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 }