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CppAD Speed: Gradient of Determinant by Minor Expansion

link_det_minor
Routine that computes the gradient of determinant using CppAD:
 
# include <cppad/vector.hpp>
# include <cppad/speed/det_by_minor.hpp>
# include <cppad/speed/uniform_01.hpp>

bool link_det_minor(
	size_t                     size     , 
	size_t                     repeat   , 
	bool                       retape   ,
	CppAD::vector<double>     &matrix   ,
	CppAD::vector<double>     &gradient )
{
	// -----------------------------------------------------
	// setup

	// object for computing determinant
	typedef CppAD::AD<double>       ADScalar; 
	typedef CppAD::vector<ADScalar> ADVector; 
	CppAD::det_by_minor<ADScalar>   Det(size);

	size_t i;               // temporary index
	size_t m = 1;           // number of dependent variables
	size_t n = size * size; // number of independent variables
	ADVector   A(n);        // AD domain space vector
	ADVector   detA(m);     // AD range space vector
	
	// vectors of reverse mode weights 
	CppAD::vector<double> w(1);
	w[0] = 1.;

	if(retape) while(repeat--)
	{
		// choose a matrix
		CppAD::uniform_01(n, matrix);
		for( i = 0; i < size * size; i++)
			A[i] = matrix[i];
	
		// declare independent variables
		Independent(A);
	
		// AD computation of the determinant
		detA[0] = Det(A);
	
		// create function object f : A -> detA
		CppAD::ADFun<double> f(A, detA);
	
		// get the next matrix
		CppAD::uniform_01(n, matrix);
	
		// evaluate the determinant at the new matrix value
		f.Forward(0, matrix);
	
		// evaluate and return gradient using reverse mode
		gradient = f.Reverse(1, w);
	}
	else
	{
		// choose a matrix
		CppAD::uniform_01(n, matrix);
		for( i = 0; i < size * size; i++)
			A[i] = matrix[i];
	
		// declare independent variables
		Independent(A);
	
		// AD computation of the determinant
		detA[0] = Det(A);
	
		// create function object f : A -> detA
		CppAD::ADFun<double> f(A, detA);
	
		// ------------------------------------------------------
		while(repeat--)
		{	// get the next matrix
			CppAD::uniform_01(n, matrix);
	
			// evaluate the determinant at the new matrix value
			f.Forward(0, matrix);
	
			// evaluate and return gradient using reverse mode
			gradient = f.Reverse(1, w);
		}
	}
	return true;
}

Input File: speed/cppad/det_minor.cpp