Codebase list cppad / debian/2017.00.00.8-1 doc / adolc_sparse_jacobian.cpp.xml
debian/2017.00.00.8-1

Tree @debian/2017.00.00.8-1 (Download .tar.gz)

adolc_sparse_jacobian.cpp.xml @debian/2017.00.00.8-1raw · history · blame

<?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-&gt;</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-&gt;</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-&gt;</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-&gt;</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-&gt;</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-&gt;</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">&lt;adolc/adolc.h&gt;</span>
<span style="font-weight: bold"><span style="color: #000080"># include</span></span> <span style="color: #FF0000">&lt;adolc/adolc_sparse.h&gt;</span>
<span style="font-weight: bold"><span style="color: #000080"># include</span></span> <span style="color: #FF0000">&lt;cppad/utility/vector.hpp&gt;</span>
<span style="font-weight: bold"><span style="color: #000080"># include</span></span> <span style="color: #FF0000">&lt;cppad/speed/uniform_01.hpp&gt;</span>
<span style="font-weight: bold"><span style="color: #000080"># include</span></span> <span style="color: #FF0000">&lt;cppad/speed/sparse_jac_fun.hpp&gt;</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">&lt;map&gt;</span>
<span style="font-weight: bold"><span style="color: #0000FF">extern</span></span> std<span style="color: #990000">::</span><span style="color: #008080">map&lt;std::string, bool&gt;</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">&lt;</span>size_t<span style="color: #990000">&gt;&amp;</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">&lt;</span>size_t<span style="color: #990000">&gt;&amp;</span>     col      <span style="color: #990000">,</span>
           CppAD<span style="color: #990000">::</span>vector<span style="color: #990000">&lt;</span><span style="color: #009900">double</span><span style="color: #990000">&gt;&amp;</span>     x_return <span style="color: #990000">,</span>
           CppAD<span style="color: #990000">::</span>vector<span style="color: #990000">&lt;</span><span style="color: #009900">double</span><span style="color: #990000">&gt;&amp;</span>     jacobian <span style="color: #990000">,</span>
           size_t<span style="color: #990000">&amp;</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">&lt;</span>ADScalar<span style="color: #990000">&gt;(</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">&lt;</span>ADScalar<span style="color: #990000">&gt;(</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">&lt;</span><span style="color: #009900">double</span><span style="color: #990000">&gt;(</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">&lt;</span><span style="color: #009900">double</span><span style="color: #990000">&gt;(</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">&lt;</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">&lt;&lt;=</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">&lt;</span>ADScalar<span style="color: #990000">&gt;(</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 -&gt; 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">&lt;</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">&gt;&gt;=</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">&amp;</span>nnz<span style="color: #990000">,</span> <span style="color: #990000">&amp;</span>rind<span style="color: #990000">,</span> <span style="color: #990000">&amp;</span>cind<span style="color: #990000">,</span> <span style="color: #990000">&amp;</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">&lt;</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">&lt;&lt;=</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">&lt;</span>ADScalar<span style="color: #990000">&gt;(</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 -&gt; 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">&lt;</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">&gt;&gt;=</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">&amp;</span>nnz<span style="color: #990000">,</span> <span style="color: #990000">&amp;</span>rind<span style="color: #990000">,</span> <span style="color: #990000">&amp;</span>cind<span style="color: #990000">,</span> <span style="color: #990000">&amp;</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">&lt;</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">&lt;</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">&amp;&amp;</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">&amp;</span>nnz<span style="color: #990000">,</span> <span style="color: #990000">&amp;</span>rind<span style="color: #990000">,</span> <span style="color: #990000">&amp;</span>cind<span style="color: #990000">,</span> <span style="color: #990000">&amp;</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">&lt;</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">&lt;</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">&amp;&amp;</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">&lt;</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>