<?xml version='1.0'?>
<html xmlns='http://www.w3.org/1999/xhtml'
xmlns:math='http://www.w3.org/1998/Math/MathML'
>
<head>
<title>adolc Speed: Sparse Jacobian</title>
<meta http-equiv='Content-Type' content='text/html' charset='utf-8'/>
<meta name="description" id="description" content="adolc Speed: Sparse Jacobian"/>
<meta name="keywords" id="keywords" content=" adolc speed: sparse jacobian link_sparse_jacobian speed specifications implementation "/>
<style type='text/css'>
body { color : black }
body { background-color : white }
A:link { color : blue }
A:visited { color : purple }
A:active { color : purple }
</style>
<script type='text/javascript' language='JavaScript' src='_adolc_sparse_jacobian.cpp_xml.js'>
</script>
</head>
<body>
<table><tr>
<td>
<a href="http://www.coin-or.org/CppAD/" target="_top"><img border="0" src="_image.gif"/></a>
</td>
<td><a href="adolc_sparse_hessian.cpp.xml" target="_top">Prev</a>
</td><td><a href="adolc_alloc_mat.xml" target="_top">Next</a>
</td><td>
<select onchange='choose_across0(this)'>
<option>Index-></option>
<option>contents</option>
<option>reference</option>
<option>index</option>
<option>search</option>
<option>external</option>
</select>
</td>
<td>
<select onchange='choose_up0(this)'>
<option>Up-></option>
<option>CppAD</option>
<option>speed</option>
<option>speed_adolc</option>
<option>adolc_sparse_jacobian.cpp</option>
</select>
</td>
<td>
<select onchange='choose_down3(this)'>
<option>CppAD-></option>
<option>Install</option>
<option>Introduction</option>
<option>AD</option>
<option>ADFun</option>
<option>preprocessor</option>
<option>multi_thread</option>
<option>utility</option>
<option>ipopt_solve</option>
<option>Example</option>
<option>speed</option>
<option>Appendix</option>
</select>
</td>
<td>
<select onchange='choose_down2(this)'>
<option>speed-></option>
<option>speed_main</option>
<option>speed_utility</option>
<option>speed_double</option>
<option>speed_adolc</option>
<option>speed_cppad</option>
<option>speed_fadbad</option>
<option>speed_sacado</option>
</select>
</td>
<td>
<select onchange='choose_down1(this)'>
<option>speed_adolc-></option>
<option>adolc_det_minor.cpp</option>
<option>adolc_det_lu.cpp</option>
<option>adolc_mat_mul.cpp</option>
<option>adolc_ode.cpp</option>
<option>adolc_poly.cpp</option>
<option>adolc_sparse_hessian.cpp</option>
<option>adolc_sparse_jacobian.cpp</option>
<option>adolc_alloc_mat</option>
</select>
</td>
<td>adolc_sparse_jacobian.cpp</td>
<td>
<select onchange='choose_current0(this)'>
<option>Headings-></option>
<option>Specifications</option>
<option>Implementation</option>
</select>
</td>
</tr></table><br/>
<center><b><big><big>adolc Speed: Sparse Jacobian</big></big></b></center>
<br/>
<b><big><a name="Specifications" id="Specifications">Specifications</a></big></b>
<br/>
See <a href="link_sparse_jacobian.xml" target="_top"><span style='white-space: nowrap'>link_sparse_jacobian</span></a>
.
<br/>
<br/>
<b><big><a name="Implementation" id="Implementation">Implementation</a></big></b>
<pre><tt><span style="font-weight: bold"><span style="color: #000080"># include</span></span> <span style="color: #FF0000"><adolc/adolc.h></span>
<span style="font-weight: bold"><span style="color: #000080"># include</span></span> <span style="color: #FF0000"><adolc/adolc_sparse.h></span>
<span style="font-weight: bold"><span style="color: #000080"># include</span></span> <span style="color: #FF0000"><cppad/utility/vector.hpp></span>
<span style="font-weight: bold"><span style="color: #000080"># include</span></span> <span style="color: #FF0000"><cppad/speed/uniform_01.hpp></span>
<span style="font-weight: bold"><span style="color: #000080"># include</span></span> <span style="color: #FF0000"><cppad/speed/sparse_jac_fun.hpp></span>
<span style="font-style: italic"><span style="color: #9A1900">// list of possible options</span></span>
<span style="font-weight: bold"><span style="color: #000080"># include</span></span> <span style="color: #FF0000"><map></span>
<span style="font-weight: bold"><span style="color: #0000FF">extern</span></span> std<span style="color: #990000">::</span><span style="color: #008080">map<std::string, bool></span> global_option<span style="color: #990000">;</span>
<span style="color: #009900">bool</span> <span style="font-weight: bold"><span style="color: #000000">link_sparse_jacobian</span></span><span style="color: #990000">(</span>
<span style="color: #008080">size_t</span> size <span style="color: #990000">,</span>
<span style="color: #008080">size_t</span> repeat <span style="color: #990000">,</span>
<span style="color: #008080">size_t</span> m <span style="color: #990000">,</span>
<span style="font-weight: bold"><span style="color: #0000FF">const</span></span> CppAD<span style="color: #990000">::</span>vector<span style="color: #990000"><</span>size_t<span style="color: #990000">>&</span> row <span style="color: #990000">,</span>
<span style="font-weight: bold"><span style="color: #0000FF">const</span></span> CppAD<span style="color: #990000">::</span>vector<span style="color: #990000"><</span>size_t<span style="color: #990000">>&</span> col <span style="color: #990000">,</span>
CppAD<span style="color: #990000">::</span>vector<span style="color: #990000"><</span><span style="color: #009900">double</span><span style="color: #990000">>&</span> x_return <span style="color: #990000">,</span>
CppAD<span style="color: #990000">::</span>vector<span style="color: #990000"><</span><span style="color: #009900">double</span><span style="color: #990000">>&</span> jacobian <span style="color: #990000">,</span>
size_t<span style="color: #990000">&</span> n_sweep <span style="color: #990000">)</span>
<span style="color: #FF0000">{</span>
<span style="font-weight: bold"><span style="color: #0000FF">if</span></span><span style="color: #990000">(</span> global_option<span style="color: #990000">[</span><span style="color: #FF0000">"atomic"</span><span style="color: #990000">]</span> <span style="color: #990000">||</span> <span style="color: #990000">(!</span> global_option<span style="color: #990000">[</span><span style="color: #FF0000">"colpack"</span><span style="color: #990000">])</span> <span style="color: #990000">)</span>
<span style="font-weight: bold"><span style="color: #0000FF">return</span></span> <span style="font-weight: bold"><span style="color: #0000FF">false</span></span><span style="color: #990000">;</span>
<span style="font-weight: bold"><span style="color: #0000FF">if</span></span><span style="color: #990000">(</span> global_option<span style="color: #990000">[</span><span style="color: #FF0000">"memory"</span><span style="color: #990000">]</span> <span style="color: #990000">||</span> global_option<span style="color: #990000">[</span><span style="color: #FF0000">"optimize"</span><span style="color: #990000">]</span> <span style="color: #990000">)</span>
<span style="font-weight: bold"><span style="color: #0000FF">return</span></span> <span style="font-weight: bold"><span style="color: #0000FF">false</span></span><span style="color: #990000">;</span>
<span style="font-style: italic"><span style="color: #9A1900">// -----------------------------------------------------</span></span>
<span style="font-style: italic"><span style="color: #9A1900">// setup</span></span>
<span style="font-weight: bold"><span style="color: #0000FF">typedef</span></span> <span style="color: #009900">unsigned</span> <span style="color: #009900">int</span><span style="color: #990000">*</span> SizeVector<span style="color: #990000">;</span>
<span style="font-weight: bold"><span style="color: #0000FF">typedef</span></span> <span style="color: #009900">double</span><span style="color: #990000">*</span> DblVector<span style="color: #990000">;</span>
<span style="font-weight: bold"><span style="color: #0000FF">typedef</span></span> <span style="color: #008080">adouble</span> ADScalar<span style="color: #990000">;</span>
<span style="font-weight: bold"><span style="color: #0000FF">typedef</span></span> ADScalar<span style="color: #990000">*</span> ADVector<span style="color: #990000">;</span>
<span style="color: #008080">size_t</span> i<span style="color: #990000">,</span> j<span style="color: #990000">,</span> k<span style="color: #990000">;</span> <span style="font-style: italic"><span style="color: #9A1900">// temporary indices</span></span>
<span style="color: #008080">size_t</span> n <span style="color: #990000">=</span> size<span style="color: #990000">;</span> <span style="font-style: italic"><span style="color: #9A1900">// number of independent variables</span></span>
<span style="color: #008080">size_t</span> order <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span> <span style="font-style: italic"><span style="color: #9A1900">// derivative order corresponding to function</span></span>
<span style="font-style: italic"><span style="color: #9A1900">// set up for thread_alloc memory allocator (fast and checks for leaks)</span></span>
<span style="font-weight: bold"><span style="color: #0000FF">using</span></span> CppAD<span style="color: #990000">::</span>thread_alloc<span style="color: #990000">;</span> <span style="font-style: italic"><span style="color: #9A1900">// the allocator</span></span>
<span style="color: #008080">size_t</span> capacity<span style="color: #990000">;</span> <span style="font-style: italic"><span style="color: #9A1900">// capacity of an allocation</span></span>
<span style="font-style: italic"><span style="color: #9A1900">// tape identifier</span></span>
<span style="color: #009900">int</span> tag <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span>
<span style="font-style: italic"><span style="color: #9A1900">// AD domain space vector</span></span>
<span style="color: #008080">ADVector</span> a_x <span style="color: #990000">=</span> thread_alloc<span style="color: #990000">::</span>create_array<span style="color: #990000"><</span>ADScalar<span style="color: #990000">>(</span>n<span style="color: #990000">,</span> capacity<span style="color: #990000">);</span>
<span style="font-style: italic"><span style="color: #9A1900">// AD range space vector</span></span>
<span style="color: #008080">ADVector</span> a_y <span style="color: #990000">=</span> thread_alloc<span style="color: #990000">::</span>create_array<span style="color: #990000"><</span>ADScalar<span style="color: #990000">>(</span>m<span style="color: #990000">,</span> capacity<span style="color: #990000">);</span>
<span style="font-style: italic"><span style="color: #9A1900">// argument value in double</span></span>
<span style="color: #008080">DblVector</span> x <span style="color: #990000">=</span> thread_alloc<span style="color: #990000">::</span>create_array<span style="color: #990000"><</span><span style="color: #009900">double</span><span style="color: #990000">>(</span>n<span style="color: #990000">,</span> capacity<span style="color: #990000">);</span>
<span style="font-style: italic"><span style="color: #9A1900">// function value in double</span></span>
<span style="color: #008080">DblVector</span> y <span style="color: #990000">=</span> thread_alloc<span style="color: #990000">::</span>create_array<span style="color: #990000"><</span><span style="color: #009900">double</span><span style="color: #990000">>(</span>m<span style="color: #990000">,</span> capacity<span style="color: #990000">);</span>
<span style="font-style: italic"><span style="color: #9A1900">// options that control sparse_jac</span></span>
<span style="color: #009900">int</span> options<span style="color: #990000">[</span><span style="color: #993399">4</span><span style="color: #990000">];</span>
<span style="font-weight: bold"><span style="color: #0000FF">if</span></span><span style="color: #990000">(</span> global_option<span style="color: #990000">[</span><span style="color: #FF0000">"boolsparsity"</span><span style="color: #990000">]</span> <span style="color: #990000">)</span>
options<span style="color: #990000">[</span><span style="color: #993399">0</span><span style="color: #990000">]</span> <span style="color: #990000">=</span> <span style="color: #993399">1</span><span style="color: #990000">;</span> <span style="font-style: italic"><span style="color: #9A1900">// sparsity by propagation of bit pattern</span></span>
<span style="font-weight: bold"><span style="color: #0000FF">else</span></span>
options<span style="color: #990000">[</span><span style="color: #993399">0</span><span style="color: #990000">]</span> <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span> <span style="font-style: italic"><span style="color: #9A1900">// sparsity pattern by index domains</span></span>
options<span style="color: #990000">[</span><span style="color: #993399">1</span><span style="color: #990000">]</span> <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span> <span style="font-style: italic"><span style="color: #9A1900">// (0 = safe mode, 1 = tight mode)</span></span>
options<span style="color: #990000">[</span><span style="color: #993399">2</span><span style="color: #990000">]</span> <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span> <span style="font-style: italic"><span style="color: #9A1900">// see changing to -1 and back to 0 below</span></span>
options<span style="color: #990000">[</span><span style="color: #993399">3</span><span style="color: #990000">]</span> <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span> <span style="font-style: italic"><span style="color: #9A1900">// (0 = column compression, 1 = row compression)</span></span>
<span style="font-style: italic"><span style="color: #9A1900">// structure that holds some of the work done by sparse_jac</span></span>
<span style="color: #009900">int</span> nnz<span style="color: #990000">;</span> <span style="font-style: italic"><span style="color: #9A1900">// number of non-zero values</span></span>
<span style="color: #008080">SizeVector</span> rind <span style="color: #990000">=</span> CPPAD_NULL<span style="color: #990000">;</span> <span style="font-style: italic"><span style="color: #9A1900">// row indices</span></span>
<span style="color: #008080">SizeVector</span> cind <span style="color: #990000">=</span> CPPAD_NULL<span style="color: #990000">;</span> <span style="font-style: italic"><span style="color: #9A1900">// column indices</span></span>
<span style="color: #008080">DblVector</span> values <span style="color: #990000">=</span> CPPAD_NULL<span style="color: #990000">;</span> <span style="font-style: italic"><span style="color: #9A1900">// Jacobian values</span></span>
<span style="font-style: italic"><span style="color: #9A1900">// choose a value for x</span></span>
CppAD<span style="color: #990000">::</span><span style="font-weight: bold"><span style="color: #000000">uniform_01</span></span><span style="color: #990000">(</span>n<span style="color: #990000">,</span> x<span style="color: #990000">);</span>
<span style="font-style: italic"><span style="color: #9A1900">// declare independent variables</span></span>
<span style="color: #009900">int</span> keep <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span> <span style="font-style: italic"><span style="color: #9A1900">// keep forward mode results</span></span>
<span style="font-weight: bold"><span style="color: #000000">trace_on</span></span><span style="color: #990000">(</span>tag<span style="color: #990000">,</span> keep<span style="color: #990000">);</span>
<span style="font-weight: bold"><span style="color: #0000FF">for</span></span><span style="color: #990000">(</span>j <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span> j <span style="color: #990000"><</span> n<span style="color: #990000">;</span> j<span style="color: #990000">++)</span>
a_x<span style="color: #990000">[</span>j<span style="color: #990000">]</span> <span style="color: #990000"><<=</span> x<span style="color: #990000">[</span>j<span style="color: #990000">];</span>
<span style="font-style: italic"><span style="color: #9A1900">// AD computation of f (x)</span></span>
CppAD<span style="color: #990000">::</span>sparse_jac_fun<span style="color: #990000"><</span>ADScalar<span style="color: #990000">>(</span>m<span style="color: #990000">,</span> n<span style="color: #990000">,</span> a_x<span style="color: #990000">,</span> row<span style="color: #990000">,</span> col<span style="color: #990000">,</span> order<span style="color: #990000">,</span> a_y<span style="color: #990000">);</span>
<span style="font-style: italic"><span style="color: #9A1900">// create function object f : x -> y</span></span>
<span style="font-weight: bold"><span style="color: #0000FF">for</span></span><span style="color: #990000">(</span>i <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span> i <span style="color: #990000"><</span> m<span style="color: #990000">;</span> i<span style="color: #990000">++)</span>
a_y<span style="color: #990000">[</span>i<span style="color: #990000">]</span> <span style="color: #990000">>>=</span> y<span style="color: #990000">[</span>i<span style="color: #990000">];</span>
<span style="font-weight: bold"><span style="color: #000000">trace_off</span></span><span style="color: #990000">();</span>
<span style="font-style: italic"><span style="color: #9A1900">// Retrieve n_sweep using undocumented feature of sparsedrivers.cpp</span></span>
<span style="color: #009900">int</span> same_pattern <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span>
options<span style="color: #990000">[</span><span style="color: #993399">2</span><span style="color: #990000">]</span> <span style="color: #990000">=</span> <span style="color: #990000">-</span><span style="color: #993399">1</span><span style="color: #990000">;</span>
n_sweep <span style="color: #990000">=</span> <span style="font-weight: bold"><span style="color: #000000">sparse_jac</span></span><span style="color: #990000">(</span>tag<span style="color: #990000">,</span> <span style="color: #009900">int</span><span style="color: #990000">(</span>m<span style="color: #990000">),</span> <span style="color: #009900">int</span><span style="color: #990000">(</span>n<span style="color: #990000">),</span>
same_pattern<span style="color: #990000">,</span> x<span style="color: #990000">,</span> <span style="color: #990000">&</span>nnz<span style="color: #990000">,</span> <span style="color: #990000">&</span>rind<span style="color: #990000">,</span> <span style="color: #990000">&</span>cind<span style="color: #990000">,</span> <span style="color: #990000">&</span>values<span style="color: #990000">,</span> options
<span style="color: #990000">);</span>
options<span style="color: #990000">[</span><span style="color: #993399">2</span><span style="color: #990000">]</span> <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span>
<span style="font-style: italic"><span style="color: #9A1900">// ----------------------------------------------------------------------</span></span>
<span style="font-weight: bold"><span style="color: #0000FF">if</span></span><span style="color: #990000">(</span> <span style="color: #990000">!</span> global_option<span style="color: #990000">[</span><span style="color: #FF0000">"onetape"</span><span style="color: #990000">]</span> <span style="color: #990000">)</span> <span style="font-weight: bold"><span style="color: #0000FF">while</span></span><span style="color: #990000">(</span>repeat<span style="color: #990000">--)</span>
<span style="color: #FF0000">{</span> <span style="font-style: italic"><span style="color: #9A1900">// choose a value for x</span></span>
CppAD<span style="color: #990000">::</span><span style="font-weight: bold"><span style="color: #000000">uniform_01</span></span><span style="color: #990000">(</span>n<span style="color: #990000">,</span> x<span style="color: #990000">);</span>
<span style="font-style: italic"><span style="color: #9A1900">// declare independent variables</span></span>
<span style="font-weight: bold"><span style="color: #000000">trace_on</span></span><span style="color: #990000">(</span>tag<span style="color: #990000">,</span> keep<span style="color: #990000">);</span>
<span style="font-weight: bold"><span style="color: #0000FF">for</span></span><span style="color: #990000">(</span>j <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span> j <span style="color: #990000"><</span> n<span style="color: #990000">;</span> j<span style="color: #990000">++)</span>
a_x<span style="color: #990000">[</span>j<span style="color: #990000">]</span> <span style="color: #990000"><<=</span> x<span style="color: #990000">[</span>j<span style="color: #990000">];</span>
<span style="font-style: italic"><span style="color: #9A1900">// AD computation of f (x)</span></span>
CppAD<span style="color: #990000">::</span>sparse_jac_fun<span style="color: #990000"><</span>ADScalar<span style="color: #990000">>(</span>m<span style="color: #990000">,</span> n<span style="color: #990000">,</span> a_x<span style="color: #990000">,</span> row<span style="color: #990000">,</span> col<span style="color: #990000">,</span> order<span style="color: #990000">,</span> a_y<span style="color: #990000">);</span>
<span style="font-style: italic"><span style="color: #9A1900">// create function object f : x -> y</span></span>
<span style="font-weight: bold"><span style="color: #0000FF">for</span></span><span style="color: #990000">(</span>i <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span> i <span style="color: #990000"><</span> m<span style="color: #990000">;</span> i<span style="color: #990000">++)</span>
a_y<span style="color: #990000">[</span>i<span style="color: #990000">]</span> <span style="color: #990000">>>=</span> y<span style="color: #990000">[</span>i<span style="color: #990000">];</span>
<span style="font-weight: bold"><span style="color: #000000">trace_off</span></span><span style="color: #990000">();</span>
<span style="font-style: italic"><span style="color: #9A1900">// is this a repeat call with the same sparsity pattern</span></span>
same_pattern <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span>
<span style="font-style: italic"><span style="color: #9A1900">// calculate the jacobian at this x</span></span>
rind <span style="color: #990000">=</span> CPPAD_NULL<span style="color: #990000">;</span>
cind <span style="color: #990000">=</span> CPPAD_NULL<span style="color: #990000">;</span>
values <span style="color: #990000">=</span> CPPAD_NULL<span style="color: #990000">;</span>
<span style="font-weight: bold"><span style="color: #000000">sparse_jac</span></span><span style="color: #990000">(</span>tag<span style="color: #990000">,</span> <span style="color: #009900">int</span><span style="color: #990000">(</span>m<span style="color: #990000">),</span> <span style="color: #009900">int</span><span style="color: #990000">(</span>n<span style="color: #990000">),</span>
same_pattern<span style="color: #990000">,</span> x<span style="color: #990000">,</span> <span style="color: #990000">&</span>nnz<span style="color: #990000">,</span> <span style="color: #990000">&</span>rind<span style="color: #990000">,</span> <span style="color: #990000">&</span>cind<span style="color: #990000">,</span> <span style="color: #990000">&</span>values<span style="color: #990000">,</span> options
<span style="color: #990000">);</span>
<span style="font-style: italic"><span style="color: #9A1900">// only needed last time through loop</span></span>
<span style="font-weight: bold"><span style="color: #0000FF">if</span></span><span style="color: #990000">(</span> repeat <span style="color: #990000">==</span> <span style="color: #993399">0</span> <span style="color: #990000">)</span>
<span style="color: #FF0000">{</span> <span style="color: #008080">size_t</span> K <span style="color: #990000">=</span> row<span style="color: #990000">.</span><span style="font-weight: bold"><span style="color: #000000">size</span></span><span style="color: #990000">();</span>
<span style="font-weight: bold"><span style="color: #0000FF">for</span></span><span style="color: #990000">(</span><span style="color: #009900">int</span> ell <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span> ell <span style="color: #990000"><</span> nnz<span style="color: #990000">;</span> ell<span style="color: #990000">++)</span>
<span style="color: #FF0000">{</span> i <span style="color: #990000">=</span> <span style="font-weight: bold"><span style="color: #000000">size_t</span></span><span style="color: #990000">(</span>rind<span style="color: #990000">[</span>ell<span style="color: #990000">]);</span>
j <span style="color: #990000">=</span> <span style="font-weight: bold"><span style="color: #000000">size_t</span></span><span style="color: #990000">(</span>cind<span style="color: #990000">[</span>ell<span style="color: #990000">]);</span>
<span style="font-weight: bold"><span style="color: #0000FF">for</span></span><span style="color: #990000">(</span>k <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span> k <span style="color: #990000"><</span> K<span style="color: #990000">;</span> k<span style="color: #990000">++)</span>
<span style="color: #FF0000">{</span> <span style="font-weight: bold"><span style="color: #0000FF">if</span></span><span style="color: #990000">(</span> row<span style="color: #990000">[</span>k<span style="color: #990000">]==</span>i <span style="color: #990000">&&</span> col<span style="color: #990000">[</span>k<span style="color: #990000">]==</span>j <span style="color: #990000">)</span>
jacobian<span style="color: #990000">[</span>k<span style="color: #990000">]</span> <span style="color: #990000">=</span> values<span style="color: #990000">[</span>ell<span style="color: #990000">];</span>
<span style="color: #FF0000">}</span>
<span style="color: #FF0000">}</span>
<span style="color: #FF0000">}</span>
<span style="font-style: italic"><span style="color: #9A1900">// free raw memory allocated by sparse_jac</span></span>
<span style="font-weight: bold"><span style="color: #000000">free</span></span><span style="color: #990000">(</span>rind<span style="color: #990000">);</span>
<span style="font-weight: bold"><span style="color: #000000">free</span></span><span style="color: #990000">(</span>cind<span style="color: #990000">);</span>
<span style="font-weight: bold"><span style="color: #000000">free</span></span><span style="color: #990000">(</span>values<span style="color: #990000">);</span>
<span style="color: #FF0000">}</span>
<span style="font-weight: bold"><span style="color: #0000FF">else</span></span>
<span style="color: #FF0000">{</span> <span style="font-weight: bold"><span style="color: #0000FF">while</span></span><span style="color: #990000">(</span>repeat<span style="color: #990000">--)</span>
<span style="color: #FF0000">{</span> <span style="font-style: italic"><span style="color: #9A1900">// choose a value for x</span></span>
CppAD<span style="color: #990000">::</span><span style="font-weight: bold"><span style="color: #000000">uniform_01</span></span><span style="color: #990000">(</span>n<span style="color: #990000">,</span> x<span style="color: #990000">);</span>
<span style="font-style: italic"><span style="color: #9A1900">// calculate the jacobian at this x</span></span>
<span style="font-weight: bold"><span style="color: #000000">sparse_jac</span></span><span style="color: #990000">(</span>tag<span style="color: #990000">,</span> <span style="color: #009900">int</span><span style="color: #990000">(</span>m<span style="color: #990000">),</span> <span style="color: #009900">int</span><span style="color: #990000">(</span>n<span style="color: #990000">),</span>
same_pattern<span style="color: #990000">,</span> x<span style="color: #990000">,</span> <span style="color: #990000">&</span>nnz<span style="color: #990000">,</span> <span style="color: #990000">&</span>rind<span style="color: #990000">,</span> <span style="color: #990000">&</span>cind<span style="color: #990000">,</span> <span style="color: #990000">&</span>values<span style="color: #990000">,</span> options
<span style="color: #990000">);</span>
same_pattern <span style="color: #990000">=</span> <span style="color: #993399">1</span><span style="color: #990000">;</span>
<span style="color: #FF0000">}</span>
<span style="color: #008080">size_t</span> K <span style="color: #990000">=</span> row<span style="color: #990000">.</span><span style="font-weight: bold"><span style="color: #000000">size</span></span><span style="color: #990000">();</span>
<span style="font-weight: bold"><span style="color: #0000FF">for</span></span><span style="color: #990000">(</span><span style="color: #009900">int</span> ell <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span> ell <span style="color: #990000"><</span> nnz<span style="color: #990000">;</span> ell<span style="color: #990000">++)</span>
<span style="color: #FF0000">{</span> i <span style="color: #990000">=</span> <span style="font-weight: bold"><span style="color: #000000">size_t</span></span><span style="color: #990000">(</span>rind<span style="color: #990000">[</span>ell<span style="color: #990000">]);</span>
j <span style="color: #990000">=</span> <span style="font-weight: bold"><span style="color: #000000">size_t</span></span><span style="color: #990000">(</span>cind<span style="color: #990000">[</span>ell<span style="color: #990000">]);</span>
<span style="font-weight: bold"><span style="color: #0000FF">for</span></span><span style="color: #990000">(</span>k <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span> k <span style="color: #990000"><</span> K<span style="color: #990000">;</span> k<span style="color: #990000">++)</span>
<span style="color: #FF0000">{</span> <span style="font-weight: bold"><span style="color: #0000FF">if</span></span><span style="color: #990000">(</span> row<span style="color: #990000">[</span>k<span style="color: #990000">]==</span>i <span style="color: #990000">&&</span> col<span style="color: #990000">[</span>k<span style="color: #990000">]==</span>j <span style="color: #990000">)</span>
jacobian<span style="color: #990000">[</span>k<span style="color: #990000">]</span> <span style="color: #990000">=</span> values<span style="color: #990000">[</span>ell<span style="color: #990000">];</span>
<span style="color: #FF0000">}</span>
<span style="color: #FF0000">}</span>
<span style="font-style: italic"><span style="color: #9A1900">// free raw memory allocated by sparse_jac</span></span>
<span style="font-weight: bold"><span style="color: #000000">free</span></span><span style="color: #990000">(</span>rind<span style="color: #990000">);</span>
<span style="font-weight: bold"><span style="color: #000000">free</span></span><span style="color: #990000">(</span>cind<span style="color: #990000">);</span>
<span style="font-weight: bold"><span style="color: #000000">free</span></span><span style="color: #990000">(</span>values<span style="color: #990000">);</span>
<span style="color: #FF0000">}</span>
<span style="font-style: italic"><span style="color: #9A1900">// --------------------------------------------------------------------</span></span>
<span style="font-style: italic"><span style="color: #9A1900">// return argument</span></span>
<span style="font-weight: bold"><span style="color: #0000FF">for</span></span><span style="color: #990000">(</span>j <span style="color: #990000">=</span> <span style="color: #993399">0</span><span style="color: #990000">;</span> j <span style="color: #990000"><</span> n<span style="color: #990000">;</span> j<span style="color: #990000">++)</span>
x_return<span style="color: #990000">[</span>j<span style="color: #990000">]</span> <span style="color: #990000">=</span> x<span style="color: #990000">[</span>j<span style="color: #990000">];</span>
<span style="font-style: italic"><span style="color: #9A1900">// tear down</span></span>
thread_alloc<span style="color: #990000">::</span><span style="font-weight: bold"><span style="color: #000000">delete_array</span></span><span style="color: #990000">(</span>a_x<span style="color: #990000">);</span>
thread_alloc<span style="color: #990000">::</span><span style="font-weight: bold"><span style="color: #000000">delete_array</span></span><span style="color: #990000">(</span>a_y<span style="color: #990000">);</span>
thread_alloc<span style="color: #990000">::</span><span style="font-weight: bold"><span style="color: #000000">delete_array</span></span><span style="color: #990000">(</span>x<span style="color: #990000">);</span>
thread_alloc<span style="color: #990000">::</span><span style="font-weight: bold"><span style="color: #000000">delete_array</span></span><span style="color: #990000">(</span>y<span style="color: #990000">);</span>
<span style="font-weight: bold"><span style="color: #0000FF">return</span></span> <span style="font-weight: bold"><span style="color: #0000FF">true</span></span><span style="color: #990000">;</span>
<span style="color: #FF0000">}</span></tt></pre>
<hr/>Input File: speed/adolc/sparse_jacobian.cpp
</body>
</html>