/* $Id: jac_lu_det.cpp 2506 2012-10-24 19:36:49Z bradbell $ */
/* --------------------------------------------------------------------------
CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-12 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 jac_lu_det.cpp$$
$spell
Lu
Cpp
$$
$section Gradient of Determinant Using Lu Factorization: Example and Test$$
$mindex gradient Lu$$
$index example, gradient$$
$index test, gradient$$
$index example, Lu$$
$index test, Lu$$
$code
$verbatim%example/jac_lu_det.cpp%0%// BEGIN C++%// END C++%1%$$
$$
$end
*/
// BEGIN C++
# include <cppad/cppad.hpp>
# include <cppad/speed/det_by_lu.hpp>
bool JacLuDet(void)
{ bool ok = true;
using namespace CppAD;
size_t n = 2;
// object for computing determinants
det_by_lu<ADComplex> Det(n);
// independent and dependent variable vectors
CPPAD_TESTVECTOR(ADComplex) X(n * n);
CPPAD_TESTVECTOR(ADComplex) D(1);
// value of the independent variable
size_t i;
for(i = 0; i < n * n; i++)
X[i] = Complex(int(i), -int(i));
// set the independent variables
Independent(X);
// compute the determinant
D[0] = Det(X);
// create the function object
ADFun<Complex> f(X, D);
// argument value
CPPAD_TESTVECTOR(Complex) x( n * n );
for(i = 0; i < n * n; i++)
x[i] = Complex(2 * i, i);
// first derivative of the determinant
CPPAD_TESTVECTOR(Complex) J( n * n );
J = f.Jacobian(x);
/*
f(x) = x[0] * x[3] - x[1] * x[2]
*/
Complex Jtrue[] = { x[3], -x[2], -x[1], x[0] };
for( i = 0; i < n*n; i++)
ok &= NearEqual( Jtrue[i], J[i], 1e-10 , 1e-10 );
return ok;
}
// END C++