00001 # ifndef CPPAD_AD_FUN_INCLUDED
00002 # define CPPAD_AD_FUN_INCLUDED
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00060 namespace CppAD {
00061
00062 template <class Base>
00063 class ADFun {
00064
00065 typedef size_t Pack;
00066
00067 public:
00068
00069 ADFun(void)
00070 : totalNumVar(0), Taylor(CPPAD_NULL), ForJac(CPPAD_NULL)
00071 { }
00072
00073
00074 template <typename ADvector>
00075 ADFun(const ADvector &x, const ADvector &y);
00076
00077
00078 ~ADFun(void)
00079 { if( Taylor != CPPAD_NULL )
00080 CPPAD_TRACK_DEL_VEC(Taylor);
00081 if( ForJac != CPPAD_NULL )
00082 CPPAD_TRACK_DEL_VEC(ForJac);
00083 }
00084
00085
00086 template <typename ADvector>
00087 void Dependent(const ADvector &y);
00088
00089 template <typename ADvector>
00090 void Dependent(const ADvector &x, const ADvector &y);
00091
00092
00093 template <typename VectorBase>
00094 VectorBase Forward(size_t p, const VectorBase &u);
00095
00096
00097 template <typename VectorBase>
00098 VectorBase Reverse(size_t p, const VectorBase &v) const;
00099
00100
00101 template <typename VectorBase>
00102 VectorBase ForSparseJac(size_t q, const VectorBase &Px);
00103
00104
00105 template <typename VectorBase>
00106 VectorBase RevSparseJac(size_t q, const VectorBase &Py) const;
00107
00108
00109 template <typename VectorBase>
00110 VectorBase RevSparseHes(size_t q, const VectorBase &Py) const;
00111
00112
00113 bool use_VecAD(void) const
00114 { return Rec.NumVecInd() > 0; }
00115
00116
00117 size_t size_var(void) const
00118 { return totalNumVar; }
00119
00120
00121 size_t size_taylor(void) const
00122 { return taylor_per_var; }
00123
00124
00125 void capacity_taylor(size_t per_var);
00126
00127
00128 size_t Domain(void) const
00129 { return ind_taddr.size(); }
00130
00131
00132 size_t Range(void) const
00133 { return dep_taddr.size(); }
00134
00135
00136 bool Parameter(size_t i)
00137 { CPPAD_ASSERT_KNOWN(
00138 i < dep_taddr.size(),
00139 "Argument to Parameter is >= dimension of range space"
00140 );
00141 return dep_parameter[i];
00142 }
00143
00144 # ifndef NDEBUG
00145
00146 size_t CompareChange(void) const
00147 { return compareChange; }
00148 # endif
00149
00150
00151 template <typename VectorBase>
00152 VectorBase Jacobian(const VectorBase &x);
00153
00154
00155 template <typename VectorBase>
00156 VectorBase Hessian(const VectorBase &x, size_t i);
00157
00158
00159 template <typename VectorBase>
00160 VectorBase ForOne(
00161 const VectorBase &x ,
00162 size_t j );
00163
00164
00165 template <typename VectorBase>
00166 VectorBase RevOne(
00167 const VectorBase &x ,
00168 size_t i );
00169
00170
00171 template <typename VectorBase, typename VectorSize_t>
00172 VectorBase ForTwo(
00173 const VectorBase &x ,
00174 const VectorSize_t &J ,
00175 const VectorSize_t &K );
00176
00177
00178 template <typename VectorBase, typename VectorSize_t>
00179 VectorBase RevTwo(
00180 const VectorBase &x ,
00181 const VectorSize_t &I ,
00182 const VectorSize_t &J );
00183
00184
00185
00186
00187 size_t Size(void) const
00188 { return totalNumVar; }
00189
00190
00191 size_t Order(void) const
00192 { return taylor_per_var - 1; }
00193
00194
00195 size_t Memory(void) const
00196 { size_t pervar = TaylorColDim * sizeof(Base)
00197 + ForJacColDim * sizeof(Pack);
00198 size_t total = totalNumVar * pervar + Rec.Memory();
00199 return total;
00200 }
00201
00202
00203 size_t taylor_size(void) const
00204 { return taylor_per_var; }
00205
00206 private:
00207
00208
00209
00210
00211 size_t compareChange;
00212
00213
00214 size_t taylor_per_var;
00215
00216
00217 size_t ForJacBitDim;
00218
00219
00220 size_t TaylorColDim;
00221
00222
00223 size_t ForJacColDim;
00224
00225
00226 size_t totalNumVar;
00227
00228
00229 CppAD::vector<size_t> ind_taddr;
00230
00231
00232 CppAD::vector<size_t> dep_taddr;
00233 CppAD::vector<bool> dep_parameter;
00234
00235
00236 TapeRec<Base> Rec;
00237
00238
00239 Base *Taylor;
00240
00241
00242 Pack *ForJac;
00243
00244
00245 template <typename ADvector>
00246 void Dependent(ADTape<Base> *tape, const ADvector &y);
00247 };
00248
00249
00250 }
00251
00252
00253 # include <cppad/local/forward_sweep.hpp>
00254 # include <cppad/local/reverse_sweep.hpp>
00255 # include <cppad/local/for_jac_sweep.hpp>
00256 # include <cppad/local/rev_jac_sweep.hpp>
00257 # include <cppad/local/rev_hes_sweep.hpp>
00258
00259
00260
00261 # include <cppad/local/independent.hpp>
00262 # include <cppad/local/dependent.hpp>
00263 # include <cppad/local/fun_construct.hpp>
00264 # include <cppad/local/fun_eval.hpp>
00265 # include <cppad/local/drivers.hpp>
00266 # include <cppad/local/fun_check.hpp>
00267 # include <cppad/local/omp_max_thread.hpp>
00268
00269 # endif