$Id: faq.omh 2506 2012-10-24 19:36:49Z bradbell $
/* --------------------------------------------------------------------------
CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-12 Bradley M. Bell

CppAD is distributed under multiple licenses. This distribution is under
the terms of the 
                    Eclipse Public License Version 1.0.

A copy of this license is included in the COPYING file of this distribution.
Please visit http://www.coin-or.org/CppAD/ for information on other licenses.
-------------------------------------------------------------------------- */

$begin Faq$$
$escape !$$
$spell
	cppad@list.coin-or.org
	faq
	std
	whatsnew
	sqrt
	cmath
	Namespace
	Dvector
	Gcc
	CppAD
	Lu
$$

$index FAQ$$
$section Frequently Asked Questions and Answers$$

$head Assignment and Independent$$
$index assignment, operator$$
$index operator, assignment$$
$index independent$$
Why does the code sequence
$codei%
	Independent(%u%);
	%v% = %u%[0];
%$$
behave differently from the code sequence
$codei%
	%v% = %u%[0];
	Independent(%u%);
%$$
Before the call to $cref Independent$$,
$icode%u[%0%]%$$ is a $cref/parameter/glossary/Parameter/$$
and after the call it is a variable.
Thus in the first case, $icode v$$ is a variable
and in the second case it is a parameter.

$head Bugs$$
$index bugs, reporting$$
What should I do if I suspect that there is a bug in CppAD ?
$pre

$$
$list number$$
The first step is to search this page for mention of
some feature that perhaps you interpreting as a bug
(and is not).
If this does not solve your problem, continue
to the next step.
$lnext
The second step is to check the 
$cref whats_new$$ messages from the date 
of the release that you are using to the current date.
If the bug has been mentioned and fixed,
then $cref install$$ the current version of CppAD.
If this does not solve your problem, continue
to the next step.
$lnext
Send an e-mail message to the mailing list 
$href%
	http://list.coin-or.org/mailman/listinfo/cppad%
	cppad@list.coin-or.org
%$$
with a description of the bug.
Attaching a small source code sample program that 
demonstrates the bug is always helpful.
The smaller the program, the better the bug report.
$lend

$head CompareChange$$
$index CompareChange$$
$index NDEBUG$$
If you attempt to use the 
$cref CompareChange$$
function when $code NDEBUG$$ is true,
you will get an error message stating that
$code CompareChange$$ is not a member of the
$cref ADFun$$ template class.

$head Complex Types$$
$index complex, faq$$
Which of the following complex types is better:
$codei%
	AD< std::complex<%Base%> >
	std::complex< AD<%Base%> >
%$$
Some functions are real differentiable than are not complex differentiable
(for example, the $cref/complex abs function/abs/Complex Types/$$).
If you have to differentiate such functions, you should use
$codei%
	std::complex< AD<%Base%> >
%$$
If you are sure that you will not need to take any real partials
of complex valued function, it is more efficient to use
$codei%
	AD< std::complex<%Base%> >
%$$


$head Exceptions$$
$index test, exception$$
$index exception, test$$
$index ErrorHandler$$
Why, in all the examples, do you pass back a boolean variable instead
of throwing an exception ?
$pre

$$
The examples are also used to test the correctness of CppAD
and to check your installation.
For these two uses, it is helpful to run all the tests
and to know which ones failed.
The actual code in CppAD uses the $cref ErrorHandler$$ utility
to signal exceptions.
Specifications for redefining this action are provided.

$head Independent Variables$$
$index independent variable$$
$index tape, avoid$$
$index record, avoid$$
$index speed, avoid taping$$
Is it possible to evaluate the same tape recording with different values 
for the independent variables ?
$pre

$$
Yes (see $cref ForwardZero$$). 

$head Math Functions$$
$index math, functions$$
$index function, math$$
Are there plans to add more math functions to CppAD ?
$pre

$$
Yes. The $cref std_math_ad$$ and $cref MathOther$$ section contains
a list of the math functions included so far.
Contact the mailing list 
$href%
	http://list.coin-or.org/mailman/listinfo/cppad%
	cppad@list.coin-or.org
%$$
if you need a math function that is has not yet been included.



$head Matrix Inverse$$
$index inverse, matrix$$
$index matrix, inverse$$
Is it possible to differentiate (with respect to the matrix elements)
the computation of the inverse of a matrix 
where the computation of the inverse uses pivoting ? 
$pre

$$
The example routine $cref LuSolve$$ can be used to do this
because the inverse is a special case of the solution of linear equations.
The examples 
$cref jac_lu_det.cpp$$ and $cref hes_lu_det.cpp$$
use LuSolve to compute derivatives of the 
determinant with respect to the components of the matrix.

$head Mode: Forward or Reverse$$
$index forward$$
$index reverse$$
$index mode$$
When evaluating derivatives, 
one always has a choice between 
forward and reverse mode.
How does one decide which mode to use ?
$pre

$$
In general, the best mode depends on the number of domain and range
components in the function that your are differentiating.
Each call to $cref Forward$$ computes the derivative of all 
the range directions with respect to one domain direction.
Each call to $cref Reverse$$ computes the derivative of one 
range direction with respect to all the domain directions.
The times required for (speed of) 
calls $code Forward$$ and $code Reverse$$ are about equal.  
The $cref/Parameter/seq_property/Parameter/$$ 
function can be used to quickly determine that 
some range directions have derivative zero.



$head Namespace$$
$index namespace$$


$subhead Test Vector Preprocessor Symbol$$
$index CPPAD_TESTVECTOR$$
$index preprocessor, symbols$$
$index symbols, preprocessor$$
Why do you use $code CPPAD_TESTVECTOR$$ instead of a namespace for
the CppAD $cref testvector$$ class ?
$pre

$$
The preprocessor symbol 
$small $cref/CPPAD_TESTVECTOR/testvector/$$ $$
determines which
$cref SimpleVector$$ template class is used for extensive testing.
The default definition for $code CPPAD_TESTVECTOR$$ is the
$cref/CppAD::vector/CppAD_vector/$$ template class, but it can be changed.
Note that all the preprocessor symbols that are defined or used
by CppAD begin with either $code CPPAD$$
(some old deprecated symbols begin with $code CppAD$$).

$subhead Using$$
$index standard, math function$$
$index math, standard function$$
$index using, namespace$$
Why do I have trouble when the following command
$codep
	using namespace CppAD
$$
is at the global level 
(not within a function or some other limited scope).
$pre

$$
Some versions of $code # include <cmath>$$ for
gcc and Visual C++ define the standard math functions,
(for example $codei%double sqrt(double %x%)%$$)
at the global level.
It is necessary to put your $code using$$ commands within the scope
of a function,
or some other limited scope,
in order to shadow these improper global definitions.

$head Speed$$
$index speed$$
$index NDEBUG$$
How do I get the best speed performance out of CppAD ?

$subhead NDEBUG$$
You should compile your code with optimization, without debugging,
and with the preprocessor symbol $code NDEBUG$$ defined.
(The $cref speed_cppad$$ tests do this.)
Note that defining $code NDEBUG$$
will turn off all of the error checking and reporting that
is done using $cref ErrorHandler$$. 

$subhead Optimize$$
It is also possible that preforming a tape 
$cref/optimization/optimize/$$ will improve the speed of evaluation
more than the time required for the optimization.

$subhead Memory Allocation$$
You may also increase execution speed
by calling $code hold_memory$$ with
$cref/value/ta_hold_memory/value/$$ equal to true.

$head Tape Storage: Disk or Memory$$
$index storage, tape$$
$index tape, storage$$
$index memory, tape$$
$index disk, tape$$
Does CppAD store the tape on disk or in memory ?
$pre

$$
CppAD uses memory to store a different tape for recording operations
for each $codei%AD<%Base%>%$$ type that is used.
If you have a very large number calculations that are recorded
on a tape, the tape will keep growing to hold the necessary information.
Eventually, virtual memory may be used to store the tape 
and the calculations may slow down because of necessary disk access.


$end
