inline void reverse_powvp_op( size_t d , size_t i_z , const addr_t* arg , const Base* parameter , size_t cap_order , const Base* taylor , size_t nc_partial , Base* partial ) { // convert from final result to first result i_z -= 2; // NumRes(PowvpOp) - 1; // check assumptions CPPAD_ASSERT_UNKNOWN( NumArg(PowvpOp) == 2 ); CPPAD_ASSERT_UNKNOWN( NumRes(PowvpOp) == 3 ); CPPAD_ASSERT_UNKNOWN( d < cap_order ); CPPAD_ASSERT_UNKNOWN( d < nc_partial ); CPPAD_ASSERT_UNKNOWN( std::numeric_limits<addr_t>::max() >= i_z ); // z_2 = exp(z_1) reverse_exp_op( d, i_z+2, i_z+1, cap_order, taylor, nc_partial, partial ); // z_1 = y * z_0 addr_t adr[2]; adr[0] = arg[1]; adr[1] = addr_t( i_z ); reverse_mulpv_op( d, i_z+1, adr, parameter, cap_order, taylor, nc_partial, partial ); // z_0 = log(x) reverse_log_op( d, i_z, arg[0], cap_order, taylor, nc_partial, partial ); }
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 ); }