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CppAD Speed: Gradient of Ode Solution

link_ode
 
# include <cstring>
# include <cppad/cppad.hpp>
# include <cppad/speed/ode_evaluate.hpp>
# include <cppad/speed/uniform_01.hpp>
# include <cassert>

bool link_ode(
	size_t                     size       ,
	size_t                     repeat     ,
	CppAD::vector<double>      &x         ,
	CppAD::vector<double>      &jacobian
)
{	// -------------------------------------------------------------
	// setup
	typedef CppAD::AD<double>       ADScalar;
	typedef CppAD::vector<ADScalar> ADVector;
	typedef CppAD::vector<double>   DblVector;

	size_t j;
	size_t m = 0;
	size_t n = size;
	assert( x.size() == n );
	assert( jacobian.size() == n * n );

	ADVector  X(n);
	ADVector  Y(n);

	CppAD::ADFun<double>   F;

	static bool printed = false;
	bool print_this_time = (! printed) & (repeat > 1) & (size >= 3);
	while(repeat--)
	{ 	// choose next x value
		uniform_01(n, x);
		for(j = 0; j < n; j++)
			X[j] = x[j];

		// declare the independent variable vector
		Independent(X);

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

		// create function object f : X -> Y
		F.Dependent(X, Y);

		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 << "cppad_ode_optimize_size_" 
				          << int(size) << " = [ " << int(before) 
				          << ", " << int(after) << "]" << std::endl;
				printed         = true;
				print_this_time = false;
			}
		}
		jacobian = F.Jacobian(x);
	}
	return true;
}

Input File: speed/cppad/ode.cpp