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old_mat_mul.hpp.xml @upstream/2015.00.00.7 — raw · history · blame
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528 529 530 | <?xml version='1.0'?> <html xmlns='http://www.w3.org/1999/xhtml' xmlns:math='http://www.w3.org/1998/Math/MathML' > <head> <title>Define Matrix Multiply as a User Atomic Operation</title> <meta http-equiv='Content-Type' content='text/html' charset='utf-8'/> <meta name="description" id="description" content="Define Matrix Multiply as a User Atomic Operation"/> <meta name="keywords" id="keywords" content=" define matrix multiply as a user atomic operation old_mat_mul old_atomic test example syntax begin source extra call information indexing one reverse partials order set union cppad callback functions declare mat_mul function "/> <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='_old_mat_mul.hpp_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="old_mat_mul.cpp.xml" target="_top">Prev</a> </td><td><a href="compare_c.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>Appendix</option> <option>deprecated</option> <option>old_atomic</option> <option>old_mat_mul.cpp</option> <option>old_mat_mul.hpp</option> </select> </td> <td> <select onchange='choose_down3(this)'> <option>deprecated-></option> <option>include_deprecated</option> <option>FunDeprecated</option> <option>omp_max_thread</option> <option>TrackNewDel</option> <option>omp_alloc</option> <option>memory_leak</option> <option>epsilon</option> <option>test_vector</option> <option>cppad_ipopt_nlp</option> <option>old_atomic</option> </select> </td> <td> <select onchange='choose_down2(this)'> <option>old_atomic-></option> <option>old_reciprocal.cpp</option> <option>old_usead_1.cpp</option> <option>old_usead_2.cpp</option> <option>old_tan.cpp</option> <option>old_mat_mul.cpp</option> </select> </td> <td> <select onchange='choose_down1(this)'> <option>old_mat_mul.cpp-></option> <option>old_mat_mul.hpp</option> </select> </td> <td>old_mat_mul.hpp</td> <td> <select onchange='choose_current0(this)'> <option>Headings-></option> <option>Syntax</option> <option>Example</option> <option>Begin Source</option> <option>Extra Call Information</option> <option>Matrix Indexing</option> <option>One Matrix Multiply</option> <option>Reverse Partials One Order</option> <option>Set Union</option> <option>CppAD User Atomic Callback Functions</option> <option>Declare mat_mul Function</option> </select> </td> </tr></table><br/> <center><b><big><big>Define Matrix Multiply as a User Atomic Operation</big></big></b></center> <br/> <b><big><a name="Syntax" id="Syntax">Syntax</a></big></b> <br/> This file is located in the <code><font color="blue">example</font></code> directory. It can be copied to the current working directory and included with the syntax <code><font color="blue"><span style='white-space: nowrap'><br/>      # include "old_mat_mul.hpp"<br/> </span></font></code> <br/> <b><big><a name="Example" id="Example">Example</a></big></b> <br/> The file <a href="old_mat_mul.cpp.xml" target="_top"><span style='white-space: nowrap'>old_mat_mul.cpp</span></a> contains an example use of <code><font color="blue">old_mat_mul.hpp</font></code>. It returns true if it succeeds and false otherwise. <br/> <br/> <b><big><a name="Begin Source" id="Begin Source">Begin Source</a></big></b> <code><font color='blue'><pre style='display:inline'> # include <cppad/cppad.hpp> // Include CppAD definitions namespace { // Begin empty namespace using CppAD::vector; // Let vector denote CppAD::vector </pre></font></code> <br/> <br/> <b><big><a name="Extra Call Information" id="Extra Call Information">Extra Call Information</a></big></b> <code><font color='blue'><pre style='display:inline'> // Information we will attach to each mat_mul call struct call_info { size_t nr_result; size_t n_middle; size_t nc_result; vector<bool> vx; }; vector<call_info> info_; // vector of call information // number of orders for this operation (k + 1) size_t n_order_ = 0; // number of rows in the result matrix size_t nr_result_ = 0; // number of columns in left matrix and number of rows in right matrix size_t n_middle_ = 0; // number of columns in the result matrix size_t nc_result_ = 0; // which components of x are variables vector<bool>* vx_ = CPPAD_NULL; // get the information corresponding to this call void get_info(size_t id, size_t k, size_t n, size_t m) { n_order_ = k + 1; nr_result_ = info_[id].nr_result; n_middle_ = info_[id].n_middle; nc_result_ = info_[id].nc_result; vx_ = &(info_[id].vx); assert(n == nr_result_ * n_middle_ + n_middle_ * nc_result_); assert(m == nr_result_ * nc_result_); } </pre></font></code> <br/> <br/> <b><big><a name="Matrix Indexing" id="Matrix Indexing">Matrix Indexing</a></big></b> <code><font color='blue'><pre style='display:inline'> // Convert left matrix index pair and order to a single argument index size_t left(size_t i, size_t j, size_t ell) { assert( i < nr_result_ ); assert( j < n_middle_ ); return (i * n_middle_ + j) * n_order_ + ell; } // Convert right matrix index pair and order to a single argument index size_t right(size_t i, size_t j, size_t ell) { assert( i < n_middle_ ); assert( j < nc_result_ ); size_t offset = nr_result_ * n_middle_; return (offset + i * nc_result_ + j) * n_order_ + ell; } // Convert result matrix index pair and order to a single result index size_t result(size_t i, size_t j, size_t ell) { assert( i < nr_result_ ); assert( j < nc_result_ ); return (i * nc_result_ + j) * n_order_ + ell; } </pre></font></code> <br/> <br/> <b><big><a name="One Matrix Multiply" id="One Matrix Multiply">One Matrix Multiply</a></big></b> <br/> Forward mode matrix multiply left times right and sum into result: <code><font color='blue'><pre style='display:inline'> void multiply_and_sum( size_t order_left , size_t order_right, const vector<double>& tx , vector<double>& ty ) { size_t i, j; size_t order_result = order_left + order_right; for(i = 0; i < nr_result_; i++) { for(j = 0; j < nc_result_; j++) { double sum = 0.; size_t middle, im_left, mj_right, ij_result; for(middle = 0; middle < n_middle_; middle++) { im_left = left(i, middle, order_left); mj_right = right(middle, j, order_right); sum += tx[im_left] * tx[mj_right]; } ij_result = result(i, j, order_result); ty[ ij_result ] += sum; } } return; } </pre></font></code> <br/> <br/> <b><big><a name="Reverse Partials One Order" id="Reverse Partials One Order">Reverse Partials One Order</a></big></b> <br/> Compute reverse mode partials for one order and sum into px: <code><font color='blue'><pre style='display:inline'> void reverse_multiply( size_t order_left , size_t order_right, const vector<double>& tx , const vector<double>& ty , vector<double>& px , const vector<double>& py ) { size_t i, j; size_t order_result = order_left + order_right; for(i = 0; i < nr_result_; i++) { for(j = 0; j < nc_result_; j++) { size_t middle, im_left, mj_right, ij_result; for(middle = 0; middle < n_middle_; middle++) { ij_result = result(i, j, order_result); im_left = left(i, middle, order_left); mj_right = right(middle, j, order_right); // sum += tx[im_left] * tx[mj_right]; px[im_left] += tx[mj_right] * py[ij_result]; px[mj_right] += tx[im_left] * py[ij_result]; } } } return; } </pre></font></code> <br/> <br/> <b><big><a name="Set Union" id="Set Union">Set Union</a></big></b> <code><font color='blue'><pre style='display:inline'> void my_union( std::set<size_t>& result , const std::set<size_t>& left , const std::set<size_t>& right ) { std::set<size_t> temp; std::set_union( left.begin() , left.end() , right.begin() , right.end() , std::inserter(temp, temp.begin()) ); result.swap(temp); } </pre></font></code> <br/> <br/> <b><big><a name="CppAD User Atomic Callback Functions" id="CppAD User Atomic Callback Functions">CppAD User Atomic Callback Functions</a></big></b> <code><font color='blue'><pre style='display:inline'> // ---------------------------------------------------------------------- // forward mode routine called by CppAD bool mat_mul_forward( size_t id , size_t k , size_t n , size_t m , const vector<bool>& vx , vector<bool>& vy , const vector<double>& tx , vector<double>& ty ) { size_t i, j, ell; get_info(id, k, n, m); // check if this is during the call to mat_mul(id, ax, ay) if( vx.size() > 0 ) { assert( k == 0 && vx.size() > 0 ); // store the vx information in info_ assert( vx_->size() == 0 ); info_[id].vx.resize(n); for(j = 0; j < n; j++) info_[id].vx[j] = vx[j]; assert( vx_->size() == n ); // now compute vy for(i = 0; i < nr_result_; i++) { for(j = 0; j < nc_result_; j++) { // compute vy[ result(i, j, 0) ] bool var = false; bool nz_left, nz_right; size_t middle, im_left, mj_right, ij_result; for(middle = 0; middle < n_middle_; middle++) { im_left = left(i, middle, k); mj_right = right(middle, j, k); nz_left = vx[im_left] | (tx[im_left] != 0.); nz_right = vx[mj_right] | (tx[mj_right]!= 0.); // if not multiplying by the constant zero if( nz_left & nz_right ) var |= (vx[im_left] | vx[mj_right]); } ij_result = result(i, j, k); vy[ij_result] = var; } } } // initialize result as zero for(i = 0; i < nr_result_; i++) { for(j = 0; j < nc_result_; j++) ty[ result(i, j, k) ] = 0.; } // sum the product of proper orders for(ell = 0; ell <=k; ell++) multiply_and_sum(ell, k-ell, tx, ty); // All orders are implemented and there are no possible error // conditions, so always return true. return true; } // ---------------------------------------------------------------------- // reverse mode routine called by CppAD bool mat_mul_reverse( size_t id , size_t k , size_t n , size_t m , const vector<double>& tx , const vector<double>& ty , vector<double>& px , const vector<double>& py ) { get_info(id, k, n, m); size_t ell = n * n_order_; while(ell--) px[ell] = 0.; size_t order = n_order_; while(order--) { // reverse sum the products for specified order for(ell = 0; ell <=order; ell++) reverse_multiply(ell, order-ell, tx, ty, px, py); } // All orders are implemented and there are no possible error // conditions, so always return true. return true; } // ---------------------------------------------------------------------- // forward Jacobian sparsity routine called by CppAD bool mat_mul_for_jac_sparse( size_t id , size_t n , size_t m , size_t p , const vector< std::set<size_t> >& r , vector< std::set<size_t> >& s ) { size_t i, j, k, im_left, middle, mj_right, ij_result; k = 0; get_info(id, k, n, m); for(i = 0; i < nr_result_; i++) { for(j = 0; j < nc_result_; j++) { ij_result = result(i, j, k); s[ij_result].clear(); for(middle = 0; middle < n_middle_; middle++) { im_left = left(i, middle, k); mj_right = right(middle, j, k); // s[ij_result] = union( s[ij_result], r[im_left] ) my_union(s[ij_result], s[ij_result], r[im_left]); // s[ij_result] = union( s[ij_result], r[mj_right] ) my_union(s[ij_result], s[ij_result], r[mj_right]); } } } return true; } // ---------------------------------------------------------------------- // reverse Jacobian sparsity routine called by CppAD bool mat_mul_rev_jac_sparse( size_t id , size_t n , size_t m , size_t p , vector< std::set<size_t> >& r , const vector< std::set<size_t> >& s ) { size_t i, j, k, im_left, middle, mj_right, ij_result; k = 0; get_info(id, k, n, m); for(j = 0; j < n; j++) r[j].clear(); for(i = 0; i < nr_result_; i++) { for(j = 0; j < nc_result_; j++) { ij_result = result(i, j, k); for(middle = 0; middle < n_middle_; middle++) { im_left = left(i, middle, k); mj_right = right(middle, j, k); // r[im_left] = union( r[im_left], s[ij_result] ) my_union(r[im_left], r[im_left], s[ij_result]); // r[mj_right] = union( r[mj_right], s[ij_result] ) my_union(r[mj_right], r[mj_right], s[ij_result]); } } } return true; } // ---------------------------------------------------------------------- // reverse Hessian sparsity routine called by CppAD bool mat_mul_rev_hes_sparse( size_t id , size_t n , size_t m , size_t p , const vector< std::set<size_t> >& r , const vector<bool>& s , vector<bool>& t , const vector< std::set<size_t> >& u , vector< std::set<size_t> >& v ) { size_t i, j, k, im_left, middle, mj_right, ij_result; k = 0; get_info(id, k, n, m); for(j = 0; j < n; j++) { t[j] = false; v[j].clear(); } assert( vx_->size() == n ); for(i = 0; i < nr_result_; i++) { for(j = 0; j < nc_result_; j++) { ij_result = result(i, j, k); for(middle = 0; middle < n_middle_; middle++) { im_left = left(i, middle, k); mj_right = right(middle, j, k); // back propagate Jacobian sparsity t[im_left] = (t[im_left] | s[ij_result]); t[mj_right] = (t[mj_right] | s[ij_result]); // Visual Studio C++ 2008 warns unsafe mix of int and // bool if we use the following code directly above: // t[im_left] |= s[ij_result]; // t[mj_right] |= s[ij_result]; // back propagate Hessian sparsity // v[im_left] = union( v[im_left], u[ij_result] ) // v[mj_right] = union( v[mj_right], u[ij_result] ) my_union(v[im_left], v[im_left], u[ij_result] ); my_union(v[mj_right], v[mj_right], u[ij_result] ); // Check for case where the (i,j) result element // is in reverse Jacobian and both left and right // operands in multiplication are variables if(s[ij_result] & (*vx_)[im_left] & (*vx_)[mj_right]) { // v[im_left] = union( v[im_left], r[mj_right] ) my_union(v[im_left], v[im_left], r[mj_right] ); // v[mj_right] = union( v[mj_right], r[im_left] ) my_union(v[mj_right], v[mj_right], r[im_left] ); } } } } return true; } </pre></font></code> <br/> <br/> <b><big><a name="Declare mat_mul Function" id="Declare mat_mul Function">Declare mat_mul Function</a></big></b> <br/> Declare the <code><font color="blue">AD<double></font></code> routine <code><font color="blue"><span style='white-space: nowrap'>mat_mul(</span></font><i><font color="black"><span style='white-space: nowrap'>id</span></font></i><font color="blue"><span style='white-space: nowrap'>, </span></font><i><font color="black"><span style='white-space: nowrap'>ax</span></font></i><font color="blue"><span style='white-space: nowrap'>, </span></font><i><font color="black"><span style='white-space: nowrap'>ay</span></font></i><font color="blue"><span style='white-space: nowrap'>)</span></font></code> and end empty namespace (we could use any <a href="simplevector.xml" target="_top"><span style='white-space: nowrap'>simple vector template class</span></a> instead of <code><font color="blue">CppAD::vector</font></code>): <code><font color='blue'><pre style='display:inline'> CPPAD_USER_ATOMIC( mat_mul , CppAD::vector , double , mat_mul_forward , mat_mul_reverse , mat_mul_for_jac_sparse , mat_mul_rev_jac_sparse , mat_mul_rev_hes_sparse ) } // End empty namespace </pre></font></code> <hr/>Input File: example/atomic/old_mat_mul.hpp </body> </html> |