Frequently Asked Questions and Answers

Faq

@(@\newcommand{\W}[1]{ \; #1 \; } \newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} } \newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} } \newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} } \newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }@)@Frequently Asked Questions and Answers
Assignment and Independent
Why does the code sequence



     Independent(u);

     v = u[0];

behave differently from the code sequence



     v = u[0];

     Independent(u);

Before the call to Independent , u[0] is a parameter and after the call it is a variable. Thus in the first case, v is a variable and in the second case it is a parameter.

Bugs
What should I do if I suspect that there is a bug in CppAD ?

The first step is to check currently open issues on github. If it is an open issue, and you want to hurry it along, you can add a comment to the effect that it is holding you up.
The next step is to search the whats_new sections for mention of a related bug fix between the date of the version you are using and the current date. It the bug has been fixed, obtain a more recent release that has the fix and see if that works for you.
The next step is to create a simple demonstration of the bug; see the file bug/template.sh for a template that you can edit for that purpose. The smaller the program, the better the bug report.
The next step is open a new issue on github and provide your simple example so that the problem can be reproduced.

CompareChange
If you attempt to use the CompareChange function when NDEBUG is true, you will get an error message stating that CompareChange is not a member of the ADFun template class.

Complex Types
Which of the following complex types is better:



     AD< std::complex<Base> >

     std::complex< AD<Base> >

The complex abs function is differentiable with respect to its real and imaginary parts, but it is not complex differentiable. Thus one would prefer to use



     std::complex< AD<Base> >

On the other hand, the C++ standard only specifies std::complex<Type> where Type is float, double, or lone double. The effect of instantiating the template complex for any other type is unspecified.

Exceptions
Why, in all the examples, do you pass back a boolean variable instead of throwing an exception ?

The examples are also used to test the correctness of CppAD and to check your installation. For these two uses, it is helpful to run all the tests and to know which ones failed. The actual code in CppAD uses the ErrorHandler utility to signal exceptions. Specifications for redefining this action are provided.

Independent Variables
Is it possible to evaluate the same tape recording with different values for the independent variables ?

Yes (see forward_zero ).

Matrix Inverse
Is it possible to differentiate (with respect to the matrix elements) the computation of the inverse of a matrix where the computation of the inverse uses pivoting ?

LuSolve
# The example routine LuSolve can be used to do this because the inverse is a special case of the solution of linear equations. The examples jac_lu_det.cpp and hes_lu_det.cpp use LuSolve to compute derivatives of the determinant with respect to the components of the matrix.

Atomic Operation
One can also do this by making the inversion of the matrix an atomic operation; e.g., see atomic_eigen_mat_inv.cpp .

Mode: Forward or Reverse
When evaluating derivatives, one always has a choice between forward and reverse mode. How does one decide which mode to use ?

In general, the best mode depends on the number of domain and range components in the function that your are differentiating. Each call to Forward computes the derivative of all the range directions with respect to one domain direction. Each call to Reverse computes the derivative of one range direction with respect to all the domain directions. The times required for (speed of) calls Forward and Reverse are about equal. The Parameter function can be used to quickly determine that some range directions have derivative zero.

Namespace

Test Vector Preprocessor Symbol
Why do you use CPPAD_TESTVECTOR instead of a namespace for the CppAD testvector class ?

The preprocessor symbol CPPAD_TESTVECTOR determines which SimpleVector template class is used for extensive testing. The default definition for CPPAD_TESTVECTOR is the CppAD::vector template class, but it can be changed. Note that all the preprocessor symbols that are defined or used by CppAD begin with either CPPAD (some old deprecated symbols begin with CppAD).

Speed
How do I get the best speed performance out of CppAD ?

NDEBUG
You should compile your code with optimization, without debugging, and with the preprocessor symbol NDEBUG defined. (The speed_cppad tests do this.) Note that defining NDEBUG will turn off all of the error checking and reporting that is done using ErrorHandler .

Optimize
It is also possible that preforming a tape optimization will improve the speed of evaluation more than the time required for the optimization.

Memory Allocation
You may also increase execution speed by calling hold_memory with value equal to true.

Tape Storage: Disk or Memory
Does CppAD store the tape on disk or in memory ?

CppAD uses memory to store a different tape for recording operations for each AD<Base> type that is used. If you have a very large number calculations that are recorded on a tape, the tape will keep growing to hold the necessary information. Eventually, virtual memory may be used to store the tape and the calculations may slow down because of necessary disk access.

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