doc/cppad_mat_mul.cpp.xml - cppad (upstream/2015.00.00.7)

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<center><b><big><big>CppAD Speed: Matrix Multiplication</big></big></b></center>
<br/>
<b><big><a name="Specifications" id="Specifications">Specifications</a></big></b>
<br/>
See <a href="link_mat_mul.xml" target="_top"><span style='white-space: nowrap'>link_mat_mul</span></a>
.

<br/>
<br/>
<b><big><a name="Implementation" id="Implementation">Implementation</a></big></b>


<code><font color='blue'><pre style='display:inline'> 
# include &lt;cppad/cppad.hpp&gt;
# include &lt;cppad/speed/mat_sum_sq.hpp&gt;
# include &lt;cppad/speed/uniform_01.hpp&gt;
# include &lt;cppad/example/matrix_mul.hpp&gt;

// Note that CppAD uses global_memory at the main program level
extern bool
	global_onetape, global_atomic, global_optimize;

bool link_mat_mul(
	size_t                           size     , 
	size_t                           repeat   , 
	CppAD::vector&lt;double&gt;&amp;           x        ,
	CppAD::vector&lt;double&gt;&amp;           z        ,
	CppAD::vector&lt;double&gt;&amp;           dz
)
{
	// -----------------------------------------------------
	// setup
	typedef CppAD::<a href="ad.xml" target="_top">AD</a>&lt;double&gt;           ADScalar; 
	typedef CppAD::vector&lt;ADScalar&gt;     ADVector; 

	size_t j;               // temporary index
	size_t m = 1;           // number of dependent variables
	size_t n = size * size; // number of independent variables
	ADVector   X(n);        // AD domain space vector
	ADVector   Y(n);        // Store product matrix
	ADVector   Z(m);        // AD range space vector
	CppAD::<a href="funconstruct.xml" target="_top">ADFun</a>&lt;double&gt; f; // AD function object
	
	// vectors of reverse mode weights 
	CppAD::vector&lt;double&gt; w(1);
	w[0] = 1.;

	// user atomic information
	CppAD::vector&lt;ADScalar&gt; ax(2 * n), ay(n);
	size_t nr_result = size;
	size_t n_middle  = size;
	size_t nc_result = size;
	matrix_mul atom_mul(nr_result, n_middle, nc_result);

	// ------------------------------------------------------
	if( ! global_onetape ) while(repeat--)
	{	// get the next matrix
		CppAD::uniform_01(n, x);
		for( j = 0; j &lt; n; j++)
			X[j] = x[j];

		// declare independent variables
		<a href="independent.xml" target="_top">Independent</a>(X);

		// do computations
		if( ! global_atomic )
			mat_sum_sq(size, X, Y, Z);
		else
		{	for(j = 0; j &lt; n; j++)
			{	ax[j]   = X[j];
				ax[j+n] = X[j];
			}
			// Y = X * X
			atom_mul(ax, ay);
			Z[0] = 0.;
			for(j = 0; j &lt; n; j++)
				Z[0] += ay[j];
		} 
		// create function object f : X -&gt; Z
		f.Dependent(X, Z);

		if( global_optimize )
			f.optimize();

		// evaluate and return gradient using reverse mode
		z  = f.<a href="forward.xml" target="_top">Forward</a>(0, x);
		dz = f.<a href="reverse.xml" target="_top">Reverse</a>(1, w);
	}
	else
	{	// get a next matrix
		CppAD::uniform_01(n, x);
		for(j = 0; j &lt; n; j++)
			X[j] = x[j];

		// declare independent variables
		<a href="independent.xml" target="_top">Independent</a>(X);

		// do computations
		if( ! global_atomic )
			mat_sum_sq(size, X, Y, Z);
		else
		{	for(j = 0; j &lt; n; j++)
			{	ax[j]   = X[j];
				ax[j+n] = X[j];
			}
			// Y = X * X
			atom_mul(ax, ay);
			Z[0] = 0.;
			for(j = 0; j &lt; n; j++)
				Z[0] += ay[j];
		} 
	
		// create function object f : X -&gt; Z
		f.Dependent(X, Z);

		if( global_optimize )
			f.optimize();
		while(repeat--)
		{	// get a next matrix
			CppAD::uniform_01(n, x);

			// evaluate and return gradient using reverse mode
			z  = f.<a href="forward.xml" target="_top">Forward</a>(0, x);
			dz = f.<a href="reverse.xml" target="_top">Reverse</a>(1, w);
		}
	}
	// --------------------------------------------------------------------
	// Free temporary work space. (If there are future calls to 
	// mat_mul they would create new temporary work space.)
	CppAD::user_atomic&lt;double&gt;::clear();

	return true;
}
</pre></font></code>


<hr/>Input File: speed/cppad/mat_mul.cpp

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