void forward1sweep(
std::ostream& s_out,
const bool print,
const size_t p,
const size_t q,
const size_t n,
const size_t numvar,
player<Base>* play,
const size_t J,
Base* taylor,
bool* cskip_op,
pod_vector<addr_t>& var_by_load_op,
size_t compare_change_count,
size_t& compare_change_number,
size_t& compare_change_op_index
)
{
// number of directions
const size_t r = 1;
CPPAD_ASSERT_UNKNOWN( p <= q );
CPPAD_ASSERT_UNKNOWN( J >= q + 1 );
CPPAD_ASSERT_UNKNOWN( play->num_var_rec() == numvar );
/*
<!-- replace forward0sweep_code_define -->
*/
// 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;
// initialize the comparision operator counter
if( p == 0 )
{ compare_change_number = 0;
compare_change_op_index = 0;
}
// If this includes a zero calculation, initialize this information
pod_vector<bool> isvar_by_ind;
pod_vector<size_t> index_by_ind;
if( p == 0 )
{ size_t i;
// this includes order zero calculation, initialize vector indices
size_t num = play->num_vec_ind_rec();
if( num > 0 )
{ isvar_by_ind.extend(num);
index_by_ind.extend(num);
for(i = 0; i < num; i++)
{ index_by_ind[i] = play->GetVecInd(i);
isvar_by_ind[i] = false;
}
}
// includes zero order, so initialize conditional skip flags
num = play->num_op_rec();
for(i = 0; i < num; i++)
cskip_op[i] = false;
}
// work space used by UserOp.
vector<bool> user_vx; // empty vecotor
vector<bool> user_vy; // empty vecotor
vector<Base> user_tx; // argument vector Taylor coefficients
vector<Base> user_ty; // result vector Taylor coefficients
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();
// length of the text vector (used by CppAD assert macros)
const size_t num_text = play->num_text_rec();
// pointer to the beginning of the text vector
const char* text = CPPAD_NULL;
if( num_text > 0 )
text = play->GetTxt(0);
/*
<!-- end forward0sweep_code_define -->
*/
// temporary indices
size_t i, k;
// 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_FORWARD1SWEEP_TRACE
std::cout << std::endl;
# 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(p, q, i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
case AddvvOp:
forward_addvv_op(p, q, i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case AddpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
forward_addpv_op(p, q, i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case AcosOp:
// sqrt(1 - x * x), acos(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_acos_op(p, q, 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(p, q, 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(p, q, 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(p, q, i_var, arg[0], J, taylor);
break;
# endif
// -------------------------------------------------
case AtanOp:
// 1 + x * x, atan(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_atan_op(p, q, 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(p, q, i_var, arg[0], J, taylor);
break;
# endif
// -------------------------------------------------
case CExpOp:
forward_cond_op(
p, q, i_var, arg, num_par, parameter, J, taylor
);
break;
// ---------------------------------------------------
case CosOp:
// sin(x), cos(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_cos_op(p, q, i_var, arg[0], J, taylor);
break;
// ---------------------------------------------------
case CoshOp:
// sinh(x), cosh(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_cosh_op(p, q, 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.
if( p == 0 )
{ forward_cskip_op_0(
i_var, arg, num_par, parameter, J, taylor, cskip_op
);
}
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(
p, q, 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(p, q, i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case DivpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
forward_divpv_op(p, q, i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case DivvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
forward_divvp_op(p, q, i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case EndOp:
CPPAD_ASSERT_NARG_NRES(op, 0, 0);
more_operators = false;
break;
// -------------------------------------------------
case EqpvOp:
if( ( p == 0 ) & ( compare_change_count > 0 ) )
{ forward_eqpv_op_0(
compare_change_number, arg, parameter, J, taylor
);
if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
break;
// -------------------------------------------------
case EqvvOp:
if( ( p == 0 ) & ( compare_change_count > 0 ) )
{ forward_eqvv_op_0(
compare_change_number, arg, parameter, J, taylor
);
if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case ErfOp:
CPPAD_ASSERT_UNKNOWN( CPPAD_USE_CPLUSPLUS_2011 );
// 2DO: implement zero order version of this function
forward_erf_op(p, q, i_var, arg, parameter, J, taylor);
break;
# endif
// -------------------------------------------------
case ExpOp:
forward_exp_op(p, q, i_var, arg[0], J, taylor);
break;
// ---------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case Expm1Op:
forward_expm1_op(p, q, i_var, arg[0], J, taylor);
break;
# endif
// ---------------------------------------------------
case InvOp:
CPPAD_ASSERT_NARG_NRES(op, 0, 1);
break;
// -------------------------------------------------
case LdpOp:
if( p == 0 )
{ forward_load_p_op_0(
play,
i_var,
arg,
parameter,
J,
taylor,
isvar_by_ind.data(),
index_by_ind.data(),
var_by_load_op.data()
);
if( p < q ) forward_load_op(
play,
op,
p+1,
q,
r,
J,
i_var,
arg,
var_by_load_op.data(),
taylor
);
}
else forward_load_op(
play,
op,
p,
q,
r,
J,
i_var,
arg,
var_by_load_op.data(),
taylor
);
break;
// -------------------------------------------------
case LdvOp:
if( p == 0 )
{ forward_load_v_op_0(
play,
i_var,
arg,
parameter,
J,
taylor,
isvar_by_ind.data(),
index_by_ind.data(),
var_by_load_op.data()
);
if( p < q ) forward_load_op(
play,
op,
p+1,
q,
r,
J,
i_var,
arg,
var_by_load_op.data(),
taylor
);
}
else forward_load_op(
play,
op,
p,
q,
r,
J,
i_var,
arg,
var_by_load_op.data(),
taylor
);
break;
// -------------------------------------------------
case LepvOp:
if( ( p == 0 ) & ( compare_change_count > 0 ) )
{ forward_lepv_op_0(
compare_change_number, arg, parameter, J, taylor
);
if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
break;
case LevpOp:
if( ( p == 0 ) & ( compare_change_count > 0 ) )
{ forward_levp_op_0(
compare_change_number, arg, parameter, J, taylor
);
if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
break;
// -------------------------------------------------
case LevvOp:
if( ( p == 0 ) & ( compare_change_count > 0 ) )
{ forward_levv_op_0(
compare_change_number, arg, parameter, J, taylor
);
if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
break;
// -------------------------------------------------
case LogOp:
forward_log_op(p, q, i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case Log1pOp:
forward_log1p_op(p, q, i_var, arg[0], J, taylor);
break;
# endif
// -------------------------------------------------
case LtpvOp:
if( ( p == 0 ) & ( compare_change_count > 0 ) )
{ forward_ltpv_op_0(
compare_change_number, arg, parameter, J, taylor
);
if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
break;
case LtvpOp:
if( ( p == 0 ) & ( compare_change_count > 0 ) )
{ forward_ltvp_op_0(
compare_change_number, arg, parameter, J, taylor
);
if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
break;
// -------------------------------------------------
case LtvvOp:
if( ( p == 0 ) & ( compare_change_count > 0 ) )
{ forward_ltvv_op_0(
compare_change_number, arg, parameter, J, taylor
);
if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
break;
// -------------------------------------------------
case MulvvOp:
forward_mulvv_op(p, q, i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case MulpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
forward_mulpv_op(p, q, i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case NepvOp:
if( ( p == 0 ) & ( compare_change_count > 0 ) )
{ forward_nepv_op_0(
compare_change_number, arg, parameter, J, taylor
);
if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
break;
// -------------------------------------------------
case NevvOp:
if( ( p == 0 ) & ( compare_change_count > 0 ) )
{ forward_nevv_op_0(
compare_change_number, arg, parameter, J, taylor
);
if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
break;
// -------------------------------------------------
case ParOp:
i = p;
if( i == 0 )
{ forward_par_op_0(
i_var, arg, num_par, parameter, J, taylor
);
i++;
}
while(i <= q)
{ taylor[ i_var * J + i] = Base(0);
i++;
}
break;
// -------------------------------------------------
case PowvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
forward_powvp_op(p, q, i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case PowpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
forward_powpv_op(p, q, i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case PowvvOp:
forward_powvv_op(p, q, i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case PriOp:
if( (p == 0) & print ) forward_pri_0(s_out,
arg, num_text, text, num_par, parameter, J, taylor
);
break;
// -------------------------------------------------
case SignOp:
// sign(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_sign_op(p, q, i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
case SinOp:
// cos(x), sin(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_sin_op(p, q, i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
case SinhOp:
// cosh(x), sinh(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_sinh_op(p, q, i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
case SqrtOp:
forward_sqrt_op(p, q, i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
case StppOp:
if( p == 0 )
{ forward_store_pp_op_0(
i_var,
arg,
num_par,
J,
taylor,
isvar_by_ind.data(),
index_by_ind.data()
);
}
break;
// -------------------------------------------------
case StpvOp:
if( p == 0 )
{ forward_store_pv_op_0(
i_var,
arg,
num_par,
J,
taylor,
isvar_by_ind.data(),
index_by_ind.data()
);
}
break;
// -------------------------------------------------
case StvpOp:
if( p == 0 )
{ forward_store_vp_op_0(
i_var,
arg,
num_par,
J,
taylor,
isvar_by_ind.data(),
index_by_ind.data()
);
}
break;
// -------------------------------------------------
case StvvOp:
if( p == 0 )
{ forward_store_vv_op_0(
i_var,
arg,
num_par,
J,
taylor,
isvar_by_ind.data(),
index_by_ind.data()
);
}
break;
// -------------------------------------------------
case SubvvOp:
forward_subvv_op(p, q, i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case SubpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
forward_subpv_op(p, q, i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case SubvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
forward_subvp_op(p, q, i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case TanOp:
// tan(x)^2, tan(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_tan_op(p, q, i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
case TanhOp:
// tanh(x)^2, tanh(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_tanh_op(p, q, 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.size() != user_n * user_q1)
user_tx.resize(user_n * user_q1);
if(user_ty.size() != user_m * user_q1)
user_ty.resize(user_m * user_q1);
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);
CPPAD_ATOMIC_CALL(
p, q, user_vx, user_vy, user_tx, user_ty
);
# 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 )
for(k = p; k <= q; k++)
taylor[ user_iy[i] * J + k ] =
user_ty[ i * user_q1 + k ];
# if CPPAD_FORWARD1SWEEP_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[user_j * user_q1 + 0] = parameter[ arg[0]];
for(k = 1; k < user_q1; k++)
user_tx[user_j * user_q1 + k] = 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 );
for(k = 0; k < user_q1; k++)
user_tx[user_j * user_q1 + k] = taylor[ arg[0] * J + k];
++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[user_i * user_q1 + 0] = parameter[ arg[0]];
for(k = 1; k < p; k++)
user_ty[user_i * user_q1 + k] = 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;
for(k = 0; k < p; k++)
user_ty[user_i * user_q1 + k] = taylor[ i_var * J + k];
user_i++;
if( user_i == user_m )
user_state = user_end;
break;
// -------------------------------------------------
default:
CPPAD_ASSERT_UNKNOWN(0);
}
# if CPPAD_FORWARD1SWEEP_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;
printOpResult(
std::cout,
q + 1,
Z_tmp,
0,
(Base *) CPPAD_NULL
);
std::cout << std::endl;
}
}
Base* Z_tmp = taylor + J * i_var;
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
);
if( NumRes(op) > 0 ) printOpResult(
std::cout,
q + 1,
Z_tmp,
0,
(Base *) CPPAD_NULL
);
std::cout << std::endl;
}
}
std::cout << std::endl;
# else
}
void for_hes(
const local::player<Base>* play,
size_t n,
size_t numvar,
const Vector_set& for_jac_sparse,
const Vector_set& rev_jac_sparse,
Vector_set& for_hes_sparse,
const RecBase& not_used_rec_base
)
{
// length of the parameter vector (used by CppAD assert macros)
const size_t num_par = play->num_par_rec();
size_t i, j, k;
// check numvar argument
size_t limit = n+1;
CPPAD_ASSERT_UNKNOWN( play->num_var_rec() == numvar );
CPPAD_ASSERT_UNKNOWN( for_jac_sparse.n_set() == numvar );
CPPAD_ASSERT_UNKNOWN( for_hes_sparse.n_set() == limit );
CPPAD_ASSERT_UNKNOWN( numvar > 0 );
// upper limit exclusive for set elements
CPPAD_ASSERT_UNKNOWN( for_jac_sparse.end() == limit );
CPPAD_ASSERT_UNKNOWN( for_hes_sparse.end() == limit );
// vecad_sparsity contains a sparsity pattern for each VecAD object.
// vecad_ind maps a VecAD index (beginning of the VecAD object)
// to the index for the corresponding set in vecad_sparsity.
size_t num_vecad_ind = play->num_vec_ind_rec();
size_t num_vecad_vec = play->num_vecad_vec_rec();
Vector_set vecad_sparse;
pod_vector<size_t> vecad_ind;
pod_vector<bool> vecad_jac;
if( num_vecad_vec > 0 )
{ size_t length;
vecad_sparse.resize(num_vecad_vec, limit);
vecad_ind.extend(num_vecad_ind);
vecad_jac.extend(num_vecad_vec);
j = 0;
for(i = 0; i < num_vecad_vec; i++)
{ // length of this VecAD
length = play->GetVecInd(j);
// set vecad_ind to proper index for this VecAD
vecad_ind[j] = i;
// make all other values for this vector invalid
for(k = 1; k <= length; k++)
vecad_ind[j+k] = num_vecad_vec;
// start of next VecAD
j += length + 1;
// initialize this vector's reverse jacobian value
vecad_jac[i] = false;
}
CPPAD_ASSERT_UNKNOWN( j == play->num_vec_ind_rec() );
}
// ------------------------------------------------------------------------
// work space used by AFunOp.
vector<Base> atom_x; //// value of parameter arguments to function
vector<ad_type_enum> type_x; // argument types
pod_vector<size_t> atom_ix; // variable index (on tape) for each argument
pod_vector<size_t> atom_iy; // variable index (on tape) for each result
//
// information set by atomic forward (initialization to avoid warnings)
size_t atom_index=0, atom_old=0, atom_m=0, atom_n=0, atom_i=0, atom_j=0;
// information set by atomic forward (necessary initialization)
enum_atom_state atom_state = start_atom;
// -------------------------------------------------------------------------
//
// pointer to the beginning of the parameter vector
// (used by atomic functions)
const Base* parameter = CPPAD_NULL;
if( num_par > 0 )
parameter = play->GetPar();
//
// which parametes are dynamic
const pod_vector<bool>& dyn_par_is( play->dyn_par_is() );
//
// skip the BeginOp at the beginning of the recording
play::const_sequential_iterator itr = play->begin();
// op_info
OpCode op;
size_t i_var;
const Addr* arg;
itr.op_info(op, arg, i_var);
CPPAD_ASSERT_UNKNOWN( op == BeginOp );
# if CPPAD_FOR_HES_TRACE
vector<size_t> atom_funrp; // parameter index for FunrpOp operators
std::cout << std::endl;
CppAD::vectorBool zf_value(limit);
CppAD::vectorBool zh_value(limit * limit);
# endif
bool flag; // temporary for use in switch cases below
bool more_operators = true;
while(more_operators)
{
// next op
(++itr).op_info(op, arg, i_var);
// does the Hessian in question have a non-zero derivative
// with respect to this variable
bool include = NumRes(op) > 0;
if( include )
include = rev_jac_sparse.is_element(i_var, 0);
//
// operators to include even if derivative is zero
include |= op == EndOp;
include |= op == CSkipOp;
include |= op == CSumOp;
include |= op == AFunOp;
include |= op == FunapOp;
include |= op == FunavOp;
include |= op == FunrpOp;
include |= op == FunrvOp;
//
if( include ) switch( op )
{ // operators that should not occurr
// case BeginOp
// -------------------------------------------------
// operators that do not affect hessian
case AbsOp:
case AddvvOp:
case AddpvOp:
case CExpOp:
case DisOp:
case DivvpOp:
case InvOp:
case LdpOp:
case LdvOp:
case MulpvOp:
case ParOp:
case PriOp:
case SignOp:
case StppOp:
case StpvOp:
case StvpOp:
case StvvOp:
case SubvvOp:
case SubpvOp:
case SubvpOp:
case ZmulpvOp:
case ZmulvpOp:
break;
// -------------------------------------------------
// nonlinear unary operators
case AcosOp:
case AsinOp:
case AtanOp:
case CosOp:
case CoshOp:
case ExpOp:
case LogOp:
case SinOp:
case SinhOp:
case SqrtOp:
case TanOp:
case TanhOp:
# if CPPAD_USE_CPLUSPLUS_2011
case AcoshOp:
case AsinhOp:
case AtanhOp:
case Expm1Op:
case Log1pOp:
# endif
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 )
forward_sparse_hessian_nonlinear_unary_op(
size_t(arg[0]), for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
case CSkipOp:
itr.correct_before_increment();
break;
// -------------------------------------------------
case CSumOp:
itr.correct_before_increment();
break;
// -------------------------------------------------
case DivvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
forward_sparse_hessian_div_op(
arg, for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
case DivpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
forward_sparse_hessian_nonlinear_unary_op(
size_t(arg[1]), for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
case EndOp:
CPPAD_ASSERT_NARG_NRES(op, 0, 0);
more_operators = false;
break;
// -------------------------------------------------
case ErfOp:
// arg[1] is always the parameter 0
// arg[2] is always the parameter 2 / sqrt(pi)
CPPAD_ASSERT_NARG_NRES(op, 3, 5);
forward_sparse_hessian_nonlinear_unary_op(
size_t(arg[0]), for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
// -------------------------------------------------
// logical comparision operators
case EqppOp:
case EqpvOp:
case EqvvOp:
case LtppOp:
case LtpvOp:
case LtvpOp:
case LtvvOp:
case LeppOp:
case LepvOp:
case LevpOp:
case LevvOp:
case NepvOp:
case NeppOp:
case NevvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 0);
break;
// -------------------------------------------------
case MulvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
forward_sparse_hessian_mul_op(
arg, for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
case PowpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3)
forward_sparse_hessian_nonlinear_unary_op(
size_t(arg[1]), for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
case PowvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3)
forward_sparse_hessian_nonlinear_unary_op(
size_t(arg[0]), for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
case PowvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3)
forward_sparse_hessian_pow_op(
arg, for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
case AFunOp:
// start or end an atomic function call
CPPAD_ASSERT_UNKNOWN(
atom_state == start_atom || atom_state == end_atom
);
flag = atom_state == start_atom;
play::atom_op_info<RecBase>(
op, arg, atom_index, atom_old, atom_m, atom_n
);
if( flag )
{ atom_state = arg_atom;
atom_i = 0;
atom_j = 0;
//
atom_x.resize( atom_n );
type_x.resize( atom_n );
atom_ix.resize( atom_n );
atom_iy.resize( atom_m );
# if CPPAD_FOR_HES_TRACE
atom_funrp.resize( atom_m );
# endif
}
else
{ CPPAD_ASSERT_UNKNOWN( atom_i == atom_m );
CPPAD_ASSERT_UNKNOWN( atom_j == atom_n );
atom_state = start_atom;
//
call_atomic_for_hes_sparsity<Base,RecBase>(
atom_index, atom_old, atom_x, type_x, atom_ix, atom_iy,
for_jac_sparse, rev_jac_sparse, for_hes_sparse
);
}
break;
case FunapOp:
// parameter argument for a atomic function
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( atom_state == arg_atom );
CPPAD_ASSERT_UNKNOWN( atom_i == 0 );
CPPAD_ASSERT_UNKNOWN( atom_j < atom_n );
CPPAD_ASSERT_UNKNOWN( size_t( arg[0] ) < num_par );
//
atom_x[atom_j] = parameter[arg[0]];
// argument type
if( dyn_par_is[arg[0]] )
type_x[atom_j] = dynamic_enum;
else
type_x[atom_j] = constant_enum;
atom_ix[atom_j] = 0; // special variable used for parameters
//
++atom_j;
if( atom_j == atom_n )
atom_state = ret_atom;
break;
case FunavOp:
// variable argument for a atomic function
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( atom_state == arg_atom );
CPPAD_ASSERT_UNKNOWN( atom_i == 0 );
CPPAD_ASSERT_UNKNOWN( atom_j < atom_n );
//
// arguemnt variables not avaialbe during sparisty calculations
atom_x[atom_j] = CppAD::numeric_limits<Base>::quiet_NaN();
type_x[atom_j] = variable_enum;
atom_ix[atom_j] = size_t(arg[0]); // variable for this argument
//
++atom_j;
if( atom_j == atom_n )
atom_state = ret_atom;
break;
case FunrpOp:
// parameter result for a atomic function
CPPAD_ASSERT_NARG_NRES(op, 1, 0);
CPPAD_ASSERT_UNKNOWN( atom_state == ret_atom );
CPPAD_ASSERT_UNKNOWN( atom_i < atom_m );
CPPAD_ASSERT_UNKNOWN( atom_j == atom_n );
CPPAD_ASSERT_UNKNOWN( size_t( arg[0] ) < num_par );
//
atom_iy[atom_i] = 0; // special variable used for parameters
# if CPPAD_FOR_HES_TRACE
// remember argument for delayed tracing
atom_funrp[atom_i] = arg[0];
# endif
++atom_i;
if( atom_i == atom_m )
atom_state = end_atom;
break;
case FunrvOp:
// variable result for a atomic function
CPPAD_ASSERT_NARG_NRES(op, 0, 1);
CPPAD_ASSERT_UNKNOWN( atom_state == ret_atom );
CPPAD_ASSERT_UNKNOWN( atom_i < atom_m );
CPPAD_ASSERT_UNKNOWN( atom_j == atom_n );
//
atom_iy[atom_i] = i_var; // variable index for this result
//
++atom_i;
if( atom_i == atom_m )
atom_state = end_atom;
break;
// -------------------------------------------------
case ZmulvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
forward_sparse_hessian_mul_op(
arg, for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
default:
CPPAD_ASSERT_UNKNOWN(0);
}
# if CPPAD_FOR_HES_TRACE
typedef typename Vector_set::const_iterator const_iterator;
if( op == AFunOp && atom_state == start_atom )
{ // print operators that have been delayed
CPPAD_ASSERT_UNKNOWN( atom_m == atom_iy.size() );
CPPAD_ASSERT_UNKNOWN( itr.op_index() > atom_m );
CPPAD_ASSERT_NARG_NRES(FunrpOp, 1, 0);
CPPAD_ASSERT_NARG_NRES(FunrvOp, 0, 1);
addr_t arg_tmp[1];
for(k = 0; k < atom_m; k++)
{ size_t k_var = atom_iy[k];
// value for this variable
for(i = 0; i < limit; i++)
{ zf_value[i] = false;
for(j = 0; j < limit; j++)
zh_value[i * limit + j] = false;
}
const_iterator itr_1(for_jac_sparse, i_var);
j = *itr_1;
while( j < limit )
{ zf_value[j] = true;
j = *(++itr_1);
}
for(i = 0; i < limit; i++)
{ const_iterator itr_2(for_hes_sparse, i);
j = *itr_2;
while( j < limit )
{ zh_value[i * limit + j] = true;
j = *(++itr_2);
}
}
OpCode op_tmp = FunrvOp;
if( k_var == 0 )
{ op_tmp = FunrpOp;
arg_tmp[0] = atom_funrp[k];
}
// k_var is zero when there is no result
printOp<Base, RecBase>(
std::cout,
play,
itr.op_index() - atom_m + k,
k_var,
op_tmp,
arg_tmp
);
if( k_var > 0 ) printOpResult(
std::cout,
1,
&zf_value,
1,
&zh_value
);
std::cout << std::endl;
}
}
for(i = 0; i < limit; i++)
{ zf_value[i] = false;
for(j = 0; j < limit; j++)
zh_value[i * limit + j] = false;
}
const_iterator itr_1(for_jac_sparse, i_var);
j = *itr_1;
while( j < limit )
{ zf_value[j] = true;
j = *(++itr_1);
}
for(i = 0; i < limit; i++)
{ const_iterator itr_2(for_hes_sparse, i);
j = *itr_2;
while( j < limit )
{ zh_value[i * limit + j] = true;
j = *(++itr_2);
}
}
// must delay print for these cases till after atomic function call
bool delay_print = op == FunrpOp;
delay_print |= op == FunrvOp;
if( ! delay_print )
{ printOp<Base, RecBase>(
std::cout,
play,
itr.op_index(),
i_var,
op,
arg
);
if( NumRes(op) > 0 && (! delay_print) ) printOpResult(
std::cout,
1,
&zf_value,
1,
&zh_value
);
std::cout << std::endl;
}
}
std::cout << std::endl;
# else
}
void forward0sweep(
std::ostream& s_out,
bool print,
size_t n,
size_t numvar,
local::player<Base>* play,
size_t J,
Base* taylor,
bool* cskip_op,
pod_vector<addr_t>& var_by_load_op,
size_t compare_change_count,
size_t& compare_change_number,
size_t& compare_change_op_index
)
{ CPPAD_ASSERT_UNKNOWN( J >= 1 );
CPPAD_ASSERT_UNKNOWN( play->num_var_rec() == numvar );
// use p, q, r so other forward sweeps can use code defined here
size_t p = 0;
size_t q = 0;
size_t r = 1;
/*
<!-- define forward0sweep_code_define -->
*/
// 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;
// initialize the comparision operator counter
if( p == 0 )
{ compare_change_number = 0;
compare_change_op_index = 0;
}
// If this includes a zero calculation, initialize this information
pod_vector<bool> isvar_by_ind;
pod_vector<size_t> index_by_ind;
if( p == 0 )
{ size_t i;
// this includes order zero calculation, initialize vector indices
size_t num = play->num_vec_ind_rec();
if( num > 0 )
{ isvar_by_ind.extend(num);
index_by_ind.extend(num);
for(i = 0; i < num; i++)
{ index_by_ind[i] = play->GetVecInd(i);
isvar_by_ind[i] = false;
}
}
// includes zero order, so initialize conditional skip flags
num = play->num_op_rec();
for(i = 0; i < num; i++)
cskip_op[i] = false;
}
// work space used by UserOp.
vector<bool> user_vx; // empty vecotor
vector<bool> user_vy; // empty vecotor
vector<Base> user_tx; // argument vector Taylor coefficients
vector<Base> user_ty; // result vector Taylor coefficients
//
atomic_base<Base>* user_atom = CPPAD_NULL; // user's atomic op calculator
# ifndef NDEBUG
bool user_ok = false; // atomic op return value
# endif
//
// information defined by forward_user
size_t user_old=0, user_m=0, user_n=0, user_i=0, user_j=0;
enum_user_state user_state = start_user; // proper initialization
// 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();
// length of the text vector (used by CppAD assert macros)
const size_t num_text = play->num_text_rec();
// pointer to the beginning of the text vector
const char* text = CPPAD_NULL;
if( num_text > 0 )
text = play->GetTxt(0);
/*
<!-- end forward0sweep_code_define -->
*/
# if CPPAD_FORWARD0SWEEP_TRACE
// flag as to when to trace user function values
bool user_trace = false;
// variable indices for results vector
// (done differently for order zero).
vector<size_t> user_iy;
# endif
// 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_FORWARD0SWEEP_TRACE
std::cout << std::endl;
# endif
bool flag; // a temporary flag to use in switch cases
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] )
{ switch(op)
{ case CSumOp:
// CSumOp has a variable number of arguments
play->forward_csum(op, arg, i_op, i_var);
break;
case CSkipOp:
// CSkip has a variable number of arguments
play->forward_cskip(op, arg, i_op, i_var);
break;
case UserOp:
{ // skip all operations in this user atomic call
CPPAD_ASSERT_UNKNOWN( user_state == start_user );
play->forward_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
size_t n_skip = user_m + user_n + 1;
for(size_t i = 0; i < n_skip; i++)
{ play->forward_next(op, arg, i_op, i_var);
play->forward_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
}
CPPAD_ASSERT_UNKNOWN( user_state == start_user );
}
break;
default:
break;
}
play->forward_next(op, arg, i_op, i_var);
CPPAD_ASSERT_UNKNOWN( i_op < play->num_op_rec() );
}
// action to take depends on the case
switch( op )
{
case AbsOp:
forward_abs_op_0(i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
case AddvvOp:
forward_addvv_op_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case AddpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
forward_addpv_op_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case AcosOp:
// sqrt(1 - x * x), acos(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_acos_op_0(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_0(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_0(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_0(i_var, arg[0], J, taylor);
break;
# endif
// -------------------------------------------------
case AtanOp:
// 1 + x * x, atan(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_atan_op_0(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_0(i_var, arg[0], J, taylor);
break;
# endif
// -------------------------------------------------
case CExpOp:
// Use the general case with d == 0
// (could create an optimzied verison for this case)
forward_cond_op_0(
i_var, arg, num_par, parameter, J, taylor
);
break;
// ---------------------------------------------------
case CosOp:
// sin(x), cos(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_cos_op_0(i_var, arg[0], J, taylor);
break;
// ---------------------------------------------------
case CoshOp:
// sinh(x), cosh(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_cosh_op_0(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.
forward_cskip_op_0(
i_var, arg, num_par, parameter, J, taylor, cskip_op
);
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(
0, 0, 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_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case DivpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
forward_divpv_op_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case DivvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
forward_divvp_op_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case EndOp:
CPPAD_ASSERT_NARG_NRES(op, 0, 0);
more_operators = false;
break;
// -------------------------------------------------
case EqpvOp:
if( compare_change_count )
{ forward_eqpv_op_0(
compare_change_number, arg, parameter, J, taylor
);
{ if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
}
break;
// -------------------------------------------------
case EqvvOp:
if( compare_change_count )
{ forward_eqvv_op_0(
compare_change_number, arg, parameter, J, taylor
);
{ if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
}
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case ErfOp:
forward_erf_op_0(i_var, arg, parameter, J, taylor);
break;
# endif
// -------------------------------------------------
case ExpOp:
forward_exp_op_0(i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case Expm1Op:
forward_expm1_op_0(i_var, arg[0], J, taylor);
break;
# endif
// -------------------------------------------------
case InvOp:
CPPAD_ASSERT_NARG_NRES(op, 0, 1);
break;
// ---------------------------------------------------
case LdpOp:
forward_load_p_op_0(
play,
i_var,
arg,
parameter,
J,
taylor,
isvar_by_ind.data(),
index_by_ind.data(),
var_by_load_op.data()
);
break;
// -------------------------------------------------
case LdvOp:
forward_load_v_op_0(
play,
i_var,
arg,
parameter,
J,
taylor,
isvar_by_ind.data(),
index_by_ind.data(),
var_by_load_op.data()
);
break;
// -------------------------------------------------
case LepvOp:
if( compare_change_count )
{ forward_lepv_op_0(
compare_change_number, arg, parameter, J, taylor
);
{ if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
}
break;
// -------------------------------------------------
case LevpOp:
if( compare_change_count )
{ forward_levp_op_0(
compare_change_number, arg, parameter, J, taylor
);
{ if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
}
break;
// -------------------------------------------------
case LevvOp:
if( compare_change_count )
{ forward_levv_op_0(
compare_change_number, arg, parameter, J, taylor
);
{ if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
}
break;
// -------------------------------------------------
case LogOp:
forward_log_op_0(i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case Log1pOp:
forward_log1p_op_0(i_var, arg[0], J, taylor);
break;
# endif
// -------------------------------------------------
case LtpvOp:
if( compare_change_count )
{ forward_ltpv_op_0(
compare_change_number, arg, parameter, J, taylor
);
{ if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
}
break;
// -------------------------------------------------
case LtvpOp:
if( compare_change_count )
{ forward_ltvp_op_0(
compare_change_number, arg, parameter, J, taylor
);
{ if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
}
break;
// -------------------------------------------------
case LtvvOp:
if( compare_change_count )
{ forward_ltvv_op_0(
compare_change_number, arg, parameter, J, taylor
);
{ if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
}
break;
// -------------------------------------------------
case MulpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
forward_mulpv_op_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case MulvvOp:
forward_mulvv_op_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case NepvOp:
if( compare_change_count )
{ forward_nepv_op_0(
compare_change_number, arg, parameter, J, taylor
);
{ if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
}
break;
// -------------------------------------------------
case NevvOp:
if( compare_change_count )
{ forward_nevv_op_0(
compare_change_number, arg, parameter, J, taylor
);
{ if( compare_change_count == compare_change_number )
compare_change_op_index = i_op;
}
}
break;
// -------------------------------------------------
case ParOp:
forward_par_op_0(
i_var, arg, num_par, parameter, J, taylor
);
break;
// -------------------------------------------------
case PowvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
forward_powvp_op_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case PowpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
forward_powpv_op_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case PowvvOp:
forward_powvv_op_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case PriOp:
if( print ) forward_pri_0(s_out,
arg, num_text, text, num_par, parameter, J, taylor
);
break;
// -------------------------------------------------
case SignOp:
// cos(x), sin(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_sign_op_0(i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
case SinOp:
// cos(x), sin(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_sin_op_0(i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
case SinhOp:
// cosh(x), sinh(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_sinh_op_0(i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
case SqrtOp:
forward_sqrt_op_0(i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
case StppOp:
forward_store_pp_op_0(
i_var,
arg,
num_par,
J,
taylor,
isvar_by_ind.data(),
index_by_ind.data()
);
break;
// -------------------------------------------------
case StpvOp:
forward_store_pv_op_0(
i_var,
arg,
num_par,
J,
taylor,
isvar_by_ind.data(),
index_by_ind.data()
);
break;
// -------------------------------------------------
case StvpOp:
forward_store_vp_op_0(
i_var,
arg,
num_par,
J,
taylor,
isvar_by_ind.data(),
index_by_ind.data()
);
break;
// -------------------------------------------------
case StvvOp:
forward_store_vv_op_0(
i_var,
arg,
num_par,
J,
taylor,
isvar_by_ind.data(),
index_by_ind.data()
);
break;
// -------------------------------------------------
case SubvvOp:
forward_subvv_op_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case SubpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
forward_subpv_op_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case SubvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
forward_subvp_op_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case TanOp:
// tan(x)^2, tan(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_tan_op_0(i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
case TanhOp:
// tanh(x)^2, tanh(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
forward_tanh_op_0(i_var, arg[0], J, taylor);
break;
// -------------------------------------------------
case UserOp:
// start or end an atomic operation sequence
flag = user_state == start_user;
user_atom = play->forward_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
if( flag )
{ user_tx.resize(user_n);
user_ty.resize(user_m);
# if CPPAD_FORWARD0SWEEP_TRACE
user_iy.resize(user_m);
# endif
}
else
{
# ifndef NDEBUG
if( ! user_ok )
{ std::string msg =
user_atom->afun_name()
+ ": atomic_base.forward: returned false";
CPPAD_ASSERT_KNOWN(false, msg.c_str() );
}
# endif
# if CPPAD_FORWARD0SWEEP_TRACE
user_trace = true;
# endif
}
break;
case UsrapOp:
// parameter argument in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( size_t( arg[0] ) < num_par );
user_tx[user_j] = parameter[ arg[0] ];
play->forward_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
if( user_j == user_n )
{ // call users function for this operation
user_atom->set_old(user_old);
CPPAD_ATOMIC_CALL(p, q,
user_vx, user_vy, user_tx, user_ty
);
}
break;
case UsravOp:
// variable argument in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) <= i_var );
user_tx[user_j] = taylor[ arg[0] * J + 0 ];
play->forward_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
if( user_j == user_n )
{ // call users function for this operation
user_atom->set_old(user_old);
CPPAD_ATOMIC_CALL(p, q,
user_vx, user_vy, user_tx, user_ty
);
}
break;
case UsrrpOp:
// parameter result in an atomic operation sequence
# if CPPAD_FORWARD0SWEEP_TRACE
user_iy[user_i] = 0;
# endif
play->forward_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
break;
case UsrrvOp:
// variable result in an atomic operation sequence
# if CPPAD_FORWARD0SWEEP_TRACE
user_iy[user_i] = i_var;
# endif
taylor[ i_var * J + 0 ] = user_ty[user_i];
play->forward_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
break;
// -------------------------------------------------
case ZmulpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
forward_zmulpv_op_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case ZmulvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
forward_zmulvp_op_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
case ZmulvvOp:
forward_zmulvv_op_0(i_var, arg, parameter, J, taylor);
break;
// -------------------------------------------------
default:
CPPAD_ASSERT_UNKNOWN(false);
}
# if CPPAD_FORWARD0SWEEP_TRACE
size_t d = 0;
if( user_trace )
{ user_trace = false;
CPPAD_ASSERT_UNKNOWN( op == UserOp );
CPPAD_ASSERT_UNKNOWN( NumArg(UsrrvOp) == 0 );
for(size_t 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;
printOpResult(
std::cout,
d + 1,
Z_tmp,
0,
(Base *) CPPAD_NULL
);
std::cout << std::endl;
}
}
Base* Z_tmp = taylor + i_var * J;
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
);
if( NumRes(op) > 0 ) printOpResult(
std::cout,
d + 1,
Z_tmp,
0,
(Base *) CPPAD_NULL
);
std::cout << std::endl;
}
}
std::cout << std::endl;
# else
}
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
}
void RevHesSweep(
size_t n,
size_t numvar,
player<Base> *play,
Vector_set& for_jac_sparse, // should be const
bool* RevJac,
Vector_set& rev_hes_sparse
)
{
OpCode op;
size_t i_op;
size_t i_var;
const addr_t* arg = CPPAD_NULL;
// length of the parameter vector (used by CppAD assert macros)
const size_t num_par = play->num_par_rec();
size_t i, j, k;
// check numvar argument
CPPAD_ASSERT_UNKNOWN( play->num_var_rec() == numvar );
CPPAD_ASSERT_UNKNOWN( for_jac_sparse.n_set() == numvar );
CPPAD_ASSERT_UNKNOWN( rev_hes_sparse.n_set() == numvar );
CPPAD_ASSERT_UNKNOWN( numvar > 0 );
// upper limit exclusive for set elements
size_t limit = rev_hes_sparse.end();
CPPAD_ASSERT_UNKNOWN( for_jac_sparse.end() == limit );
// check number of sets match
CPPAD_ASSERT_UNKNOWN(
for_jac_sparse.n_set() == rev_hes_sparse.n_set()
);
// vecad_sparsity contains a sparsity pattern for each VecAD object.
// vecad_ind maps a VecAD index (beginning of the VecAD object)
// to the index for the corresponding set in vecad_sparsity.
size_t num_vecad_ind = play->num_vec_ind_rec();
size_t num_vecad_vec = play->num_vecad_vec_rec();
Vector_set vecad_sparse;
vecad_sparse.resize(num_vecad_vec, limit);
pod_vector<size_t> vecad_ind;
pod_vector<bool> vecad_jac;
if( num_vecad_vec > 0 )
{ size_t length;
vecad_ind.extend(num_vecad_ind);
vecad_jac.extend(num_vecad_vec);
j = 0;
for(i = 0; i < num_vecad_vec; i++)
{ // length of this VecAD
length = play->GetVecInd(j);
// set vecad_ind to proper index for this VecAD
vecad_ind[j] = i;
// make all other values for this vector invalid
for(k = 1; k <= length; k++)
vecad_ind[j+k] = num_vecad_vec;
// start of next VecAD
j += length + 1;
// initialize this vector's reverse jacobian value
vecad_jac[i] = false;
}
CPPAD_ASSERT_UNKNOWN( j == play->num_vec_ind_rec() );
}
// work space used by UserOp.
vector<size_t> user_ix; // variable indices for argument vector x
typedef std::set<size_t> size_set;
size_set::iterator set_itr; // iterator for a standard set
size_set::iterator set_end; // end of iterator sequence
vector< size_set > set_r; // forward Jacobian sparsity for x
vector< size_set > set_u; // reverse Hessian sparsity for y
vector< size_set > set_v; // reverse Hessian sparsity for x
//
vector<bool> bool_r; // bool forward Jacobian sparsity for x
vector<bool> bool_u; // bool reverse Hessian sparsity for y
vector<bool> bool_v; // bool reverse Hessian sparsity for x
//
vectorBool pack_r; // pack forward Jacobian sparsity for x
vectorBool pack_u; // pack reverse Hessian sparsity for y
vectorBool pack_v; // pack reverse Hessian sparsity for x
//
vector<bool> user_vx; // which components of x are variables
vector<bool> user_s; // reverse Jacobian sparsity for y
vector<bool> user_t; // reverse Jacobian sparsity for x
const size_t user_q = limit; // maximum element plus one
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
bool user_pack = false; // sparsity pattern type is pack
bool user_bool = false; // sparsity pattern type is bool
bool user_set = false; // sparsity pattern type is set
# 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_state = user_end;
// Initialize
play->reverse_start(op, arg, i_op, i_var);
CPPAD_ASSERT_UNKNOWN( op == EndOp );
# if CPPAD_REV_HES_SWEEP_TRACE
std::cout << std::endl;
CppAD::vectorBool zf_value(limit);
CppAD::vectorBool zh_value(limit);
# endif
bool more_operators = true;
while(more_operators)
{
// next op
play->reverse_next(op, arg, i_op, i_var);
# ifndef NDEBUG
if( i_op <= n )
{ CPPAD_ASSERT_UNKNOWN((op == InvOp) | (op == BeginOp));
}
else CPPAD_ASSERT_UNKNOWN((op != InvOp) & (op != BeginOp));
# endif
// rest of information depends on the case
switch( op )
{
case AbsOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case AddvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_addsub_op(
i_var, arg, RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case AddpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[1], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case AcosOp:
// sqrt(1 - x * x), acos(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case AcoshOp:
// sqrt(x * x - 1), acosh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
# endif
// -------------------------------------------------
case AsinOp:
// sqrt(1 - x * x), asin(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case AsinhOp:
// sqrt(1 + x * x), asinh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
# endif
// -------------------------------------------------
case AtanOp:
// 1 + x * x, atan(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case AtanhOp:
// 1 - x * x, atanh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
# endif
// -------------------------------------------------
case BeginOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
more_operators = false;
break;
// -------------------------------------------------
case CSkipOp:
// CSkipOp has a variable number of arguments and
// reverse_next thinks it one has one argument.
// We must inform reverse_next of this special case.
play->reverse_cskip(op, arg, i_op, i_var);
break;
// -------------------------------------------------
case CSumOp:
// CSumOp has a variable number of arguments and
// reverse_next thinks it one has one argument.
// We must inform reverse_next of this special case.
play->reverse_csum(op, arg, i_op, i_var);
reverse_sparse_hessian_csum_op(
i_var, arg, RevJac, rev_hes_sparse
);
break;
// -------------------------------------------------
case CExpOp:
reverse_sparse_hessian_cond_op(
i_var, arg, num_par, RevJac, rev_hes_sparse
);
break;
// ---------------------------------------------------
case CosOp:
// sin(x), cos(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// ---------------------------------------------------
case CoshOp:
// sinh(x), cosh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case DisOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
// derivativve is identically zero
break;
// -------------------------------------------------
case DivvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_div_op(
i_var, arg, RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case DivpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[1], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case DivvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case ErfOp:
// arg[1] is always the parameter 0
// arg[2] is always the parameter 2 / sqrt(pi)
CPPAD_ASSERT_NARG_NRES(op, 3, 5);
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case ExpOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case Expm1Op:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
# endif
// -------------------------------------------------
case InvOp:
CPPAD_ASSERT_NARG_NRES(op, 0, 1)
// Z is already defined
break;
// -------------------------------------------------
case LdpOp:
reverse_sparse_hessian_load_op(
op,
i_var,
arg,
num_vecad_ind,
vecad_ind.data(),
rev_hes_sparse,
vecad_sparse,
RevJac,
vecad_jac.data()
);
break;
// -------------------------------------------------
case LdvOp:
reverse_sparse_hessian_load_op(
op,
i_var,
arg,
num_vecad_ind,
vecad_ind.data(),
rev_hes_sparse,
vecad_sparse,
RevJac,
vecad_jac.data()
);
break;
// -------------------------------------------------
case EqpvOp:
case EqvvOp:
case LtpvOp:
case LtvpOp:
case LtvvOp:
case LepvOp:
case LevpOp:
case LevvOp:
case NepvOp:
case NevvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 0);
break;
// -------------------------------------------------
case LogOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case Log1pOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
# endif
// -------------------------------------------------
case MulpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[1], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case MulvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_mul_op(
i_var, arg, RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case ParOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
break;
// -------------------------------------------------
case PowpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[1], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case PowvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case PowvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3)
reverse_sparse_hessian_pow_op(
i_var, arg, RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case PriOp:
CPPAD_ASSERT_NARG_NRES(op, 5, 0);
break;
// -------------------------------------------------
case SignOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
// Derivative is identiaclly zero
break;
// -------------------------------------------------
case SinOp:
// cos(x), sin(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case SinhOp:
// cosh(x), sinh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case SqrtOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case StppOp:
// sparsity cannot propagate through a parameter
CPPAD_ASSERT_NARG_NRES(op, 3, 0)
break;
// -------------------------------------------------
case StpvOp:
reverse_sparse_hessian_store_op(
op,
arg,
num_vecad_ind,
vecad_ind.data(),
rev_hes_sparse,
vecad_sparse,
RevJac,
vecad_jac.data()
);
break;
// -------------------------------------------------
case StvpOp:
// sparsity cannot propagate through a parameter
CPPAD_ASSERT_NARG_NRES(op, 3, 0)
break;
// -------------------------------------------------
case StvvOp:
reverse_sparse_hessian_store_op(
op,
arg,
num_vecad_ind,
vecad_ind.data(),
rev_hes_sparse,
vecad_sparse,
RevJac,
vecad_jac.data()
);
break;
// -------------------------------------------------
case SubvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_addsub_op(
i_var, arg, RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case SubpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[1], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case SubvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case TanOp:
// tan(x)^2, tan(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case TanhOp:
// tanh(x)^2, tanh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
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_end )
{ 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
user_pack = user_atom->sparsity() ==
atomic_base<Base>::pack_sparsity_enum;
user_bool = user_atom->sparsity() ==
atomic_base<Base>::bool_sparsity_enum;
user_set = user_atom->sparsity() ==
atomic_base<Base>::set_sparsity_enum;
CPPAD_ASSERT_UNKNOWN( user_pack || user_bool || user_set );
user_ix.resize(user_n);
user_vx.resize(user_n);
user_s.resize(user_m);
user_t.resize(user_n);
// simpler to initialize all sparsity patterns as empty
for(i = 0; i < user_m; i++)
user_s[i] = false;
for(i = 0; i < user_n; i++)
user_t[i] = false;
if( user_pack )
{ pack_r.resize(user_n * user_q);
pack_u.resize(user_m * user_q);
pack_v.resize(user_n * user_q);
// simpler to initialize all patterns as empty
for(i = 0; i < user_m; i++)
{
for(j = 0; j < user_q; j++)
pack_u[ i * user_q + j] = false;
}
for(i = 0; i < user_n; i++)
{
for(j = 0; j < user_q; j++)
{ pack_r[ i * user_q + j] = false;
pack_v[ i * user_q + j] = false;
}
}
}
if( user_bool )
{ bool_r.resize(user_n * user_q);
bool_u.resize(user_m * user_q);
bool_v.resize(user_n * user_q);
// simpler to initialize all patterns as empty
for(i = 0; i < user_m; i++)
{
for(j = 0; j < user_q; j++)
bool_u[ i * user_q + j] = false;
}
for(i = 0; i < user_n; i++)
{
for(j = 0; j < user_q; j++)
{ bool_r[ i * user_q + j] = false;
bool_v[ i * user_q + j] = false;
}
}
}
if( user_set )
{ set_r.resize(user_n);
set_u.resize(user_m);
set_v.resize(user_n);
for(i = 0; i < user_m; i++)
set_u[i].clear();
for(i = 0; i < user_n; i++)
{ set_r[i].clear();
set_v[i].clear();
}
}
user_j = user_n;
user_i = user_m;
user_state = user_ret;
}
else
{ CPPAD_ASSERT_UNKNOWN( user_state == user_start );
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]) );
user_state = user_end;
// call users function for this operation
user_atom->set_id(user_id);
# ifdef NDEBUG
if( user_pack )
user_atom->rev_sparse_hes(user_vx,
user_s, user_t, user_q, pack_r, pack_u, pack_v
);
if( user_bool )
user_atom->rev_sparse_hes(user_vx,
user_s, user_t, user_q, bool_r, bool_u, bool_v
);
if( user_set )
user_atom->rev_sparse_hes(user_vx,
user_s, user_t, user_q, set_r, set_u, set_v
);
# else
if( user_pack )
user_ok = user_atom->rev_sparse_hes(user_vx,
user_s, user_t, user_q, pack_r, pack_u, pack_v
);
if( user_bool )
user_ok = user_atom->rev_sparse_hes(user_vx,
user_s, user_t, user_q, bool_r, bool_u, bool_v
);
if( user_set )
user_ok = user_atom->rev_sparse_hes(user_vx,
user_s, user_t, user_q, set_r, set_u, set_v
);
if( ! user_ok )
{ std::string msg =
atomic_base<Base>::class_name(user_index)
+ ": atomic_base.rev_sparse_hes: returned false\n";
if( user_pack )
msg += "sparsity = pack_sparsity_enum";
if( user_bool )
msg += "sparsity = bool_sparsity_enum";
if( user_set )
msg += "sparsity = set_sparsity_enum";
CPPAD_ASSERT_KNOWN(false, msg.c_str() );
}
# endif
for(i = 0; i < user_n; i++) if( user_ix[i] > 0 )
{
size_t i_x = user_ix[i];
if( user_t[i] )
RevJac[i_x] = true;
if( user_pack )
{
for(j = 0; j < user_q; j++)
if( pack_v[ i * user_q + j ] )
rev_hes_sparse.add_element(i_x, j);
}
if( user_bool )
{
for(j = 0; j < user_q; j++)
if( bool_v[ i * user_q + j ] )
rev_hes_sparse.add_element(i_x, j);
}
if( user_set )
{
set_itr = set_v[i].begin();
set_end = set_v[i].end();
while( set_itr != set_end )
rev_hes_sparse.add_element(i_x, *set_itr++);
}
}
}
break;
case UsrapOp:
// parameter argument in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_arg );
CPPAD_ASSERT_UNKNOWN( 0 < user_j && user_j <= user_n );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
--user_j;
user_ix[user_j] = 0;
user_vx[user_j] = false;
if( user_j == 0 )
user_state = user_start;
break;
case UsravOp:
// variable argument in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_arg );
CPPAD_ASSERT_UNKNOWN( 0 < user_j && user_j <= user_n );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) <= i_var );
CPPAD_ASSERT_UNKNOWN( 0 < arg[0] );
--user_j;
user_ix[user_j] = arg[0];
user_vx[user_j] = true;
for_jac_sparse.begin(arg[0]);
i = for_jac_sparse.next_element();
while( i < user_q )
{ if( user_pack )
pack_r[ user_j * user_q + i ] = true;
if( user_bool )
bool_r[ user_j * user_q + i ] = true;
if( user_set )
set_r[user_j].insert(i);
i = for_jac_sparse.next_element();
}
if( user_j == 0 )
user_state = user_start;
break;
case UsrrpOp:
// parameter result in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_ret );
CPPAD_ASSERT_UNKNOWN( 0 < user_i && user_i <= user_m );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
--user_i;
if( user_i == 0 )
user_state = user_arg;
break;
case UsrrvOp:
// variable result in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_ret );
CPPAD_ASSERT_UNKNOWN( 0 < user_i && user_i <= user_m );
--user_i;
if( RevJac[i_var] )
{
user_s[user_i] = true;
}
rev_hes_sparse.begin(i_var);
j = rev_hes_sparse.next_element();
while( j < user_q )
{ if( user_pack )
pack_u[user_i * user_q + j] = true;
if( user_bool )
bool_u[user_i * user_q + j] = true;
if( user_set )
set_u[user_i].insert(j);
j = rev_hes_sparse.next_element();
}
if( user_i == 0 )
user_state = user_arg;
break;
// -------------------------------------------------
case ZmulpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[1], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case ZmulvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case ZmulvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_mul_op(
i_var, arg, RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
default:
CPPAD_ASSERT_UNKNOWN(0);
}
# if CPPAD_REV_HES_SWEEP_TRACE
for(j = 0; j < limit; j++)
{ zf_value[j] = false;
zh_value[j] = false;
}
for_jac_sparse.begin(i_var);;
j = for_jac_sparse.next_element();;
while( j < limit )
{ zf_value[j] = true;
j = for_jac_sparse.next_element();
}
rev_hes_sparse.begin(i_var);;
j = rev_hes_sparse.next_element();;
while( j < limit )
{ zh_value[j] = true;
j = rev_hes_sparse.next_element();
}
printOp(
std::cout,
play,
i_op,
i_var,
op,
arg
);
// should also print RevJac[i_var], but printOpResult does not
// yet allow for this
if( NumRes(op) > 0 && op != BeginOp ) printOpResult(
std::cout,
1,
&zf_value,
1,
&zh_value
);
std::cout << std::endl;
}
std::cout << std::endl;
# else
}
void ForHesSweep(
size_t n,
size_t numvar,
player<Base> *play,
Vector_set& for_jac_sparse, // should be const
Vector_set& rev_jac_sparse, // should be const
Vector_set& for_hes_sparse
)
{
OpCode op;
size_t i_op;
size_t i_var;
const addr_t* arg = CPPAD_NULL;
// length of the parameter vector (used by CppAD assert macros)
const size_t num_par = play->num_par_rec();
size_t i, j, k;
// check numvar argument
size_t limit = n+1;
CPPAD_ASSERT_UNKNOWN( play->num_var_rec() == numvar );
CPPAD_ASSERT_UNKNOWN( for_jac_sparse.n_set() == numvar );
CPPAD_ASSERT_UNKNOWN( for_hes_sparse.n_set() == limit );
CPPAD_ASSERT_UNKNOWN( numvar > 0 );
// upper limit exclusive for set elements
CPPAD_ASSERT_UNKNOWN( for_jac_sparse.end() == limit );
CPPAD_ASSERT_UNKNOWN( for_hes_sparse.end() == limit );
// vecad_sparsity contains a sparsity pattern for each VecAD object.
// vecad_ind maps a VecAD index (beginning of the VecAD object)
// to the index for the corresponding set in vecad_sparsity.
size_t num_vecad_ind = play->num_vec_ind_rec();
size_t num_vecad_vec = play->num_vecad_vec_rec();
Vector_set vecad_sparse;
vecad_sparse.resize(num_vecad_vec, limit);
pod_vector<size_t> vecad_ind;
pod_vector<bool> vecad_jac;
if( num_vecad_vec > 0 )
{ size_t length;
vecad_ind.extend(num_vecad_ind);
vecad_jac.extend(num_vecad_vec);
j = 0;
for(i = 0; i < num_vecad_vec; i++)
{ // length of this VecAD
length = play->GetVecInd(j);
// set vecad_ind to proper index for this VecAD
vecad_ind[j] = i;
// make all other values for this vector invalid
for(k = 1; k <= length; k++)
vecad_ind[j+k] = num_vecad_vec;
// start of next VecAD
j += length + 1;
// initialize this vector's reverse jacobian value
vecad_jac[i] = false;
}
CPPAD_ASSERT_UNKNOWN( j == play->num_vec_ind_rec() );
}
// work space used by UserOp.
vector<size_t> user_ix; // variable indices for argument vector x
vector<Base> user_x; // parameters in x as integers
//
//
typedef std::set<size_t> size_set;
vector< size_set > set_h; // forward Hessian sparsity
vector<bool> bool_h; // forward Hessian sparsity
vectorBool pack_h; // forward Hessian sparstiy
//
vector<bool> user_vx; // which components of x are variables
vector<bool> user_r; // forward Jacobian sparsity for x
vector<bool> user_s; // reverse Jacobian sparsity for y
//
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
bool user_pack = false; // sparsity pattern type is pack
bool user_bool = false; // sparsity pattern type is bool
bool user_set = false; // sparsity pattern type is set
bool user_ok = false; // atomic op return value
// next expected operator in a UserOp sequence
enum { user_start, user_arg, user_ret, user_end } user_state = user_start;
//
// pointer to the beginning of the parameter vector
// (used by user atomic functions)
const Base* parameter = CPPAD_NULL;
if( num_par > 0 )
parameter = play->GetPar();
// Initialize
play->forward_start(op, arg, i_op, i_var);
CPPAD_ASSERT_UNKNOWN( op == BeginOp );
bool more_operators = true;
# if CPPAD_FOR_HES_SWEEP_TRACE
std::cout << std::endl;
CppAD::vectorBool zf_value(limit);
CppAD::vectorBool zh_value(limit * limit);
# endif
while(more_operators)
{
// next op
play->forward_next(op, arg, i_op, i_var);
# ifndef NDEBUG
if( i_op <= n )
{ CPPAD_ASSERT_UNKNOWN((op == InvOp) | (op == BeginOp));
}
else CPPAD_ASSERT_UNKNOWN((op != InvOp) & (op != BeginOp));
# endif
// does the Hessian in question have a non-zero derivative
// with respect to this variable
bool include = rev_jac_sparse.is_element(i_var, 0);
//
// operators to include even if derivative is zero
include |= op == EndOp;
include |= op == CSkipOp;
include |= op == UserOp;
include |= op == UsrapOp;
include |= op == UsravOp;
include |= op == UsrrpOp;
include |= op == UsrrvOp;
//
if( include ) switch( op )
{ // operators that should not occurr
// case BeginOp
// -------------------------------------------------
// operators that do not affect hessian
case AbsOp:
case AddvvOp:
case AddpvOp:
case CExpOp:
case DisOp:
case DivvpOp:
case InvOp:
case LdpOp:
case LdvOp:
case MulpvOp:
case ParOp:
case PriOp:
case SignOp:
case StppOp:
case StpvOp:
case StvpOp:
case StvvOp:
case SubvvOp:
case SubpvOp:
case SubvpOp:
case ZmulpvOp:
case ZmulvpOp:
break;
// -------------------------------------------------
// nonlinear unary operators
case AcosOp:
case AsinOp:
case AtanOp:
case CosOp:
case CoshOp:
case ExpOp:
case LogOp:
case SinOp:
case SinhOp:
case SqrtOp:
case TanOp:
case TanhOp:
# if CPPAD_USE_CPLUSPLUS_2011
case AcoshOp:
case AsinhOp:
case AtanhOp:
case Expm1Op:
case Log1pOp:
# endif
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 )
forward_sparse_hessian_nonlinear_unary_op(
arg[0], for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
case CSkipOp:
// CSkipOp has a variable number of arguments and
// reverse_next thinks it one has one argument.
// We must inform reverse_next of this special case.
play->reverse_cskip(op, arg, i_op, i_var);
break;
// -------------------------------------------------
case CSumOp:
// CSumOp has a variable number of arguments and
// reverse_next thinks it one has one argument.
// We must inform reverse_next of this special case.
play->reverse_csum(op, arg, i_op, i_var);
break;
// -------------------------------------------------
case DivvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
forward_sparse_hessian_div_op(
arg, for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
case DivpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
forward_sparse_hessian_nonlinear_unary_op(
arg[1], for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
case EndOp:
CPPAD_ASSERT_NARG_NRES(op, 0, 0);
more_operators = false;
break;
// -------------------------------------------------
case ErfOp:
// arg[1] is always the parameter 0
// arg[2] is always the parameter 2 / sqrt(pi)
CPPAD_ASSERT_NARG_NRES(op, 3, 5);
forward_sparse_hessian_nonlinear_unary_op(
arg[0], for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
// -------------------------------------------------
// logical comparision operators
case EqpvOp:
case EqvvOp:
case LtpvOp:
case LtvpOp:
case LtvvOp:
case LepvOp:
case LevpOp:
case LevvOp:
case NepvOp:
case NevvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 0);
break;
// -------------------------------------------------
case MulvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
forward_sparse_hessian_mul_op(
arg, for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
case PowpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3)
forward_sparse_hessian_nonlinear_unary_op(
arg[1], for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
case PowvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3)
forward_sparse_hessian_nonlinear_unary_op(
arg[0], for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
case PowvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3)
forward_sparse_hessian_pow_op(
arg, for_jac_sparse, for_hes_sparse
);
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
user_x.resize( user_n );
//
user_pack = user_atom->sparsity() ==
atomic_base<Base>::pack_sparsity_enum;
user_bool = user_atom->sparsity() ==
atomic_base<Base>::bool_sparsity_enum;
user_set = user_atom->sparsity() ==
atomic_base<Base>::set_sparsity_enum;
CPPAD_ASSERT_UNKNOWN( user_pack || user_bool || user_set );
user_ix.resize(user_n);
user_vx.resize(user_n);
user_r.resize(user_n);
user_s.resize(user_m);
// simpler to initialize sparsity patterns as empty
for(i = 0; i < user_m; i++)
user_s[i] = false;
for(i = 0; i < user_n; i++)
user_r[i] = false;
if( user_pack )
{ pack_h.resize(user_n * user_n);
for(i = 0; i < user_n; i++)
{ for(j = 0; j < user_n; j++)
pack_h[ i * user_n + j] = false;
}
}
if( user_bool )
{ bool_h.resize(user_n * user_n);
for(i = 0; i < user_n; i++)
{ for(j = 0; j < user_n; j++)
bool_h[ i * user_n + j] = false;
}
}
if( user_set )
{ set_h.resize(user_n);
for(i = 0; i < user_n; i++)
set_h[i].clear();
}
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);
if( user_pack )
{ user_ok = user_atom->for_sparse_hes(
user_vx, user_r, user_s, pack_h, user_x
);
if( ! user_ok ) user_ok = user_atom->for_sparse_hes(
user_vx, user_r, user_s, pack_h
);
}
if( user_bool )
{ user_ok = user_atom->for_sparse_hes(
user_vx, user_r, user_s, bool_h, user_x
);
if( ! user_ok ) user_ok = user_atom->for_sparse_hes(
user_vx, user_r, user_s, bool_h
);
}
if( user_set )
{ user_ok = user_atom->for_sparse_hes(
user_vx, user_r, user_s, set_h, user_x
);
if( ! user_ok ) user_ok = user_atom->for_sparse_hes(
user_vx, user_r, user_s, set_h
);
}
if( ! user_ok )
{ std::string msg =
atomic_base<Base>::class_name(user_index)
+ ": atomic_base.for_sparse_hes: returned false\n";
if( user_pack )
msg += "sparsity = pack_sparsity_enum";
if( user_bool )
msg += "sparsity = bool_sparsity_enum";
if( user_set )
msg += "sparsity = set_sparsity_enum";
CPPAD_ASSERT_KNOWN(false, msg.c_str() );
}
for(i = 0; i < user_n; i++) for(j = 0; j < user_n; j++)
{ if( user_ix[i] > 0 && user_ix[j] > 0 )
{ bool flag = false;
if( user_pack )
flag = pack_h[i * user_n + j];
if( user_bool )
flag = bool_h[i * user_n + j];
if( user_set )
flag = set_h[i].find(j) != set_h[i].end();
if( flag )
{ size_t i_x = user_ix[i];
size_t j_x = user_ix[j];
for_hes_sparse.binary_union(
i_x, i_x, j_x, for_jac_sparse
);
for_hes_sparse.binary_union(
j_x, j_x, i_x, for_jac_sparse
);
}
}
}
//
user_state = user_start;
}
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( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
user_ix[user_j] = 0;
user_vx[user_j] = false;
//
// parameters as integers
user_x[user_j] = parameter[arg[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( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) <= i_var );
CPPAD_ASSERT_UNKNOWN( 0 < arg[0] );
user_ix[user_j] = arg[0];
user_vx[user_j] = true;
// variables as integers
user_x[user_j] = CppAD::numeric_limits<Base>::quiet_NaN();
//
for_jac_sparse.begin(arg[0]);
i = for_jac_sparse.next_element();
if( i < for_jac_sparse.end() )
user_r[user_j] = true;
++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 );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
++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 );
if( rev_jac_sparse.is_element(i_var, 0) )
user_s[user_i] = true;
++user_i;
if( user_i == user_m )
user_state = user_end;
break;
// -------------------------------------------------
case ZmulvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
forward_sparse_hessian_mul_op(
arg, for_jac_sparse, for_hes_sparse
);
break;
// -------------------------------------------------
default:
CPPAD_ASSERT_UNKNOWN(0);
}
# if CPPAD_FOR_HES_SWEEP_TRACE
if( include )
{ for(i = 0; i < limit; i++)
{ zf_value[i] = false;
for(j = 0; j < limit; j++)
zh_value[i * limit + j] = false;
}
for_jac_sparse.begin(i_var);;
j = for_jac_sparse.next_element();;
while( j < limit )
{ zf_value[j] = true;
j = for_jac_sparse.next_element();
}
for(i = 0; i < limit; i++)
{ for_hes_sparse.begin(i);;
j = for_hes_sparse.next_element();;
while( j < limit )
{ zh_value[i * limit + j] = true;
j = for_hes_sparse.next_element();
}
}
printOp(
std::cout,
play,
i_op,
i_var,
op,
arg
);
// should also print RevJac[i_var], but printOpResult does not
// yet allow for this
if( NumRes(op) > 0 && op != BeginOp ) printOpResult(
std::cout,
1,
&zf_value,
1,
&zh_value
);
std::cout << std::endl;
}
}
std::cout << std::endl;
# else
}
void RevJacSweep(
bool nz_compare,
size_t n,
size_t numvar,
player<Base> *play,
Vector_set& var_sparsity
)
{
OpCode op;
size_t i_op;
size_t i_var;
const addr_t* arg = CPPAD_NULL;
size_t i, j, k;
// length of the parameter vector (used by CppAD assert macros)
const size_t num_par = play->num_par_rec();
// check numvar argument
CPPAD_ASSERT_UNKNOWN( numvar > 0 );
CPPAD_ASSERT_UNKNOWN( play->num_var_rec() == numvar );
CPPAD_ASSERT_UNKNOWN( var_sparsity.n_set() == numvar );
// upper limit (exclusive) for elements in the set
size_t limit = var_sparsity.end();
// vecad_sparsity contains a sparsity pattern for each VecAD object.
// vecad_ind maps a VecAD index (beginning of the VecAD object)
// to the index of the corresponding set in vecad_sparsity.
size_t num_vecad_ind = play->num_vec_ind_rec();
size_t num_vecad_vec = play->num_vecad_vec_rec();
Vector_set vecad_sparsity;
vecad_sparsity.resize(num_vecad_vec, limit);
pod_vector<size_t> vecad_ind;
if( num_vecad_vec > 0 )
{ size_t length;
vecad_ind.extend(num_vecad_ind);
j = 0;
for(i = 0; i < num_vecad_vec; i++)
{ // length of this VecAD
length = play->GetVecInd(j);
// set to proper index for this VecAD
vecad_ind[j] = i;
for(k = 1; k <= length; k++)
vecad_ind[j+k] = num_vecad_vec; // invalid index
// start of next VecAD
j += length + 1;
}
CPPAD_ASSERT_UNKNOWN( j == play->num_vec_ind_rec() );
}
// work space used by UserOp.
typedef std::set<size_t> size_set;
size_set::iterator set_itr; // iterator for a standard set
size_set::iterator set_end; // end of iterator sequence
vector< size_set > set_r; // set sparsity pattern for the argument x
vector< size_set > set_s; // set sparisty pattern for the result y
//
vector<bool> bool_r; // bool sparsity pattern for the argument x
vector<bool> bool_s; // bool sparisty pattern for the result y
//
const size_t user_q = limit; // maximum element plus one
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
bool user_bool = false; // use bool or set sparsity ?
# 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_state = user_end;
// Initialize
play->reverse_start(op, arg, i_op, i_var);
CPPAD_ASSERT_UNKNOWN( op == EndOp );
# if CPPAD_REV_JAC_SWEEP_TRACE
std::cout << std::endl;
CppAD::vectorBool z_value(limit);
# endif
bool more_operators = true;
while(more_operators)
{
// next op
play->reverse_next(op, arg, i_op, i_var);
# ifndef NDEBUG
if( i_op <= n )
{ CPPAD_ASSERT_UNKNOWN((op == InvOp) | (op == BeginOp));
}
else CPPAD_ASSERT_UNKNOWN((op != InvOp) & (op != BeginOp));
# endif
// rest of information depends on the case
switch( op )
{
case AbsOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case AddvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_binary_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case AddpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case AcosOp:
// sqrt(1 - x * x), acos(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case AsinOp:
// sqrt(1 - x * x), asin(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case AtanOp:
// 1 + x * x, atan(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case BeginOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
more_operators = false;
break;
// -------------------------------------------------
case CSkipOp:
// CSkipOp has a variable number of arguments and
// reverse_next thinks it one has one argument.
// We must inform reverse_next of this special case.
play->reverse_cskip(op, arg, i_op, i_var);
break;
// -------------------------------------------------
case CSumOp:
// CSumOp has a variable number of arguments and
// reverse_next thinks it one has one argument.
// We must inform reverse_next of this special case.
play->reverse_csum(op, arg, i_op, i_var);
reverse_sparse_jacobian_csum_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case CExpOp:
reverse_sparse_jacobian_cond_op(
nz_compare, i_var, arg, num_par, var_sparsity
);
break;
// ---------------------------------------------------
case CosOp:
// sin(x), cos(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// ---------------------------------------------------
case CoshOp:
// sinh(x), cosh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case DisOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
// derivative is identically zero
break;
// -------------------------------------------------
case DivvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_binary_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case DivpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case DivvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case ErfOp:
// arg[1] is always the parameter 0
// arg[0] is always the parameter 2 / sqrt(pi)
CPPAD_ASSERT_NARG_NRES(op, 3, 5);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case ExpOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case InvOp:
CPPAD_ASSERT_NARG_NRES(op, 0, 1);
break;
// -------------------------------------------------
case LdpOp:
reverse_sparse_jacobian_load_op(
op,
i_var,
arg,
num_vecad_ind,
vecad_ind.data(),
var_sparsity,
vecad_sparsity
);
break;
// -------------------------------------------------
case LdvOp:
reverse_sparse_jacobian_load_op(
op,
i_var,
arg,
num_vecad_ind,
vecad_ind.data(),
var_sparsity,
vecad_sparsity
);
break;
// -------------------------------------------------
case EqpvOp:
case EqvvOp:
case LtpvOp:
case LtvpOp:
case LtvvOp:
case LepvOp:
case LevpOp:
case LevvOp:
case NepvOp:
case NevvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 0);
break;
// -------------------------------------------------
case LogOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case MulvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_binary_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case MulpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case ParOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
break;
// -------------------------------------------------
case PowvpOp:
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case PowpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3);
reverse_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case PowvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3);
reverse_sparse_jacobian_binary_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case PriOp:
CPPAD_ASSERT_NARG_NRES(op, 5, 0);
break;
// -------------------------------------------------
case SignOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
// derivative is identically zero
break;
// -------------------------------------------------
case SinOp:
// cos(x), sin(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case SinhOp:
// cosh(x), sinh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case SqrtOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case StppOp:
// sparsity cannot proagate through a parameter
CPPAD_ASSERT_NARG_NRES(op, 3, 0);
break;
// -------------------------------------------------
case StpvOp:
reverse_sparse_jacobian_store_op(
op,
arg,
num_vecad_ind,
vecad_ind.data(),
var_sparsity,
vecad_sparsity
);
break;
// -------------------------------------------------
case StvpOp:
CPPAD_ASSERT_NARG_NRES(op, 3, 0);
break;
// -------------------------------------------------
case StvvOp:
reverse_sparse_jacobian_store_op(
op,
arg,
num_vecad_ind,
vecad_ind.data(),
var_sparsity,
vecad_sparsity
);
break;
// -------------------------------------------------
case SubvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_binary_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case SubpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case SubvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case TanOp:
// tan(x)^2, tan(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case TanhOp:
// tanh(x)^2, tanh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case UserOp:
// start or end atomic operation sequence
CPPAD_ASSERT_UNKNOWN( NumRes( UserOp ) == 0 );
CPPAD_ASSERT_UNKNOWN( NumArg( UserOp ) == 4 );
if( user_state == user_end )
{ 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
user_bool = user_atom->sparsity() ==
atomic_base<Base>::bool_sparsity_enum;
if( user_bool )
{ if( bool_r.size() != user_m * user_q )
bool_r.resize( user_m * user_q );
if( bool_s.size() != user_n * user_q )
bool_s.resize( user_n * user_q );
for(i = 0; i < user_m; i++)
for(j = 0; j < user_q; j++)
bool_r[ i * user_q + j] = false;
}
else
{ if(set_r.size() != user_m )
set_r.resize(user_m);
if(set_s.size() != user_n )
set_s.resize(user_n);
for(i = 0; i < user_m; i++)
set_r[i].clear();
}
user_j = user_n;
user_i = user_m;
user_state = user_ret;
}
else
{ CPPAD_ASSERT_UNKNOWN( user_state == user_start );
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]) );
# ifndef NDEBUG
if( ! user_ok )
{ std::string msg =
atomic_base<Base>::class_name(user_index)
+ ": atomic_base.rev_sparse_jac: returned false";
CPPAD_ASSERT_KNOWN(false, msg.c_str() );
}
# endif
user_state = user_end;
}
break;
case UsrapOp:
// parameter argument in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_arg );
CPPAD_ASSERT_UNKNOWN( 0 < user_j && user_j <= user_n );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
--user_j;
if( user_j == 0 )
user_state = user_start;
break;
case UsravOp:
// variable argument in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_arg );
CPPAD_ASSERT_UNKNOWN( 0 < user_j && user_j <= user_n );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) <= i_var );
CPPAD_ASSERT_UNKNOWN( 0 < arg[0] );
--user_j;
// It might be faster if we add set union to var_sparsity
// where one of the sets is not in var_sparsity.
if( user_bool )
{ for(j = 0; j < user_q; j++)
if( bool_s[ user_j * user_q + j ] )
var_sparsity.add_element(arg[0], j);
}
else
{ set_itr = set_s[user_j].begin();
set_end = set_s[user_j].end();
while( set_itr != set_end )
var_sparsity.add_element(arg[0], *set_itr++);
}
if( user_j == 0 )
user_state = user_start;
break;
case UsrrpOp:
// parameter result in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_ret );
CPPAD_ASSERT_UNKNOWN( 0 < user_i && user_i <= user_m );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
--user_i;
if( user_i == 0 )
{ // call users function for this operation
user_atom->set_id(user_id);
if( user_bool)
CPPAD_ATOMIC_CALL(
user_q, bool_r, bool_s
);
else
CPPAD_ATOMIC_CALL(
user_q, set_r, set_s
);
user_state = user_arg;
}
break;
case UsrrvOp:
// variable result in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_ret );
CPPAD_ASSERT_UNKNOWN( 0 < user_i && user_i <= user_m );
--user_i;
var_sparsity.begin(i_var);
i = var_sparsity.next_element();
while( i < user_q )
{ if( user_bool )
bool_r[ user_i * user_q + i ] = true;
else
set_r[user_i].insert(i);
i = var_sparsity.next_element();
}
if( user_i == 0 )
{ // call users function for this operation
user_atom->set_id(user_id);
if( user_bool)
CPPAD_ATOMIC_CALL(
user_q, bool_r, bool_s
);
else
CPPAD_ATOMIC_CALL(
user_q, set_r, set_s
);
user_state = user_arg;
}
break;
// -------------------------------------------------
default:
CPPAD_ASSERT_UNKNOWN(0);
}
# if CPPAD_REV_JAC_SWEEP_TRACE
for(j = 0; j < limit; j++)
z_value[j] = false;
var_sparsity.begin(i_var);
j = var_sparsity.next_element();
while( j < limit )
{ z_value[j] = true;
j = var_sparsity.next_element();
}
printOp(
std::cout,
play,
i_op,
i_var,
op,
arg
);
if( NumRes(op) > 0 && op != BeginOp ) printOpResult(
std::cout,
0,
(CppAD::vectorBool *) CPPAD_NULL,
1,
&z_value
);
std::cout << std::endl;
}
std::cout << std::endl;
# else
}
void ReverseSweep(
size_t d,
size_t n,
size_t numvar,
player<Base>* play,
size_t J,
const Base* Taylor,
size_t K,
Base* Partial,
bool* cskip_op,
const pod_vector<addr_t>& var_by_load_op
)
{
OpCode op;
size_t i_op;
size_t i_var;
const addr_t* arg = CPPAD_NULL;
// check numvar argument
CPPAD_ASSERT_UNKNOWN( play->num_var_rec() == numvar );
CPPAD_ASSERT_UNKNOWN( numvar > 0 );
// 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();
// work space used by UserOp.
const size_t user_k = d; // highest order we are differentiating
const size_t user_k1 = d+1; // number of orders for this calculation
vector<size_t> user_ix; // variable indices for argument vector
vector<Base> user_tx; // argument vector Taylor coefficients
vector<Base> user_ty; // result vector Taylor coefficients
vector<Base> user_px; // partials w.r.t argument vector
vector<Base> user_py; // partials w.r.t. result vector
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_state = user_end;
// temporary indices
size_t j, ell;
// Initialize
play->reverse_start(op, arg, i_op, i_var);
CPPAD_ASSERT_UNKNOWN( op == EndOp );
# if CPPAD_REVERSE_SWEEP_TRACE
std::cout << std::endl;
# endif
bool more_operators = true;
while(more_operators)
{ // next op
play->reverse_next(op, arg, i_op, i_var);
CPPAD_ASSERT_UNKNOWN((i_op > n) | (op == InvOp) | (op == BeginOp));
CPPAD_ASSERT_UNKNOWN((i_op <= n) | (op != InvOp) | (op != BeginOp));
CPPAD_ASSERT_UNKNOWN( i_op < play->num_op_rec() );
// check if we are skipping this operation
while( cskip_op[i_op] )
{ if( op == CSumOp )
{ // CSumOp has a variable number of arguments
play->reverse_csum(op, arg, i_op, i_var);
}
CPPAD_ASSERT_UNKNOWN( op != CSkipOp );
// if( op == CSkipOp )
// { // CSkip has a variable number of arguments
// play->reverse_cskip(op, arg, i_op, i_var);
// }
CPPAD_ASSERT_UNKNOWN( i_op < play->num_op_rec() );
play->reverse_next(op, arg, i_op, i_var);
}
// rest of informaiton depends on the case
# if CPPAD_REVERSE_SWEEP_TRACE
if( op == CSumOp )
{ // CSumOp has a variable number of arguments
play->reverse_csum(op, arg, i_op, i_var);
}
if( op == CSkipOp )
{ // CSkip has a variable number of arguments
play->reverse_cskip(op, arg, i_op, i_var);
}
size_t i_tmp = i_var;
const Base* Z_tmp = Taylor + i_var * J;
const Base* pZ_tmp = Partial + i_var * K;
printOp(
std::cout,
play,
i_op,
i_tmp,
op,
arg
);
if( NumRes(op) > 0 && op != BeginOp ) printOpResult(
std::cout,
d + 1,
Z_tmp,
d + 1,
pZ_tmp
);
std::cout << std::endl;
# endif
switch( op )
{
case AbsOp:
reverse_abs_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case AcosOp:
// sqrt(1 - x * x), acos(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_acos_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case AddvvOp:
reverse_addvv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case AddpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
reverse_addpv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case AsinOp:
// sqrt(1 - x * x), asin(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_asin_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case AtanOp:
// 1 + x * x, atan(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_atan_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case BeginOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
more_operators = false;
break;
// --------------------------------------------------
case CSkipOp:
// CSkipOp has a variable number of arguments and
// forward_next thinks it one has one argument.
// we must inform reverse_next of this special case.
# if ! CPPAD_REVERSE_SWEEP_TRACE
play->reverse_cskip(op, arg, i_op, i_var);
# endif
break;
// -------------------------------------------------
case CSumOp:
// CSumOp has a variable number of arguments and
// reverse_next thinks it one has one argument.
// We must inform reverse_next of this special case.
# if ! CPPAD_REVERSE_SWEEP_TRACE
play->reverse_csum(op, arg, i_op, i_var);
# endif
reverse_csum_op(
d, i_var, arg, K, Partial
);
// end of a cummulative summation
break;
// -------------------------------------------------
case CExpOp:
reverse_cond_op(
d,
i_var,
arg,
num_par,
parameter,
J,
Taylor,
K,
Partial
);
break;
// --------------------------------------------------
case CosOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_cos_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case CoshOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_cosh_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case DisOp:
// Derivative of discrete operation is zero so no
// contribution passes through this operation.
break;
// --------------------------------------------------
case DivvvOp:
reverse_divvv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case DivpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
reverse_divpv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case DivvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
reverse_divvp_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
# if CPPAD_COMPILER_HAS_ERF
case ErfOp:
reverse_erf_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
# endif
// --------------------------------------------------
case ExpOp:
reverse_exp_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case InvOp:
break;
// --------------------------------------------------
case LdpOp:
reverse_load_op(
op, d, i_var, arg, J, Taylor, K, Partial, var_by_load_op.data()
);
break;
// -------------------------------------------------
case LdvOp:
reverse_load_op(
op, d, i_var, arg, J, Taylor, K, Partial, var_by_load_op.data()
);
break;
// --------------------------------------------------
case EqpvOp:
case EqvvOp:
case LtpvOp:
case LtvpOp:
case LtvvOp:
case LepvOp:
case LevpOp:
case LevvOp:
case NepvOp:
case NevvOp:
break;
// -------------------------------------------------
case LogOp:
reverse_log_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case MulvvOp:
reverse_mulvv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case MulpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
reverse_mulpv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case ParOp:
break;
// --------------------------------------------------
case PowvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
reverse_powvp_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case PowpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
reverse_powpv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case PowvvOp:
reverse_powvv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case PriOp:
// no result so nothing to do
break;
// --------------------------------------------------
case SignOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_sign_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case SinOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_sin_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case SinhOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_sinh_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case SqrtOp:
reverse_sqrt_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case StppOp:
break;
// --------------------------------------------------
case StpvOp:
break;
// -------------------------------------------------
case StvpOp:
break;
// -------------------------------------------------
case StvvOp:
break;
// --------------------------------------------------
case SubvvOp:
reverse_subvv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case SubpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
reverse_subpv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case SubvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
reverse_subvp_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case TanOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_tan_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case TanhOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_tanh_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
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_end )
{ 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_ix.size() != user_n)
user_ix.resize(user_n);
if(user_tx.size() != user_n * user_k1)
{ user_tx.resize(user_n * user_k1);
user_px.resize(user_n * user_k1);
}
if(user_ty.size() != user_m * user_k1)
{ user_ty.resize(user_m * user_k1);
user_py.resize(user_m * user_k1);
}
user_j = user_n;
user_i = user_m;
user_state = user_ret;
}
else
{ CPPAD_ASSERT_UNKNOWN( user_state == user_start );
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);
CPPAD_ATOMIC_CALL(
user_k, user_tx, user_ty, user_px, user_py
);
# ifndef NDEBUG
if( ! user_ok )
{ std::string msg =
atomic_base<Base>::class_name(user_index)
+ ": atomic_base.reverse: returned false";
CPPAD_ASSERT_KNOWN(false, msg.c_str() );
}
# endif
for(j = 0; j < user_n; j++) if( user_ix[j] > 0 )
{ for(ell = 0; ell < user_k1; ell++)
Partial[user_ix[j] * K + ell] +=
user_px[j * user_k1 + ell];
}
user_state = user_end;
}
break;
case UsrapOp:
// parameter argument in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_arg );
CPPAD_ASSERT_UNKNOWN( 0 < user_j && user_j <= user_n );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
--user_j;
user_ix[user_j] = 0;
user_tx[user_j * user_k1 + 0] = parameter[ arg[0]];
for(ell = 1; ell < user_k1; ell++)
user_tx[user_j * user_k1 + ell] = Base(0.);
if( user_j == 0 )
user_state = user_start;
break;
case UsravOp:
// variable argument in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_arg );
CPPAD_ASSERT_UNKNOWN( 0 < user_j && user_j <= user_n );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) <= i_var );
CPPAD_ASSERT_UNKNOWN( 0 < arg[0] );
--user_j;
user_ix[user_j] = arg[0];
for(ell = 0; ell < user_k1; ell++)
user_tx[user_j*user_k1 + ell] = Taylor[ arg[0] * J + ell];
if( user_j == 0 )
user_state = user_start;
break;
case UsrrpOp:
// parameter result in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_ret );
CPPAD_ASSERT_UNKNOWN( 0 < user_i && user_i <= user_m );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
--user_i;
for(ell = 0; ell < user_k1; ell++)
{ user_py[user_i * user_k1 + ell] = Base(0.);
user_ty[user_i * user_k1 + ell] = Base(0.);
}
user_ty[user_i * user_k1 + 0] = parameter[ arg[0] ];
if( user_i == 0 )
user_state = user_arg;
break;
case UsrrvOp:
// variable result in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_ret );
CPPAD_ASSERT_UNKNOWN( 0 < user_i && user_i <= user_m );
--user_i;
for(ell = 0; ell < user_k1; ell++)
{ user_py[user_i * user_k1 + ell] =
Partial[i_var * K + ell];
user_ty[user_i * user_k1 + ell] =
Taylor[i_var * J + ell];
}
if( user_i == 0 )
user_state = user_arg;
break;
// ------------------------------------------------------------
default:
CPPAD_ASSERT_UNKNOWN(false);
}
}
# if CPPAD_REVERSE_SWEEP_TRACE
std::cout << std::endl;
# endif
// values corresponding to BeginOp
CPPAD_ASSERT_UNKNOWN( i_op == 0 );
CPPAD_ASSERT_UNKNOWN( i_var == 0 );
}
void RevHesSweep(
size_t n,
size_t numvar,
local::player<Base>* play,
const Vector_set& for_jac_sparse,
bool* RevJac,
Vector_set& rev_hes_sparse
)
{
OpCode op;
size_t i_op;
size_t i_var;
const addr_t* arg = CPPAD_NULL;
// length of the parameter vector (used by CppAD assert macros)
const size_t num_par = play->num_par_rec();
size_t i, j, k;
// check numvar argument
CPPAD_ASSERT_UNKNOWN( play->num_var_rec() == numvar );
CPPAD_ASSERT_UNKNOWN( for_jac_sparse.n_set() == numvar );
CPPAD_ASSERT_UNKNOWN( rev_hes_sparse.n_set() == numvar );
CPPAD_ASSERT_UNKNOWN( numvar > 0 );
// upper limit exclusive for set elements
size_t limit = rev_hes_sparse.end();
CPPAD_ASSERT_UNKNOWN( for_jac_sparse.end() == limit );
// check number of sets match
CPPAD_ASSERT_UNKNOWN(
for_jac_sparse.n_set() == rev_hes_sparse.n_set()
);
// vecad_sparsity contains a sparsity pattern for each VecAD object.
// vecad_ind maps a VecAD index (beginning of the VecAD object)
// to the index for the corresponding set in vecad_sparsity.
size_t num_vecad_ind = play->num_vec_ind_rec();
size_t num_vecad_vec = play->num_vecad_vec_rec();
Vector_set vecad_sparse;
vecad_sparse.resize(num_vecad_vec, limit);
pod_vector<size_t> vecad_ind;
pod_vector<bool> vecad_jac;
if( num_vecad_vec > 0 )
{ size_t length;
vecad_ind.extend(num_vecad_ind);
vecad_jac.extend(num_vecad_vec);
j = 0;
for(i = 0; i < num_vecad_vec; i++)
{ // length of this VecAD
length = play->GetVecInd(j);
// set vecad_ind to proper index for this VecAD
vecad_ind[j] = i;
// make all other values for this vector invalid
for(k = 1; k <= length; k++)
vecad_ind[j+k] = num_vecad_vec;
// start of next VecAD
j += length + 1;
// initialize this vector's reverse jacobian value
vecad_jac[i] = false;
}
CPPAD_ASSERT_UNKNOWN( j == play->num_vec_ind_rec() );
}
// ----------------------------------------------------------------------
// user's atomic op calculator
atomic_base<Base>* user_atom = CPPAD_NULL; // user's atomic op calculator
//
// work space used by UserOp.
vector<Base> user_x; // parameters in x as integers
vector<size_t> user_ix; // variable indices for argument vector
vector<size_t> user_iy; // variable indices for result vector
//
// information set by forward_user (initialization to avoid warnings)
size_t user_old=0, user_m=0, user_n=0, user_i=0, user_j=0;
// information set by forward_user (necessary initialization)
enum_user_state user_state = end_user; // proper initialization
// ----------------------------------------------------------------------
//
// pointer to the beginning of the parameter vector
// (used by atomic functions
const Base* parameter = CPPAD_NULL;
if( num_par > 0 )
parameter = play->GetPar();
//
// Initialize
play->reverse_start(op, arg, i_op, i_var);
CPPAD_ASSERT_UNKNOWN( op == EndOp );
# if CPPAD_REV_HES_SWEEP_TRACE
std::cout << std::endl;
CppAD::vectorBool zf_value(limit);
CppAD::vectorBool zh_value(limit);
# endif
bool more_operators = true;
while(more_operators)
{ bool flag; // temporary for use in switch cases
//
// next op
play->reverse_next(op, arg, i_op, i_var);
# ifndef NDEBUG
if( i_op <= n )
{ CPPAD_ASSERT_UNKNOWN((op == InvOp) | (op == BeginOp));
}
else CPPAD_ASSERT_UNKNOWN((op != InvOp) & (op != BeginOp));
# endif
// rest of information depends on the case
switch( op )
{
case AbsOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case AddvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_addsub_op(
i_var, arg, RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case AddpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[1], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case AcosOp:
// sqrt(1 - x * x), acos(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case AcoshOp:
// sqrt(x * x - 1), acosh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
# endif
// -------------------------------------------------
case AsinOp:
// sqrt(1 - x * x), asin(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case AsinhOp:
// sqrt(1 + x * x), asinh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
# endif
// -------------------------------------------------
case AtanOp:
// 1 + x * x, atan(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case AtanhOp:
// 1 - x * x, atanh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
# endif
// -------------------------------------------------
case BeginOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
more_operators = false;
break;
// -------------------------------------------------
case CSkipOp:
// CSkipOp has a variable number of arguments and
// reverse_next thinks it one has one argument.
// We must inform reverse_next of this special case.
play->reverse_cskip(op, arg, i_op, i_var);
break;
// -------------------------------------------------
case CSumOp:
// CSumOp has a variable number of arguments and
// reverse_next thinks it one has one argument.
// We must inform reverse_next of this special case.
play->reverse_csum(op, arg, i_op, i_var);
reverse_sparse_hessian_csum_op(
i_var, arg, RevJac, rev_hes_sparse
);
break;
// -------------------------------------------------
case CExpOp:
reverse_sparse_hessian_cond_op(
i_var, arg, num_par, RevJac, rev_hes_sparse
);
break;
// ---------------------------------------------------
case CosOp:
// sin(x), cos(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// ---------------------------------------------------
case CoshOp:
// sinh(x), cosh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case DisOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
// derivativve is identically zero
break;
// -------------------------------------------------
case DivvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_div_op(
i_var, arg, RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case DivpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[1], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case DivvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case ErfOp:
// arg[1] is always the parameter 0
// arg[2] is always the parameter 2 / sqrt(pi)
CPPAD_ASSERT_NARG_NRES(op, 3, 5);
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case ExpOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case Expm1Op:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
# endif
// -------------------------------------------------
case InvOp:
CPPAD_ASSERT_NARG_NRES(op, 0, 1)
// Z is already defined
break;
// -------------------------------------------------
case LdpOp:
reverse_sparse_hessian_load_op(
op,
i_var,
arg,
num_vecad_ind,
vecad_ind.data(),
rev_hes_sparse,
vecad_sparse,
RevJac,
vecad_jac.data()
);
break;
// -------------------------------------------------
case LdvOp:
reverse_sparse_hessian_load_op(
op,
i_var,
arg,
num_vecad_ind,
vecad_ind.data(),
rev_hes_sparse,
vecad_sparse,
RevJac,
vecad_jac.data()
);
break;
// -------------------------------------------------
case EqpvOp:
case EqvvOp:
case LtpvOp:
case LtvpOp:
case LtvvOp:
case LepvOp:
case LevpOp:
case LevvOp:
case NepvOp:
case NevvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 0);
break;
// -------------------------------------------------
case LogOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case Log1pOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
# endif
// -------------------------------------------------
case MulpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[1], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case MulvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_mul_op(
i_var, arg, RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case ParOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
break;
// -------------------------------------------------
case PowpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[1], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case PowvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case PowvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3)
reverse_sparse_hessian_pow_op(
i_var, arg, RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case PriOp:
CPPAD_ASSERT_NARG_NRES(op, 5, 0);
break;
// -------------------------------------------------
case SignOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
// Derivative is identiaclly zero
break;
// -------------------------------------------------
case SinOp:
// cos(x), sin(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case SinhOp:
// cosh(x), sinh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case SqrtOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case StppOp:
// sparsity cannot propagate through a parameter
CPPAD_ASSERT_NARG_NRES(op, 3, 0)
break;
// -------------------------------------------------
case StpvOp:
reverse_sparse_hessian_store_op(
op,
arg,
num_vecad_ind,
vecad_ind.data(),
rev_hes_sparse,
vecad_sparse,
RevJac,
vecad_jac.data()
);
break;
// -------------------------------------------------
case StvpOp:
// sparsity cannot propagate through a parameter
CPPAD_ASSERT_NARG_NRES(op, 3, 0)
break;
// -------------------------------------------------
case StvvOp:
reverse_sparse_hessian_store_op(
op,
arg,
num_vecad_ind,
vecad_ind.data(),
rev_hes_sparse,
vecad_sparse,
RevJac,
vecad_jac.data()
);
break;
// -------------------------------------------------
case SubvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_addsub_op(
i_var, arg, RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case SubpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[1], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case SubvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case TanOp:
// tan(x)^2, tan(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case TanhOp:
// tanh(x)^2, tanh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2)
reverse_sparse_hessian_nonlinear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case UserOp:
CPPAD_ASSERT_UNKNOWN(
user_state == start_user || user_state == end_user
);
flag = user_state == end_user;
user_atom = play->reverse_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
if( flag )
{ user_x.resize(user_n);
user_ix.resize(user_n);
user_iy.resize(user_m);
}
else
{ // call users function for this operation
user_atom->set_old(user_old);
user_atom->rev_sparse_hes(
user_x, user_ix, user_iy,
for_jac_sparse, RevJac, rev_hes_sparse
);
}
break;
case UsrapOp:
// parameter argument in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
play->reverse_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
// argument parameter value
user_x[user_j] = parameter[arg[0]];
// special variable index used for parameters
user_ix[user_j] = 0;
break;
case UsravOp:
// variable argument in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) <= i_var );
CPPAD_ASSERT_UNKNOWN( 0 < arg[0] );
play->reverse_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
// argument variables not available during sparsity calculations
user_x[user_j] = CppAD::numeric_limits<Base>::quiet_NaN();
// variable index for this argument
user_ix[user_j] = arg[0];
break;
case UsrrpOp:
// parameter result in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
play->reverse_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
// special variable index used for parameters
user_iy[user_i] = 0;
break;
case UsrrvOp:
// variable result in an atomic operation sequence
play->reverse_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
// variable index for this result
user_iy[user_i] = i_var;
break;
// -------------------------------------------------
case ZmulpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[1], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case ZmulvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_linear_unary_op(
i_var, arg[0], RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
case ZmulvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1)
reverse_sparse_hessian_mul_op(
i_var, arg, RevJac, for_jac_sparse, rev_hes_sparse
);
break;
// -------------------------------------------------
default:
CPPAD_ASSERT_UNKNOWN(0);
}
# if CPPAD_REV_HES_SWEEP_TRACE
for(j = 0; j < limit; j++)
{ zf_value[j] = false;
zh_value[j] = false;
}
typename Vector_set::const_iterator itr_jac(for_jac_sparse, i_var);
j = *itr_jac;
while( j < limit )
{ zf_value[j] = true;
j = *(++itr_jac);
}
typename Vector_set::const_iterator itr_hes(rev_hes_sparse, i_var);
j = *itr_hes;
while( j < limit )
{ zh_value[j] = true;
j = *(++itr_hes);
}
printOp(
std::cout,
play,
i_op,
i_var,
op,
arg
);
// should also print RevJac[i_var], but printOpResult does not
// yet allow for this
if( NumRes(op) > 0 && op != BeginOp ) printOpResult(
std::cout,
1,
&zf_value,
1,
&zh_value
);
std::cout << std::endl;
}
std::cout << std::endl;
# else
}
void RevJacSweep(
bool dependency,
size_t n,
size_t numvar,
local::player<Base>* play,
Vector_set& var_sparsity
)
{
OpCode op;
size_t i_op;
size_t i_var;
const addr_t* arg = CPPAD_NULL;
size_t i, j, k;
// length of the parameter vector (used by CppAD assert macros)
const size_t num_par = play->num_par_rec();
// check numvar argument
CPPAD_ASSERT_UNKNOWN( numvar > 0 );
CPPAD_ASSERT_UNKNOWN( play->num_var_rec() == numvar );
CPPAD_ASSERT_UNKNOWN( var_sparsity.n_set() == numvar );
// upper limit (exclusive) for elements in the set
size_t limit = var_sparsity.end();
// vecad_sparsity contains a sparsity pattern for each VecAD object.
// vecad_ind maps a VecAD index (beginning of the VecAD object)
// to the index of the corresponding set in vecad_sparsity.
size_t num_vecad_ind = play->num_vec_ind_rec();
size_t num_vecad_vec = play->num_vecad_vec_rec();
Vector_set vecad_sparsity;
vecad_sparsity.resize(num_vecad_vec, limit);
pod_vector<size_t> vecad_ind;
if( num_vecad_vec > 0 )
{ size_t length;
vecad_ind.extend(num_vecad_ind);
j = 0;
for(i = 0; i < num_vecad_vec; i++)
{ // length of this VecAD
length = play->GetVecInd(j);
// set to proper index for this VecAD
vecad_ind[j] = i;
for(k = 1; k <= length; k++)
vecad_ind[j+k] = num_vecad_vec; // invalid index
// start of next VecAD
j += length + 1;
}
CPPAD_ASSERT_UNKNOWN( j == play->num_vec_ind_rec() );
}
// ----------------------------------------------------------------------
// user's atomic op calculator
atomic_base<Base>* user_atom = CPPAD_NULL; // user's atomic op calculator
//
// work space used by UserOp.
vector<Base> user_x; // parameters in x as integers
vector<size_t> user_ix; // variable indices for argument vector
vector<size_t> user_iy; // variable indices for result vector
//
// information set by forward_user (initialization to avoid warnings)
size_t user_old=0, user_m=0, user_n=0, user_i=0, user_j=0;
// information set by forward_user (necessary initialization)
enum_user_state user_state = end_user; // proper initialization
// ----------------------------------------------------------------------
//
// pointer to the beginning of the parameter vector
// (used by atomic functions
const Base* parameter = CPPAD_NULL;
if( num_par > 0 )
parameter = play->GetPar();
//
// Initialize
play->reverse_start(op, arg, i_op, i_var);
CPPAD_ASSERT_UNKNOWN( op == EndOp );
# if CPPAD_REV_JAC_SWEEP_TRACE
std::cout << std::endl;
CppAD::vectorBool z_value(limit);
# endif
bool more_operators = true;
while(more_operators)
{ bool flag; // temporary for use in switch cases
//
// next op
play->reverse_next(op, arg, i_op, i_var);
# ifndef NDEBUG
if( i_op <= n )
{ CPPAD_ASSERT_UNKNOWN((op == InvOp) | (op == BeginOp));
}
else CPPAD_ASSERT_UNKNOWN((op != InvOp) & (op != BeginOp));
# endif
// rest of information depends on the case
switch( op )
{
case AbsOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case AddvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_binary_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case AddpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case AcosOp:
// sqrt(1 - x * x), acos(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case AcoshOp:
// sqrt(x * x - 1), acosh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
# endif
// -------------------------------------------------
case AsinOp:
// sqrt(1 - x * x), asin(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case AsinhOp:
// sqrt(1 + x * x), asinh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
# endif
// -------------------------------------------------
case AtanOp:
// 1 + x * x, atan(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case AtanhOp:
// 1 - x * x, atanh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
# endif
// -------------------------------------------------
case BeginOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
more_operators = false;
break;
// -------------------------------------------------
case CSkipOp:
// CSkipOp has a variable number of arguments and
// reverse_next thinks it one has one argument.
// We must inform reverse_next of this special case.
play->reverse_cskip(op, arg, i_op, i_var);
break;
// -------------------------------------------------
case CSumOp:
// CSumOp has a variable number of arguments and
// reverse_next thinks it one has one argument.
// We must inform reverse_next of this special case.
play->reverse_csum(op, arg, i_op, i_var);
reverse_sparse_jacobian_csum_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case CExpOp:
reverse_sparse_jacobian_cond_op(
dependency, i_var, arg, num_par, var_sparsity
);
break;
// ---------------------------------------------------
case CosOp:
// sin(x), cos(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// ---------------------------------------------------
case CoshOp:
// sinh(x), cosh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case DisOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
// derivative is identically zero but dependency is not
if( dependency ) reverse_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case DivvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_binary_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case DivpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case DivvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case ErfOp:
// arg[1] is always the parameter 0
// arg[0] is always the parameter 2 / sqrt(pi)
CPPAD_ASSERT_NARG_NRES(op, 3, 5);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case ExpOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case Expm1Op:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
# endif
// -------------------------------------------------
case InvOp:
CPPAD_ASSERT_NARG_NRES(op, 0, 1);
break;
// -------------------------------------------------
case LdpOp:
reverse_sparse_jacobian_load_op(
dependency,
op,
i_var,
arg,
num_vecad_ind,
vecad_ind.data(),
var_sparsity,
vecad_sparsity
);
break;
// -------------------------------------------------
case LdvOp:
reverse_sparse_jacobian_load_op(
dependency,
op,
i_var,
arg,
num_vecad_ind,
vecad_ind.data(),
var_sparsity,
vecad_sparsity
);
break;
// -------------------------------------------------
case EqpvOp:
case EqvvOp:
case LtpvOp:
case LtvpOp:
case LtvvOp:
case LepvOp:
case LevpOp:
case LevvOp:
case NepvOp:
case NevvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 0);
break;
// -------------------------------------------------
case LogOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
# if CPPAD_USE_CPLUSPLUS_2011
case Log1pOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
# endif
// -------------------------------------------------
case MulpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case MulvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_binary_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case ParOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
break;
// -------------------------------------------------
case PowvpOp:
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case PowpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3);
reverse_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case PowvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3);
reverse_sparse_jacobian_binary_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case PriOp:
CPPAD_ASSERT_NARG_NRES(op, 5, 0);
break;
// -------------------------------------------------
case SignOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
// derivative is identically zero but dependency is not
if( dependency ) reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case SinOp:
// cos(x), sin(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case SinhOp:
// cosh(x), sinh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case SqrtOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case StppOp:
// does not affect sparsity or dependency when both are parameters
CPPAD_ASSERT_NARG_NRES(op, 3, 0);
break;
// -------------------------------------------------
case StpvOp:
reverse_sparse_jacobian_store_op(
dependency,
op,
arg,
num_vecad_ind,
vecad_ind.data(),
var_sparsity,
vecad_sparsity
);
break;
// -------------------------------------------------
case StvpOp:
CPPAD_ASSERT_NARG_NRES(op, 3, 0);
// storing a parameter only affects dependency
reverse_sparse_jacobian_store_op(
dependency,
op,
arg,
num_vecad_ind,
vecad_ind.data(),
var_sparsity,
vecad_sparsity
);
break;
// -------------------------------------------------
case StvvOp:
reverse_sparse_jacobian_store_op(
dependency,
op,
arg,
num_vecad_ind,
vecad_ind.data(),
var_sparsity,
vecad_sparsity
);
break;
// -------------------------------------------------
case SubvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_binary_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case SubpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case SubvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case TanOp:
// tan(x)^2, tan(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case TanhOp:
// tanh(x)^2, tanh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case UserOp:
CPPAD_ASSERT_UNKNOWN(
user_state == start_user || user_state == end_user
);
flag = user_state == end_user;
user_atom = play->reverse_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
if( flag )
{ // start of user atomic operation sequence
user_x.resize( user_n );
user_ix.resize( user_n );
user_iy.resize( user_m );
}
else
{ // end of users atomic operation sequence
user_atom->set_old(user_old);
user_atom->rev_sparse_jac(
user_x, user_ix, user_iy, var_sparsity
);
}
break;
case UsrapOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
play->reverse_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
// argument parameter value
user_x[user_j] = parameter[arg[0]];
// special variable index used for parameters
user_ix[user_j] = 0;
//
break;
case UsravOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) <= i_var );
CPPAD_ASSERT_UNKNOWN( 0 < arg[0] );
play->reverse_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
// argument variables not available during sparsity calculations
user_x[user_j] = CppAD::numeric_limits<Base>::quiet_NaN();
// variable index for this argument
user_ix[user_j] = arg[0];
break;
case UsrrpOp:
// parameter result in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
play->reverse_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
// special variable index used for parameters
user_iy[user_i] = 0;
break;
case UsrrvOp:
play->reverse_user(op, user_state,
user_old, user_m, user_n, user_i, user_j
);
// variable index for this result
user_iy[user_i] = i_var;
break;
// -------------------------------------------------
case ZmulpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case ZmulvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case ZmulvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
reverse_sparse_jacobian_binary_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
default:
CPPAD_ASSERT_UNKNOWN(0);
}
# if CPPAD_REV_JAC_SWEEP_TRACE
for(j = 0; j < limit; j++)
z_value[j] = false;
typename Vector_set::const_iterator itr(var_sparsity, i_var);
j = *itr;
while( j < limit )
{ z_value[j] = true;
j = *(++itr);
}
printOp(
std::cout,
play,
i_op,
i_var,
op,
arg
);
// Note that sparsity for UsrrvOp are computed before call to
// atomic function so no need to delay printing (as in forward mode)
if( NumRes(op) > 0 && op != BeginOp ) printOpResult(
std::cout,
0,
(CppAD::vectorBool *) CPPAD_NULL,
1,
&z_value
);
std::cout << std::endl;
}
std::cout << std::endl;
# else
}