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<center><b><big><big>CppAD Speed: Gradient of Determinant Using Lu Factorization</big></big></b></center>
<br/>
<b><big><a name="Specifications" id="Specifications">Specifications</a></big></b>
<br/>
See <a href="link_det_lu.xml" target="_top"><span style='white-space: nowrap'>link_det_lu</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;cppad/vector.hpp&gt;
# include &lt;cppad/speed/det_by_lu.hpp&gt;
# include &lt;cppad/speed/uniform_01.hpp&gt;

bool link_det_lu(
	size_t                           size     , 
	size_t                           repeat   , 
	CppAD::vector&lt;double&gt;           &amp;matrix   ,
	CppAD::vector&lt;double&gt;           &amp;gradient )
{
	// -----------------------------------------------------
	// setup
	typedef CppAD::<a href="ad.xml" target="_top">AD</a>&lt;double&gt;           ADScalar; 
	typedef CppAD::vector&lt;ADScalar&gt;     ADVector; 
	CppAD::det_by_lu&lt;ADScalar&gt;          Det(size);

	size_t i;               // temporary index
	size_t m = 1;           // number of dependent variables
	size_t n = size * size; // number of independent variables
	ADVector   A(n);        // AD domain space vector
	ADVector   detA(m);     // AD range space vector
	CppAD::<a href="funconstruct.xml" target="_top">ADFun</a>&lt;double&gt; f; // AD function object
	
	// vectors of reverse mode weights 
	CppAD::vector&lt;double&gt; w(1);
	w[0] = 1.;

	// ------------------------------------------------------
	static bool printed = false;
	bool print_this_time = (! printed) &amp; (repeat &gt; 1) &amp; (size &gt;= 10);
	while(repeat--)
	{	// get the next matrix
		CppAD::uniform_01(n, matrix);
		for( i = 0; i &lt; n; i++)
			A[i] = matrix[i];

		// declare independent variables
		<a href="independent.xml" target="_top">Independent</a>(A);

		// AD computation of the determinant
		detA[0] = Det(A);

		// create function object f : A -&gt; detA
		f.Dependent(A, detA);

		extern bool global_optimize;
		if( global_optimize )
		{	size_t before, after;
			before = f.size_var();
			f.optimize();
			if( print_this_time ) 
			{	after = f.size_var();
				std::cout &lt;&lt; &quot;cppad_det_lu_optimize_size_&quot; 
				          &lt;&lt; int(size) &lt;&lt; &quot; = [ &quot; &lt;&lt; int(before) 
				          &lt;&lt; &quot;, &quot; &lt;&lt; int(after) &lt;&lt; &quot;]&quot; &lt;&lt; std::endl;
				printed         = true;
				print_this_time = false;
			}
		}

		// evaluate and return gradient using reverse mode
		f.<a href="forward.xml" target="_top">Forward</a>(0, matrix);
		gradient = f.<a href="reverse.xml" target="_top">Reverse</a>(1, w);
	}
	return true;
}
</pre></font></code>


<hr/>Input File: speed/cppad/det_lu.cpp

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