/* $Id: forward_order.cpp 3214 2014-03-18 20:50:38Z bradbell $ */
/* --------------------------------------------------------------------------
CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-14 Bradley M. Bell
CppAD is distributed under multiple licenses. This distribution is under
the terms of the
GNU General Public License Version 3.
A copy of this license is included in the COPYING file of this distribution.
Please visit http://www.coin-or.org/CppAD/ for information on other licenses.
-------------------------------------------------------------------------- */
/*
$begin forward_order.cpp$$
$spell
Cpp
$$
$section Forward Mode: Example and Test of Multiple Orders$$
$index forward, multiple orders$$
$index multiple, forward orders$$
$index order, multiple forward$$
$code
$verbatim%example/forward_order.cpp%0%// BEGIN C++%// END C++%1%$$
$$
$end
*/
// BEGIN C++
# include <limits>
# include <cppad/cppad.hpp>
bool forward_order(void)
{ bool ok = true;
using CppAD::AD;
using CppAD::NearEqual;
double eps = 10. * std::numeric_limits<double>::epsilon();
// domain space vector
size_t n = 2;
CPPAD_TESTVECTOR(AD<double>) ax(n);
ax[0] = 0.;
ax[1] = 1.;
// declare independent variables and starting recording
CppAD::Independent(ax);
// range space vector
size_t m = 1;
CPPAD_TESTVECTOR(AD<double>) ay(m);
ay[0] = ax[0] * ax[0] * ax[1];
// create f: x -> y and stop tape recording
CppAD::ADFun<double> f(ax, ay);
// initially, the variable values during taping are stored in f
ok &= f.size_order() == 1;
// Compute three forward orders at one
size_t q = 2, q1 = q+1;
CPPAD_TESTVECTOR(double) xq(n*q1), yq;
xq[q1*0 + 0] = 3.; xq[q1*1 + 0] = 4.; // x^0 (order zero)
xq[q1*0 + 1] = 1.; xq[q1*1 + 1] = 0.; // x^1 (order one)
xq[q1*0 + 2] = 0.; xq[q1*1 + 2] = 0.; // x^2 (order two)
// X(t) = x^0 + x^1 * t + x^2 * t^2
// = [ 3 + t, 4 ]
yq = f.Forward(q, xq);
ok &= yq.size() == m*q1;
// Y(t) = F[X(t)]
// = (3 + t) * (3 + t) * 4
// = y^0 + y^1 * t + y^2 * t^2 + o(t^3)
//
// check y^0 (order zero)
CPPAD_TESTVECTOR(double) x0(n);
x0[0] = xq[q1*0 + 0];
x0[1] = xq[q1*1 + 0];
ok &= NearEqual(yq[q1*0 + 0] , x0[0]*x0[0]*x0[1], eps, eps);
//
// check y^1 (order one)
ok &= NearEqual(yq[q1*0 + 1] , 2.*x0[0]*x0[1], eps, eps);
//
// check y^2 (order two)
double F_00 = 2. * yq[q1*0 + 2]; // second partial F w.r.t. x_0, x_0
ok &= NearEqual(F_00, 2.*x0[1], eps, eps);
// check number of orders per variable
ok &= f.size_order() == 3;
return ok;
}
// END C++