CppADCodeGen 2.4.3
A C++ Algorithmic Differentiation Package with Source Code Generation
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abstract_atomic_fun.hpp
1#ifndef CPPAD_CG_ABSTRACT_ATOMIC_FUN_INCLUDED
2#define CPPAD_CG_ABSTRACT_ATOMIC_FUN_INCLUDED
3/* --------------------------------------------------------------------------
4 * CppADCodeGen: C++ Algorithmic Differentiation with Source Code Generation:
5 * Copyright (C) 2013 Ciengis
6 * Copyright (C) 2018 Joao Leal
7 *
8 * CppADCodeGen is distributed under multiple licenses:
9 *
10 * - Eclipse Public License Version 1.0 (EPL1), and
11 * - GNU General Public License Version 3 (GPL3).
12 *
13 * EPL1 terms and conditions can be found in the file "epl-v10.txt", while
14 * terms and conditions for the GPL3 can be found in the file "gpl3.txt".
15 * ----------------------------------------------------------------------------
16 * Author: Joao Leal
17 */
18
19namespace CppAD {
20namespace cg {
21
27template <class Base>
28class CGAbstractAtomicFun : public BaseAbstractAtomicFun<Base> {
29public:
30 using Super = BaseAbstractAtomicFun<Base>;
31 using CGB = CppAD::cg::CG<Base>;
32 using Arg = Argument<Base>;
33protected:
37 const size_t id_;
43 bool standAlone_;
44
45protected:
46
57 explicit CGAbstractAtomicFun(const std::string& name,
58 bool standAlone = false) :
59 Super(name),
60 id_(createNewAtomicFunctionID()),
61 standAlone_(standAlone) {
62 CPPADCG_ASSERT_KNOWN(!name.empty(), "The atomic function name cannot be empty")
63 this->option(CppAD::atomic_base<CGB>::set_sparsity_enum);
64 }
65
66public:
67 virtual ~CGAbstractAtomicFun() = default;
68
69 template <class ADVector>
70 void operator()(const ADVector& ax,
71 ADVector& ay,
72 size_t id = 0) {
73 this->BaseAbstractAtomicFun<Base>::operator()(ax, ay, id);
74 }
75
81 inline size_t getId() const {
82 return id_;
83 }
84
90 inline bool isStandAlone() const {
91 return standAlone_;
92 }
93
94 bool forward(size_t q,
95 size_t p,
96 const CppAD::vector<bool>& vx,
97 CppAD::vector<bool>& vy,
98 const CppAD::vector<CGB>& tx,
99 CppAD::vector<CGB>& ty) override {
100 using CppAD::vector;
101
102 CppAD::vector<CGB> x;
103
104 bool valuesDefined = BaseAbstractAtomicFun<Base>::isValuesDefined(tx);
105 if (vx.size() > 0) {
106 size_t n = vx.size();
107 x.resize(n);
108 for (size_t j = 0; j < n; j++) {
109 x[j] = tx[j * (p + 1)];
110 }
111
112 zeroOrderDependency(vx, vy, x);
113 }
114
115 bool allParameters = BaseAbstractAtomicFun<Base>::isParameters(tx);
116 if (allParameters) {
117 vector<Base> tyb;
118 if (!evalForwardValues(q, p, tx, tyb, ty.size()))
119 return false;
120
121 CPPADCG_ASSERT_UNKNOWN(tyb.size() == ty.size())
122 for (size_t i = 0; i < ty.size(); i++) {
123 ty[i] = tyb[i];
124 }
125 return true;
126 }
127
128 size_t m = ty.size() / (p + 1);
129
130 vector<bool> vyLocal;
131 if (p == 0) {
132 vyLocal = vy;
133 } else if (p >= 1) {
139 size_t n = tx.size() / (p + 1);
140
141 vector<std::set<size_t> > r(n);
142 for (size_t j = 0; j < n; j++) {
143 if (!tx[j * (p + 1) + 1].isIdenticalZero())
144 r[j].insert(0);
145 }
146 vector<std::set<size_t> > s(m);
147
148 if(x.size() == 0) {
149 x.resize(n);
150 for (size_t j = 0; j < n; j++) {
151 x[j] = tx[j * (p + 1)];
152 }
153 }
154
155 bool good = this->for_sparse_jac(1, r, s, x);
156 if (!good)
157 return false;
158
159 vyLocal.resize(ty.size());
160 for (size_t i = 0; i < vyLocal.size(); i++) {
161 vyLocal[i] = true;
162 }
163
164 for (size_t i = 0; i < m; i++) {
165 vyLocal[i * (p + 1) + 1] = !s[i].empty();
166 }
167
168 if (p == 1) {
169 bool allZero = true;
170 for (size_t i = 0; i < vyLocal.size(); i++) {
171 if (vyLocal[i]) {
172 allZero = false;
173 break;
174 }
175 }
176
177 if (allZero) {
178 for (size_t i = 0; i < ty.size(); i++) {
179 ty[i] = Base(0.0);
180 }
181 return true;
182 }
183 }
184 }
185
186 vector<Base> tyb;
187 if (valuesDefined) {
188 if (!evalForwardValues(q, p, tx, tyb, ty.size()))
189 return false;
190 }
191
192 CodeHandler<Base>* handler = findHandler(tx);
193 CPPADCG_ASSERT_UNKNOWN(handler != nullptr)
194
195 size_t p1 = p + 1;
196
197 std::vector<OperationNode<Base>*> txArray(p1), tyArray(p1);
198 for (size_t k = 0; k < p1; k++) {
199 if (k == 0)
200 txArray[k] = BaseAbstractAtomicFun<Base>::makeArray(*handler, tx, p, k);
201 else
202 txArray[k] = BaseAbstractAtomicFun<Base>::makeSparseArray(*handler, tx, p, k);
203 tyArray[k] = BaseAbstractAtomicFun<Base>::makeZeroArray(*handler, m);
204 }
205
206 std::vector<Argument<Base> > args(2 * p1);
207 for (size_t k = 0; k < p1; k++) {
208 args[0 * p1 + k] = *txArray[k];
209 args[1 * p1 + k] = *tyArray[k];
210 }
211
212 OperationNode<Base>* atomicOp = handler->makeNode(CGOpCode::AtomicForward,{id_, q, p}, args);
213 handler->registerAtomicFunction(*this);
214
215 for (size_t k = 0; k < p1; k++) {
216 for (size_t i = 0; i < m; i++) {
217 size_t pos = i * p1 + k;
218 if (vyLocal.size() == 0 || vyLocal[pos]) {
219 ty[pos] = CGB(*handler->makeNode(CGOpCode::ArrayElement, {i}, {*tyArray[k], *atomicOp}));
220 if (valuesDefined) {
221 ty[pos].setValue(tyb[pos]);
222 }
223 } else {
224 CPPADCG_ASSERT_KNOWN(tyb.size() == 0 || IdenticalZero(tyb[pos]), "Invalid value")
225 ty[pos] = 0; // not a variable (zero)
226 }
227 }
228 }
229
230 return true;
231 }
232
233 bool reverse(size_t p,
234 const CppAD::vector<CGB>& tx,
235 const CppAD::vector<CGB>& ty,
236 CppAD::vector<CGB>& px,
237 const CppAD::vector<CGB>& py) override {
238 using CppAD::vector;
239
240 bool allParameters = BaseAbstractAtomicFun<Base>::isParameters(tx);
241 if (allParameters) {
242 allParameters = BaseAbstractAtomicFun<Base>::isParameters(ty);
243 if (allParameters) {
244 allParameters = BaseAbstractAtomicFun<Base>::isParameters(py);
245 }
246 }
247
248 if (allParameters) {
249 vector<Base> pxb;
250
251 if (!evalReverseValues(p, tx, ty, pxb, py))
252 return false;
253
254 CPPADCG_ASSERT_UNKNOWN(pxb.size() == px.size())
255
256 for (size_t i = 0; i < px.size(); i++) {
257 px[i] = pxb[i];
258 }
259 return true;
260 }
261
266 vector<bool> vxLocal(px.size());
267 for (size_t j = 0; j < vxLocal.size(); j++) {
268 vxLocal[j] = true;
269 }
270
271 size_t p1 = p + 1;
272 // k == 0
273 size_t m = ty.size() / p1;
274 size_t n = tx.size() / p1;
275
276 vector<std::set<size_t> > rt(m);
277 for (size_t i = 0; i < m; i++) {
278 if (!py[i * p1].isIdenticalZero()) {
279 rt[i].insert(0);
280 }
281 }
282
283 CppAD::vector<CGB> x(n);
284 for (size_t j = 0; j < n; j++) {
285 x[j] = tx[j * p1];
286 }
287
288 vector<std::set<size_t> > st(n);
289 bool good = this->rev_sparse_jac(1, rt, st, x);
290 if (!good) {
291 return false;
292 }
293
294 for (size_t j = 0; j < n; j++) {
295 vxLocal[j * p1 + p] = !st[j].empty();
296 }
297
298 if (p >= 1) {
303 vector<bool> vx(n);
304 vector<bool> s(m);
305 vector<bool> t(n);
306 vector<std::set<size_t> > r(n);
307 vector<std::set<size_t> > u(m);
308 vector<std::set<size_t> > v(n);
309
310 for (size_t j = 0; j < n; j++) {
311 vx[j] = !tx[j * p1].isParameter();
312 if (!tx[j * p1 + 1].isIdenticalZero()) {
313 r[j].insert(0);
314 }
315 }
316 for (size_t i = 0; i < m; i++) {
317 s[i] = !py[i * p1 + 1].isIdenticalZero();
318 }
319
320 this->rev_sparse_hes(vx, s, t, 1, r, u, v, x);
321
322 for (size_t j = 0; j < n; j++) {
323 vxLocal[j * p1 + p - 1] = !v[j].empty();
324 }
325 }
326
327 bool allZero = true;
328 for (size_t j = 0; j < vxLocal.size(); j++) {
329 if (vxLocal[j]) {
330 allZero = false;
331 break;
332 }
333 }
334
335 if (allZero) {
336 for (size_t j = 0; j < px.size(); j++) {
337 px[j] = Base(0.0);
338 }
339 return true;
340 }
341
342 bool valuesDefined = BaseAbstractAtomicFun<Base>::isValuesDefined(tx);
343 if (valuesDefined) {
344 valuesDefined = BaseAbstractAtomicFun<Base>::isValuesDefined(ty);
345 if (valuesDefined) {
346 valuesDefined = BaseAbstractAtomicFun<Base>::isValuesDefined(py);
347 }
348 }
349
350 vector<Base> pxb;
351 if (valuesDefined) {
352 if (!evalReverseValues(p, tx, ty, pxb, py))
353 return false;
354 }
355
356 CodeHandler<Base>* handler = findHandler(tx);
357 if (handler == nullptr) {
358 handler = findHandler(ty);
359 if (handler == nullptr) {
360 handler = findHandler(py);
361 }
362 }
363 CPPADCG_ASSERT_UNKNOWN(handler != nullptr)
364
365 std::vector<OperationNode<Base>*> txArray(p1), tyArray(p1), pxArray(p1), pyArray(p1);
366 for (size_t k = 0; k <= p; k++) {
367 if (k == 0)
368 txArray[k] = BaseAbstractAtomicFun<Base>::makeArray(*handler, tx, p, k);
369 else
370 txArray[k] = BaseAbstractAtomicFun<Base>::makeSparseArray(*handler, tx, p, k);
371
372 if (standAlone_) {
373 tyArray[k] = BaseAbstractAtomicFun<Base>::makeEmptySparseArray(*handler, m);
374 } else {
375 tyArray[k] = BaseAbstractAtomicFun<Base>::makeSparseArray(*handler, ty, p, k);
376 }
377
378 if (k == 0)
379 pxArray[k] = BaseAbstractAtomicFun<Base>::makeZeroArray(*handler, n);
380 else
381 pxArray[k] = BaseAbstractAtomicFun<Base>::makeEmptySparseArray(*handler, n);
382
383 if (k == 0)
384 pyArray[k] = BaseAbstractAtomicFun<Base>::makeSparseArray(*handler, py, p, k);
385 else
386 pyArray[k] = BaseAbstractAtomicFun<Base>::makeArray(*handler, py, p, k);
387 }
388
389 std::vector<Argument<Base> > args(4 * p1);
390 for (size_t k = 0; k <= p; k++) {
391 args[0 * p1 + k] = *txArray[k];
392 args[1 * p1 + k] = *tyArray[k];
393 args[2 * p1 + k] = *pxArray[k];
394 args[3 * p1 + k] = *pyArray[k];
395 }
396
397 OperationNode<Base>* atomicOp = handler->makeNode(CGOpCode::AtomicReverse,{id_, p}, args);
398 handler->registerAtomicFunction(*this);
399
400 for (size_t k = 0; k < p1; k++) {
401 for (size_t j = 0; j < n; j++) {
402 size_t pos = j * p1 + k;
403 if (vxLocal[pos]) {
404 px[pos] = CGB(*handler->makeNode(CGOpCode::ArrayElement, {j}, {*pxArray[k], *atomicOp}));
405 if (valuesDefined) {
406 px[pos].setValue(pxb[pos]);
407 }
408 } else {
409 // CPPADCG_ASSERT_KNOWN(pxb.size() == 0 || IdenticalZero(pxb[j]), "Invalid value");
410 // pxb[j] might be non-zero but it is not required (it might have been used to determine other pxbs)
411 px[pos] = Base(0); // not a variable (zero)
412 }
413 }
414 }
415
416 return true;
417 }
418
419 inline virtual CppAD::vector<std::set<size_t>> jacobianForwardSparsitySet(size_t m,
420 const CppAD::vector<CGB>& x) {
421 size_t n = x.size();
422
423 CppAD::vector<std::set<size_t>> r(n); // identity matrix
424 for (size_t i = 0; i < n; i++)
425 r[i].insert(i);
426
427 CppAD::vector<std::set<size_t> > s(m);
428 bool good = this->for_sparse_jac(n, r, s, x);
429 if (!good)
430 throw CGException("Failed to compute jacobian sparsity pattern for atomic function '", this->atomic_name(), "'");
431
432 return s;
433 }
434
435 inline virtual CppAD::vector<std::set<size_t>> jacobianReverseSparsitySet(size_t m,
436 const CppAD::vector<CGB>& x) {
437 size_t n = x.size();
438
439 CppAD::vector<std::set<size_t> > rt(m); // identity matrix
440 for (size_t i = 0; i < m; i++)
441 rt[i].insert(i);
442
443 CppAD::vector<std::set<size_t> > st(n);
444 bool good = this->rev_sparse_jac(m, rt, st, x);
445 if (!good)
446 throw CGException("Failed to compute jacobian sparsity pattern for atomic function '", this->atomic_name(), "'");
447
448 CppAD::vector<std::set<size_t>> s = transposePattern(st, n, m);
449
450 return s;
451 }
452
453 inline virtual CppAD::vector<std::set<size_t>> hessianSparsitySet(size_t m,
454 const CppAD::vector<CGB>& x) {
455 CppAD::vector<bool> s(m);
456 for (size_t i = 0; i < m; ++i)
457 s[i] = true;
458
459 return hessianSparsitySet(s, x);
460 }
461
462 inline virtual CppAD::vector<std::set<size_t>> hessianSparsitySet(const CppAD::vector<bool>& s,
463 const CppAD::vector<CGB>& x) {
464 size_t n = x.size();
465 size_t m = s.size();
466
470 CppAD::vector<std::set<size_t>> r(n); // identity matrix
471 for (size_t j = 0; j < n; j++)
472 r[j].insert(j);
473
474 CppAD::vector<bool> vx(n); // which x's are variables
475 for (size_t i = 0; i < n; ++i)
476 vx[i] = true;
477
478 CppAD::vector<bool> t(n);
479 for (size_t i = 0; i < n; ++i)
480 t[i] = false;
481
482 const CppAD::vector<std::set<size_t> > u(m); // empty
483 CppAD::vector<std::set<size_t> > v(n);
484
485 bool good = this->rev_sparse_hes(vx, s, t, n, r, u, v, x);
486 if (!good)
487 throw CGException("Failed to compute Hessian sparsity pattern for atomic function '", this->atomic_name(), "'");
488
489 return v;
490 }
491
495 static size_t createNewAtomicFunctionID() {
496 CPPAD_ASSERT_FIRST_CALL_NOT_PARALLEL
497 static size_t count = 0;
498 count++;
499 return count;
500 }
501
502protected:
503
504 virtual void zeroOrderDependency(const CppAD::vector<bool>& vx,
505 CppAD::vector<bool>& vy,
506 const CppAD::vector<CGB>& x) = 0;
507
522 virtual bool atomicForward(size_t q,
523 size_t p,
524 const CppAD::vector<Base>& tx,
525 CppAD::vector<Base>& ty) = 0;
538 virtual bool atomicReverse(size_t p,
539 const CppAD::vector<Base>& tx,
540 const CppAD::vector<Base>& ty,
541 CppAD::vector<Base>& px,
542 const CppAD::vector<Base>& py) = 0;
543
544private:
545
546 inline bool evalForwardValues(size_t q,
547 size_t p,
548 const CppAD::vector<CGB>& tx,
549 CppAD::vector<Base>& tyb,
550 size_t ty_size) {
551 CppAD::vector<Base> txb(tx.size());
552 tyb.resize(ty_size);
553
554 for (size_t i = 0; i < txb.size(); i++) {
555 txb[i] = tx[i].getValue();
556 }
557
558 return atomicForward(q, p, txb, tyb);
559 }
560
561 inline bool evalReverseValues(size_t p,
562 const CppAD::vector<CGB>& tx,
563 const CppAD::vector<CGB>& ty,
564 CppAD::vector<Base>& pxb,
565 const CppAD::vector<CGB>& py) {
566 using CppAD::vector;
567
568 vector<Base> txb(tx.size());
569 vector<Base> tyb(ty.size());
570 pxb.resize(tx.size());
571 vector<Base> pyb(py.size());
572
573 for (size_t i = 0; i < txb.size(); i++) {
574 txb[i] = tx[i].getValue();
575 }
576 for (size_t i = 0; i < tyb.size(); i++) {
577 tyb[i] = ty[i].getValue();
578 }
579 for (size_t i = 0; i < pyb.size(); i++) {
580 pyb[i] = py[i].getValue();
581 }
582
583 return atomicReverse(p, txb, tyb, pxb, pyb);
584 }
585
586};
587
588} // END cg namespace
589} // END CppAD namespace
590
591#endif
CppAD::cg::CGAbstractAtomicFun::CGAbstractAtomicFun
CGAbstractAtomicFun(const std::string &name, bool standAlone=false)
Definition: abstract_atomic_fun.hpp:57
CppAD::cg::CGAbstractAtomicFun::forward
bool forward(size_t q, size_t p, const CppAD::vector< bool > &vx, CppAD::vector< bool > &vy, const CppAD::vector< CGB > &tx, CppAD::vector< CGB > &ty) override
Definition: abstract_atomic_fun.hpp:94
CppAD::cg::CGAbstractAtomicFun::hessianSparsitySet
virtual CppAD::vector< std::set< size_t > > hessianSparsitySet(const CppAD::vector< bool > &s, const CppAD::vector< CGB > &x)
Definition: abstract_atomic_fun.hpp:462
CppAD::cg::CGAbstractAtomicFun::reverse
bool reverse(size_t p, const CppAD::vector< CGB > &tx, const CppAD::vector< CGB > &ty, CppAD::vector< CGB > &px, const CppAD::vector< CGB > &py) override
Definition: abstract_atomic_fun.hpp:233
CppAD::cg::CGAbstractAtomicFun::atomicReverse
virtual bool atomicReverse(size_t p, const CppAD::vector< Base > &tx, const CppAD::vector< Base > &ty, CppAD::vector< Base > &px, const CppAD::vector< Base > &py)=0
CppAD::cg::CGAbstractAtomicFun::atomicForward
virtual bool atomicForward(size_t q, size_t p, const CppAD::vector< Base > &tx, CppAD::vector< Base > &ty)=0
CppAD::IdenticalZero
bool IdenticalZero(const cg::CG< Base > &x)
Definition: identical.hpp:37