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# include <cppad/speed/det_by_lu.hpp>
# include <cppad/speed/det_grad_33.hpp>
# include <cppad/speed/uniform_01.hpp>
# include <adolc/adouble.h>
# include <adolc/interfaces.h>
void compute_det_lu(
size_t size ,
size_t repeat ,
double* matrix ,
double* gradient )
{
// -----------------------------------------------------
// setup
int tag = 0; // tape identifier
int keep = 1; // keep forward mode results in buffer
int m = 1; // number of dependent variables
int n = size*size; // number of independent variables
double f; // function value
int i; // temporary index
// object for computing determinant
typedef adouble ADScalar;
typedef ADScalar* ADVector;
CppAD::det_by_lu<ADScalar> Det(size);
// AD value of determinant
ADScalar detA;
// AD version of matrix
ADVector A = new ADScalar[n];
// vectors of reverse mode weights
double *u = new double [m];
u[0] = 1.;
// ------------------------------------------------------
while(repeat--)
{ // get the next matrix
CppAD::uniform_01(n, matrix);
// declare independent variables
trace_on(tag, keep);
for(i = 0; i < n; i++)
A[i] <<= matrix[i];
// AD computation of the determinant
detA = Det(A);
// create function object f : A -> detA
detA >>= f;
trace_off();
// evaluate and return gradient using reverse mode
fos_reverse(tag, m, n, u, gradient);
}
// ------------------------------------------------------
// tear down
delete [] u;
delete [] A;
return;
}
# include <cppad/speed/det_grad_33.hpp>
bool correct_det_lu(void)
{ size_t size = 3;
size_t repeat = 1;
double *matrix = new double[size * size];
double *gradient = new double[size * size];
compute_det_lu(size, repeat, matrix, gradient);
bool ok = CppAD::det_grad_33(matrix, gradient);
delete [] gradient;
delete [] matrix;
return ok;
}
void speed_det_lu(size_t size, size_t repeat)
{ double *matrix = new double[size * size];
double *gradient = new double[size * size];
compute_det_lu(size, repeat, matrix, gradient);
delete [] gradient;
delete [] matrix;
return;
}