Codebase list cppad / upstream/2015.00.00.7 doc / eigen_array.cpp.xml
upstream/2015.00.00.7

Tree @upstream/2015.00.00.7 (Download .tar.gz)

eigen_array.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
<?xml version='1.0'?>
<html xmlns='http://www.w3.org/1999/xhtml'
      xmlns:math='http://www.w3.org/1998/Math/MathML'
>
<head>
<title>Using Eigen Arrays: Example and Test</title>
<meta http-equiv='Content-Type' content='text/html' charset='utf-8'/>
<meta name="description" id="description" content="Using Eigen Arrays: Example and Test"/>
<meta name="keywords" id="keywords" content=" using eigen arrays: example and test array "/>
<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='_eigen_array.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="eigen_plugin.hpp.xml" target="_top">Prev</a>
</td><td><a href="eigen_det.cpp.xml" target="_top">Next</a>
</td><td>
<select onchange='choose_across0(this)'>
<option>Index-&gt;</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-&gt;</option>
<option>CppAD</option>
<option>Example</option>
<option>General</option>
<option>cppad_eigen.hpp</option>
<option>eigen_array.cpp</option>
</select>
</td>
<td>
<select onchange='choose_down3(this)'>
<option>Example-&gt;</option>
<option>General</option>
<option>ExampleUtility</option>
<option>ListAllExamples</option>
<option>testvector</option>
</select>
</td>
<td>
<select onchange='choose_down2(this)'>
<option>General-&gt;</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>
<select onchange='choose_down1(this)'>
<option>cppad_eigen.hpp-&gt;</option>
<option>eigen_plugin.hpp</option>
<option>eigen_array.cpp</option>
<option>eigen_det.cpp</option>
</select>
</td>
<td>eigen_array.cpp</td>
<td>Headings</td>
</tr></table><br/>



<center><b><big><big>Using Eigen Arrays: Example and Test</big></big></b></center>
<code><font color="blue"><pre style='display:inline'> 
# include &lt;cppad/example/cppad_eigen.hpp&gt;
# include &lt;cppad/speed/det_by_minor.hpp&gt;
# include &lt;Eigen/Dense&gt;

bool eigen_array(void)
{	bool ok = true;
	using CppAD::AD;
	using CppAD::NearEqual;
	using Eigen::Matrix;
	using Eigen::Dynamic;
	//
	typedef Matrix&lt; <a href="ad.xml" target="_top">AD</a>&lt;double&gt; , Dynamic, 1 &gt; a_vector;
	//
	// some temporary indices
	size_t i, j;

	// domain and range space vectors
	size_t n  = 10, m = n;
	a_vector a_x(n), a_y(m);

	// set and declare independent variables and start tape recording
	for(j = 0; j &lt; n; j++)
		a_x[j] = double(1 + j);
	CppAD::<a href="independent.xml" target="_top">Independent</a>(a_x);

	// evaluate a component wise function
	a_y = a_x.array() + sin(a_x.array()); 
	
	// create f: x -&gt; y and stop tape recording
	CppAD::<a href="funconstruct.xml" target="_top">ADFun</a>&lt;double&gt; f(a_x, a_y); 

	// compute the derivative of y w.r.t x using CppAD
	<a href="testvector.xml" target="_top">CPPAD_TESTVECTOR</a>(double) x(n);
	for(j = 0; j &lt; n; j++)
		x[j] = double(j) + 1.0 / double(j+1);
	<a href="testvector.xml" target="_top">CPPAD_TESTVECTOR</a>(double) jac = f.<a href="jacobian.xml" target="_top">Jacobian</a>(x);

	// check Jacobian
	double eps = 100. * CppAD::numeric_limits&lt;double&gt;::epsilon();
	for(i = 0; i &lt; m; i++)
	{	for(j = 0; j &lt; n; j++)
		{	double check = 1.0 + cos(x[i]);
			if( i != j )
				check = 0.0;
			ok &amp;= <a href="nearequal.xml" target="_top">NearEqual</a>(jac[i * n + j], check, eps, eps);
		}
	}

	return ok;
}

</pre>

</font></code>


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

</body>
</html>