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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>Sacado Speed: Gradient of Ode Solution</title>
<meta http-equiv='Content-Type' content='text/html' charset='utf-8'/>
<meta name="description" id="description" content="Sacado Speed: Gradient of Ode Solution"/>
<meta name="keywords" id="keywords" content=" sacado speed: gradient of ode solution link_ode speed specifications implementation "/>
<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='_sacado_ode.cpp_xml.js'>
</script>
</head>
<body>
<table><tr>
<td>
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<option>speed_sacado-&gt;</option>
<option>sacado_det_minor.cpp</option>
<option>sacado_det_lu.cpp</option>
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<option>sacado_ode.cpp</option>
<option>sacado_poly.cpp</option>
<option>sacado_sparse_hessian.cpp</option>
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</tr></table><br/>



<center><b><big><big>Sacado Speed: Gradient of Ode Solution</big></big></b></center>
<br/>
<b><big><a name="Specifications" id="Specifications">Specifications</a></big></b>
<br/>
See <a href="link_ode.xml" target="_top"><span style='white-space: nowrap'>link_ode</span></a>
.

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


<code><font color='blue'><pre style='display:inline'> 
# include &lt;Sacado.hpp&gt;
// # include &lt;algorithm&gt;
# include &lt;cassert&gt;
# include &lt;cppad/vector.hpp&gt;
# include &lt;cppad/speed/uniform_01.hpp&gt;
# include &lt;cppad/speed/ode_evaluate.hpp&gt;

// list of possible options
extern bool global_memory, global_onetape, global_atomic, global_optimize;

bool link_ode(
	size_t                     size       ,
	size_t                     repeat     ,
	CppAD::vector&lt;double&gt;      &amp;x         ,
	CppAD::vector&lt;double&gt;      &amp;jacobian
)
{
	// speed test global option values
	if( global_atomic )
		return false;
	if( global_memory || global_onetape || global_optimize )
		return false;
	// -------------------------------------------------------------
	// setup
	assert( x.size() == size );
	assert( jacobian.size() == size * size );

	typedef Sacado::Fad::DFad&lt;double&gt;  ADScalar;
	typedef CppAD::vector&lt;ADScalar&gt;    ADVector;

	size_t i, j;
	size_t p = 0;          // use ode to calculate function values
	size_t n = size;       // number of independent variables
	size_t m = n;          // number of dependent variables
	ADVector X(n), Y(m);   // independent and dependent variables

	// -------------------------------------------------------------
	while(repeat--)
	{ 	// choose next x value
		CppAD::uniform_01(n, x);
		for(j = 0; j &lt; n; j++)
		{	// set up for X as the independent variable vector
			X[j] = ADScalar(int(n), int(j), x[j]);
		}

		// evaluate function
		CppAD::ode_evaluate(X, p, Y);

		// return values with Y as the dependent variable vector
		for(i = 0; i &lt; m; i++)
		{	for(j = 0; j &lt; n; j++)
				jacobian[ i * n + j ] = Y[i].dx(j);
		}
	}
	return true;
}
</pre></font></code>


<hr/>Input File: speed/sacado/ode.cpp

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