Codebase list cppad / upstream/2015.00.00.7 doc / link_det_lu.xml
upstream/2015.00.00.7

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

link_det_lu.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
<?xml version='1.0'?>
<html xmlns='http://www.w3.org/1999/xhtml'
      xmlns:math='http://www.w3.org/1998/Math/MathML'
>
<head>
<title>Speed Testing Gradient of Determinant Using Lu Factorization</title>
<meta http-equiv='Content-Type' content='text/html' charset='utf-8'/>
<meta name="description" id="description" content="Speed Testing Gradient of Determinant Using Lu Factorization"/>
<meta name="keywords" id="keywords" content=" link_det_lu det_lu speed test testing gradient of determinant using lu factorization prototype purpose method return value size repeat matrix double "/>
<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='_link_det_lu_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="speed_main.xml" target="_top">Prev</a>
</td><td><a href="link_det_minor.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>speed</option>
<option>speed_main</option>
<option>link_det_lu</option>
</select>
</td>
<td>
<select onchange='choose_down3(this)'>
<option>CppAD-&gt;</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>speed-&gt;</option>
<option>speed_main</option>
<option>speed_utility</option>
<option>speed_double</option>
<option>speed_adolc</option>
<option>speed_cppad</option>
<option>speed_fadbad</option>
<option>speed_sacado</option>
</select>
</td>
<td>
<select onchange='choose_down1(this)'>
<option>speed_main-&gt;</option>
<option>link_det_lu</option>
<option>link_det_minor</option>
<option>link_mat_mul</option>
<option>link_ode</option>
<option>link_poly</option>
<option>link_sparse_hessian</option>
<option>link_sparse_jacobian</option>
<option>microsoft_timer</option>
</select>
</td>
<td>link_det_lu</td>
<td>
<select onchange='choose_current0(this)'>
<option>Headings-&gt;</option>
<option>Prototype</option>
<option>Purpose</option>
<option>Method</option>
<option>Return Value</option>
<option>size</option>
<option>repeat</option>
<option>matrix</option>
<option>gradient</option>
<option>---..double</option>
</select>
</td>
</tr></table><br/>
<center><b><big><big>Speed Testing Gradient of Determinant Using Lu Factorization</big></big></b></center>
<br/>
<b><big><a name="Prototype" id="Prototype">Prototype</a></big></b>

<br/>

<code><font color="blue"><span style='white-space: nowrap'>extern&#xA0;bool&#xA0;link_det_lu(<br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;size_t&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>size</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;,&#xA0;<br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;size_t&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>repeat</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;&#xA0;&#xA0;&#xA0;,&#xA0;<br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;CppAD::vector&lt;double&gt;&#xA0;&amp;</span></font><i><font color="black"><span style='white-space: nowrap'>matrix</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;&#xA0;&#xA0;&#xA0;,<br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;CppAD::vector&lt;double&gt;&#xA0;&amp;</span></font><i><font color="black"><span style='white-space: nowrap'>gradient</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;<br/>
);<br/>
</span></font></code>
<br/>
<b><big><a name="Purpose" id="Purpose">Purpose</a></big></b>
<br/>
Each <a href="speed_main.xml#package" target="_top"><span style='white-space: nowrap'>package</span></a>

must define a version of this routine as specified below.
This is used by the <a href="speed_main.xml" target="_top"><span style='white-space: nowrap'>speed_main</span></a>
 program 
to run the corresponding speed and correctness tests.

<br/>
<br/>
<b><big><a name="Method" id="Method">Method</a></big></b>
<br/>
The same template routine <a href="det_by_lu.xml" target="_top"><span style='white-space: nowrap'>det_by_lu</span></a>
 is used 
by the different AD packages. 

<br/>
<br/>
<b><big><a name="Return Value" id="Return Value">Return Value</a></big></b>
<br/>
If this speed test is not yet
supported by a particular 
<code><i><font color="black"><span style='white-space: nowrap'>package</span></font></i></code>
,
the corresponding return value for <code><font color="blue">link_det_lu</font></code> 
should be <code><font color="blue">false</font></code>.

<br/>
<br/>
<b><big><a name="size" id="size">size</a></big></b>
<br/>
The argument 
<code><i><font color="black"><span style='white-space: nowrap'>size</span></font></i></code>

is the number of rows and columns in the matrix.

<br/>
<br/>
<b><big><a name="repeat" id="repeat">repeat</a></big></b>
<br/>
The argument 
<code><i><font color="black"><span style='white-space: nowrap'>repeat</span></font></i></code>
 is the number of different matrices
that the gradient (or determinant) is computed for.

<br/>
<br/>
<b><big><a name="matrix" id="matrix">matrix</a></big></b>
<br/>
The argument 
<code><i><font color="black"><span style='white-space: nowrap'>matrix</span></font></i></code>
 is a vector with 
<code><i><font color="black"><span style='white-space: nowrap'>size</span></font></i><font color="blue"><span style='white-space: nowrap'>*</span></font><i><font color="black"><span style='white-space: nowrap'>size</span></font></i></code>
 elements.
The input value of its elements does not matter. 
The output value of its elements is the last matrix that the
gradient (or determinant) is computed for.

<br/>
<br/>
<b><big><a name="gradient" id="gradient">gradient</a></big></b>
<br/>
The argument 
<code><i><font color="black"><span style='white-space: nowrap'>gradient</span></font></i></code>
 is a vector with 
<code><i><font color="black"><span style='white-space: nowrap'>size</span></font></i><font color="blue"><span style='white-space: nowrap'>*</span></font><i><font color="black"><span style='white-space: nowrap'>size</span></font></i></code>
 elements.
The input value of its elements does not matter. 
The output value of its elements is the gradient of the
determinant of 
<code><i><font color="black"><span style='white-space: nowrap'>matrix</span></font></i></code>
 with respect to its elements.

<br/>
<br/>
<b><a name="gradient.double" id="gradient.double">double</a></b>
<br/>
In the case where 
<code><i><font color="black"><span style='white-space: nowrap'>package</span></font></i></code>
 is <code><font color="blue">double</font></code>, 
only the first element of 
<code><i><font color="black"><span style='white-space: nowrap'>gradient</span></font></i></code>
 is used and it is actually 
the determinant value (the gradient value is not computed).


<hr/>Input File: speed/src/link_det_lu.cpp

</body>
</html>