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<?xml version='1.0'?>
<html xmlns='http://www.w3.org/1999/xhtml'
      xmlns:math='http://www.w3.org/1998/Math/MathML'
>
<head>
<title>Conditional Expressions: Example and Test</title>
<meta http-equiv='Content-Type' content='text/html' charset='utf-8'/>
<meta name="description" id="description" content="Conditional Expressions: Example and Test"/>
<meta name="keywords" id="keywords" content=" conditional expressions: example and test Condexp description "/>
<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='_cond_exp.cpp_xml.js'>
</script>
</head>
<body>
<table><tr>
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<center><b><big><big>Conditional Expressions: Example and Test</big></big></b></center>
<br/>
<b><big><a name="Description" id="Description">Description</a></big></b>
<br/>
Use <code><font color="blue">CondExp</font></code> to compute

<math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow>
<mi mathvariant='italic'>f</mi>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
<mo stretchy="false">=</mo>
<munderover><mo displaystyle='true' largeop='true'>&#x02211;</mo>
<mrow><mi mathvariant='italic'>j</mi>
<mo stretchy="false">=</mo>
<mn>0</mn>
</mrow>
<mrow><mi mathvariant='italic'>m</mi>
<mn>-1</mn>
</mrow>
</munderover>
<msub><mi mathvariant='italic'>x</mi>
<mi mathvariant='italic'>j</mi>
</msub>
<mi>log</mi>
<mo stretchy="false">(</mo>
<msub><mi mathvariant='italic'>x</mi>
<mi mathvariant='italic'>j</mi>
</msub>
<mo stretchy="false">)</mo>
</mrow></math>

and its derivative at various argument values
( where 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<msub><mi mathvariant='italic'>x</mi>
<mi mathvariant='italic'>j</mi>
</msub>
<mo stretchy="false">&#x02265;</mo>
<mn>0</mn>
</mrow></math>

 )
with out having to re-tape; i.e.,
using only one <a href="adfun.xml" target="_top"><span style='white-space: nowrap'>ADFun</span></a>
 object.
Note that 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<msub><mi mathvariant='italic'>x</mi>
<mi mathvariant='italic'>j</mi>
</msub>
<mi>log</mi>
<mo stretchy="false">(</mo>
<msub><mi mathvariant='italic'>x</mi>
<mi mathvariant='italic'>j</mi>
</msub>
<mo stretchy="false">)</mo>
<mo stretchy="false">&#x02192;</mo>
<mn>0</mn>
</mrow></math>


as 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<msub><mi mathvariant='italic'>x</mi>
<mi mathvariant='italic'>j</mi>
</msub>
<mo stretchy="false">&#x02193;</mo>
<mn>0</mn>
</mrow></math>

 and
we need to handle the case 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<msub><mi mathvariant='italic'>x</mi>
<mi mathvariant='italic'>j</mi>
</msub>
<mo stretchy="false">=</mo>
<mn>0</mn>
</mrow></math>


in a special way to avoid multiplying zero by infinity.

<code><font color="blue">
<pre style='display:inline'> 

# include &lt;cppad/cppad.hpp&gt;
# include &lt;limits&gt;

bool CondExp(void)
{	bool ok = true;

	using CppAD::isnan;
	using CppAD::AD;
	using CppAD::NearEqual;
	using CppAD::log; 
	using CppAD::abs;
	double eps  = 100. * CppAD::numeric_limits&lt;double&gt;::epsilon();
	double fmax = std::numeric_limits&lt;double&gt;::max();

	// domain space vector
	size_t n = 5;
	<a href="testvector.xml" target="_top">CPPAD_TESTVECTOR</a>(AD&lt;double&gt;) X(n);
	size_t j;
	for(j = 0; j &lt; n; j++)
		X[j] = 1.;

	// declare independent variables and start tape recording
	CppAD::<a href="independent.xml" target="_top">Independent</a>(X);

	<a href="ad.xml" target="_top">AD</a>&lt;double&gt; Sum  = 0.;
	<a href="ad.xml" target="_top">AD</a>&lt;double&gt; Zero = 0.;
	for(j = 0; j &lt; n; j++)
	{	// if x_j &gt; 0, add x_j * log( x_j ) to the sum
		Sum += CppAD::CondExpGt(X[j], Zero, X[j] * log(X[j]),    Zero);
	}

	// range space vector 
	size_t m = 1;
	<a href="testvector.xml" target="_top">CPPAD_TESTVECTOR</a>(AD&lt;double&gt;) Y(m);
	Y[0] = Sum;

	// create f: X -&gt; Y and stop tape recording
	CppAD::<a href="funconstruct.xml" target="_top">ADFun</a>&lt;double&gt; f(X, Y);

	// vectors for arguments to the function object f
	<a href="testvector.xml" target="_top">CPPAD_TESTVECTOR</a>(double) x(n);   // argument values
	<a href="testvector.xml" target="_top">CPPAD_TESTVECTOR</a>(double) y(m);   // function values 
	<a href="testvector.xml" target="_top">CPPAD_TESTVECTOR</a>(double) w(m);   // function weights 
	<a href="testvector.xml" target="_top">CPPAD_TESTVECTOR</a>(double) dw(n);  // derivative of weighted function

	// a case where x[j] &gt; 0 for all j
	double check  = 0.;
	for(j = 0; j &lt; n; j++)
	{	x[j]   = double(j + 1); 
		check += x[j] * log( x[j] );
	}

	// function value 
	y  = f.<a href="forward.xml" target="_top">Forward</a>(0, x);
	ok &amp;= <a href="nearequal.xml" target="_top">NearEqual</a>(y[0], check, eps, eps);

	// compute derivative of y[0]
	w[0] = 1.;
	dw   = f.<a href="reverse.xml" target="_top">Reverse</a>(1, w);
	for(j = 0; j &lt; n; j++)
		ok &amp;= <a href="nearequal.xml" target="_top">NearEqual</a>(dw[j], log(x[j]) + 1., eps, eps); 

	// a case where x[3] is equal to zero
	check -= x[3] * log( x[3] );
	x[3]   = 0.;

	// function value 
	y   = f.<a href="forward.xml" target="_top">Forward</a>(0, x);
	ok &amp;= <a href="nearequal.xml" target="_top">NearEqual</a>(y[0], check, eps, eps);

	// check derivative of y[0]
	f.check_for_nan(false);
	w[0] = 1.;
	dw   = f.<a href="reverse.xml" target="_top">Reverse</a>(1, w);
	for(j = 0; j &lt; n; j++)
	{	if( x[j] &gt; 0 )
			ok &amp;= <a href="nearequal.xml" target="_top">NearEqual</a>(dw[j], log(x[j]) + 1., eps, eps); 
		else
		{	// In this case computing dw[j] is computed using 
			//      log(x[j]) + x[j] / x[j] 
			// which has limit minus infinity but computes as nan.
			ok &amp;= ( isnan( dw[j] ) || dw[j] &lt;= -fmax );
		}
	}
	
	return ok;
}
</pre>

</font></code>


<hr/>Input File: example/cond_exp.cpp

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