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<?xml version='1.0'?>
<html xmlns='http://www.w3.org/1999/xhtml'
      xmlns:math='http://www.w3.org/1998/Math/MathML'
>
<head>
<title>First Order Reverse Mode</title>
<meta http-equiv='Content-Type' content='text/html' charset='utf-8'/>
<meta name="description" id="description" content="First Order Reverse Mode"/>
<meta name="keywords" id="keywords" content=" first order reverse mode derivative syntax purpose f x w dw vector example "/>
<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='_reverse_one_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="reverse.xml" target="_top">Prev</a>
</td><td><a href="reverse_one.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>ADFun</option>
<option>FunEval</option>
<option>Reverse</option>
<option>reverse_one</option>
</select>
</td>
<td>
<select onchange='choose_down3(this)'>
<option>ADFun-&gt;</option>
<option>Independent</option>
<option>FunConstruct</option>
<option>Dependent</option>
<option>abort_recording</option>
<option>seq_property</option>
<option>FunEval</option>
<option>Drivers</option>
<option>FunCheck</option>
<option>optimize</option>
<option>check_for_nan</option>
</select>
</td>
<td>
<select onchange='choose_down2(this)'>
<option>FunEval-&gt;</option>
<option>Forward</option>
<option>Reverse</option>
<option>Sparse</option>
</select>
</td>
<td>
<select onchange='choose_down1(this)'>
<option>Reverse-&gt;</option>
<option>reverse_one</option>
<option>reverse_two</option>
<option>reverse_any</option>
</select>
</td>
<td>
<select onchange='choose_down0(this)'>
<option>reverse_one-&gt;</option>
<option>reverse_one.cpp</option>
</select>
</td>
<td>
<select onchange='choose_current0(this)'>
<option>Headings-&gt;</option>
<option>Syntax</option>
<option>Purpose</option>
<option>f</option>
<option>x</option>
<option>w</option>
<option>dw</option>
<option>Vector</option>
<option>Example</option>
</select>
</td>
</tr></table><br/>
<center><b><big><big>First Order Reverse Mode</big></big></b></center>
<br/>
<b><big><a name="Syntax" id="Syntax">Syntax</a></big></b>

<br/>

<code><i><font color="black"><span style='white-space: nowrap'>dw</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;=&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>f</span></font></i><font color="blue"><span style='white-space: nowrap'>.Reverse(1,&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>w</span></font></i><font color="blue"><span style='white-space: nowrap'>)</span></font></code>



<br/>
<br/>
<b><big><a name="Purpose" id="Purpose">Purpose</a></big></b>
<br/>
We use 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>F</mi>
<mo stretchy="false">:</mo>
<msup><mi mathvariant='italic'>B</mi>
<mi mathvariant='italic'>n</mi>
</msup>
<mo stretchy="false">&#x02192;</mo>
<msup><mi mathvariant='italic'>B</mi>
<mi mathvariant='italic'>m</mi>
</msup>
</mrow></math>

 to denote the
<a href="glossary.xml#AD Function" target="_top"><span style='white-space: nowrap'>AD&#xA0;function</span></a>
 corresponding to 
<code><i><font color="black"><span style='white-space: nowrap'>f</span></font></i></code>
.
The function 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>W</mi>
<mo stretchy="false">:</mo>
<msup><mi mathvariant='italic'>B</mi>
<mi mathvariant='italic'>n</mi>
</msup>
<mo stretchy="false">&#x02192;</mo>
<mi mathvariant='italic'>B</mi>
</mrow></math>

 is defined by

<math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow>
<mi mathvariant='italic'>W</mi>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
<mo stretchy="false">=</mo>
<msub><mi mathvariant='italic'>w</mi>
<mn>0</mn>
</msub>
<mo stretchy="false">*</mo>
<msub><mi mathvariant='italic'>F</mi>
<mn>0</mn>
</msub>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
<mo stretchy="false">+</mo>
<mo stretchy="false">&#x022EF;</mo>
<mo stretchy="false">+</mo>
<msub><mi mathvariant='italic'>w</mi>
<mrow><mi mathvariant='italic'>m</mi>
<mn>-1</mn>
</mrow>
</msub>
<mo stretchy="false">*</mo>
<msub><mi mathvariant='italic'>F</mi>
<mrow><mi mathvariant='italic'>m</mi>
<mn>-1</mn>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
</mrow></math>

The result of this operation is the derivative 

<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>dw</mi>
<mo stretchy="false">=</mo>
<msup><mi mathvariant='italic'>W</mi>
<mrow><mo stretchy="false">(</mo>
<mn>1</mn>
<mo stretchy="false">)</mo>
</mrow>
</msup>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
</mrow></math>

; i.e.,

<math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow>
<mi mathvariant='italic'>dw</mi>
<mo stretchy="false">=</mo>
<msub><mi mathvariant='italic'>w</mi>
<mn>0</mn>
</msub>
<mo stretchy="false">*</mo>
<msubsup><mi mathvariant='italic'>F</mi>
<mn>0</mn>
<mrow><mo stretchy="false">(</mo>
<mn>1</mn>
<mo stretchy="false">)</mo>
</mrow>
</msubsup>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
<mo stretchy="false">+</mo>
<mo stretchy="false">&#x022EF;</mo>
<mo stretchy="false">+</mo>
<msub><mi mathvariant='italic'>w</mi>
<mrow><mi mathvariant='italic'>m</mi>
<mn>-1</mn>
</mrow>
</msub>
<mo stretchy="false">*</mo>
<msubsup><mi mathvariant='italic'>F</mi>
<mrow><mi mathvariant='italic'>m</mi>
<mn>-1</mn>
</mrow>
<mrow><mo stretchy="false">(</mo>
<mn>1</mn>
<mo stretchy="false">)</mo>
</mrow>
</msubsup>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
</mrow></math>

Note that if 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>w</mi>
</mrow></math>

 is the <code><i>i</i></code>-th 
<a href="glossary.xml#Elementary Vector" target="_top"><span style='white-space: nowrap'>elementary&#xA0;vector</span></a>
,

<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>dw</mi>
<mo stretchy="false">=</mo>
<msubsup><mi mathvariant='italic'>F</mi>
<mi mathvariant='italic'>i</mi>
<mrow><mo stretchy="false">(</mo>
<mn>1</mn>
<mo stretchy="false">)</mo>
</mrow>
</msubsup>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
</mrow></math>

.

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

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;const&#xA0;ADFun&lt;</span></font><i><font color="black"><span style='white-space: nowrap'>Base</span></font></i><font color="blue"><span style='white-space: nowrap'>&gt;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>f</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>
Before this call to <code><font color="blue">Reverse</font></code>, the value returned by

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>f</span></font></i><font color="blue"><span style='white-space: nowrap'>.size_order()<br/>
</span></font></code>
must be greater than or equal one (see <a href="size_order.xml" target="_top"><span style='white-space: nowrap'>size_order</span></a>
).

<br/>
<br/>
<b><big><a name="x" id="x">x</a></big></b>
<br/>
The vector 
<code><i><font color="black"><span style='white-space: nowrap'>x</span></font></i></code>
 in expression for 
<code><i><font color="black"><span style='white-space: nowrap'>dw</span></font></i></code>
 above
corresponds to the previous call to <a href="forward_zero.xml" target="_top"><span style='white-space: nowrap'>forward_zero</span></a>

using this ADFun object 
<code><i><font color="black"><span style='white-space: nowrap'>f</span></font></i></code>
; i.e.,

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>f</span></font></i><font color="blue"><span style='white-space: nowrap'>.Forward(0,&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>x</span></font></i><font color="blue"><span style='white-space: nowrap'>)<br/>
</span></font></code>
If there is no previous call with the first argument zero,
the value of the <a href="independent.xml" target="_top"><span style='white-space: nowrap'>independent</span></a>
 variables 
during the recording of the AD sequence of operations is used
for 
<code><i><font color="black"><span style='white-space: nowrap'>x</span></font></i></code>
.

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

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;const&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>Vector</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;&amp;</span></font><i><font color="black"><span style='white-space: nowrap'>w</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>
(see <a href="reverse_one.xml#Vector" target="_top"><span style='white-space: nowrap'>Vector</span></a>
 below)
and its size 
must be equal to 
<code><i><font color="black"><span style='white-space: nowrap'>m</span></font></i></code>
, the dimension of the
<a href="seq_property.xml#Range" target="_top"><span style='white-space: nowrap'>range</span></a>
 space for 
<code><i><font color="black"><span style='white-space: nowrap'>f</span></font></i></code>
.

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

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>Vector</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>dw</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>
(see <a href="reverse_one.xml#Vector" target="_top"><span style='white-space: nowrap'>Vector</span></a>
 below)
and its value is the derivative 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<msup><mi mathvariant='italic'>W</mi>
<mrow><mo stretchy="false">(</mo>
<mn>1</mn>
<mo stretchy="false">)</mo>
</mrow>
</msup>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
</mrow></math>

.
The size of 
<code><i><font color="black"><span style='white-space: nowrap'>dw</span></font></i></code>
 
is equal to 
<code><i><font color="black"><span style='white-space: nowrap'>n</span></font></i></code>
, the dimension of the
<a href="seq_property.xml#Domain" target="_top"><span style='white-space: nowrap'>domain</span></a>
 space for 
<code><i><font color="black"><span style='white-space: nowrap'>f</span></font></i></code>
.

<br/>
<br/>
<b><big><a name="Vector" id="Vector">Vector</a></big></b>
<br/>
The type 
<code><i><font color="black"><span style='white-space: nowrap'>Vector</span></font></i></code>
 must be a <a href="simplevector.xml" target="_top"><span style='white-space: nowrap'>SimpleVector</span></a>
 class with
<a href="simplevector.xml#Elements of Specified Type" target="_top"><span style='white-space: nowrap'>elements&#xA0;of&#xA0;type</span></a>


<code><i><font color="black"><span style='white-space: nowrap'>Base</span></font></i></code>
.
The routine <a href="checksimplevector.xml" target="_top"><span style='white-space: nowrap'>CheckSimpleVector</span></a>
 will generate an error message
if this is not the case.

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

<br/>
The file
<a href="reverse_one.cpp.xml" target="_top"><span style='white-space: nowrap'>reverse_one.cpp</span></a>

contains an example and test of this operation.
It returns true if it succeeds and false otherwise.


<hr/>Input File: omh/reverse/reverse_one.omh

</body>
</html>