/* $Id: ad_in_c.cpp 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 ad_in_c.cpp$$
$spell
	CppAD
$$

$section Example and Test Linking CppAD to Languages Other than C++$$

$index C, AD$$
$index C, algorithmic differentiation$$
$index algorithmic, C differentiation$$
$index automatic, C differentiation$$
$index example, C AD$$
$index test, C AD$$

$index link, CppAD to language$$
$index language, link CppAD$$

$code
$verbatim%example/ad_in_c.cpp%0%// BEGIN C++%// END C++%1%$$
$$

$end
*/
// BEGIN C++
# include <cstdio>
# include <cppad/cppad.hpp>
# include <list>

namespace { // Begin empty namespace *****************************************

void debug_print(const char *label, double d)
{	using std::printf;

	unsigned char *byte = reinterpret_cast<unsigned char *>(&d);
	size_t n_byte = sizeof(d);
	printf("%s", label);
	for(size_t i = 0; i < n_byte; i++)
		printf("%x", byte[i]);
	printf("\n");
}

// type in C corresponding to an AD<double> object 
typedef struct { void*  p_void; } cad;

// type in C corresponding to a an ADFun<double> 
typedef struct { void* p_void; } cad_fun;

// type in C corresponding to a C AD binary operator
typedef enum { op_add, op_sub, op_mul, op_div } cad_binary_op;

// type in C corresponding to a C AD unary operator
typedef enum { 
	op_abs, op_acos, op_asin, op_atan, op_cos, op_cosh, 
	op_exp, op_log,  op_sin,  op_sinh, op_sqrt
} cad_unary_op;

// --------------------------------------------------------------------------
// helper code not intended for use by C code  ------------------------------
using CppAD::AD;
using CppAD::ADFun;
using CppAD::vector;
using CppAD::NearEqual;

void cad2vector(size_t n, cad* p_cad, vector< AD<double> >& v)
{	assert( n == v.size() );
	for(size_t j = 0; j < n; j++)
	{	AD<double>* p_ad = 
			reinterpret_cast< AD<double>* > (p_cad[j].p_void);
		v[j] = *p_ad;
	}
}

void vector2cad(size_t n, vector< AD<double> >& v, cad* p_cad)
{	assert( n == v.size() );
	for(size_t j = 0; j < n; j++)
	{	AD<double>* p_ad = 
			reinterpret_cast< AD<double>* > (p_cad[j].p_void);
		*p_ad = v[j];
	}
}

void double2vector(size_t n, double* p_dbl, vector<double>& v)
{	assert( n == v.size() );
	for(size_t j = 0; j < n; j++)
		v[j] = p_dbl[j];
}

void vector2double(size_t n, vector<double>& v, double *p_dbl)
{	assert( n == v.size() );
	for(size_t j = 0; j < n; j++)
		p_dbl[j] = v[j];
}

std::list<void*> allocated;
# ifdef NDEBUG
inline void push_allocated(void *p)
{ }
inline void pop_allocated(void *p)
{ }
# else
inline void push_allocated(void *p)
{	assert( p != 0 );
	allocated.push_front(p);
}
inline void pop_allocated(void *p)
{	std::list<void*>::iterator i;
	for(i = allocated.begin(); i != allocated.end(); ++i)
	{	if( *i == p )
		{	allocated.erase(i);
			return;
		}
	}
	assert( 0 );
}

# endif
// --------------------------------------------------------------------------
// Here is the code that links C to CppAD. You will have to add more
// functions and operators to make a complete language link.
//
extern "C"
bool cad_near_equal(double x, double y)
{	double eps = 10. * std::numeric_limits<double>::epsilon();
	return NearEqual(x, y, eps, 0.);
}

// create a C++ AD object
// value is the value that the C++ AD object will have
// p_cad->p_void: on input is 0, on output points to C++ AD object
extern "C" 
void cad_new_ad(cad *p_cad, double value)
{	// make sure pointer is not currently allocated
	assert( p_cad->p_void == 0 );

	AD<double>* p_ad   = new AD<double>(value); 
	p_cad->p_void      = reinterpret_cast<void*>(p_ad);

	// put in list of allocate pointers
	push_allocated( p_cad->p_void );
}

// delete a C++ AD object
// p_cad->value: not used
// p_cad->p_void: on input points to C++ AD object, on output is 0
extern "C" 
void cad_del_ad(cad* p_cad)
{	// make sure that p_cad has been allocated
	pop_allocated( p_cad->p_void );

	AD<double>* p_ad   = reinterpret_cast< AD<double>* >( p_cad->p_void );
	delete p_ad;

	// special value for pointers that are not allocated
	p_cad->p_void = 0;
}

// extract the value from a C++ AD object
// extern "C"
double cad_value(cad* p_cad)
{	AD<double>* p_ad = reinterpret_cast< AD<double>* > (p_cad->p_void);
	return Value( Var2Par(*p_ad) );
}

// preform a C AD unary operation
extern "C"
void cad_unary(cad_unary_op op, cad* p_operand, cad* p_result) 
{	AD<double> *operand, *result;
	result  = reinterpret_cast< AD<double>* > (p_result->p_void);
	operand = reinterpret_cast< AD<double>* > (p_operand->p_void);
	switch(op)
	{
		case op_abs:
		*result = abs( *operand );
		break;

		case op_acos:
		*result = acos( *operand );
		break;

		case op_asin:
		*result = asin( *operand );
		break;

		case op_atan:
		*result = atan( *operand ); 
		break;

		case op_cos:
		*result = cos( *operand );
		break;

		case op_cosh:
		*result = cosh( *operand );
		break;

		case op_exp:
		*result = exp( *operand );
		break;

		case op_log:
		*result = log( *operand );
		break;

		case op_sin:
		*result = sin( *operand );
		break;

		case op_sinh:
		*result = sinh( *operand );
		break;

		case op_sqrt:
		*result = sqrt( *operand );
		break;

		default:
		// not a unary operator
		assert(0);
		break;

	}
	return;
}

// perform a C AD binary operation
extern "C"
void cad_binary(cad_binary_op op, cad* p_left, cad* p_right, cad* p_result)
{	AD<double> *result, *left, *right; 
	result = reinterpret_cast< AD<double>* > (p_result->p_void);
	left   = reinterpret_cast< AD<double>* > (p_left->p_void);
	right  = reinterpret_cast< AD<double>* > (p_right->p_void);
	assert( result != 0 );
	assert( left != 0 );
	assert( right != 0 );
	
	switch(op)
	{	case op_add:
		*result         = *left + (*right);
		break;

		case op_sub:
		*result         = *left - (*right);
		break;

		case op_mul:
		*result         = *left * (*right);
		break;

		case op_div:
		*result         = *left / (*right);
		break;

		default:
		// not a binary operator
		assert(0);
	}
	return;
}

// declare the independent variables in C++
extern "C"
void cad_independent(size_t n, cad* px_cad)
{	vector< AD<double> > x(n);
	cad2vector(n, px_cad, x);
	CppAD::Independent(x);
	vector2cad(n, x, px_cad);
}

// create an ADFun object in C++
extern "C"
cad_fun cad_new_fun(size_t n, size_t m, cad* px_cad, cad* py_cad)
{	cad_fun fun;

	ADFun<double>* p_adfun = new ADFun<double>;
	vector< AD<double> > x(n);
	vector< AD<double> > y(m);
	cad2vector(n, px_cad, x);
	cad2vector(m, py_cad, y);
	p_adfun->Dependent(x, y);

	fun.p_void = reinterpret_cast<void*>( p_adfun ); 

	// put in list of allocate pointers
	push_allocated( fun.p_void );

	return fun;
}

// delete an AD function object in C
extern "C"
void cad_del_fun(cad_fun *fun)
{	// make sure this pointer has been allocated
	pop_allocated( fun->p_void );

	ADFun<double>* p_adfun 
		= reinterpret_cast< ADFun<double>* > (fun->p_void);
	delete p_adfun;

	// special value for pointers that are not allocated
	fun->p_void = 0;
}

// evaluate the Jacobian corresponding to a function object
extern "C"
void cad_jacobian(cad_fun fun, 
	size_t n, size_t m, double* px, double* pjac )
{	assert( fun.p_void != 0 );

	ADFun<double>* p_adfun = 
		reinterpret_cast< ADFun<double>* >(fun.p_void);
	vector<double> x(n), jac(n * m);

	double2vector(n, px, x);
	jac = p_adfun->Jacobian(x);
	vector2double(n * m, jac, pjac);
}

// forward mode
extern "C"
void cad_forward(cad_fun fun, 
	size_t order, size_t n, size_t m, double* px, double* py )
{	assert( fun.p_void != 0 );

	ADFun<double>* p_adfun = 
		reinterpret_cast< ADFun<double>* >(fun.p_void);
	vector<double> x(n), y(m);

	double2vector(n, px, x);
	y = p_adfun->Forward(order, x);
	vector2double(m, y, py);
}

// check that allocated list has been completely freed
extern "C"
bool cad_allocated_empty(void)
{	return allocated.empty();
}

} // End empty namespace ****************************************************

# include <math.h> // used to check results in c code below

# define N 2       // number of independent variables in example
# define M 5       // number of dependent variables in example

// -------------------------------------------------------------------------
// Here is the C code that uses the CppAD link above
bool ad_in_c(void)
{	// This routine is intentionally coded as if it were written in C
	// as an example of how you can link C, and other languages to CppAD
	bool ok = true;

	// x vector of AD objects in C
	double value;
	size_t j, n = N;
	cad X[N];
	for(j = 0; j < n; j++)
	{	value       = (double) (j+1) / (double) n;
		X[j].p_void = 0;
		cad_new_ad(X + j, value);
	}

	// y vector of AD objects in C
	size_t i, m = M;
	cad Y[M];
	for(i = 0; i < m; i++)
	{	value       = 0.; // required, but not used
		Y[i].p_void = 0;
		cad_new_ad(Y + i, value);
	}

	// declare X as the independent variable vector 
	cad_independent(n, X);

	// y[0] = x[0] + x[1]
	cad_binary(op_add, X+0, X+1, Y+0);
	ok &= cad_near_equal( cad_value(Y+0), cad_value(X+0)+cad_value(X+1) );

	// y[1] = x[0] - x[1]
	cad_binary(op_sub, X+0, X+1, Y+1);
	ok &= cad_near_equal( cad_value(Y+1), cad_value(X+0)-cad_value(X+1) );

	// y[2] = x[0] * x[1]
	cad_binary(op_mul, X+0, X+1, Y+2);
	ok &= cad_near_equal( cad_value(Y+2), cad_value(X+0)*cad_value(X+1) );

	// y[3] = x[0] * x[1]
	cad_binary(op_div, X+0, X+1, Y+3);
	ok &= cad_near_equal( cad_value(Y+3), cad_value(X+0)/cad_value(X+1) );

	// y[4] = sin(x[0]) + asin(sin(x[0]))
	cad sin_x0 = { 0 };       // initialize p_void as zero
	cad_new_ad( &sin_x0, 0.);
	cad_unary(op_sin, X+0, &sin_x0);
	ok &= cad_near_equal(cad_value(&sin_x0), sin(cad_value(X+0)) );

	cad asin_sin_x0 = { 0 };  // initialize p_void as zero
	cad_new_ad( &asin_sin_x0, 0.);
	cad_unary(op_asin, &sin_x0, &asin_sin_x0);
	ok &= cad_near_equal( 
		cad_value(&asin_sin_x0), 
		asin( cad_value(&sin_x0) )
	);

	cad_binary(op_add, &sin_x0, &asin_sin_x0, Y+4);
	ok &= cad_near_equal(
		cad_value(Y+4),
		cad_value(&sin_x0) + cad_value(&asin_sin_x0)
	);
	
	// declare y as the dependent variable vector and stop recording
	// and store function object in f
	cad_fun f = cad_new_fun(n, m, X, Y);

	// now use the function object
	double x[N], jac[N * M];
	x[0] = 1.;
	x[1] = .5;

	// compute the Jacobian
	cad_jacobian(f, n, m, x, jac);

	// check the Jacobian values
	size_t k = 0;
	// partial y[0] w.r.t. x[0]
	ok &= cad_near_equal(jac[k++], 1.);
	// partial y[0] w.r.t. x[1]
	ok &= cad_near_equal(jac[k++], 1.);
	// partial y[1] w.r.t. x[0]
	ok &= cad_near_equal(jac[k++], 1.);
	// partial y[1] w.r.t. x[1]
	ok &= cad_near_equal(jac[k++], -1.);
	// partial y[2] w.r.t. x[0]
	ok &= cad_near_equal(jac[k++], x[1]);
	// partial y[2] w.r.t. x[1]
	ok &= cad_near_equal(jac[k++], x[0]);
	// partial y[3] w.r.t. x[0]
	ok &= cad_near_equal(jac[k++], 1./x[1]);
	// partial y[3] w.r.t. x[1]
	ok &= cad_near_equal(jac[k++], -x[0]/(x[1]*x[1]));
	// partial y[4] w.r.t x[0]
	ok &= cad_near_equal(jac[k++],  cos(x[0]) + 1.);
	// partial y[4] w.r.t x[1]
	ok &= cad_near_equal(jac[k++],  0.);

	// evaluate the function f at a different x
	size_t order = 0;
	double y[M];
	x[0] = .5;
	x[1] = 1.;
	cad_forward(f, order, n, m, x, y); 

	// check the function values
	ok &= cad_near_equal(y[0] , x[0] + x[1] );
	ok &= cad_near_equal(y[1] , x[0] - x[1] );
	ok &= cad_near_equal(y[2] , x[0] * x[1] );
	ok &= cad_near_equal(y[3] , x[0] / x[1] );
	ok &= cad_near_equal(y[4] , sin(x[0]) + asin(sin(x[0])) );

	// delete All C++ copies of the AD objects
	cad_del_fun( &f );
	cad_del_ad( &sin_x0 );
	cad_del_ad( &asin_sin_x0 );
	for(j = 0; j < n; j++)
		cad_del_ad(X + j); 
	for(i = 0; i < m; i++)
		cad_del_ad(Y + i);

	ok     &= cad_allocated_empty();
	return ok;
}

// END C++
