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Up-> CppAD speed speed_double double_ode.cpp

CppAD-> Install Introduction AD ADFun preprocessor multi_thread utility ipopt_solve Example speed Appendix

speed-> speed_main speed_utility speed_double speed_adolc speed_cppad speed_fadbad speed_sacado

speed_double-> double_det_minor.cpp double_det_lu.cpp double_mat_mul.cpp double_ode.cpp double_poly.cpp double_sparse_hessian.cpp double_sparse_jacobian.cpp

double_ode.cpp

Headings-> Specifications Implementation

# include <cstring>
# include <cppad/utility/vector.hpp>
# include <cppad/speed/ode_evaluate.hpp>
# include <cppad/speed/uniform_01.hpp>

// Note that CppAD uses global_option["memory"] at the main program level
# include <map>
extern std::map<std::string, bool> global_option;

bool link_ode(
     size_t                     size       ,
     size_t                     repeat     ,
     CppAD::vector<double>      &x         ,
     CppAD::vector<double>      &jacobian
)
{
     if(global_option["onetape"]||global_option["atomic"]||global_option["optimize"])
          return false;
     // -------------------------------------------------------------
     // setup
     assert( x.size() == size );

     size_t n = size;

     size_t m = 0;
     CppAD::vector<double> f(n);

     while(repeat--)
     {     // choose next x value
          uniform_01(n, x);

          // evaluate function
          CppAD::ode_evaluate(x, m, f);

     }
     size_t i;
     for(i = 0; i < n; i++)
          jacobian[i] = f[i];
     return true;
}