tan_op_dir(q, r, i_var, arg[0], J, taylor); break; // ------------------------------------------------- case TanhOp: // tanh(x)^2, tanh(x) CPPAD_ASSERT_UNKNOWN( i_var < numvar ); forward_tanh_op_dir(q, r, i_var, arg[0], J, taylor); break; // ------------------------------------------------- case UserOp: // start or end an atomic operation sequence CPPAD_ASSERT_UNKNOWN( NumRes( UserOp ) == 0 ); CPPAD_ASSERT_UNKNOWN( NumArg( UserOp ) == 4 ); if( user_state == user_start ) { user_index = arg[0]; user_id = arg[1]; user_n = arg[2]; user_m = arg[3]; user_atom = atomic_base<Base>::class_object(user_index); # ifndef NDEBUG if( user_atom == CPPAD_NULL ) { std::string msg = atomic_base<Base>::class_name(user_index) + ": atomic_base function has been deleted"; CPPAD_ASSERT_KNOWN(false, msg.c_str() ); } # endif if(user_tx_one.size() != user_n * user_q1) user_tx_one.resize(user_n * user_q1); if( user_tx_all.size() != user_n * (q * r + 1) ) user_tx_all.resize(user_n * (q * r + 1)); // if(user_ty_one.size() != user_m * user_q1) user_ty_one.resize(user_m * user_q1); if( user_ty_all.size() != user_m * (q * r + 1) ) user_ty_all.resize(user_m * (q * r + 1)); // if(user_iy.size() != user_m) user_iy.resize(user_m); user_j = 0; user_i = 0; user_state = user_arg; } else { CPPAD_ASSERT_UNKNOWN( user_state == user_end ); CPPAD_ASSERT_UNKNOWN( user_index == size_t(arg[0]) ); CPPAD_ASSERT_UNKNOWN( user_id == size_t(arg[1]) ); CPPAD_ASSERT_UNKNOWN( user_n == size_t(arg[2]) ); CPPAD_ASSERT_UNKNOWN( user_m == size_t(arg[3]) ); // call users function for this operation user_atom->set_id(user_id); for(ell = 0; ell < r; ell++) { // set user_tx for(j = 0; j < user_n; j++) { size_t j_all = j * (q * r + 1); size_t j_one = j * user_q1; user_tx_one[j_one+0] = user_tx_all[j_all+0]; for(k = 1; k < user_q1; k++) { size_t k_all = j_all + (k-1)*r+1+ell; size_t k_one = j_one + k; user_tx_one[k_one] = user_tx_all[k_all]; } } // set user_ty for(i = 0; i < user_m; i++) { size_t i_all = i * (q * r + 1); size_t i_one = i * user_q1; user_ty_one[i_one+0] = user_ty_all[i_all+0]; for(k = 1; k < q; k++) { size_t k_all = i_all + (k-1)*r+1+ell; size_t k_one = i_one + k; user_ty_one[k_one] = user_ty_all[k_all]; } } CPPAD_ATOMIC_CALL( q, q, user_vx, user_vy, user_tx_one, user_ty_one ); # ifndef NDEBUG if( ! user_ok ) { std::string msg = atomic_base<Base>::class_name(user_index) + ": atomic_base.forward: returned false"; CPPAD_ASSERT_KNOWN(false, msg.c_str() ); } # endif for(i = 0; i < user_m; i++) { if( user_iy[i] > 0 ) { size_t i_taylor = user_iy[i]*((J-1)*r+1); size_t q_taylor = i_taylor + (q-1)*r+1+ell; size_t q_one = i * user_q1 + q; taylor[q_taylor] = user_ty_one[q_one]; } } } # if CPPAD_FORWARD2SWEEP_TRACE user_state = user_trace; # else user_state = user_start; # endif } break; case UsrapOp: // parameter argument in an atomic operation sequence CPPAD_ASSERT_UNKNOWN( user_state == user_arg ); CPPAD_ASSERT_UNKNOWN( user_j < user_n ); CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par ); user_tx_all[user_j*(q*r+1) + 0] = parameter[ arg[0]]; for(ell = 0; ell < r; ell++) for(k = 1; k < user_q1; k++) user_tx_all[user_j*(q*r+1) + (k-1)*r+1+ell] = Base(0); ++user_j; if( user_j == user_n ) user_state = user_ret; break; case UsravOp: // variable argument in an atomic operation sequence CPPAD_ASSERT_UNKNOWN( user_state == user_arg ); CPPAD_ASSERT_UNKNOWN( user_j < user_n ); CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) <= i_var ); user_tx_all[user_j*(q*r+1)+0] = taylor[arg[0]*((J-1)*r+1)+0]; for(ell = 0; ell < r; ell++) { for(k = 1; k < user_q1; k++) { user_tx_all[user_j*(q*r+1) + (k-1)*r+1+ell] = taylor[arg[0]*((J-1)*r+1) + (k-1)*r+1+ell]; } } ++user_j; if( user_j == user_n ) user_state = user_ret; break; case UsrrpOp: // parameter result in an atomic operation sequence CPPAD_ASSERT_UNKNOWN( user_state == user_ret ); CPPAD_ASSERT_UNKNOWN( user_i < user_m ); user_iy[user_i] = 0; user_ty_all[user_i*(q*r+1) + 0] = parameter[ arg[0]]; for(ell = 0; ell < r; ell++) for(k = 1; k < user_q1; k++) user_ty_all[user_i*(q*r+1) + (k-1)*r+1+ell] = Base(0); user_i++; if( user_i == user_m ) user_state = user_end; break; case UsrrvOp: // variable result in an atomic operation sequence CPPAD_ASSERT_UNKNOWN( user_state == user_ret ); CPPAD_ASSERT_UNKNOWN( user_i < user_m ); user_iy[user_i] = i_var; user_ty_all[user_i*(q*r+1)+0] = taylor[i_var*((J-1)*r+1)+0]; for(ell = 0; ell < r; ell++) { for(k = 1; k < user_q1; k++) { user_ty_all[user_i*(q*r+1) + (k-1)*r+1+ell] = taylor[i_var*((J-1)*r+1) + (k-1)*r+1+ell]; } } user_i++; if( user_i == user_m ) user_state = user_end; break; // ------------------------------------------------- default: CPPAD_ASSERT_UNKNOWN(0); } # if CPPAD_FORWARD2SWEEP_TRACE if( user_state == user_trace ) { user_state = user_start; CPPAD_ASSERT_UNKNOWN( op == UserOp ); CPPAD_ASSERT_UNKNOWN( NumArg(UsrrvOp) == 0 ); for(i = 0; i < user_m; i++) if( user_iy[i] > 0 ) { size_t i_tmp = (i_op + i) - user_m; printOp( std::cout, play, i_tmp, user_iy[i], UsrrvOp, CPPAD_NULL ); Base* Z_tmp = taylor + user_iy[i]*((J-1) * r + 1); { Z_vec[0] = Z_tmp[0]; for(ell = 0; ell < r; ell++) { std::cout << std::endl << " "; for(size_t p_tmp = 1; p_tmp <= q; p_tmp++) Z_vec[p_tmp] = Z_tmp[(p_tmp-1)*r+ell+1]; printOpResult( std::cout, q + 1, Z_vec.data(), 0, (Base *) CPPAD_NULL ); } } std::cout << std::endl; } } const addr_t* arg_tmp = arg; if( op == CSumOp ) arg_tmp = arg - arg[-1] - 4; if( op == CSkipOp ) arg_tmp = arg - arg[-1] - 7; if( op != UsrrvOp ) { printOp( std::cout, play, i_op, i_var, op, arg_tmp ); Base* Z_tmp = CPPAD_NULL; if( op == UsravOp ) Z_tmp = taylor + arg[0]*((J-1) * r + 1); else if( NumRes(op) > 0 ) Z_tmp = taylor + i_var*((J-1)*r + 1); if( Z_tmp != CPPAD_NULL ) { Z_vec[0] = Z_tmp[0]; for(ell = 0; ell < r; ell++) { std::cout << std::endl << " "; for(size_t p_tmp = 1; p_tmp <= q; p_tmp++) Z_vec[p_tmp] = Z_tmp[ (p_tmp-1)*r + ell + 1]; printOpResult( std::cout, q + 1, Z_vec.data(), 0, (Base *) CPPAD_NULL ); } } std::cout << std::endl; } } std::cout << std::endl; # else }