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@(@\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}} }@)@
Conditional Expressions: Example and Test

See Also
optimize_conditional_skip.cpp

Description
Use CondExp to compute @[@ f(x) = \sum_{j=0}^{m-1} x_j \log( x_j ) @]@ and its derivative at various argument values ( where @(@ x_j \geq 0 @)@ ) with out having to re-tape; i.e., using only one ADFun object. Note that @(@ x_j \log ( x_j ) \rightarrow 0 @)@ as @(@ x_j \downarrow 0 @)@ and we need to handle the case @(@ x_j = 0 @)@ in a special way to avoid multiplying zero by infinity.

# include <cppad/cppad.hpp>
# include <limits>

bool CondExp(void)
{     bool ok = true;

     using CppAD::isnan;
     using CppAD::AD;
     using CppAD::NearEqual;
     using CppAD::log;
     double eps  = 100. * CppAD::numeric_limits<double>::epsilon();

     // domain space vector
     size_t n = 5;
     CPPAD_TESTVECTOR(AD<double>) ax(n);
     size_t j;
     for(j = 0; j < n; j++)
          ax[j] = 1.;

     // declare independent variables and start tape recording
     CppAD::Independent(ax);

     AD<double> asum  = 0.;
     AD<double> azero = 0.;
     for(j = 0; j < n; j++)
     {     // if x_j > 0, add x_j * log( x_j ) to the sum
          asum += CppAD::CondExpGt(ax[j], azero, ax[j] * log(ax[j]), azero);
     }

     // range space vector
     size_t m = 1;
     CPPAD_TESTVECTOR(AD<double>) ay(m);
     ay[0] = asum;

     // create f: x -> ay and stop tape recording
     CppAD::ADFun<double> f(ax, ay);

     // vectors for arguments to the function object f
     CPPAD_TESTVECTOR(double) x(n);   // argument values
     CPPAD_TESTVECTOR(double) y(m);   // function values
     CPPAD_TESTVECTOR(double) w(m);   // function weights
     CPPAD_TESTVECTOR(double) dw(n);  // derivative of weighted function

     // a case where x[j] > 0 for all j
     double check  = 0.;
     for(j = 0; j < n; j++)
     {     x[j]   = double(j + 1);
          check += x[j] * log( x[j] );
     }

     // function value
     y  = f.Forward(0, x);
     ok &= NearEqual(y[0], check, eps, eps);

     // compute derivative of y[0]
     w[0] = 1.;
     dw   = f.Reverse(1, w);
     for(j = 0; j < n; j++)
          ok &= NearEqual(dw[j], log(x[j]) + 1., eps, eps);

     // a case where x[3] is equal to zero
     check -= x[3] * log( x[3] );
     x[3]   = 0.;

     // function value
     y   = f.Forward(0, x);
     ok &= NearEqual(y[0], check, eps, eps);

     // check derivative of y[0]
     f.check_for_nan(false);
     w[0] = 1.;
     dw   = f.Reverse(1, w);
     for(j = 0; j < n; j++)
     {     if( x[j] > 0 )
               ok &= NearEqual(dw[j], log(x[j]) + 1., eps, eps);
          else
          {     // Note that in case where dw has type AD<double> and is a variable
               // this dw[j] can be nan (zero times nan is not zero).
               ok &= NearEqual(dw[j], 0.0, eps, eps);
          }
     }

     return ok;
}

Input File: example/general/cond_exp.cpp