<?xml version='1.0'?>
<?xml-stylesheet type='text/xsl' href='pmathml.xsl'?>
<html xmlns='http://www.w3.org/1999/xhtml'>
<head>
<title>CppAD Speed: Sparse Jacobian</title>
<meta name="description" id="description" content="CppAD Speed: Sparse Jacobian"/>
<meta name="keywords" id="keywords" content=" cppad speed sparse Jacobian link_sparse_jacobian "/>
<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='_cppad_sparse_jacobian.cpp_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="cppad_sparse_hessian.cpp.xml" target="_top">Prev</a>
</td><td><a href="speed_fadbad.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>Appendix</option>
<option>speed</option>
<option>speed_cppad</option>
<option>cppad_sparse_jacobian.cpp</option>
</select>
</td>
<td>
<select onchange='choose_down3(this)'>
<option>Appendix-&gt;</option>
<option>Faq</option>
<option>speed</option>
<option>Theory</option>
<option>glossary</option>
<option>Bib</option>
<option>Bugs</option>
<option>WishList</option>
<option>whats_new</option>
<option>deprecated</option>
<option>License</option>
</select>
</td>
<td>
<select onchange='choose_down2(this)'>
<option>speed-&gt;</option>
<option>speed_main</option>
<option>speed_utility</option>
<option>speed_double</option>
<option>speed_adolc</option>
<option>speed_cppad</option>
<option>speed_fadbad</option>
<option>speed_sacado</option>
</select>
</td>
<td>
<select onchange='choose_down1(this)'>
<option>speed_cppad-&gt;</option>
<option>cppad_det_minor.cpp</option>
<option>cppad_det_lu.cpp</option>
<option>cppad_mat_mul.cpp</option>
<option>cppad_ode.cpp</option>
<option>cppad_poly.cpp</option>
<option>cppad_sparse_hessian.cpp</option>
<option>cppad_sparse_jacobian.cpp</option>
</select>
</td>
<td>cppad_sparse_jacobian.cpp</td>
<td>
<select onchange='choose_current0(this)'>
<option>Headings-&gt;</option>
<option>Operation Sequence</option>
<option>Sparse Jacobian</option>
<option>link_sparse_jacobian</option>
</select>
</td>
</tr></table><br/>



<center><b><big><big>CppAD Speed: Sparse Jacobian</big></big></b></center>
<br/>
<b><big><a name="Operation Sequence" id="Operation Sequence">Operation Sequence</a></big></b>
<br/>
Note that the 
<a href="glossary.xml#Operation.Sequence" target="_top"><span style='white-space: nowrap'>operation&#xA0;sequence</span></a>

depends on the vectors <i>i</i> and <i>j</i>.
Hence we use a different <a href="adfun.xml" target="_top"><span style='white-space: nowrap'>ADFun</span></a>
 object for 
each choice of <i>i</i> and <i>j</i>.

<br/>
<br/>
<b><big><a name="Sparse Jacobian" id="Sparse Jacobian">Sparse Jacobian</a></big></b>
<br/>
If the preprocessor symbol <code><font color="blue">CPPAD_USE_SPARSE_JACOBIAN</font></code> is 
true, the routine <a href="sparse_jacobian.xml" target="_top"><span style='white-space: nowrap'>SparseJacobian</span></a>
 
is used for the calculation.
Otherwise, the routine <a href="jacobian.xml" target="_top"><span style='white-space: nowrap'>Jacobian</span></a>
 is used.

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


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

// value can be true or false
# define CPPAD_USE_SPARSE_JACOBIAN  1

bool link_sparse_jacobian(
	size_t                     repeat   , 
	CppAD::vector&lt;double&gt;     &amp;x        ,
	CppAD::vector&lt;size_t&gt;     &amp;i        ,
	CppAD::vector&lt;size_t&gt;     &amp;j        ,
	CppAD::vector&lt;double&gt;     &amp;jacobian )
{
	// -----------------------------------------------------
	// setup
	using CppAD::AD;
	typedef CppAD::vector&lt;double&gt;       DblVector;
	typedef CppAD::vector&lt; <a href="ad.xml" target="_top">AD</a>&lt;double&gt; &gt; ADVector;
	typedef CppAD::vector&lt;size_t&gt;       SizeVector;

	size_t order = 1;         // derivative order for f'(x)
	size_t ell   = i.size();  // number of indices in i and j
	size_t m     = ell;       // number of dependent variables
	size_t n     = x.size();  // number of independent variables
	ADVector   X(n);          // AD domain space vector
	ADVector   Fp(n);         // AD vector to hold f'(x)
	ADVector   Y(m);          // AD range space vector y = g(x)
	DblVector tmp(2 * ell);   // double temporary vector
	CppAD::<a href="funconstruct.xml" target="_top">ADFun</a>&lt;double&gt; g;   // AD function object

	// choose a value for x 
	CppAD::uniform_01(n, x);
	size_t k;
	for(k = 0; k &lt; n; k++)
		X[k] = x[k];

	// used to display results of optimizing the operation sequence
        static bool printed = false;
        bool print_this_time = (! printed) &amp; (repeat &gt; 1) &amp; (n &gt;= 30);

	// ------------------------------------------------------
	while(repeat--)
	{
		// get the next set of indices
		CppAD::uniform_01(2 * ell, tmp);
		for(k = 0; k &lt; ell; k++)
		{	i[k] = size_t( n * tmp[k] );
			i[k] = std::min(n-1, i[k]);
			//
			j[k] = size_t( n * tmp[k + ell] );
			j[k] = std::min(n-1, j[k]);
		}

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

		// AD computation of g_k (x) = f'_{i[k]} (x)
		CppAD::sparse_evaluate&lt; <a href="ad.xml" target="_top">AD</a>&lt;double&gt; &gt;(X, i, j, order, Fp);
		for(k = 0; k &lt; ell; k++)
			Y[k] = Fp[ i[k] ];

		// create function object g : X -&gt; Y
		g.Dependent(X, Y);

		extern bool global_optimize;
		if( global_optimize )
		{	size_t before, after;
			before = g.size_var();
			g.optimize();
			if( print_this_time ) 
			{	after = g.size_var();
				std::cout &lt;&lt; &quot;cppad_sparse_jacobian_optimize_size_&quot; 
				          &lt;&lt; int(n) &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 the jacobian of f
# if CPPAD_USE_SPARSE_JACOBIAN
		jacobian = g.SparseJacobian(x);
# else
		jacobian = g.<a href="jacobian.xml" target="_top">Jacobian</a>(x);
# endif
	}
	return true;
}
</pre></font></code>


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

</body>
</html>

