Speed Testing the Jacobian of Ode Solution

Prototype
extern bool link_ode(      size_t                 size      ,      size_t                 repeat    ,      CppAD::vector<double> &x         ,      CppAD::vector<double> &jacobian ); 
Purpose
Each package must define a version of this routine as specified below. This is used by the speed_main program to run the corresponding speed and correctness tests.

Method
The same template routine ode_evaluate is used by th different AD packages.

f
The function $f : \B{R}^n \rightarrow \B{R}^n$ that is defined and computed by evaluating ode_evaluate with a call of the form       ode_evaluate(x, p, fp)  with p equal to zero. Calls with the value p equal to one are used to check the derivative values.

Return Value
If this speed test is not yet supported by a particular package , the corresponding return value for link_ode should be false.

size
The argument size is the number of variables in the ordinary differential equations which is also equal to $n$.

repeat
The argument repeat is the number of times the Jacobian is computed.

x
The argument x is a vector with $n$ elements. The input value of the elements of x does not matter. On output, it has been set to the argument value for which the function, or its derivative, is being evaluated. The value of this vector must change with each repetition.

jacobian
The argument jacobian is a vector with $n^2$ elements. The input value of its elements does not matter. The output value of its elements is the Jacobian of the function $f(x)$ that corresponds to output value of x . To be more specific, for $i = 0 , \ldots , n-1$ and $j = 0 , \ldots , n-1$, $$\D{f[i]}{x[j]} (x) = jacobian [ i \cdot n + j ]$$

double
In the case where package is double, only the first $n$ element of jacobian are modified and they are to the function value $f(x)$ corresponding to the output value of x .