Prev Next JacLuDet.cpp Headings

Gradient of Determinant Using Lu Factorization: Example and Test
 

# include <cppad/cppad.hpp>
# include <cppad/speed/det_by_lu.hpp>

bool JacLuDet()
{	bool ok = true;

	using namespace CppAD;

	size_t n = 2;

	// object for computing determinants
	det_by_lu<ADComplex> Det(n);

	// independent and dependent variable vectors
	CPPAD_TEST_VECTOR<ADComplex>  X(n * n);
	CPPAD_TEST_VECTOR<ADComplex>  D(1);

	// value of the independent variable
	size_t i;
	for(i = 0; i < n * n; i++)
		X[i] = Complex(int(i), -int(i));

	// set the independent variables
	Independent(X);

	// compute the determinant
	D[0]  = Det(X);

	// create the function object
	ADFun<Complex> f(X, D);

	// argument value
	CPPAD_TEST_VECTOR<Complex>     x( n * n );
	for(i = 0; i < n * n; i++)
		x[i] = Complex(2 * i, i);

	// first derivative of the determinant
	CPPAD_TEST_VECTOR<Complex> J( n * n );
	J = f.Jacobian(x);

	/*
	f(x)     = x[0] * x[3] - x[1] * x[2]
	*/
	Complex Jtrue[]  = { x[3], -x[2], -x[1], x[0] };
	for( i = 0; i < n*n; i++)
		ok &= NearEqual( Jtrue[i], J[i], 1e-10 , 1e-10 );

	return ok;
}


Input File: example/jac_lu_det.cpp