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CppAD Speed: Second Derivative of a Polynomial

link_poly
 
# include <cppad/cppad.hpp>
# include <cppad/speed/uniform_01.hpp>

bool link_poly(
	size_t                     size     , 
	size_t                     repeat   , 
	CppAD::vector<double>     &a        ,  // coefficients of polynomial
	CppAD::vector<double>     &z        ,  // polynomial argument value
	CppAD::vector<double>     &ddp      )  // second derivative w.r.t z  
{
	// -----------------------------------------------------
	// setup
	typedef CppAD::AD<double>     ADScalar; 
	typedef CppAD::vector<ADScalar> ADVector; 

	size_t i;      // temporary index
	size_t m = 1;  // number of dependent variables
	size_t n = 1;  // number of independent variables
	ADVector Z(n); // AD domain space vector
	ADVector P(m); // AD range space vector

	// choose the polynomial coefficients
	CppAD::uniform_01(size, a);

	// AD copy of the polynomial coefficients
	ADVector A(size);
	for(i = 0; i < size; i++)
		A[i] = a[i];

	// forward mode first and second differentials
	CppAD::vector<double> p(1), dp(1), dz(1), ddz(1);
	dz[0]  = 1.;
	ddz[0] = 0.;

	// AD function object
	CppAD::ADFun<double> f;

	static bool printed = false;
	bool print_this_time = (! printed) & (repeat > 1) & (size >= 10);

	extern bool global_retape;
	if( global_retape ) while(repeat--)
	{
		// choose an argument value
		CppAD::uniform_01(1, z);
		Z[0] = z[0];

		// declare independent variables
		Independent(Z);

		// AD computation of the function value 
		P[0] = CppAD::Poly(0, A, Z[0]);

		// create function object f : A -> detA
		f.Dependent(Z, P);

		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_poly_optimize_size_" 
				          << int(size) << " = [ " << int(before) 
				          << ", " << int(after) << "]" << std::endl;
				printed         = true;
				print_this_time = false;
			}
		}

		// pre-allocate memory for three forward mode calculations
		f.capacity_taylor(3);

		// get the next argument value
		CppAD::uniform_01(1, z);

		// evaluate the polynomial at the new argument value
		p = f.Forward(0, z);

		// evaluate first order Taylor coefficient
		dp = f.Forward(1, dz);

		// second derivative is twice second order Taylor coef
		ddp     = f.Forward(2, ddz);
		ddp[0] *= 2.;
	}
	else
	{
		// choose an argument value
		CppAD::uniform_01(1, z);
		Z[0] = z[0];

		// declare independent variables
		Independent(Z);

		// AD computation of the function value 
		P[0] = CppAD::Poly(0, A, Z[0]);

		// create function object f : A -> detA
		f.Dependent(Z, P);

		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 << "optimize: size = " << size
				          << ": size_var() = "
				          << before << "(before) " 
				          << after << "(after) " 
				          << std::endl;
				printed         = true;
				print_this_time = false;
			}
		}

		while(repeat--)
		{	// sufficient memory is allocated by second repetition

			// get the next argument value
			CppAD::uniform_01(1, z);

			// evaluate the polynomial at the new argument value
			p = f.Forward(0, z);

			// evaluate first order Taylor coefficient
			dp = f.Forward(1, dz);

			// second derivative is twice second order Taylor coef
			ddp     = f.Forward(2, ddz);
			ddp[0] *= 2.;
		}
	}
	return true;
}

Input File: speed/cppad/poly.cpp