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old_tan.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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 | <?xml version='1.0'?> <html xmlns='http://www.w3.org/1999/xhtml' xmlns:math='http://www.w3.org/1998/Math/MathML' > <head> <title>Tan and Tanh as User Atomic Operations: Example and Test</title> <meta http-equiv='Content-Type' content='text/html' charset='utf-8'/> <meta name="description" id="description" content="Tan and Tanh as User Atomic Operations: Example and Test"/> <meta name="keywords" id="keywords" content=" tan and tanh as user atomic operations: example test old_atomic deprecated theory "/> <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_tan.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="old_usead_2.cpp.xml" target="_top">Prev</a> </td><td><a href="old_mat_mul.cpp.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_tan.cpp</option> </select> </td> <td> <select onchange='choose_down3(this)'> <option>Appendix-></option> <option>Faq</option> <option>Theory</option> <option>glossary</option> <option>Bib</option> <option>Bugs</option> <option>WishList</option> <option>whats_new</option> <option>deprecated</option> <option>compare_c</option> <option>License</option> </select> </td> <td> <select onchange='choose_down2(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_down1(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>old_tan.cpp</td> <td> <select onchange='choose_current0(this)'> <option>Headings-></option> <option>Deprecated</option> <option>Theory</option> </select> </td> </tr></table><br/> <center><b><big><big>Tan and Tanh as User Atomic Operations: Example and Test</big></big></b></center> <br/> <b><big><a name="Deprecated" id="Deprecated">Deprecated</a></big></b> <br/> This example has not deprecated; see <a href="atomic_tangent.cpp.xml" target="_top"><span style='white-space: nowrap'>atomic_tangent.cpp</span></a> instead. <br/> <br/> <b><big><a name="Theory" id="Theory">Theory</a></big></b> <br/> The code below uses the <a href="tan_forward.xml" target="_top"><span style='white-space: nowrap'>tan_forward</span></a> and <a href="tan_reverse.xml" target="_top"><span style='white-space: nowrap'>tan_reverse</span></a> to implement the tangent ( <code><i><font color="black"><span style='white-space: nowrap'>id</span></font></i><font color="blue"><span style='white-space: nowrap'> == 0</span></font></code> ) and hyperbolic tangent ( <code><i><font color="black"><span style='white-space: nowrap'>id</span></font></i><font color="blue"><span style='white-space: nowrap'> == 1</span></font></code> ) functions as user atomic operations. <code><font color="blue"> <pre style='display:inline'> # include <cppad/cppad.hpp> namespace { // Begin empty namespace using CppAD::vector; // a utility to compute the union of two sets. 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); } // ---------------------------------------------------------------------- // forward mode routine called by CppAD bool old_tan_forward( size_t id , size_t order , size_t n , size_t m , const vector<bool>& vx , vector<bool>& vzy , const vector<float>& tx , vector<float>& tzy ) { assert( id == 0 || id == 1 ); assert( n == 1 ); assert( m == 2 ); assert( tx.size() >= (order+1) * n ); assert( tzy.size() >= (order+1) * m ); size_t n_order = order + 1; size_t j = order; size_t k; // check if this is during the call to old_tan(id, ax, ay) if( vx.size() > 0 ) { assert( vx.size() >= n ); assert( vzy.size() >= m ); // now setvzy vzy[0] = vx[0]; vzy[1] = vx[0]; } if( j == 0 ) { // z^{(0)} = tan( x^{(0)} ) or tanh( x^{(0)} ) if( id == 0 ) tzy[0] = tan( tx[0] ); else tzy[0] = tanh( tx[0] ); // y^{(0)} = z^{(0)} * z^{(0)} tzy[n_order + 0] = tzy[0] * tzy[0]; } else { float j_inv = 1.f / float(j); if( id == 1 ) j_inv = - j_inv; // z^{(j)} = x^{(j)} +- sum_{k=1}^j k x^{(k)} y^{(j-k)} / j tzy[j] = tx[j]; for(k = 1; k <= j; k++) tzy[j] += tx[k] * tzy[n_order + j-k] * k * j_inv; // y^{(j)} = sum_{k=0}^j z^{(k)} z^{(j-k)} tzy[n_order + j] = 0.; for(k = 0; k <= j; k++) tzy[n_order + j] += tzy[k] * tzy[j-k]; } // All orders are implemented and there are no possible errors return true; } // ---------------------------------------------------------------------- // reverse mode routine called by CppAD bool old_tan_reverse( size_t id , size_t order , size_t n , size_t m , const vector<float>& tx , const vector<float>& tzy , vector<float>& px , const vector<float>& pzy ) { assert( id == 0 || id == 1 ); assert( n == 1 ); assert( m == 2 ); assert( tx.size() >= (order+1) * n ); assert( tzy.size() >= (order+1) * m ); assert( px.size() >= (order+1) * n ); assert( pzy.size() >= (order+1) * m ); size_t n_order = order + 1; size_t j, k; // copy because partials w.r.t. y and z need to change vector<float> qzy = pzy; // initialize accumultion of reverse mode partials for(k = 0; k < n_order; k++) px[k] = 0.; // eliminate positive orders for(j = order; j > 0; j--) { float j_inv = 1.f / float(j); if( id == 1 ) j_inv = - j_inv; // H_{x^{(k)}} += delta(j-k) +- H_{z^{(j)} y^{(j-k)} * k / j px[j] += qzy[j]; for(k = 1; k <= j; k++) px[k] += qzy[j] * tzy[n_order + j-k] * k * j_inv; // H_{y^{j-k)} += +- H_{z^{(j)} x^{(k)} * k / j for(k = 1; k <= j; k++) qzy[n_order + j-k] += qzy[j] * tx[k] * k * j_inv; // H_{z^{(k)}} += H_{y^{(j-1)}} * z^{(j-k-1)} * 2. for(k = 0; k < j; k++) qzy[k] += qzy[n_order + j-1] * tzy[j-k-1] * 2.f; } // eliminate order zero if( id == 0 ) px[0] += qzy[0] * (1.f + tzy[n_order + 0]); else px[0] += qzy[0] * (1.f - tzy[n_order + 0]); return true; } // ---------------------------------------------------------------------- // forward Jacobian sparsity routine called by CppAD bool old_tan_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 ) { assert( n == 1 ); assert( m == 2 ); assert( id == 0 || id == 1 ); assert( r.size() >= n ); assert( s.size() >= m ); // sparsity for z and y are the same as for x s[0] = r[0]; s[1] = r[0]; return true; } // ---------------------------------------------------------------------- // reverse Jacobian sparsity routine called by CppAD bool old_tan_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 ) { assert( n == 1 ); assert( m == 2 ); assert( id == 0 || id == 1 ); assert( r.size() >= n ); assert( s.size() >= m ); // note that, if the users code only uses z, and not y, // we could just set r[0] = s[0] my_union(r[0], s[0], s[1]); return true; } // ---------------------------------------------------------------------- // reverse Hessian sparsity routine called by CppAD bool old_tan_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 ) { assert( n == 1 ); assert( m == 2 ); assert( id == 0 || id == 1 ); assert( r.size() >= n ); assert( s.size() >= m ); assert( t.size() >= n ); assert( u.size() >= m ); assert( v.size() >= n ); // back propagate Jacobian sparsity. If users code only uses z, // we could just set t[0] = s[0]; t[0] = s[0] | s[1]; // back propagate Hessian sparsity, ... my_union(v[0], u[0], u[1]); // convert forward Jacobian sparsity to Hessian sparsity // because tan and tanh are nonlinear if( t[0] ) my_union(v[0], v[0], r[0]); return true; } // --------------------------------------------------------------------- // Declare the <a href="ad.xml" target="_top">AD</a><float> routine old_tan(id, ax, ay) CPPAD_USER_ATOMIC( old_tan , CppAD::vector , float , old_tan_forward , old_tan_reverse , old_tan_for_jac_sparse , old_tan_rev_jac_sparse , old_tan_rev_hes_sparse ) } // End empty namespace bool old_tan(void) { bool ok = true; using CppAD::AD; using CppAD::NearEqual; float eps = 10.f * CppAD::numeric_limits<float>::epsilon(); // domain space vector size_t n = 1; float x0 = 0.5; CppAD::vector< <a href="ad.xml" target="_top">AD</a><float> > ax(n); ax[0] = x0; // declare independent variables and start tape recording CppAD::<a href="independent.xml" target="_top">Independent</a>(ax); // range space vector size_t m = 3; CppAD::vector< <a href="ad.xml" target="_top">AD</a><float> > af(m); // temporary vector for old_tan computations // (old_tan computes tan or tanh and its square) CppAD::vector< <a href="ad.xml" target="_top">AD</a><float> > az(2); // call user tan function and store tan(x) in f[0] (ignore tan(x)^2) size_t id = 0; old_tan(id, ax, az); af[0] = az[0]; // call user tanh function and store tanh(x) in f[1] (ignore tanh(x)^2) id = 1; old_tan(id, ax, az); af[1] = az[0]; // put a constant in f[2] = tanh(1.) (for sparsity pattern testing) CppAD::vector< <a href="ad.xml" target="_top">AD</a><float> > one(1); one[0] = 1.; old_tan(id, one, az); af[2] = az[0]; // create f: x -> f and stop tape recording CppAD::<a href="funconstruct.xml" target="_top">ADFun</a><float> F; F.Dependent(ax, af); // check function value float tan = std::tan(x0); ok &= <a href="nearequal.xml" target="_top">NearEqual</a>(af[0] , tan, eps, eps); float tanh = std::tanh(x0); ok &= <a href="nearequal.xml" target="_top">NearEqual</a>(af[1] , tanh, eps, eps); // check zero order forward CppAD::vector<float> x(n), f(m); x[0] = x0; f = F.<a href="forward.xml" target="_top">Forward</a>(0, x); ok &= <a href="nearequal.xml" target="_top">NearEqual</a>(f[0] , tan, eps, eps); ok &= <a href="nearequal.xml" target="_top">NearEqual</a>(f[1] , tanh, eps, eps); // compute first partial of f w.r.t. x[0] using forward mode CppAD::vector<float> dx(n), df(m); dx[0] = 1.; df = F.<a href="forward.xml" target="_top">Forward</a>(1, dx); // compute derivative of tan - tanh using reverse mode CppAD::vector<float> w(m), dw(n); w[0] = 1.; w[1] = 1.; w[2] = 0.; dw = F.<a href="reverse.xml" target="_top">Reverse</a>(1, w); // tan'(x) = 1 + tan(x) * tan(x) // tanh'(x) = 1 - tanh(x) * tanh(x) float tanp = 1.f + tan * tan; float tanhp = 1.f - tanh * tanh; ok &= <a href="nearequal.xml" target="_top">NearEqual</a>(df[0], tanp, eps, eps); ok &= <a href="nearequal.xml" target="_top">NearEqual</a>(df[1], tanhp, eps, eps); ok &= <a href="nearequal.xml" target="_top">NearEqual</a>(dw[0], w[0]*tanp + w[1]*tanhp, eps, eps); // compute second partial of f w.r.t. x[0] using forward mode CppAD::vector<float> ddx(n), ddf(m); ddx[0] = 0.; ddf = F.<a href="forward.xml" target="_top">Forward</a>(2, ddx); // compute second derivative of tan - tanh using reverse mode CppAD::vector<float> ddw(2); ddw = F.<a href="reverse.xml" target="_top">Reverse</a>(2, w); // tan''(x) = 2 * tan(x) * tan'(x) // tanh''(x) = - 2 * tanh(x) * tanh'(x) // Note that second order Taylor coefficient for u half the // corresponding second derivative. float two = 2; float tanpp = two * tan * tanp; float tanhpp = - two * tanh * tanhp; ok &= <a href="nearequal.xml" target="_top">NearEqual</a>(two * ddf[0], tanpp, eps, eps); ok &= <a href="nearequal.xml" target="_top">NearEqual</a>(two * ddf[1], tanhpp, eps, eps); ok &= <a href="nearequal.xml" target="_top">NearEqual</a>(ddw[0], w[0]*tanp + w[1]*tanhp , eps, eps); ok &= <a href="nearequal.xml" target="_top">NearEqual</a>(ddw[1], w[0]*tanpp + w[1]*tanhpp, eps, eps); // Forward mode computation of sparsity pattern for F. size_t p = n; // user vectorBool because m and n are small CppAD::vectorBool r1(p), s1(m * p); r1[0] = true; // propagate sparsity for x[0] s1 = F.ForSparseJac(p, r1); ok &= (s1[0] == true); // f[0] depends on x[0] ok &= (s1[1] == true); // f[1] depends on x[0] ok &= (s1[2] == false); // f[2] does not depend on x[0] // Reverse mode computation of sparsity pattern for F. size_t q = m; CppAD::vectorBool s2(q * m), r2(q * n); // Sparsity pattern for identity matrix size_t i, j; for(i = 0; i < q; i++) { for(j = 0; j < m; j++) s2[i * q + j] = (i == j); } r2 = F.RevSparseJac(q, s2); ok &= (r2[0] == true); // f[0] depends on x[0] ok &= (r2[1] == true); // f[1] depends on x[0] ok &= (r2[2] == false); // f[2] does not depend on x[0] // Hessian sparsity for f[0] CppAD::vectorBool s3(m), h(p * n); s3[0] = true; s3[1] = false; s3[2] = false; h = F.RevSparseHes(p, s3); ok &= (h[0] == true); // Hessian is non-zero // Hessian sparsity for f[2] s3[0] = false; s3[2] = true; h = F.RevSparseHes(p, s3); ok &= (h[0] == false); // Hessian is zero // check tanh results for a large value of x x[0] = std::numeric_limits<float>::max() / two; f = F.<a href="forward.xml" target="_top">Forward</a>(0, x); tanh = 1.; ok &= <a href="nearequal.xml" target="_top">NearEqual</a>(f[1], tanh, eps, eps); df = F.<a href="forward.xml" target="_top">Forward</a>(1, dx); tanhp = 0.; ok &= <a href="nearequal.xml" target="_top">NearEqual</a>(df[1], tanhp, eps, eps); // -------------------------------------------------------------------- // Free all temporary work space associated with old_atomic objects. // (If there are future calls to user atomic functions, they will // create new temporary work space.) CppAD::user_atomic<float>::clear(); return ok; } </pre> </font></code> <hr/>Input File: example/atomic/old_tan.cpp </body> </html> |