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ad_in_c.cpp.xml @upstream/2015.00.00.7 — raw · history · blame
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 | <?xml version='1.0'?> <html xmlns='http://www.w3.org/1999/xhtml' xmlns:math='http://www.w3.org/1998/Math/MathML' > <head> <title>Example and Test Linking CppAD to Languages Other than C++</title> <meta http-equiv='Content-Type' content='text/html' charset='utf-8'/> <meta name="description" id="description" content="Example and Test Linking CppAD to Languages Other than C++"/> <meta name="keywords" id="keywords" content=" example and test linking cppad to languages other than c++ C Ad algorithmic differentiation automatic link Cppad language "/> <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='_ad_in_c.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="ad_fun.cpp.xml" target="_top">Prev</a> </td><td><a href="conj_grad.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>Example</option> <option>General</option> <option>ad_in_c.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>library</option> <option>ipopt_solve</option> <option>Example</option> <option>speed</option> <option>Appendix</option> </select> </td> <td> <select onchange='choose_down2(this)'> <option>Example-></option> <option>General</option> <option>ExampleUtility</option> <option>ListAllExamples</option> <option>testvector</option> </select> </td> <td> <select onchange='choose_down1(this)'> <option>General-></option> <option>ad_fun.cpp</option> <option>ad_in_c.cpp</option> <option>conj_grad.cpp</option> <option>cppad_eigen.hpp</option> <option>hes_minor_det.cpp</option> <option>hes_lu_det.cpp</option> <option>interface2c.cpp</option> <option>jac_minor_det.cpp</option> <option>jac_lu_det.cpp</option> <option>mul_level</option> <option>ode_stiff.cpp</option> <option>mul_level_ode.cpp</option> <option>mul_level_adolc_ode.cpp</option> <option>ode_taylor.cpp</option> <option>stack_machine.cpp</option> </select> </td> <td>ad_in_c.cpp</td> <td>Headings</td> </tr></table><br/> <center><b><big><big>Example and Test Linking CppAD to Languages Other than C++</big></big></b></center> <code><font color="blue"><pre style='display:inline'> # include <cstdio> # include <cppad/cppad.hpp> # include <list> namespace { // Begin empty namespace ***************************************** /* void debug_print(const char *label, double d) { using std::printf; unsigned char *byte = reinterpret_cast<unsigned char *>(&d); size_t n_byte = sizeof(d); printf("%s", label); for(size_t i = 0; i < n_byte; i++) printf("%x", byte[i]); printf("\n"); } */ // type in C corresponding to an <a href="ad.xml" target="_top">AD</a><double> object typedef struct { void* p_void; } cad; // type in C corresponding to a an <a href="funconstruct.xml" target="_top">ADFun</a><double> typedef struct { void* p_void; } cad_fun; // type in C corresponding to a C AD binary operator typedef enum { op_add, op_sub, op_mul, op_div } cad_binary_op; // type in C corresponding to a C AD unary operator typedef enum { op_abs, op_acos, op_asin, op_atan, op_cos, op_cosh, op_exp, op_log, op_sin, op_sinh, op_sqrt } cad_unary_op; // -------------------------------------------------------------------------- // helper code not intended for use by C code ------------------------------ using CppAD::AD; using CppAD::ADFun; using CppAD::vector; using CppAD::NearEqual; void cad2vector(size_t n, cad* p_cad, vector< <a href="ad.xml" target="_top">AD</a><double> >& v) { assert( n == v.size() ); for(size_t j = 0; j < n; j++) { <a href="ad.xml" target="_top">AD</a><double>* p_ad = reinterpret_cast< <a href="ad.xml" target="_top">AD</a><double>* > (p_cad[j].p_void); v[j] = *p_ad; } } void vector2cad(size_t n, vector< <a href="ad.xml" target="_top">AD</a><double> >& v, cad* p_cad) { assert( n == v.size() ); for(size_t j = 0; j < n; j++) { <a href="ad.xml" target="_top">AD</a><double>* p_ad = reinterpret_cast< <a href="ad.xml" target="_top">AD</a><double>* > (p_cad[j].p_void); *p_ad = v[j]; } } void double2vector(size_t n, double* p_dbl, vector<double>& v) { assert( n == v.size() ); for(size_t j = 0; j < n; j++) v[j] = p_dbl[j]; } void vector2double(size_t n, vector<double>& v, double *p_dbl) { assert( n == v.size() ); for(size_t j = 0; j < n; j++) p_dbl[j] = v[j]; } std::list<void*> allocated; # ifdef NDEBUG inline void push_allocated(void *p) { } inline void pop_allocated(void *p) { } # else inline void push_allocated(void *p) { assert( p != 0 ); allocated.push_front(p); } inline void pop_allocated(void *p) { std::list<void*>::iterator i; for(i = allocated.begin(); i != allocated.end(); ++i) { if( *i == p ) { allocated.erase(i); return; } } assert( 0 ); } # endif // -------------------------------------------------------------------------- // Here is the code that links C to CppAD. You will have to add more // functions and operators to make a complete language link. // extern "C" bool cad_near_equal(double x, double y) { double eps = 10. * std::numeric_limits<double>::epsilon(); return <a href="nearequal.xml" target="_top">NearEqual</a>(x, y, eps, 0.); } // create a C++ AD object // value is the value that the C++ AD object will have // p_cad->p_void: on input is 0, on output points to C++ AD object extern "C" void cad_new_ad(cad *p_cad, double value) { // make sure pointer is not currently allocated assert( p_cad->p_void == 0 ); <a href="ad.xml" target="_top">AD</a><double>* p_ad = new <a href="ad.xml" target="_top">AD</a><double>(value); p_cad->p_void = reinterpret_cast<void*>(p_ad); // put in list of allocate pointers push_allocated( p_cad->p_void ); } // delete a C++ AD object // p_cad->value: not used // p_cad->p_void: on input points to C++ AD object, on output is 0 extern "C" void cad_del_ad(cad* p_cad) { // make sure that p_cad has been allocated pop_allocated( p_cad->p_void ); <a href="ad.xml" target="_top">AD</a><double>* p_ad = reinterpret_cast< <a href="ad.xml" target="_top">AD</a><double>* >( p_cad->p_void ); delete p_ad; // special value for pointers that are not allocated p_cad->p_void = 0; } // extract the value from a C++ AD object // extern "C" double cad_value(cad* p_cad) { <a href="ad.xml" target="_top">AD</a><double>* p_ad = reinterpret_cast< <a href="ad.xml" target="_top">AD</a><double>* > (p_cad->p_void); return Value( Var2Par(*p_ad) ); } // preform a C AD unary operation extern "C" void cad_unary(cad_unary_op op, cad* p_operand, cad* p_result) { <a href="ad.xml" target="_top">AD</a><double> *operand, *result; result = reinterpret_cast< <a href="ad.xml" target="_top">AD</a><double>* > (p_result->p_void); operand = reinterpret_cast< <a href="ad.xml" target="_top">AD</a><double>* > (p_operand->p_void); switch(op) { case op_abs: *result = abs( *operand ); break; case op_acos: *result = acos( *operand ); break; case op_asin: *result = asin( *operand ); break; case op_atan: *result = atan( *operand ); break; case op_cos: *result = cos( *operand ); break; case op_cosh: *result = cosh( *operand ); break; case op_exp: *result = exp( *operand ); break; case op_log: *result = log( *operand ); break; case op_sin: *result = sin( *operand ); break; case op_sinh: *result = sinh( *operand ); break; case op_sqrt: *result = sqrt( *operand ); break; default: // not a unary operator assert(0); break; } return; } // perform a C AD binary operation extern "C" void cad_binary(cad_binary_op op, cad* p_left, cad* p_right, cad* p_result) { <a href="ad.xml" target="_top">AD</a><double> *result, *left, *right; result = reinterpret_cast< <a href="ad.xml" target="_top">AD</a><double>* > (p_result->p_void); left = reinterpret_cast< <a href="ad.xml" target="_top">AD</a><double>* > (p_left->p_void); right = reinterpret_cast< <a href="ad.xml" target="_top">AD</a><double>* > (p_right->p_void); assert( result != 0 ); assert( left != 0 ); assert( right != 0 ); switch(op) { case op_add: *result = *left + (*right); break; case op_sub: *result = *left - (*right); break; case op_mul: *result = *left * (*right); break; case op_div: *result = *left / (*right); break; default: // not a binary operator assert(0); } return; } // declare the independent variables in C++ extern "C" void cad_independent(size_t n, cad* px_cad) { vector< <a href="ad.xml" target="_top">AD</a><double> > x(n); cad2vector(n, px_cad, x); CppAD::<a href="independent.xml" target="_top">Independent</a>(x); vector2cad(n, x, px_cad); } // create an ADFun object in C++ extern "C" cad_fun cad_new_fun(size_t n, size_t m, cad* px_cad, cad* py_cad) { cad_fun fun; <a href="funconstruct.xml" target="_top">ADFun</a><double>* p_adfun = new <a href="funconstruct.xml" target="_top">ADFun</a><double>; vector< <a href="ad.xml" target="_top">AD</a><double> > x(n); vector< <a href="ad.xml" target="_top">AD</a><double> > y(m); cad2vector(n, px_cad, x); cad2vector(m, py_cad, y); p_adfun->Dependent(x, y); fun.p_void = reinterpret_cast<void*>( p_adfun ); // put in list of allocate pointers push_allocated( fun.p_void ); return fun; } // delete an AD function object in C extern "C" void cad_del_fun(cad_fun *fun) { // make sure this pointer has been allocated pop_allocated( fun->p_void ); <a href="funconstruct.xml" target="_top">ADFun</a><double>* p_adfun = reinterpret_cast< <a href="funconstruct.xml" target="_top">ADFun</a><double>* > (fun->p_void); delete p_adfun; // special value for pointers that are not allocated fun->p_void = 0; } // evaluate the Jacobian corresponding to a function object extern "C" void cad_jacobian(cad_fun fun, size_t n, size_t m, double* px, double* pjac ) { assert( fun.p_void != 0 ); <a href="funconstruct.xml" target="_top">ADFun</a><double>* p_adfun = reinterpret_cast< <a href="funconstruct.xml" target="_top">ADFun</a><double>* >(fun.p_void); vector<double> x(n), jac(n * m); double2vector(n, px, x); jac = p_adfun->Jacobian(x); vector2double(n * m, jac, pjac); } // forward mode extern "C" void cad_forward(cad_fun fun, size_t order, size_t n, size_t m, double* px, double* py ) { assert( fun.p_void != 0 ); <a href="funconstruct.xml" target="_top">ADFun</a><double>* p_adfun = reinterpret_cast< <a href="funconstruct.xml" target="_top">ADFun</a><double>* >(fun.p_void); vector<double> x(n), y(m); double2vector(n, px, x); y = p_adfun->Forward(order, x); vector2double(m, y, py); } // check that allocated list has been completely freed extern "C" bool cad_allocated_empty(void) { return allocated.empty(); } } // End empty namespace **************************************************** # include <math.h> // used to check results in c code below # define N 2 // number of independent variables in example # define M 5 // number of dependent variables in example // ------------------------------------------------------------------------- // Here is the C code that uses the CppAD link above bool ad_in_c(void) { // This routine is intentionally coded as if it were written in C // as an example of how you can link C, and other languages to CppAD bool ok = true; // x vector of AD objects in C double value; size_t j, n = N; cad X[N]; for(j = 0; j < n; j++) { value = (double) (j+1) / (double) n; X[j].p_void = 0; cad_new_ad(X + j, value); } // y vector of AD objects in C size_t i, m = M; cad Y[M]; for(i = 0; i < m; i++) { value = 0.; // required, but not used Y[i].p_void = 0; cad_new_ad(Y + i, value); } // declare X as the independent variable vector cad_independent(n, X); // y[0] = x[0] + x[1] cad_binary(op_add, X+0, X+1, Y+0); ok &= cad_near_equal( cad_value(Y+0), cad_value(X+0)+cad_value(X+1) ); // y[1] = x[0] - x[1] cad_binary(op_sub, X+0, X+1, Y+1); ok &= cad_near_equal( cad_value(Y+1), cad_value(X+0)-cad_value(X+1) ); // y[2] = x[0] * x[1] cad_binary(op_mul, X+0, X+1, Y+2); ok &= cad_near_equal( cad_value(Y+2), cad_value(X+0)*cad_value(X+1) ); // y[3] = x[0] * x[1] cad_binary(op_div, X+0, X+1, Y+3); ok &= cad_near_equal( cad_value(Y+3), cad_value(X+0)/cad_value(X+1) ); // y[4] = sin(x[0]) + asin(sin(x[0])) cad sin_x0 = { 0 }; // initialize p_void as zero cad_new_ad( &sin_x0, 0.); cad_unary(op_sin, X+0, &sin_x0); ok &= cad_near_equal(cad_value(&sin_x0), sin(cad_value(X+0)) ); cad asin_sin_x0 = { 0 }; // initialize p_void as zero cad_new_ad( &asin_sin_x0, 0.); cad_unary(op_asin, &sin_x0, &asin_sin_x0); ok &= cad_near_equal( cad_value(&asin_sin_x0), asin( cad_value(&sin_x0) ) ); cad_binary(op_add, &sin_x0, &asin_sin_x0, Y+4); ok &= cad_near_equal( cad_value(Y+4), cad_value(&sin_x0) + cad_value(&asin_sin_x0) ); // declare y as the dependent variable vector and stop recording // and store function object in f cad_fun f = cad_new_fun(n, m, X, Y); // now use the function object double x[N], jac[N * M]; x[0] = 1.; x[1] = .5; // compute the Jacobian cad_jacobian(f, n, m, x, jac); // check the Jacobian values size_t k = 0; // partial y[0] w.r.t. x[0] ok &= cad_near_equal(jac[k++], 1.); // partial y[0] w.r.t. x[1] ok &= cad_near_equal(jac[k++], 1.); // partial y[1] w.r.t. x[0] ok &= cad_near_equal(jac[k++], 1.); // partial y[1] w.r.t. x[1] ok &= cad_near_equal(jac[k++], -1.); // partial y[2] w.r.t. x[0] ok &= cad_near_equal(jac[k++], x[1]); // partial y[2] w.r.t. x[1] ok &= cad_near_equal(jac[k++], x[0]); // partial y[3] w.r.t. x[0] ok &= cad_near_equal(jac[k++], 1./x[1]); // partial y[3] w.r.t. x[1] ok &= cad_near_equal(jac[k++], -x[0]/(x[1]*x[1])); // partial y[4] w.r.t x[0] ok &= cad_near_equal(jac[k++], cos(x[0]) + 1.); // partial y[4] w.r.t x[1] ok &= cad_near_equal(jac[k++], 0.); // evaluate the function f at a different x size_t order = 0; double y[M]; x[0] = .5; x[1] = 1.; cad_forward(f, order, n, m, x, y); // check the function values ok &= cad_near_equal(y[0] , x[0] + x[1] ); ok &= cad_near_equal(y[1] , x[0] - x[1] ); ok &= cad_near_equal(y[2] , x[0] * x[1] ); ok &= cad_near_equal(y[3] , x[0] / x[1] ); ok &= cad_near_equal(y[4] , sin(x[0]) + asin(sin(x[0])) ); // delete All C++ copies of the AD objects cad_del_fun( &f ); cad_del_ad( &sin_x0 ); cad_del_ad( &asin_sin_x0 ); for(j = 0; j < n; j++) cad_del_ad(X + j); for(i = 0; i < m; i++) cad_del_ad(Y + i); ok &= cad_allocated_empty(); return ok; } </pre> </font></code> <hr/>Input File: example/ad_in_c.cpp </body> </html> |