Prev Next rev_one.cpp Headings

@(@\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}} }@)@
First Order Derivative Driver: Example and Test
# include <cppad/cppad.hpp>
namespace { // -------------------------------------------------------
// define the template function RevOneCases<Vector> in empty namespace
template <typename Vector>
bool RevOneCases()
{     bool ok = true;
     using CppAD::AD;
     using CppAD::NearEqual;
     double eps99 = 99.0 * std::numeric_limits<double>::epsilon();
     using CppAD::exp;
     using CppAD::sin;
     using CppAD::cos;

     // domain space vector
     size_t n = 2;
     CPPAD_TESTVECTOR(AD<double>)  X(n);
     X[0] = 1.;
     X[1] = 2.;

     // declare independent variables and starting recording
     CppAD::Independent(X);

     // range space vector
     size_t m = 3;
     CPPAD_TESTVECTOR(AD<double>)  Y(m);
     Y[0] = X[0] * exp( X[1] );
     Y[1] = X[0] * sin( X[1] );
     Y[2] = X[0] * cos( X[1] );

     // create f: X -> Y and stop tape recording
     CppAD::ADFun<double> f(X, Y);

     // new value for the independent variable vector
     Vector x(n);
     x[0] = 2.;
     x[1] = 1.;

     // compute and check derivative of y[0]
     Vector dw(n);
     dw  = f.RevOne(x, 0);
     ok &= NearEqual(dw[0],      exp(x[1]), eps99, eps99); // w.r.t x[0]
     ok &= NearEqual(dw[1], x[0]*exp(x[1]), eps99, eps99); // w.r.t x[1]

     // compute and check derivative of y[1]
     dw  = f.RevOne(x, 1);
     ok &= NearEqual(dw[0],      sin(x[1]), eps99, eps99);
     ok &= NearEqual(dw[1], x[0]*cos(x[1]), eps99, eps99);

     // compute and check derivative of y[2]
     dw  = f.RevOne(x, 2);
     ok &= NearEqual(dw[0],        cos(x[1]), eps99, eps99);
     ok &= NearEqual(dw[1], - x[0]*sin(x[1]), eps99, eps99);

     return ok;
}
} // End empty namespace
# include <vector>
# include <valarray>
bool RevOne(void)
{     bool ok = true;
     // Run with Vector equal to three different cases
     // all of which are Simple Vectors with elements of type double.
     ok &= RevOneCases< CppAD::vector  <double> >();
     ok &= RevOneCases< std::vector    <double> >();
     ok &= RevOneCases< std::valarray  <double> >();
     return ok;
}

Input File: example/general/rev_one.cpp