Prev Next Index-> contents reference index search external Up-> CppAD utility Rosen34 rosen_34.cpp CppAD-> Install Introduction AD ADFun preprocessor multi_thread utility ipopt_solve Example speed Appendix utility-> ErrorHandler NearEqual speed_test SpeedTest time_test test_boolofvoid NumericType CheckNumericType SimpleVector CheckSimpleVector nan pow_int Poly LuDetAndSolve RombergOne RombergMul Runge45 Rosen34 OdeErrControl OdeGear OdeGearControl CppAD_vector thread_alloc index_sort to_string set_union sparse_rc sparse_rcv Rosen34-> rosen_34.cpp rosen_34.cpp Headings

$\newcommand{\W}[1]{ \; #1 \; } \newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} } \newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} } \newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} } \newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }$
Rosen34: Example and Test
Define $X : \B{R} \rightarrow \B{R}^n$ by $$X_i (t) = t^{i+1}$$ for $i = 1 , \ldots , n-1$. It follows that $$\begin{array}{rclr} X_i(0) & = & 0 & {\rm for \; all \;} i \\ X_i ' (t) & = & 1 & {\rm if \;} i = 0 \\ X_i '(t) & = & (i+1) t^i = (i+1) X_{i-1} (t) & {\rm if \;} i > 0 \end{array}$$ The example tests Rosen34 using the relations above:  # include <cppad/cppad.hpp> // For automatic differentiation namespace { class Fun { public: // constructor Fun(bool use_x_) : use_x(use_x_) { } // compute f(t, x) both for double and AD<double> template <typename Scalar> void Ode( const Scalar &t, const CPPAD_TESTVECTOR(Scalar) &x, CPPAD_TESTVECTOR(Scalar) &f) { size_t n = x.size(); Scalar ti(1); f[0] = Scalar(1); size_t i; for(i = 1; i < n; i++) { ti *= t; // convert int(size_t) to avoid warning // on _MSC_VER systems if( use_x ) f[i] = int(i+1) * x[i-1]; else f[i] = int(i+1) * ti; } } // compute partial of f(t, x) w.r.t. t using AD void Ode_ind( const double &t, const CPPAD_TESTVECTOR(double) &x, CPPAD_TESTVECTOR(double) &f_t) { using namespace CppAD; size_t n = x.size(); CPPAD_TESTVECTOR(AD<double>) T(1); CPPAD_TESTVECTOR(AD<double>) X(n); CPPAD_TESTVECTOR(AD<double>) F(n); // set argument values T[0] = t; size_t i; for(i = 0; i < n; i++) X[i] = x[i]; // declare independent variables Independent(T); // compute f(t, x) this->Ode(T[0], X, F); // define AD function object ADFun<double> fun(T, F); // compute partial of f w.r.t t CPPAD_TESTVECTOR(double) dt(1); dt[0] = 1.; f_t = fun.Forward(1, dt); } // compute partial of f(t, x) w.r.t. x using AD void Ode_dep( const double &t, const CPPAD_TESTVECTOR(double) &x, CPPAD_TESTVECTOR(double) &f_x) { using namespace CppAD; size_t n = x.size(); CPPAD_TESTVECTOR(AD<double>) T(1); CPPAD_TESTVECTOR(AD<double>) X(n); CPPAD_TESTVECTOR(AD<double>) F(n); // set argument values T[0] = t; size_t i, j; for(i = 0; i < n; i++) X[i] = x[i]; // declare independent variables Independent(X); // compute f(t, x) this->Ode(T[0], X, F); // define AD function object ADFun<double> fun(X, F); // compute partial of f w.r.t x CPPAD_TESTVECTOR(double) dx(n); CPPAD_TESTVECTOR(double) df(n); for(j = 0; j < n; j++) dx[j] = 0.; for(j = 0; j < n; j++) { dx[j] = 1.; df = fun.Forward(1, dx); for(i = 0; i < n; i++) f_x [i * n + j] = df[i]; dx[j] = 0.; } } private: const bool use_x; }; } bool Rosen34(void) { bool ok = true; // initial return value size_t i; // temporary indices using CppAD::NearEqual; double eps99 = 99.0 * std::numeric_limits<double>::epsilon(); size_t n = 4; // number components in X(t) and order of method size_t M = 2; // number of Rosen34 steps in [ti, tf] double ti = 0.; // initial time double tf = 2.; // final time // xi = X(0) CPPAD_TESTVECTOR(double) xi(n); for(i = 0; i <n; i++) xi[i] = 0.; size_t use_x; for( use_x = 0; use_x < 2; use_x++) { // function object depends on value of use_x Fun F(use_x > 0); // compute Rosen34 approximation for X(tf) CPPAD_TESTVECTOR(double) xf(n), e(n); xf = CppAD::Rosen34(F, M, ti, tf, xi, e); double check = tf; for(i = 0; i < n; i++) { // check that error is always positive ok &= (e[i] >= 0.); // 4th order method is exact for i < 4 if( i < 4 ) ok &= NearEqual(xf[i], check, eps99, eps99); // 3rd order method is exact for i < 3 if( i < 3 ) ok &= (e[i] <= eps99); // check value for next i check *= tf; } } return ok; } 
Input File: example/general/rosen_34.cpp