int main(int argc, char ** argv){
int option = -1;
if( argc <= 1 || ( (option = atoi(argv[1])) < 0 ) ){
print_usage();
}
int count = 0;
if(argc >= 3)
count = atoi(argv[2]);
printf("Welcome to effectTest, option %d, count %d\n", option, count);
switch(option){
case 0:
functional(count);
break;
case 1:
left();
break;
case 2:
right();
break;
case 3:
duplicate();
break;
case 4:
invalid();
break;
case 5:
special();
break;
case 9:
other();
break;
}
return 0;
}
typename std::enable_if<is_var<typename F::var_type>::value && F::var_type::order() >= 1, void >::type
trace_matrix_times_hessian(const F& functional,
const Eigen::VectorXd& x,
const Eigen::MatrixXd& M,
double& f,
Eigen::VectorXd& g,
double& trace_m_times_h) {
reset();
eigen_idx_t d = x.size();
try {
auto f_var = functional(x);
f = f_var.first_val();
// First-order
first_order_reverse_adj(f_var);
for (eigen_idx_t i = 0; i < d; ++i)
g(i) = var_nodes_[i + 1].first_grad();
// Second-order
trace_m_times_h = 0;
for (eigen_idx_t i = 0; i < d; ++i) {
for (eigen_idx_t j = 0; j < d; ++j)
var_nodes_[j + 1].second_val() = M(j, i);
second_order_forward_val(f_var);
second_order_reverse_adj(f_var);
trace_m_times_h += var_nodes_[i + 1].second_grad();
}
reset();
} catch (nomad_error& e) {
reset();
throw e;
}
}
typename std::enable_if<is_var<typename F::var_type>::value && F::var_type::order() >= 2, void >::type
hessian(const F& functional,
const Eigen::VectorXd& x,
double& f,
Eigen::VectorXd& g,
Eigen::MatrixXd& H) {
reset();
eigen_idx_t d = x.size();
try {
auto f_var = functional(x);
f = f_var.first_val();
// First-order
first_order_reverse_adj(f_var);
for (eigen_idx_t i = 0; i < d; ++i)
g(i) = var_nodes_[i + 1].first_grad();
// Second-order
for (eigen_idx_t i = 0; i < d; ++i) {
for (eigen_idx_t j = 0; j < d; ++j)
var_nodes_[j + 1].second_val() = static_cast<double>(i == j);
second_order_forward_val(f_var);
second_order_reverse_adj(f_var);
for (eigen_idx_t j = 0; j < d; ++j)
H(i, j) = var_nodes_[j + 1].second_grad();
}
reset();
} catch (nomad_error& e) {
reset();
throw e;
}
}
typename std::enable_if<is_var<typename F::var_type>::value && F::var_type::order() >= 2, void >::type
hessian_dot_vector(const F& functional,
const Eigen::VectorXd& x,
const Eigen::VectorXd& v,
double& f,
Eigen::VectorXd& g,
Eigen::VectorXd& hessian_dot_v) {
reset();
eigen_idx_t d = x.size();
try {
auto f_var = functional(x);
f = f_var.first_val();
// First-order
first_order_reverse_adj(f_var);
for (eigen_idx_t i = 0; i < d; ++i)
g(i) = var_nodes_[i + 1].first_grad();
// Second-order
for (eigen_idx_t i = 0; i < d; ++i)
var_nodes_[i + 1].second_val() = v(i);
second_order_forward_val(f_var);
second_order_reverse_adj(f_var);
for (eigen_idx_t i = 0; i < d; ++i)
hessian_dot_v(i) = var_nodes_[i + 1].second_grad();
reset();
} catch (nomad_error& e) {
reset();
throw e;
}
}
