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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}} }@)@
LuRatio: Example and Test
# include <cstdlib>               // for rand function
# include <cassert>
# include <cppad/cppad.hpp>

namespace { // Begin empty namespace

CppAD::ADFun<double> *NewFactor(
     size_t                           n ,
     const CPPAD_TESTVECTOR(double) &x ,
     bool                           &ok ,
     CPPAD_TESTVECTOR(size_t)      &ip ,
     CPPAD_TESTVECTOR(size_t)      &jp )
{     using CppAD::AD;
     using CppAD::ADFun;
     size_t i, j, k;

     // values for independent and dependent variables
     CPPAD_TESTVECTOR(AD<double>) Y(n*n+1), X(n*n);

     // values for the LU factor
     CPPAD_TESTVECTOR(AD<double>) LU(n*n);

     // record the LU factorization corresponding to this value of x
     AD<double> Ratio;
     for(k = 0; k < n*n; k++)
          X[k] = x[k];
     Independent(X);
     for(k = 0; k < n*n; k++)
          LU[k] = X[k];
     CppAD::LuRatio(ip, jp, LU, Ratio);
     for(k = 0; k < n*n; k++)
          Y[k] = LU[k];
     Y[n*n] = Ratio;

     // use a function pointer so can return ADFun object
     ADFun<double> *FunPtr = new ADFun<double>(X, Y);

     // check value of ratio during recording
     ok &= (Ratio == 1.);

     // check that ip and jp are permutations of the indices 0, ... , n-1
     for(i = 0; i < n; i++)
     {     ok &= (ip[i] < n);
          ok &= (jp[i] < n);
          for(j = 0; j < n; j++)
          {     if( i != j )
               {     ok &= (ip[i] != ip[j]);
                    ok &= (jp[i] != jp[j]);
               }
          }
     }
     return FunPtr;
}
bool CheckLuFactor(
     size_t                           n  ,
     const CPPAD_TESTVECTOR(double) &x  ,
     const CPPAD_TESTVECTOR(double) &y  ,
     const CPPAD_TESTVECTOR(size_t) &ip ,
     const CPPAD_TESTVECTOR(size_t) &jp )
{     bool     ok = true;

     using CppAD::NearEqual;
     double eps99 = 99.0 * std::numeric_limits<double>::epsilon();

     double  sum;                          // element of L * U
     double  pij;                          // element of permuted x
     size_t  i, j, k;                      // temporary indices

     // L and U factors
     CPPAD_TESTVECTOR(double)  L(n*n), U(n*n);

     // Extract L from LU factorization
     for(i = 0; i < n; i++)
     {     // elements along and below the diagonal
          for(j = 0; j <= i; j++)
               L[i * n + j] = y[ ip[i] * n + jp[j] ];
          // elements above the diagonal
          for(j = i+1; j < n; j++)
               L[i * n + j] = 0.;
     }

     // Extract U from LU factorization
     for(i = 0; i < n; i++)
     {     // elements below the diagonal
          for(j = 0; j < i; j++)
               U[i * n + j] = 0.;
          // elements along the diagonal
          U[i * n + i] = 1.;
          // elements above the diagonal
          for(j = i+1; j < n; j++)
               U[i * n + j] = y[ ip[i] * n + jp[j] ];
     }

     // Compute L * U
     for(i = 0; i < n; i++)
     {     for(j = 0; j < n; j++)
          {     // compute element (i,j) entry in L * U
               sum = 0.;
               for(k = 0; k < n; k++)
                    sum += L[i * n + k] * U[k * n + j];
               // element (i,j) in permuted version of A
               pij  = x[ ip[i] * n + jp[j] ];
               // compare
               ok  &= NearEqual(pij, sum, eps99, eps99);
          }
     }
     return ok;
}

} // end Empty namespace

bool LuRatio(void)
{     bool  ok = true;

     size_t  n = 2; // number rows in A
     double  ratio;

     // values for independent and dependent variables
     CPPAD_TESTVECTOR(double)  x(n*n), y(n*n+1);

     // pivot vectors
     CPPAD_TESTVECTOR(size_t) ip(n), jp(n);

     // set x equal to the identity matrix
     x[0] = 1.; x[1] = 0;
     x[2] = 0.; x[3] = 1.;

     // create a fnction object corresponding to this value of x
     CppAD::ADFun<double> *FunPtr = NewFactor(n, x, ok, ip, jp);

     // use function object to factor matrix
     y     = FunPtr->Forward(0, x);
     ratio = y[n*n];
     ok   &= (ratio == 1.);
     ok   &= CheckLuFactor(n, x, y, ip, jp);

     // set x so that the pivot ratio will be infinite
     x[0] = 0. ; x[1] = 1.;
     x[2] = 1. ; x[3] = 0.;

     // try to use old function pointer to factor matrix
     y     = FunPtr->Forward(0, x);
     ratio = y[n*n];

     // check to see if we need to refactor matrix
     ok &= (ratio > 10.);
     if( ratio > 10. )
     {     delete FunPtr; // to avoid a memory leak
          FunPtr = NewFactor(n, x, ok, ip, jp);
     }

     //  now we can use the function object to factor matrix
     y     = FunPtr->Forward(0, x);
     ratio = y[n*n];
     ok    &= (ratio == 1.);
     ok    &= CheckLuFactor(n, x, y, ip, jp);

     delete FunPtr;  // avoid memory leak
     return ok;
}

Input File: example/general/lu_ratio.cpp