inline void forward_sparse_hessian_pow_op(
const addr_t* arg ,
Vector_set& for_jac_sparsity ,
Vector_set& for_hes_sparsity )
{ // --------------------------------------------------
// set of independent variables that v0 depends on
for_jac_sparsity.begin(arg[0]);
// loop over dependent variables with non-zero partial
size_t i_x = for_jac_sparsity.next_element();
while( i_x < for_jac_sparsity.end() )
{ // N(i_x) = N(i_x) union L(v0)
for_hes_sparsity.binary_union(i_x, i_x, arg[0], for_jac_sparsity);
// N(i_x) = N(i_x) union L(v1)
for_hes_sparsity.binary_union(i_x, i_x, arg[1], for_jac_sparsity);
i_x = for_jac_sparsity.next_element();
}
// --------------------------------------------------
// set of independent variables that v1 depends on
for_jac_sparsity.begin(arg[1]);
// loop over dependent variables with non-zero partial
i_x = for_jac_sparsity.next_element();
while( i_x < for_jac_sparsity.end() )
{ // N(i_x) = N(i_x) union L(v0)
for_hes_sparsity.binary_union(i_x, i_x, arg[0], for_jac_sparsity);
// N(i_x) = N(i_x) union L(v1)
for_hes_sparsity.binary_union(i_x, i_x, arg[1], for_jac_sparsity);
i_x = for_jac_sparsity.next_element();
}
return;
}
void ForJacSweep(
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 = 0;
size_t i, j, k;
// check numvar argument
CPPAD_ASSERT_UNKNOWN( play->num_rec_var() == numvar );
CPPAD_ASSERT_UNKNOWN( var_sparsity.n_set() == numvar );
// length of the parameter vector (used by CppAD assert macros)
const size_t num_par = play->num_rec_par();
// cum_sparsity accumulates sparsity pattern a cummulative sum
size_t limit = var_sparsity.end();
// vecad_sparsity contains a sparsity pattern from each VecAD object
// to all the other variables.
// vecad_ind maps a VecAD index (the beginning of the
// VecAD object) to its from index in vecad_sparsity
size_t num_vecad_ind = play->num_rec_vecad_ind();
size_t num_vecad_vec = play->num_rec_vecad_vec();
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_rec_vecad_ind() );
}
// work space used by UserOp.
typedef std::set<size_t> size_set;
const size_t user_q = limit; // maximum element plus one
size_set::iterator set_itr; // iterator for a standard set
size_set::iterator set_end; // end of iterator sequence
vector< size_set > user_r; // sparsity pattern for the argument x
vector< size_set > user_s; // sparisty pattern for the result y
size_t user_index = 0; // indentifier for this user_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
// next expected operator in a UserOp sequence
enum { user_start, user_arg, user_ret, user_end } user_state = user_start;
# if CPPAD_FOR_JAC_SWEEP_TRACE
std::cout << std::endl;
CppAD::vector<bool> z_value(limit);
# endif
// skip the BeginOp at the beginning of the recording
play->start_forward(op, arg, i_op, i_var);
CPPAD_ASSERT_UNKNOWN( op == BeginOp );
while(op != EndOp)
{
// this op
play->next_forward(op, arg, i_op, i_var);
CPPAD_ASSERT_UNKNOWN( (i_op > n) | (op == InvOp) );
CPPAD_ASSERT_UNKNOWN( (i_op <= n) | (op != InvOp) );
// rest of information depends on the case
switch( op )
{
case AbsOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
forward_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case AddvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
forward_sparse_jacobian_binary_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case AddpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
forward_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);
forward_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);
forward_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);
forward_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case CSumOp:
// CSumOp has a variable number of arguments and
// next_forward thinks it one has one argument.
// we must inform next_forward of this special case.
play->forward_csum(op, arg, i_op, i_var);
forward_sparse_jacobian_csum_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case CExpOp:
forward_sparse_jacobian_cond_op(
i_var, arg, num_par, var_sparsity
);
break;
// ---------------------------------------------------
case ComOp:
CPPAD_ASSERT_NARG_NRES(op, 4, 0);
CPPAD_ASSERT_UNKNOWN( arg[1] > 1 );
break;
// --------------------------------------------------
case CosOp:
// sin(x), cos(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
forward_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// ---------------------------------------------------
case CoshOp:
// sinh(x), cosh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
forward_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case DisOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
var_sparsity.clear(i_var);
break;
// -------------------------------------------------
case DivvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
forward_sparse_jacobian_binary_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case DivpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
forward_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case DivvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
forward_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case EndOp:
CPPAD_ASSERT_NARG_NRES(op, 0, 0);
break;
// -------------------------------------------------
case ExpOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
forward_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case InvOp:
CPPAD_ASSERT_NARG_NRES(op, 0, 1);
// sparsity pattern is already defined
break;
// -------------------------------------------------
case LdpOp:
forward_sparse_load_op(
op,
i_var,
arg,
num_vecad_ind,
vecad_ind.data(),
var_sparsity,
vecad_sparsity
);
break;
// -------------------------------------------------
case LdvOp:
forward_sparse_load_op(
op,
i_var,
arg,
num_vecad_ind,
vecad_ind.data(),
var_sparsity,
vecad_sparsity
);
break;
// -------------------------------------------------
case LogOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
forward_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case MulvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
forward_sparse_jacobian_binary_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case MulpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
forward_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case ParOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
var_sparsity.clear(i_var);
break;
// -------------------------------------------------
case PowvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3);
forward_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case PowpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3);
forward_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case PowvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 3);
forward_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);
forward_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case SinOp:
// cos(x), sin(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
forward_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case SinhOp:
// cosh(x), sinh(x)
CPPAD_ASSERT_NARG_NRES(op, 1, 2);
forward_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case SqrtOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
forward_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
break;
// -------------------------------------------------
case StppOp:
CPPAD_ASSERT_NARG_NRES(op, 3, 0);
// storing a parameter does not affect vector sparsity
break;
// -------------------------------------------------
case StpvOp:
forward_sparse_store_op(
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 does not affect vector sparsity
break;
// -------------------------------------------------
case StvvOp:
forward_sparse_store_op(
op,
arg,
num_vecad_ind,
vecad_ind.data(),
var_sparsity,
vecad_sparsity
);
break;
// -------------------------------------------------
case SubvvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
forward_sparse_jacobian_binary_op(
i_var, arg, var_sparsity
);
break;
// -------------------------------------------------
case SubpvOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
forward_sparse_jacobian_unary_op(
i_var, arg[1], var_sparsity
);
break;
// -------------------------------------------------
case SubvpOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 1);
forward_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);
forward_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);
forward_sparse_jacobian_unary_op(
i_var, arg[0], var_sparsity
);
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];
if(user_r.size() < user_n )
user_r.resize(user_n);
if(user_s.size() < user_m )
user_s.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]) );
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( size_t(arg[0]) < num_par );
// parameters have an empty sparsity pattern
user_r[user_j].clear();
++user_j;
if( user_j == user_n )
{ // call users function for this operation
user_atomic<Base>::for_jac_sparse(user_index, user_id,
user_n, user_m, user_q, user_r, user_s
);
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 );
// set user_r[user_j] to sparsity pattern for variable arg[0]
user_r[user_j].clear();
var_sparsity.begin(arg[0]);
i = var_sparsity.next_element();
while( i < user_q )
{ user_r[user_j].insert(i);
i = var_sparsity.next_element();
}
++user_j;
if( user_j == user_n )
{ // call users function for this operation
user_atomic<Base>::for_jac_sparse(user_index, user_id,
user_n, user_m, user_q, user_r, user_s
);
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_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 );
// It might be faster if we add set union to var_sparsity
// where one of the sets is not in var_sparsity
set_itr = user_s[user_i].begin();
set_end = user_s[user_i].end();
while( set_itr != set_end )
var_sparsity.add_element(i_var, *set_itr++);
user_i++;
if( user_i == user_m )
user_state = user_end;
break;
// -------------------------------------------------
default:
CPPAD_ASSERT_UNKNOWN(0);
}
# if CPPAD_FOR_JAC_SWEEP_TRACE
// value for this variable
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_var,
op,
arg,
1,
&z_value,
0,
(CppAD::vector<bool> *) CPPAD_NULL
);
}
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 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 size_t *arg = 0;
// length of the parameter vector (used by CppAD assert macros)
const size_t num_par = play->num_rec_par();
size_t i, j, k;
// check numvar argument
CPPAD_ASSERT_UNKNOWN( play->num_rec_var() == 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( rev_hes_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_rec_vecad_ind();
size_t num_vecad_vec = play->num_rec_vecad_vec();
Vector_set vecad_sparse;
vecad_sparse.resize(num_vecad_vec, limit);
size_t* vecad_ind = CPPAD_NULL;
bool* vecad_jac = CPPAD_NULL;
if( num_vecad_vec > 0 )
{ size_t length;
vecad_ind = CPPAD_TRACK_NEW_VEC(num_vecad_ind, vecad_ind);
vecad_jac = CPPAD_TRACK_NEW_VEC(num_vecad_vec, vecad_jac);
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_rec_vecad_ind() );
}
// Initialize
play->start_reverse(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
while(op != BeginOp)
{
// next op
play->next_reverse(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:
// acos(x) and sqrt(1 - x * x) are computed in pairs
// but i_var + 1 should only be used here
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 AsinOp:
// asin(x) and sqrt(1 - x * x) are computed in pairs
// but i_var + 1 should only be used here
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 AtanOp:
// atan(x) and 1 + x * x must be computed in pairs
// but i_var + 1 should only be used here
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 BeginOp:
CPPAD_ASSERT_NARG_NRES(op, 0, 1)
break;
// -------------------------------------------------
case CSumOp:
// CSumOp has a variable number of arguments and
// next_reverse thinks it one has one argument.
// We must inform next_reverse 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 ComOp:
CPPAD_ASSERT_NARG_NRES(op, 4, 0)
CPPAD_ASSERT_UNKNOWN( arg[1] > 1 );
break;
// --------------------------------------------------
case CosOp:
// cosine and sine must come in pairs
// but i_var should only be used here
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:
// hyperbolic cosine and sine must come in pairs
// but i_var should only be used here
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)
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 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;
// -------------------------------------------------
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,
rev_hes_sparse,
vecad_sparse,
RevJac,
vecad_jac
);
break;
// -------------------------------------------------
case LdvOp:
reverse_sparse_hessian_load_op(
op,
i_var,
arg,
num_vecad_ind,
vecad_ind,
rev_hes_sparse,
vecad_sparse,
RevJac,
vecad_jac
);
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;
// -------------------------------------------------
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 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 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 PripOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 0);
break;
// -------------------------------------------------
case PrivOp:
CPPAD_ASSERT_NARG_NRES(op, 2, 0);
break;
// -------------------------------------------------
case SinOp:
// sine and cosine must come in pairs
// but i_var should only be used here
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:
// sine and cosine must come in pairs
// but i_var should only be used here
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,
rev_hes_sparse,
vecad_sparse,
RevJac,
vecad_jac
);
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,
rev_hes_sparse,
vecad_sparse,
RevJac,
vecad_jac
);
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;
// -------------------------------------------------
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();
}
// should also print RevJac[i_var], but printOp does not
// yet allow for this.
printOp(
std::cout,
play,
i_var,
op,
arg,
1,
&zf_value,
1,
&zh_value
);
# endif
}
// values corresponding to BeginOp
CPPAD_ASSERT_UNKNOWN( i_op == 0 );
CPPAD_ASSERT_UNKNOWN( i_var == 0 );
if( vecad_jac != CPPAD_NULL )
CPPAD_TRACK_DEL_VEC(vecad_jac);
if( vecad_ind != CPPAD_NULL )
CPPAD_TRACK_DEL_VEC(vecad_ind);
return;
}
