/* $Id$ */
# ifndef CPPAD_REVERSE_SWEEP_INCLUDED
# define CPPAD_REVERSE_SWEEP_INCLUDED
/* --------------------------------------------------------------------------
CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-15 Bradley M. Bell
CppAD is distributed under multiple licenses. This distribution is under
the terms of the
GNU General Public License Version 3.
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.
-------------------------------------------------------------------------- */
namespace CppAD { // BEGIN_CPPAD_NAMESPACE
/*!
\file reverse_sweep.hpp
Compute derivatives of arbitrary order Taylor coefficients.
*/
/*
\def CPPAD_ATOMIC_CALL
This avoids warnings when NDEBUG is defined and user_ok is not used.
If \c NDEBUG is defined, this resolves to
\code
user_atom->reverse
\endcode
otherwise, it respolves to
\code
user_ok = user_atom->reverse
\endcode
This maco is undefined at the end of this file to facillitate is
use with a different definition in other files.
*/
# ifdef NDEBUG
# define CPPAD_ATOMIC_CALL user_atom->reverse
# else
# define CPPAD_ATOMIC_CALL user_ok = user_atom->reverse
# endif
/*!
\def CPPAD_REVERSE_SWEEP_TRACE
This value is either zero or one.
Zero is the normal operational value.
If it is one, a trace of every reverse_sweep computation is printed.
*/
# define CPPAD_REVERSE_SWEEP_TRACE 0
/*!
Compute derivative of arbitrary order forward mode Taylor coefficients.
\tparam Base
base type for the operator; i.e., this operation sequence was recorded
using AD< \a Base > and computations by this routine are done using type
\a Base.
\param d
is the highest order Taylor coefficients that
we are computing the derivative of.
\param n
is the number of independent variables on the tape.
\param numvar
is the total number of variables on the tape.
This is also equal to the number of rows in the matrix \a Taylor; i.e.,
play->num_var_rec().
\param play
The information stored in \a play
is a recording of the operations corresponding to the function
\f[
F : {\bf R}^n \rightarrow {\bf R}^m
\f]
where \f$ n \f$ is the number of independent variables and
\f$ m \f$ is the number of dependent variables.
We define \f$ u^{(k)} \f$ as the value of x_k in the previous call
of the form
f.Forward(k, x_k)
We define
\f$ X : {\bf R}^{n \times d} \rightarrow {\bf R}^n \f$ by
\f[
X(t, u) = u^{(0)} + u^{(1)} t + \cdots + u^{(d)} t^d
\f]
We define
\f$ Y : {\bf R}^{n \times d} \rightarrow {\bf R}^m \f$ by
\f[
Y(t, u) = F[ X(t, u) ]
\f]
We define the function
\f$ W : {\bf R}^{n \times d} \rightarrow {\bf R} \f$ by
\f[
W(u)
=
\sum_{k=0}^{d} ( w^{(k)} )^{\rm T}
\frac{1}{k !} \frac{\partial^k}{\partial t^k} Y(0, u)
\f]
(The matrix \f$ w \in {\bf R}^m \f$,
is defined below under the heading Partial.)
Note that the scale factor 1 / k converts
the k-th partial derivative to the k-th order Taylor coefficient.
This routine computes the derivative of \f$ W(u) \f$
with respect to all the Taylor coefficients
\f$ u^{(k)} \f$ for \f$ k = 0 , ... , d \f$.
\n
\n
The object \a play is effectly constant.
There is an exception to this,
while palying back the tape
the object \a play holds information about the current location
with in the tape and this changes during palyback.
\param J
Is the number of columns in the coefficient matrix \a Taylor.
This must be greater than or equal \a d + 1.
\param Taylor
For i = 1 , ... , \a numvar, and for k = 0 , ... , \a d,
\a Taylor [ i * J + k ]
is the k-th order Taylor coefficient corresponding to
variable with index i on the tape.
The value \f$ u \in {\bf R}^{n \times d} \f$,
at which the derivative is computed,
is defined by
\f$ u_j^{(k)} \f$ = \a Taylor [ j * J + k ]
for j = 1 , ... , \a n, and for k = 0 , ... , \a d.
\param K
Is the number of columns in the partial derivative matrix \a Partial.
It must be greater than or equal \a d + 1.
\param Partial
\b Input:
The last \f$ m \f$ rows of \a Partial are inputs.
The matrix \f$ w \f$, used to define \f$ W(u) \f$,
is specified by these rows.
For i = 0 , ... , m - 1,
for k = 0 , ... , d,
Partial [ (numvar - m + i ) * K + k ] = w[i,k].
\n
\n
\b Temporary:
For i = n+1 , ... , \a numvar - 1 and for k = 0 , ... , d,
the value of \a Partial [ i * K + k ] is used for temporary work space
and its output value is not defined.
\n
\n
\b Output:
For j = 1 , ... , n and for k = 0 , ... , d,
\a Partial [ j * K + k ]
is the partial derivative of \f$ W( u ) \f$ with
respect to \f$ u_j^{(k)} \f$.
\param cskip_op
Is a vector with size play->num_op_rec().
If cskip_op[i] is true, the operator index i in the recording
does not affect any of the dependent variable (given the value
of the independent variables).
\param var_by_load_op
is a vector with size play->num_load_op_rec().
Is the variable index corresponding to each load instruction.
In the case where the index is zero,
the instruction corresponds to a parameter (not variable).
\par Assumptions
The first operator on the tape is a BeginOp,
and the next \a n operators are InvOp operations for the
corresponding independent variables.
*/
template
void ReverseSweep(
size_t d,
size_t n,
size_t numvar,
player* play,
size_t J,
const Base* Taylor,
size_t K,
Base* Partial,
bool* cskip_op,
const pod_vector& var_by_load_op
)
{
OpCode op;
size_t i_op;
size_t i_var;
const addr_t* arg = CPPAD_NULL;
// check numvar argument
CPPAD_ASSERT_UNKNOWN( play->num_var_rec() == numvar );
CPPAD_ASSERT_UNKNOWN( numvar > 0 );
// length of the parameter vector (used by CppAD assert macros)
const size_t num_par = play->num_par_rec();
// pointer to the beginning of the parameter vector
const Base* parameter = CPPAD_NULL;
if( num_par > 0 )
parameter = play->GetPar();
// work space used by UserOp.
const size_t user_k = d; // highest order we are differentiating
const size_t user_k1 = d+1; // number of orders for this calculation
vector user_ix; // variable indices for argument vector
vector user_tx; // argument vector Taylor coefficients
vector user_ty; // result vector Taylor coefficients
vector user_px; // partials w.r.t argument vector
vector user_py; // partials w.r.t. result vector
size_t user_index = 0; // indentifier for this atomic operation
size_t user_id = 0; // user identifier for this call to operator
size_t user_i = 0; // index in result vector
size_t user_j = 0; // index in argument vector
size_t user_m = 0; // size of result vector
size_t user_n = 0; // size of arugment vector
//
atomic_base* user_atom = CPPAD_NULL; // user's atomic op calculator
# ifndef NDEBUG
bool user_ok = false; // atomic op return value
# endif
//
// next expected operator in a UserOp sequence
enum { user_start, user_arg, user_ret, user_end } user_state = user_end;
// temporary indices
size_t j, ell;
// Initialize
play->reverse_start(op, arg, i_op, i_var);
CPPAD_ASSERT_UNKNOWN( op == EndOp );
# if CPPAD_REVERSE_SWEEP_TRACE
Rcout << std::endl;
# endif
bool more_operators = true;
while(more_operators)
{ // next op
play->reverse_next(op, arg, i_op, i_var);
CPPAD_ASSERT_UNKNOWN((i_op > n) | (op == InvOp) | (op == BeginOp));
CPPAD_ASSERT_UNKNOWN((i_op <= n) | (op != InvOp) | (op != BeginOp));
CPPAD_ASSERT_UNKNOWN( i_op < play->num_op_rec() );
// check if we are skipping this operation
while( cskip_op[i_op] )
{ if( op == CSumOp )
{ // CSumOp has a variable number of arguments
play->reverse_csum(op, arg, i_op, i_var);
}
CPPAD_ASSERT_UNKNOWN( op != CSkipOp );
// if( op == CSkipOp )
// { // CSkip has a variable number of arguments
// play->reverse_cskip(op, arg, i_op, i_var);
// }
CPPAD_ASSERT_UNKNOWN( i_op < play->num_op_rec() );
play->reverse_next(op, arg, i_op, i_var);
}
// rest of informaiton depends on the case
# if CPPAD_REVERSE_SWEEP_TRACE
if( op == CSumOp )
{ // CSumOp has a variable number of arguments
play->reverse_csum(op, arg, i_op, i_var);
}
if( op == CSkipOp )
{ // CSkip has a variable number of arguments
play->reverse_cskip(op, arg, i_op, i_var);
}
size_t i_tmp = i_var;
const Base* Z_tmp = Taylor + i_var * J;
const Base* pZ_tmp = Partial + i_var * K;
printOp(
Rcout,
play,
i_op,
i_tmp,
op,
arg
);
if( NumRes(op) > 0 && op != BeginOp ) printOpResult(
Rcout,
d + 1,
Z_tmp,
d + 1,
pZ_tmp
);
Rcout << std::endl;
# endif
switch( op )
{
case AbsOp:
reverse_abs_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case AcosOp:
// sqrt(1 - x * x), acos(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_acos_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case AddvvOp:
reverse_addvv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case AddpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
reverse_addpv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case AsinOp:
// sqrt(1 - x * x), asin(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_asin_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case AtanOp:
// 1 + x * x, atan(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_atan_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case BeginOp:
CPPAD_ASSERT_NARG_NRES(op, 1, 1);
more_operators = false;
break;
// --------------------------------------------------
case CSkipOp:
// CSkipOp has a variable number of arguments and
// forward_next thinks it one has one argument.
// we must inform reverse_next of this special case.
# if ! CPPAD_REVERSE_SWEEP_TRACE
play->reverse_cskip(op, arg, i_op, i_var);
# endif
break;
// -------------------------------------------------
case CSumOp:
// CSumOp has a variable number of arguments and
// reverse_next thinks it one has one argument.
// We must inform reverse_next of this special case.
# if ! CPPAD_REVERSE_SWEEP_TRACE
play->reverse_csum(op, arg, i_op, i_var);
# endif
reverse_csum_op(
d, i_var, arg, K, Partial
);
// end of a cummulative summation
break;
// -------------------------------------------------
case CExpOp:
reverse_cond_op(
d,
i_var,
arg,
num_par,
parameter,
J,
Taylor,
K,
Partial
);
break;
// --------------------------------------------------
case CosOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_cos_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case CoshOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_cosh_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case DisOp:
// Derivative of discrete operation is zero so no
// contribution passes through this operation.
break;
// --------------------------------------------------
case DivvvOp:
reverse_divvv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case DivpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
reverse_divpv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case DivvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
reverse_divvp_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
# if CPPAD_COMPILER_HAS_ERF
case ErfOp:
reverse_erf_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
# endif
// --------------------------------------------------
case ExpOp:
reverse_exp_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case InvOp:
break;
// --------------------------------------------------
case LdpOp:
reverse_load_op(
op, d, i_var, arg, J, Taylor, K, Partial, var_by_load_op.data()
);
break;
// -------------------------------------------------
case LdvOp:
reverse_load_op(
op, d, i_var, arg, J, Taylor, K, Partial, var_by_load_op.data()
);
break;
// --------------------------------------------------
case EqpvOp:
case EqvvOp:
case LtpvOp:
case LtvpOp:
case LtvvOp:
case LepvOp:
case LevpOp:
case LevvOp:
case NepvOp:
case NevvOp:
break;
// -------------------------------------------------
case LogOp:
reverse_log_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case MulvvOp:
reverse_mulvv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case MulpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
reverse_mulpv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case ParOp:
break;
// --------------------------------------------------
case PowvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
reverse_powvp_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case PowpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
reverse_powpv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case PowvvOp:
reverse_powvv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case PriOp:
// no result so nothing to do
break;
// --------------------------------------------------
case SignOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_sign_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case SinOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_sin_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case SinhOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_sinh_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case SqrtOp:
reverse_sqrt_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case StppOp:
break;
// --------------------------------------------------
case StpvOp:
break;
// -------------------------------------------------
case StvpOp:
break;
// -------------------------------------------------
case StvvOp:
break;
// --------------------------------------------------
case SubvvOp:
reverse_subvv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case SubpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
reverse_subpv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case SubvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
reverse_subvp_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case TanOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_tan_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case TanhOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_tanh_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case UserOp:
// start or end an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( NumRes( UserOp ) == 0 );
CPPAD_ASSERT_UNKNOWN( NumArg( UserOp ) == 4 );
if( user_state == user_end )
{ user_index = arg[0];
user_id = arg[1];
user_n = arg[2];
user_m = arg[3];
user_atom = atomic_base::class_object(user_index);
# ifndef NDEBUG
if( user_atom == CPPAD_NULL )
{ std::string msg =
atomic_base::class_name(user_index)
+ ": atomic_base function has been deleted";
CPPAD_ASSERT_KNOWN(false, msg.c_str() );
}
# endif
if(user_ix.size() != user_n)
user_ix.resize(user_n);
if(user_tx.size() != user_n * user_k1)
{ user_tx.resize(user_n * user_k1);
user_px.resize(user_n * user_k1);
}
if(user_ty.size() != user_m * user_k1)
{ user_ty.resize(user_m * user_k1);
user_py.resize(user_m * user_k1);
}
user_j = user_n;
user_i = user_m;
user_state = user_ret;
}
else
{ CPPAD_ASSERT_UNKNOWN( user_state == user_start );
CPPAD_ASSERT_UNKNOWN( user_index == size_t(arg[0]) );
CPPAD_ASSERT_UNKNOWN( user_id == size_t(arg[1]) );
CPPAD_ASSERT_UNKNOWN( user_n == size_t(arg[2]) );
CPPAD_ASSERT_UNKNOWN( user_m == size_t(arg[3]) );
// call users function for this operation
user_atom->set_id(user_id);
CPPAD_ATOMIC_CALL(
user_k, user_tx, user_ty, user_px, user_py
);
# ifndef NDEBUG
if( ! user_ok )
{ std::string msg =
atomic_base::class_name(user_index)
+ ": atomic_base.reverse: returned false";
CPPAD_ASSERT_KNOWN(false, msg.c_str() );
}
# endif
for(j = 0; j < user_n; j++) if( user_ix[j] > 0 )
{ for(ell = 0; ell < user_k1; ell++)
Partial[user_ix[j] * K + ell] +=
user_px[j * user_k1 + ell];
}
user_state = user_end;
}
break;
case UsrapOp:
// parameter argument in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_arg );
CPPAD_ASSERT_UNKNOWN( 0 < user_j && user_j <= user_n );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
--user_j;
user_ix[user_j] = 0;
user_tx[user_j * user_k1 + 0] = parameter[ arg[0]];
for(ell = 1; ell < user_k1; ell++)
user_tx[user_j * user_k1 + ell] = Base(0.);
if( user_j == 0 )
user_state = user_start;
break;
case UsravOp:
// variable argument in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_arg );
CPPAD_ASSERT_UNKNOWN( 0 < user_j && user_j <= user_n );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) <= i_var );
CPPAD_ASSERT_UNKNOWN( 0 < arg[0] );
--user_j;
user_ix[user_j] = arg[0];
for(ell = 0; ell < user_k1; ell++)
user_tx[user_j*user_k1 + ell] = Taylor[ arg[0] * J + ell];
if( user_j == 0 )
user_state = user_start;
break;
case UsrrpOp:
// parameter result in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_ret );
CPPAD_ASSERT_UNKNOWN( 0 < user_i && user_i <= user_m );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
--user_i;
for(ell = 0; ell < user_k1; ell++)
{ user_py[user_i * user_k1 + ell] = Base(0.);
user_ty[user_i * user_k1 + ell] = Base(0.);
}
user_ty[user_i * user_k1 + 0] = parameter[ arg[0] ];
if( user_i == 0 )
user_state = user_arg;
break;
case UsrrvOp:
// variable result in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_ret );
CPPAD_ASSERT_UNKNOWN( 0 < user_i && user_i <= user_m );
--user_i;
for(ell = 0; ell < user_k1; ell++)
{ user_py[user_i * user_k1 + ell] =
Partial[i_var * K + ell];
user_ty[user_i * user_k1 + ell] =
Taylor[i_var * J + ell];
}
if( user_i == 0 )
user_state = user_arg;
break;
// ------------------------------------------------------------
default:
CPPAD_ASSERT_UNKNOWN(false);
}
}
# if CPPAD_REVERSE_SWEEP_TRACE
Rcout << std::endl;
# endif
// values corresponding to BeginOp
CPPAD_ASSERT_UNKNOWN( i_op == 0 );
CPPAD_ASSERT_UNKNOWN( i_var == 0 );
}
/* =============================== Kaspers reverseSweep*/
template
void myReverseSweep(
size_t d,
size_t n,
size_t numvar,
player* Rec,
size_t J,
const Base* Taylor,
size_t K,
Base* Partial,
size_t dep_var_index, // <-- dependent variable to consider
// vector& op_mark, // <-- operator dependency workspace
// vector& var2op,
// vector& tp,
ADFun* pf,
const pod_vector& var_by_load_op
)
{
// TODO: sub-sequence
// Create workspace indexed by the oprator index w[i_op] such that
// w[i_op]>0 means that "i_op" belongs to the relevant sub-sequence.
// (We skip an operation if w[i_op]==0 by calling next_reverse.)
// To begin with - after start_reverse - i_op will point to the last dependent variable.
// (To start with lower index just call next_reverse a couple of times)
// 1. Create Mapping from "op" to
// 1. Choose dependent variable. (from myReverse)
//
/*
Idea: Create workspace of relevant oprations.
Consider a given _relevant_ operator "op".
Take all argument addresses. Place their indices in the workspace vector w.
Call next_reverse as long as w[i_op]=0.
We then have the next relevant op - and proceed as before.
Update: It seems to be easier to maintain a vector of _argument_ dependencies rather than
_operator_ dependencies.
*/
//Rcout << "myReverseSweep" << dep_var_taddr << "\n";
//vector relevant(Rec->num_var_rec());
/* use dep_var_taddr as mark to avoid resetting workspace */
//pf->op_mark_[pf->var2op_[dep_var_taddr]]=dep_var_taddr;
//Rcout << relevant << "\n";
pf->prepare_reverse_sweep(dep_var_index);
std::vector::reverse_iterator it;
OpCode op;
# ifndef NDEBUG
size_t i_op;
# endif
size_t i_var;
const addr_t* arg = 0;
// check numvar argument
CPPAD_ASSERT_UNKNOWN( Rec->num_var_rec() == numvar );
CPPAD_ASSERT_UNKNOWN( numvar > 0 );
// length of the parameter vector (used by CppAD assert macros)
const size_t num_par = Rec->num_par_rec();
// pointer to the beginning of the parameter vector
const Base* parameter = 0;
if( num_par > 0 )
parameter = Rec->GetPar();
// work space used by UserOp.
const size_t user_k = d; // order of this forward mode calculation
const size_t user_k1 = d+1; // number of orders for this calculation
vector user_ix; // variable indices for argument vector
vector user_tx; // argument vector Taylor coefficients
vector user_ty; // result vector Taylor coefficients
vector user_px; // partials w.r.t argument vector
vector user_py; // partials w.r.t. result vector
size_t user_index = 0; // indentifier for this user_atomic operation
size_t user_id = 0; // user identifier for this call to operator
size_t user_i = 0; // index in result vector
size_t user_j = 0; // index in argument vector
size_t user_m = 0; // size of result vector
size_t user_n = 0; // size of arugment vector
//
atomic_base* user_atom = CPPAD_NULL; // user's atomic op calculator
# ifndef NDEBUG
bool user_ok = false; // atomic op return value
# endif
//
// next expected operator in a UserOp sequence
enum { user_start, user_arg, user_ret, user_end } user_state = user_end;
// temporary indices
size_t j, ell;
// Initialize
// Rec->start_reverse(op, arg, i_op, i_var);
CPPAD_ASSERT_UNKNOWN( op == EndOp );
# if CPPAD_REVERSE_SWEEP_TRACE
Rcout << std::endl;
# endif
//while(op != BeginOp )
for(it=pf->op_mark_index_.rbegin();it!=pf->op_mark_index_.rend();it++)
{ // next op
// pf->my_next_reverse(op, arg, i_op, i_var,
// dep_var_taddr);
op = pf->tp_[*it].op;
arg = pf->tp_[*it].op_arg;
# ifndef NDEBUG
i_op = pf->tp_[*it].op_index;
# endif
i_var = pf->tp_[*it].var_index;
# ifndef NDEBUG
if( i_op <= n )
{ CPPAD_ASSERT_UNKNOWN((op == InvOp) | (op == BeginOp));
}
else CPPAD_ASSERT_UNKNOWN((op != InvOp) & (op != BeginOp));
# endif
// rest of informaiton depends on the case
# if CPPAD_REVERSE_SWEEP_TRACE
size_t i_tmp = i_var;
const Base* Z_tmp = Taylor + i_var * J;
const Base* pZ_tmp = Partial + i_var * K;
printOp(
Rcout,
Rec,
i_tmp,
op,
arg,
d + 1,
Z_tmp,
d + 1,
pZ_tmp
);
# endif
switch( op )
{
case AbsOp:
reverse_abs_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case AddvvOp:
reverse_addvv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case AddpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
reverse_addpv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case AcosOp:
// sqrt(1 - x * x), acos(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_acos_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case AsinOp:
// sqrt(1 - x * x), asin(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_asin_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case AtanOp:
// 1 + x * x, atan(x)
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_atan_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case BeginOp:
CPPAD_ASSERT_NARG_NRES(op, 0, 1);
break;
// --------------------------------------------------
case CSumOp:
// CSumOp has a variable number of arguments and
// next_reverse thinks it one has one argument.
// We must inform next_reverse of this special case.
/* HOWEVER for myReverse all pointers are precomputed... */
/* Rec->reverse_csum(op, arg, i_op, i_var); */
reverse_csum_op(
d, i_var, arg, K, Partial
);
// end of a cummulative summation
break;
// -------------------------------------------------
case CExpOp:
reverse_cond_op(
d,
i_var,
arg,
num_par,
parameter,
J,
Taylor,
K,
Partial
);
break;
// --------------------------------------------------
case EqpvOp:
case EqvvOp:
case LtpvOp:
case LtvpOp:
case LtvvOp:
case LepvOp:
case LevpOp:
case LevvOp:
case NepvOp:
case NevvOp:
break;
// --------------------------------------------------
case CosOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_cos_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case CoshOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_cosh_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case DisOp:
// Derivative of discrete operation is zero so no
// contribution passes through this operation.
break;
// --------------------------------------------------
case DivvvOp:
reverse_divvv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case DivpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
reverse_divpv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case DivvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
reverse_divvp_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
# if CPPAD_COMPILER_HAS_ERF
case ErfOp:
reverse_erf_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
# endif
// --------------------------------------------------
case ExpOp:
reverse_exp_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case LdpOp:
reverse_load_op(
op, d, i_var, arg, J, Taylor, K, Partial, var_by_load_op.data()
);
break;
// -------------------------------------------------
case LdvOp:
reverse_load_op(
op, d, i_var, arg, J, Taylor, K, Partial, var_by_load_op.data()
);
break;
// -------------------------------------------------
case InvOp:
break;
// --------------------------------------------------
case LogOp:
reverse_log_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case MulvvOp:
reverse_mulvv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case MulpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
reverse_mulpv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case ParOp:
break;
// --------------------------------------------------
case PowvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
reverse_powvp_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case PowpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
reverse_powpv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case PowvvOp:
reverse_powvv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case PriOp:
// no result so nothing to do
break;
// --------------------------------------------------
case SignOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_sign_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case SinOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_sin_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case SinhOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_sinh_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case SqrtOp:
reverse_sqrt_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case StppOp:
break;
// --------------------------------------------------
case StpvOp:
break;
// -------------------------------------------------
case StvpOp:
break;
// -------------------------------------------------
case StvvOp:
break;
// --------------------------------------------------
case SubvvOp:
reverse_subvv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case SubpvOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
reverse_subpv_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case SubvpOp:
CPPAD_ASSERT_UNKNOWN( size_t(arg[1]) < num_par );
reverse_subvp_op(
d, i_var, arg, parameter, J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case TanOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_tan_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// -------------------------------------------------
case TanhOp:
CPPAD_ASSERT_UNKNOWN( i_var < numvar );
reverse_tanh_op(
d, i_var, arg[0], J, Taylor, K, Partial
);
break;
// --------------------------------------------------
case UserOp:
// start or end an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( NumRes( UserOp ) == 0 );
CPPAD_ASSERT_UNKNOWN( NumArg( UserOp ) == 4 );
if( user_state == user_end )
{ user_index = arg[0];
user_id = arg[1];
user_n = arg[2];
user_m = arg[3];
user_atom = atomic_base::class_object(user_index);
# ifndef NDEBUG
if( user_atom == CPPAD_NULL )
{ std::string msg =
atomic_base::class_name(user_index)
+ ": atomic_base function has been deleted";
CPPAD_ASSERT_KNOWN(false, msg.c_str() );
}
# endif
if(user_ix.size() != user_n)
user_ix.resize(user_n);
if(user_tx.size() != user_n * user_k1)
{ user_tx.resize(user_n * user_k1);
user_px.resize(user_n * user_k1);
}
if(user_ty.size() != user_m * user_k1)
{ user_ty.resize(user_m * user_k1);
user_py.resize(user_m * user_k1);
}
user_j = user_n;
user_i = user_m;
user_state = user_ret;
}
else
{ CPPAD_ASSERT_UNKNOWN( user_state == user_start );
CPPAD_ASSERT_UNKNOWN( user_index == size_t(arg[0]) );
CPPAD_ASSERT_UNKNOWN( user_id == size_t(arg[1]) );
CPPAD_ASSERT_UNKNOWN( user_n == size_t(arg[2]) );
CPPAD_ASSERT_UNKNOWN( user_m == size_t(arg[3]) );
// call users function for this operation
user_atom->set_id(user_id);
CPPAD_ATOMIC_CALL(
user_k, user_tx, user_ty, user_px, user_py
);
# ifndef NDEBUG
if( ! user_ok )
{ std::string msg =
atomic_base::class_name(user_index)
+ ": atomic_base.reverse: returned false";
CPPAD_ASSERT_KNOWN(false, msg.c_str() );
}
# endif
for(j = 0; j < user_n; j++) if( user_ix[j] > 0 )
{ for(ell = 0; ell < user_k1; ell++)
Partial[user_ix[j] * K + ell] +=
user_px[j * user_k1 + ell];
}
user_state = user_end;
}
break;
case UsrapOp:
// parameter argument in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_arg );
CPPAD_ASSERT_UNKNOWN( 0 < user_j && user_j <= user_n );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
--user_j;
user_ix[user_j] = 0;
user_tx[user_j * user_k1 + 0] = parameter[ arg[0]];
for(ell = 1; ell < user_k1; ell++)
user_tx[user_j * user_k1 + ell] = Base(0.);
if( user_j == 0 )
user_state = user_start;
break;
case UsravOp:
// variable argument in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_arg );
CPPAD_ASSERT_UNKNOWN( 0 < user_j && user_j <= user_n );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) <= i_var );
CPPAD_ASSERT_UNKNOWN( 0 < arg[0] );
--user_j;
user_ix[user_j] = arg[0];
for(ell = 0; ell < user_k1; ell++)
user_tx[user_j*user_k1 + ell] = Taylor[ arg[0] * J + ell];
if( user_j == 0 )
user_state = user_start;
break;
case UsrrpOp:
// parameter result in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_ret );
CPPAD_ASSERT_UNKNOWN( 0 < user_i && user_i <= user_m );
CPPAD_ASSERT_UNKNOWN( NumArg(op) == 1 );
CPPAD_ASSERT_UNKNOWN( size_t(arg[0]) < num_par );
--user_i;
for(ell = 0; ell < user_k1; ell++)
{ user_py[user_i * user_k1 + ell] = Base(0.);
user_ty[user_i * user_k1 + ell] = Base(0.);
}
user_ty[user_i * user_k1 + 0] = parameter[ arg[0] ];
if( user_i == 0 )
user_state = user_arg;
break;
case UsrrvOp:
// variable result in an atomic operation sequence
CPPAD_ASSERT_UNKNOWN( user_state == user_ret );
CPPAD_ASSERT_UNKNOWN( 0 < user_i && user_i <= user_m );
--user_i;
for(ell = 0; ell < user_k1; ell++)
{ user_py[user_i * user_k1 + ell] =
Partial[i_var * K + ell];
user_ty[user_i * user_k1 + ell] =
Taylor[i_var * J + ell];
}
if( user_i == 0 )
user_state = user_arg;
break;
// ------------------------------------------------------------
default:
CPPAD_ASSERT_UNKNOWN(false);
}
}
# if CPPAD_REVERSE_SWEEP_TRACE
Rcout << std::endl;
# endif
// values corresponding to BeginOp
CPPAD_ASSERT_UNKNOWN( i_op == 0 );
CPPAD_ASSERT_UNKNOWN( i_var == 0 );
}
/* =============================== End kaspers reverseSweep */
} // END_CPPAD_NAMESPACE
// preprocessor symbols that are local to this file
# undef CPPAD_REVERSE_SWEEP_TRACE
# undef CPPAD_ATOMIC_CALL
# endif