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201 lines
5.0 KiB
C++
201 lines
5.0 KiB
C++
# ifndef CPPAD_LOCAL_EXPM1_OP_HPP
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# define CPPAD_LOCAL_EXPM1_OP_HPP
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# if CPPAD_USE_CPLUSPLUS_2011
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/* --------------------------------------------------------------------------
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CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-17 Bradley M. Bell
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CppAD is distributed under multiple licenses. This distribution is under
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the terms of the
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Eclipse Public License Version 1.0.
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A copy of this license is included in the COPYING file of this distribution.
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Please visit http://www.coin-or.org/CppAD/ for information on other licenses.
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-------------------------------------------------------------------------- */
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namespace CppAD { namespace local { // BEGIN_CPPAD_LOCAL_NAMESPACE
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/*!
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\file expm1_op.hpp
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Forward and reverse mode calculations for z = expm1(x).
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*/
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/*!
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Forward mode Taylor coefficient for result of op = Expm1Op.
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The C++ source code corresponding to this operation is
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\verbatim
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z = expm1(x)
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\endverbatim
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\copydetails CppAD::local::forward_unary1_op
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*/
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template <class Base>
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inline void forward_expm1_op(
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size_t p ,
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size_t q ,
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size_t i_z ,
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size_t i_x ,
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size_t cap_order ,
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Base* taylor )
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{
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// check assumptions
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CPPAD_ASSERT_UNKNOWN( NumArg(Expm1Op) == 1 );
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CPPAD_ASSERT_UNKNOWN( NumRes(Expm1Op) == 1 );
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CPPAD_ASSERT_UNKNOWN( q < cap_order );
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CPPAD_ASSERT_UNKNOWN( p <= q );
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// Taylor coefficients corresponding to argument and result
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Base* x = taylor + i_x * cap_order;
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Base* z = taylor + i_z * cap_order;
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size_t k;
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if( p == 0 )
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{ z[0] = expm1( x[0] );
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p++;
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}
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for(size_t j = p; j <= q; j++)
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{
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z[j] = x[1] * z[j-1];
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for(k = 2; k <= j; k++)
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z[j] += Base(double(k)) * x[k] * z[j-k];
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z[j] /= Base(double(j));
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z[j] += x[j];
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}
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}
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/*!
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Multiple direction forward mode Taylor coefficient for op = Expm1Op.
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The C++ source code corresponding to this operation is
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\verbatim
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z = expm1(x)
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\endverbatim
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\copydetails CppAD::local::forward_unary1_op_dir
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*/
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template <class Base>
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inline void forward_expm1_op_dir(
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size_t q ,
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size_t r ,
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size_t i_z ,
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size_t i_x ,
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size_t cap_order ,
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Base* taylor )
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{
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// check assumptions
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CPPAD_ASSERT_UNKNOWN( NumArg(Expm1Op) == 1 );
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CPPAD_ASSERT_UNKNOWN( NumRes(Expm1Op) == 1 );
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CPPAD_ASSERT_UNKNOWN( q < cap_order );
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CPPAD_ASSERT_UNKNOWN( 0 < q );
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// Taylor coefficients corresponding to argument and result
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size_t num_taylor_per_var = (cap_order-1) * r + 1;
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Base* x = taylor + i_x * num_taylor_per_var;
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Base* z = taylor + i_z * num_taylor_per_var;
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size_t m = (q-1)*r + 1;
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for(size_t ell = 0; ell < r; ell++)
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{ z[m+ell] = Base(double(q)) * x[m+ell] * z[0];
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for(size_t k = 1; k < q; k++)
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z[m+ell] += Base(double(k)) * x[(k-1)*r+ell+1] * z[(q-k-1)*r+ell+1];
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z[m+ell] /= Base(double(q));
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z[m+ell] += x[m+ell];
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}
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}
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/*!
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Zero order forward mode Taylor coefficient for result of op = Expm1Op.
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The C++ source code corresponding to this operation is
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\verbatim
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z = expm1(x)
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\endverbatim
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\copydetails CppAD::local::forward_unary1_op_0
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*/
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template <class Base>
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inline void forward_expm1_op_0(
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size_t i_z ,
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size_t i_x ,
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size_t cap_order ,
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Base* taylor )
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{
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// check assumptions
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CPPAD_ASSERT_UNKNOWN( NumArg(Expm1Op) == 1 );
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CPPAD_ASSERT_UNKNOWN( NumRes(Expm1Op) == 1 );
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CPPAD_ASSERT_UNKNOWN( 0 < cap_order );
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// Taylor coefficients corresponding to argument and result
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Base* x = taylor + i_x * cap_order;
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Base* z = taylor + i_z * cap_order;
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z[0] = expm1( x[0] );
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}
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/*!
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Reverse mode partial derivatives for result of op = Expm1Op.
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The C++ source code corresponding to this operation is
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\verbatim
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z = expm1(x)
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\endverbatim
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\copydetails CppAD::local::reverse_unary1_op
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*/
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template <class Base>
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inline void reverse_expm1_op(
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size_t d ,
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size_t i_z ,
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size_t i_x ,
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size_t cap_order ,
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const Base* taylor ,
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size_t nc_partial ,
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Base* partial )
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{
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// check assumptions
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CPPAD_ASSERT_UNKNOWN( NumArg(Expm1Op) == 1 );
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CPPAD_ASSERT_UNKNOWN( NumRes(Expm1Op) == 1 );
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CPPAD_ASSERT_UNKNOWN( d < cap_order );
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CPPAD_ASSERT_UNKNOWN( d < nc_partial );
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// Taylor coefficients and partials corresponding to argument
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const Base* x = taylor + i_x * cap_order;
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Base* px = partial + i_x * nc_partial;
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// Taylor coefficients and partials corresponding to result
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const Base* z = taylor + i_z * cap_order;
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Base* pz = partial + i_z * nc_partial;
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// If pz is zero, make sure this operation has no effect
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// (zero times infinity or nan would be non-zero).
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bool skip(true);
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for(size_t i_d = 0; i_d <= d; i_d++)
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skip &= IdenticalZero(pz[i_d]);
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if( skip )
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return;
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// loop through orders in reverse
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size_t j, k;
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j = d;
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while(j)
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{ px[j] += pz[j];
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// scale partial w.r.t z[j]
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pz[j] /= Base(double(j));
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for(k = 1; k <= j; k++)
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{ px[k] += Base(double(k)) * azmul(pz[j], z[j-k]);
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pz[j-k] += Base(double(k)) * azmul(pz[j], x[k]);
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}
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--j;
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}
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px[0] += pz[0] + azmul(pz[0], z[0]);
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}
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} } // END_CPPAD_LOCAL_NAMESPACE
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# endif
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# endif
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