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abs.xml @upstream/2015.00.00.7 — raw · history · blame
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528 529 530 531 532 533 534 535 536 537 538 539 | <?xml version='1.0'?> <html xmlns='http://www.w3.org/1999/xhtml' xmlns:math='http://www.w3.org/1998/Math/MathML' > <head> <title>AD Absolute Value Function</title> <meta http-equiv='Content-Type' content='text/html' charset='utf-8'/> <meta name="description" id="description" content="AD Absolute Value Function"/> <meta name="keywords" id="keywords" content=" abs Ad fabs absolute value ad function syntax purpose x y operation sequence complex types derivative example old "/> <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='_abs_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="mathother.xml" target="_top">Prev</a> </td><td><a href="abs.cpp.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>AD</option> <option>ADValued</option> <option>MathOther</option> <option>abs</option> </select> </td> <td> <select onchange='choose_down3(this)'> <option>AD-></option> <option>ad_ctor</option> <option>ad_assign</option> <option>Convert</option> <option>ADValued</option> <option>BoolValued</option> <option>VecAD</option> <option>base_require</option> </select> </td> <td> <select onchange='choose_down2(this)'> <option>ADValued-></option> <option>Arithmetic</option> <option>std_math_ad</option> <option>MathOther</option> <option>CondExp</option> <option>Discrete</option> <option>atomic</option> </select> </td> <td> <select onchange='choose_down1(this)'> <option>MathOther-></option> <option>abs</option> <option>sign</option> <option>atan2</option> <option>erf</option> <option>pow</option> <option>limits</option> </select> </td> <td> <select onchange='choose_down0(this)'> <option>abs-></option> <option>abs.cpp</option> </select> </td> <td> <select onchange='choose_current0(this)'> <option>Headings-></option> <option>Syntax</option> <option>Purpose</option> <option>x</option> <option>y</option> <option>Operation Sequence</option> <option>Complex Types</option> <option>Derivative</option> <option>Example</option> <option>Old Derivative</option> </select> </td> </tr></table><br/> <center><b><big><big>AD Absolute Value Function</big></big></b></center> <br/> <b><big><a name="Syntax" id="Syntax">Syntax</a></big></b> <br/> <code><i><font color="black"><span style='white-space: nowrap'>y</span></font></i><font color="blue"><span style='white-space: nowrap'> = abs(</span></font><i><font color="black"><span style='white-space: nowrap'>x</span></font></i><font color="blue"><span style='white-space: nowrap'>)<br/> </span></font></code> <code><i><font color="black"><span style='white-space: nowrap'>y</span></font></i><font color="blue"><span style='white-space: nowrap'> = fabs(</span></font><i><font color="black"><span style='white-space: nowrap'>x</span></font></i><font color="blue"><span style='white-space: nowrap'>)</span></font></code> <br/> <br/> <b><big><a name="Purpose" id="Purpose">Purpose</a></big></b> <br/> Evaluates the absolute value function. <br/> <br/> <b><big><a name="x" id="x">x</a></big></b> <br/> The argument <code><i><font color="black"><span style='white-space: nowrap'>x</span></font></i></code> has one of the following prototypes <code><font color="blue"><span style='white-space: nowrap'><br/>      const AD<</span></font><i><font color="black"><span style='white-space: nowrap'>Base</span></font></i><font color="blue"><span style='white-space: nowrap'>>               &</span></font><i><font color="black"><span style='white-space: nowrap'>x</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>      const VecAD<</span></font><i><font color="black"><span style='white-space: nowrap'>Base</span></font></i><font color="blue"><span style='white-space: nowrap'>>::reference &</span></font><i><font color="black"><span style='white-space: nowrap'>x</span></font></i><font color="blue"><span style='white-space: nowrap'><br/> </span></font></code> <br/> <b><big><a name="y" id="y">y</a></big></b> <br/> The result <code><i><font color="black"><span style='white-space: nowrap'>y</span></font></i></code> has prototype <code><font color="blue"><span style='white-space: nowrap'><br/>      AD<</span></font><i><font color="black"><span style='white-space: nowrap'>Base</span></font></i><font color="blue"><span style='white-space: nowrap'>> </span></font><i><font color="black"><span style='white-space: nowrap'>y</span></font></i><font color="blue"><span style='white-space: nowrap'><br/> </span></font></code> <br/> <b><big><a name="Operation Sequence" id="Operation Sequence">Operation Sequence</a></big></b> <br/> This is an AD of <code><i><font color="black"><span style='white-space: nowrap'>Base</span></font></i></code> <a href="glossary.xml#Operation.Atomic" target="_top"><span style='white-space: nowrap'>atomic operation</span></a> and hence is part of the current AD of <code><i><font color="black"><span style='white-space: nowrap'>Base</span></font></i></code> <a href="glossary.xml#Operation.Sequence" target="_top"><span style='white-space: nowrap'>operation sequence</span></a> . <br/> <br/> <b><big><a name="Complex Types" id="Complex Types">Complex Types</a></big></b> <br/> The function <code><font color="blue">abs</font></code> is not defined for the AD type sequences above <code><font color="blue">std::complex<float></font></code> or <code><font color="blue">std::complex<double></font></code> because the complex <code><font color="blue">abs</font></code> function is not complex differentiable (see <a href="faq.xml#Complex Types" target="_top"><span style='white-space: nowrap'>complex types faq</span></a> ). <br/> <br/> <b><big><a name="Derivative" id="Derivative">Derivative</a></big></b> <br/> CppAD defines the derivative of the <code><font color="blue">abs</font></code> function is the <a href="sign.xml" target="_top"><span style='white-space: nowrap'>sign</span></a> function; i.e., <math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow> <msup><mrow><mstyle mathvariant='normal'><mi mathvariant='normal'>abs</mi> </mstyle></mrow> <mrow><mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">(</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">=</mo> <mrow><mstyle mathvariant='normal'><mi mathvariant='normal'>sign</mi> </mstyle></mrow> <mo stretchy="false">(</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">=</mo> <mrow><mo stretchy="true">{</mo><mrow><mtable rowalign="center" ><mtr><mtd columnalign="right" > <mo stretchy="false">+</mo> <mn>1</mn> </mtd><mtd columnalign="left" > <mrow><mstyle mathvariant='normal'><mi mathvariant='normal'>if</mi> </mstyle></mrow> <mspace width='.3em'/> <mi mathvariant='italic'>x</mi> <mo stretchy="false">></mo> <mn>0</mn> </mtd></mtr><mtr><mtd columnalign="right" > <mn>0</mn> </mtd><mtd columnalign="left" > <mrow><mstyle mathvariant='normal'><mi mathvariant='normal'>if</mi> </mstyle></mrow> <mspace width='.3em'/> <mi mathvariant='italic'>x</mi> <mo stretchy="false">=</mo> <mn>0</mn> </mtd></mtr><mtr><mtd columnalign="right" > <mn>-1</mn> </mtd><mtd columnalign="left" > <mrow><mstyle mathvariant='normal'><mi mathvariant='normal'>if</mi> </mstyle></mrow> <mspace width='.3em'/> <mi mathvariant='italic'>x</mi> <mo stretchy="false"><</mo> <mn>0</mn> </mtd></mtr></mtable> </mrow><mo stretchy="true"> </mo></mrow> </mrow></math> This used to be different; see <a href="abs.xml#Old Derivative" target="_top"><span style='white-space: nowrap'>old derivative</span></a> below. <br/> <br/> <b><big><a name="Example" id="Example">Example</a></big></b> <br/> The file <a href="abs.cpp.xml" target="_top"><span style='white-space: nowrap'>abs.cpp</span></a> contains an example and test of this function. It returns true if it succeeds and false otherwise. <br/> <br/> <b><big><a name="Old Derivative" id="Old Derivative">Old Derivative</a></big></b> <br/> The derivative of the absolute value function is one for <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>x</mi> <mo stretchy="false">></mo> <mn>0</mn> </mrow></math> and minus one for <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>x</mi> <mo stretchy="false"><</mo> <mn>0</mn> </mrow></math> . CppAD used to compute its directional derivative what <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>x</mi> <mo stretchy="false">=</mo> <mn>0</mn> </mrow></math> . <code><span style='white-space: nowrap'><br/> <br/> </span></code>The function corresponding to the argument <code><i><font color="black"><span style='white-space: nowrap'>x</span></font></i></code> and the result <code><i><font color="black"><span style='white-space: nowrap'>y</span></font></i></code> are represented by their Taylor coefficients; i.e., <math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow> <mtable rowalign="center" ><mtr><mtd columnalign="right" > <mi mathvariant='italic'>X</mi> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">)</mo> </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">)</mo> <mo stretchy="false">+</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mi mathvariant='italic'>t</mi> <mo stretchy="false">+</mo> <mo stretchy="false">⋯</mo> <mo stretchy="false">+</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>p</mi> <mo stretchy="false">)</mo> </mrow> </msup> <msup><mi mathvariant='italic'>t</mi> <mi mathvariant='italic'>p</mi> </msup> </mtd></mtr><mtr><mtd columnalign="right" > <mi mathvariant='italic'>Y</mi> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">)</mo> </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <msup><mi mathvariant='italic'>y</mi> <mrow><mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">)</mo> <mo stretchy="false">+</mo> <msup><mi mathvariant='italic'>y</mi> <mrow><mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mi mathvariant='italic'>t</mi> <mo stretchy="false">+</mo> <mo stretchy="false">⋯</mo> <mo stretchy="false">+</mo> <msup><mi mathvariant='italic'>y</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>p</mi> <mo stretchy="false">)</mo> </mrow> </msup> <msup><mi mathvariant='italic'>t</mi> <mi mathvariant='italic'>p</mi> </msup> </mtd></mtr></mtable> </mrow></math> Note that <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">=</mo> <mi mathvariant='italic'>X</mi> <mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> </mrow></math> is the value of <code><i><font color="black"><span style='white-space: nowrap'>x</span></font></i></code> and <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <msup><mi mathvariant='italic'>y</mi> <mrow><mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">=</mo> <mi mathvariant='italic'>Y</mi> <mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> </mrow></math> is the value of <code><i><font color="black"><span style='white-space: nowrap'>y</span></font></i></code> . In the equations above, the order <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>p</mi> </mrow></math> is specified by a call to <a href="forward.xml" target="_top"><span style='white-space: nowrap'>Forward</span></a> or <a href="reverse.xml" target="_top"><span style='white-space: nowrap'>Reverse</span></a> as follows: <code><font color="blue"><span style='white-space: nowrap'><br/>      </span></font><i><font color="black"><span style='white-space: nowrap'>f</span></font></i><font color="blue"><span style='white-space: nowrap'>.Forward(</span></font><i><font color="black"><span style='white-space: nowrap'>p</span></font></i><font color="blue"><span style='white-space: nowrap'>, </span></font><i><font color="black"><span style='white-space: nowrap'>dx</span></font></i><font color="blue"><span style='white-space: nowrap'>)<br/>      </span></font><i><font color="black"><span style='white-space: nowrap'>f</span></font></i><font color="blue"><span style='white-space: nowrap'>.Reverse(</span></font><i><font color="black"><span style='white-space: nowrap'>p</span></font></i><font color="blue"><span style='white-space: nowrap'>+1, </span></font><i><font color="black"><span style='white-space: nowrap'>w</span></font></i><font color="blue"><span style='white-space: nowrap'>)<br/> </span></font></code> If all of the Taylor coefficients of <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>X</mi> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">)</mo> </mrow></math> are zero, we define <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>k</mi> <mo stretchy="false">=</mo> <mi mathvariant='italic'>p</mi> </mrow></math> . Otherwise, we define <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>k</mi> </mrow></math> to be the minimal index such that <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>k</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">≠</mo> <mn>0</mn> </mrow></math> . Note that if <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>x</mi> <mo stretchy="false">≠</mo> <mn>0</mn> </mrow></math> , <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>k</mi> <mo stretchy="false">=</mo> <mn>0</mn> </mrow></math> . The Taylor coefficient representation of <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>Y</mi> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">)</mo> </mrow></math> (and hence it's derivatives) are computed as <math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow> <msup><mi mathvariant='italic'>y</mi> <mrow><mo stretchy="false">(</mo> <mo stretchy="false">ℓ</mo> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">=</mo> <mrow><mo stretchy="true">{</mo><mrow><mtable rowalign="center" ><mtr><mtd columnalign="left" > <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mo stretchy="false">ℓ</mo> <mo stretchy="false">)</mo> </mrow> </msup> </mtd><mtd columnalign="left" > <mrow><mstyle mathvariant='normal'><mi mathvariant='normal'>if</mi> </mstyle></mrow> <mspace width='.3em'/> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>k</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">></mo> <mn>0</mn> </mtd></mtr><mtr><mtd columnalign="left" > <mn>0</mn> </mtd><mtd columnalign="left" > <mrow><mstyle mathvariant='normal'><mi mathvariant='normal'>if</mi> </mstyle></mrow> <mspace width='.3em'/> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>k</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">=</mo> <mn>0</mn> </mtd></mtr><mtr><mtd columnalign="left" > <mo stretchy="false">-</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mo stretchy="false">ℓ</mo> <mo stretchy="false">)</mo> </mrow> </msup> </mtd><mtd columnalign="left" > <mrow><mstyle mathvariant='normal'><mi mathvariant='normal'>if</mi> </mstyle></mrow> <mspace width='.3em'/> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>k</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false"><</mo> <mn>0</mn> </mtd></mtr></mtable> </mrow><mo stretchy="true"> </mo></mrow> </mrow></math> <hr/>Input File: cppad/local/abs.hpp </body> </html> |