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660 lines
18 KiB
C++
660 lines
18 KiB
C++
# ifndef CPPAD_LOCAL_POW_OP_HPP
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# define CPPAD_LOCAL_POW_OP_HPP
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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 pow_op.hpp
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Forward and reverse mode calculations for z = pow(x, y).
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*/
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// --------------------------- Powvv -----------------------------------------
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/*!
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Compute forward mode Taylor coefficients for result of op = PowvvOp.
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In the documentation below,
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this operations is for the case where both x and y are variables
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and the argument \a parameter is not used.
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\copydetails CppAD::local::forward_pow_op
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*/
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template <class Base>
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inline void forward_powvv_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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const addr_t* arg ,
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const Base* parameter ,
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size_t cap_order ,
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Base* taylor )
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{
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// convert from final result to first result
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i_z -= 2; // 2 = NumRes(PowvvOp) - 1;
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// check assumptions
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CPPAD_ASSERT_UNKNOWN( NumArg(PowvvOp) == 2 );
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CPPAD_ASSERT_UNKNOWN( NumRes(PowvvOp) == 3 );
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CPPAD_ASSERT_UNKNOWN( q < cap_order );
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CPPAD_ASSERT_UNKNOWN( p <= q );
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CPPAD_ASSERT_UNKNOWN( std::numeric_limits<addr_t>::max() >= i_z );
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// z_0 = log(x)
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forward_log_op(p, q, i_z, arg[0], cap_order, taylor);
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// z_1 = z_0 * y
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addr_t adr[2];
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adr[0] = addr_t( i_z );
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adr[1] = arg[1];
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forward_mulvv_op(p, q, i_z+1, adr, parameter, cap_order, taylor);
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// z_2 = exp(z_1)
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// final result for zero order case is exactly the same as for Base
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if( p == 0 )
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{ // Taylor coefficients corresponding to arguments and result
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Base* x = taylor + arg[0] * cap_order;
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Base* y = taylor + arg[1] * cap_order;
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Base* z_2 = taylor + (i_z+2) * cap_order;
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z_2[0] = pow(x[0], y[0]);
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p++;
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}
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if( p <= q )
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forward_exp_op(p, q, i_z+2, i_z+1, cap_order, taylor);
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}
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/*!
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Multiple directions forward mode Taylor coefficients for op = PowvvOp.
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The C++ source code corresponding to this operation is
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\verbatim
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z = pow(x, y)
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\endverbatim
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In the documentation below,
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this operations is for the case where x is a variable and y is a parameter.
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\copydetails CppAD::local::forward_pow_op_dir
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*/
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template <class Base>
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inline void forward_powvv_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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const addr_t* arg ,
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const Base* parameter ,
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size_t cap_order ,
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Base* taylor )
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{
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// convert from final result to first result
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i_z -= 2; // 2 = NumRes(PowvvOp) - 1
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// check assumptions
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CPPAD_ASSERT_UNKNOWN( NumArg(PowvvOp) == 2 );
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CPPAD_ASSERT_UNKNOWN( NumRes(PowvvOp) == 3 );
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CPPAD_ASSERT_UNKNOWN( 0 < q );
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CPPAD_ASSERT_UNKNOWN( q < cap_order );
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CPPAD_ASSERT_UNKNOWN( std::numeric_limits<addr_t>::max() >= i_z );
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// z_0 = log(x)
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forward_log_op_dir(q, r, i_z, arg[0], cap_order, taylor);
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// z_1 = y * z_0
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addr_t adr[2];
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adr[0] = addr_t( i_z );
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adr[1] = arg[1];
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forward_mulvv_op_dir(q, r, i_z+1, adr, parameter, cap_order, taylor);
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// z_2 = exp(z_1)
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forward_exp_op_dir(q, r, i_z+2, i_z+1, cap_order, taylor);
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}
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/*!
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Compute zero order forward mode Taylor coefficients for result of op = PowvvOp.
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The C++ source code corresponding to this operation is
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\verbatim
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z = pow(x, y)
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\endverbatim
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In the documentation below,
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this operations is for the case where both x and y are variables
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and the argument \a parameter is not used.
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\copydetails CppAD::local::forward_pow_op_0
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*/
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template <class Base>
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inline void forward_powvv_op_0(
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size_t i_z ,
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const addr_t* arg ,
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const Base* parameter ,
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size_t cap_order ,
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Base* taylor )
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{
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// convert from final result to first result
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i_z -= 2; // NumRes(PowvvOp) - 1;
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// check assumptions
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CPPAD_ASSERT_UNKNOWN( NumArg(PowvvOp) == 2 );
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CPPAD_ASSERT_UNKNOWN( NumRes(PowvvOp) == 3 );
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// Taylor coefficients corresponding to arguments and result
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Base* x = taylor + arg[0] * cap_order;
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Base* y = taylor + arg[1] * cap_order;
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Base* z_0 = taylor + i_z * cap_order;
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Base* z_1 = z_0 + cap_order;
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Base* z_2 = z_1 + cap_order;
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z_0[0] = log( x[0] );
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z_1[0] = z_0[0] * y[0];
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z_2[0] = pow(x[0], y[0]);
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}
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/*!
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Compute reverse mode partial derivatives for result of op = PowvvOp.
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The C++ source code corresponding to this operation is
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\verbatim
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z = pow(x, y)
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\endverbatim
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In the documentation below,
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this operations is for the case where both x and y are variables
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and the argument \a parameter is not used.
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\copydetails CppAD::local::reverse_pow_op
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*/
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template <class Base>
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inline void reverse_powvv_op(
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size_t d ,
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size_t i_z ,
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const addr_t* arg ,
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const Base* parameter ,
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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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// convert from final result to first result
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i_z -= 2; // NumRes(PowvvOp) - 1;
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// check assumptions
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CPPAD_ASSERT_UNKNOWN( NumArg(PowvvOp) == 2 );
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CPPAD_ASSERT_UNKNOWN( NumRes(PowvvOp) == 3 );
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CPPAD_ASSERT_UNKNOWN( d < cap_order );
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CPPAD_ASSERT_UNKNOWN( d < nc_partial );
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CPPAD_ASSERT_UNKNOWN( std::numeric_limits<addr_t>::max() >= i_z );
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// z_2 = exp(z_1)
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reverse_exp_op(
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d, i_z+2, i_z+1, cap_order, taylor, nc_partial, partial
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);
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// z_1 = z_0 * y
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addr_t adr[2];
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adr[0] = addr_t( i_z );
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adr[1] = arg[1];
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reverse_mulvv_op(
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d, i_z+1, adr, parameter, cap_order, taylor, nc_partial, partial
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);
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// z_0 = log(x)
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reverse_log_op(
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d, i_z, arg[0], cap_order, taylor, nc_partial, partial
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);
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}
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// --------------------------- Powpv -----------------------------------------
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/*!
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Compute forward mode Taylor coefficients for result of op = PowpvOp.
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The C++ source code corresponding to this operation is
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\verbatim
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z = pow(x, y)
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\endverbatim
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In the documentation below,
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this operations is for the case where x is a parameter and y is a variable.
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\copydetails CppAD::local::forward_pow_op
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*/
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template <class Base>
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inline void forward_powpv_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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const addr_t* arg ,
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const Base* parameter ,
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size_t cap_order ,
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Base* taylor )
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{
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// convert from final result to first result
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i_z -= 2; // 2 = NumRes(PowpvOp) - 1;
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// check assumptions
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CPPAD_ASSERT_UNKNOWN( NumArg(PowpvOp) == 2 );
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CPPAD_ASSERT_UNKNOWN( NumRes(PowpvOp) == 3 );
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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 arguments and result
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Base* z_0 = taylor + i_z * cap_order;
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// z_0 = log(x)
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Base x = parameter[ arg[0] ];
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size_t d;
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for(d = p; d <= q; d++)
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{ if( d == 0 )
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z_0[d] = log(x);
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else z_0[d] = Base(0.0);
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}
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// 2DO: remove requirement that i_z * cap_order <= max addr_t value
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CPPAD_ASSERT_KNOWN(
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std::numeric_limits<addr_t>::max() >= i_z * cap_order,
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"cppad_tape_addr_type maximum value has been exceeded\n"
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"This is due to a kludge in the pow operation and should be fixed."
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);
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// z_1 = z_0 * y
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addr_t adr[2];
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// offset of z_i in taylor (as if it were a parameter); i.e., log(x)
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adr[0] = addr_t( i_z * cap_order );
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// offset of y in taylor (as a variable)
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adr[1] = arg[1];
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// Trick: use taylor both for the parameter vector and variable values
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forward_mulpv_op(p, q, i_z+1, adr, taylor, cap_order, taylor);
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// z_2 = exp(z_1)
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// zero order case exactly same as Base type operation
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if( p == 0 )
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{ Base* y = taylor + arg[1] * cap_order;
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Base* z_2 = taylor + (i_z+2) * cap_order;
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z_2[0] = pow(x, y[0]);
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p++;
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}
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if( p <= q )
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forward_exp_op(p, q, i_z+2, i_z+1, cap_order, taylor);
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}
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/*!
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Multiple directions forward mode Taylor coefficients for op = PowpvOp.
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The C++ source code corresponding to this operation is
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\verbatim
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z = pow(x, y)
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\endverbatim
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In the documentation below,
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this operations is for the case where x is a parameter and y is a variable.
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\copydetails CppAD::local::forward_pow_op_dir
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*/
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template <class Base>
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inline void forward_powpv_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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const addr_t* arg ,
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const Base* parameter ,
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size_t cap_order ,
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Base* taylor )
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{
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// convert from final result to first result
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i_z -= 2; // 2 = NumRes(PowpvOp) - 1;
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// check assumptions
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CPPAD_ASSERT_UNKNOWN( NumArg(PowpvOp) == 2 );
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CPPAD_ASSERT_UNKNOWN( NumRes(PowpvOp) == 3 );
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CPPAD_ASSERT_UNKNOWN( 0 < q );
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CPPAD_ASSERT_UNKNOWN( q < cap_order );
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// Taylor coefficients corresponding to arguments and result
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size_t num_taylor_per_var = (cap_order-1) * r + 1;
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Base* z_0 = taylor + i_z * num_taylor_per_var;
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// z_0 = log(x)
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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_0[m+ell] = Base(0.0);
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// 2DO: remove requirement i_z * num_taylor_per_var <= max addr_t value
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CPPAD_ASSERT_KNOWN(
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std::numeric_limits<addr_t>::max() >= i_z * num_taylor_per_var,
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"cppad_tape_addr_type maximum value has been exceeded\n"
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"This is due to a kludge in the pow operation and should be fixed."
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);
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// z_1 = z_0 * y
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addr_t adr[2];
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// offset of z_0 in taylor (as if it were a parameter); i.e., log(x)
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adr[0] = addr_t( i_z * num_taylor_per_var );
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// ofset of y in taylor (as a variable)
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adr[1] = arg[1];
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// Trick: use taylor both for the parameter vector and variable values
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forward_mulpv_op_dir(q, r, i_z+1, adr, taylor, cap_order, taylor);
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// z_2 = exp(z_1)
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forward_exp_op_dir(q, r, i_z+2, i_z+1, cap_order, taylor);
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}
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/*!
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Compute zero order forward mode Taylor coefficient for result of op = PowpvOp.
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The C++ source code corresponding to this operation is
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\verbatim
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z = pow(x, y)
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\endverbatim
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In the documentation below,
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this operations is for the case where x is a parameter and y is a variable.
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\copydetails CppAD::local::forward_pow_op_0
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*/
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template <class Base>
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inline void forward_powpv_op_0(
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size_t i_z ,
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const addr_t* arg ,
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const Base* parameter ,
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size_t cap_order ,
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Base* taylor )
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{
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// convert from final result to first result
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i_z -= 2; // NumRes(PowpvOp) - 1;
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// check assumptions
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CPPAD_ASSERT_UNKNOWN( NumArg(PowpvOp) == 2 );
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CPPAD_ASSERT_UNKNOWN( NumRes(PowpvOp) == 3 );
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// Paraemter value
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Base x = parameter[ arg[0] ];
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// Taylor coefficients corresponding to arguments and result
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Base* y = taylor + arg[1] * cap_order;
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Base* z_0 = taylor + i_z * cap_order;
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Base* z_1 = z_0 + cap_order;
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Base* z_2 = z_1 + cap_order;
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// z_0 = log(x)
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z_0[0] = log(x);
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// z_1 = z_0 * y
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z_1[0] = z_0[0] * y[0];
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// z_2 = exp(z_1)
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// zero order case exactly same as Base type operation
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z_2[0] = pow(x, y[0]);
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}
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/*!
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Compute reverse mode partial derivative for result of op = PowpvOp.
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The C++ source code corresponding to this operation is
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\verbatim
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z = pow(x, y)
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\endverbatim
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In the documentation below,
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this operations is for the case where x is a parameter and y is a variable.
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\copydetails CppAD::local::reverse_pow_op
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*/
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template <class Base>
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inline void reverse_powpv_op(
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size_t d ,
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size_t i_z ,
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const addr_t* arg ,
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const Base* parameter ,
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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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// convert from final result to first result
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i_z -= 2; // NumRes(PowpvOp) - 1;
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// check assumptions
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CPPAD_ASSERT_UNKNOWN( NumArg(PowvvOp) == 2 );
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CPPAD_ASSERT_UNKNOWN( NumRes(PowvvOp) == 3 );
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CPPAD_ASSERT_UNKNOWN( d < cap_order );
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CPPAD_ASSERT_UNKNOWN( d < nc_partial );
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// z_2 = exp(z_1)
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reverse_exp_op(
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d, i_z+2, i_z+1, cap_order, taylor, nc_partial, partial
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);
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// 2DO: remove requirement that i_z * cap_order <= max addr_t value
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CPPAD_ASSERT_KNOWN(
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std::numeric_limits<addr_t>::max() >= i_z * cap_order,
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"cppad_tape_addr_type maximum value has been exceeded\n"
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"This is due to a kludge in the pow operation and should be fixed."
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);
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// z_1 = z_0 * y
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addr_t adr[2];
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adr[0] = addr_t( i_z * cap_order ); // offset of z_0[0] in taylor
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adr[1] = arg[1]; // index of y in taylor and partial
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// use taylor both for parameter and variable values
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reverse_mulpv_op(
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d, i_z+1, adr, taylor, cap_order, taylor, nc_partial, partial
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);
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// z_0 = log(x)
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// x is a parameter
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}
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// --------------------------- Powvp -----------------------------------------
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/*!
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Compute forward mode Taylor coefficients for result of op = PowvpOp.
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The C++ source code corresponding to this operation is
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\verbatim
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z = pow(x, y)
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\endverbatim
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In the documentation below,
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this operations is for the case where x is a variable and y is a parameter.
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\copydetails CppAD::local::forward_pow_op
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*/
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template <class Base>
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inline void forward_powvp_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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const addr_t* arg ,
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const Base* parameter ,
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size_t cap_order ,
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Base* taylor )
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{
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// convert from final result to first result
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i_z -= 2; // 2 = NumRes(PowvpOp) - 1
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// check assumptions
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CPPAD_ASSERT_UNKNOWN( NumArg(PowvpOp) == 2 );
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CPPAD_ASSERT_UNKNOWN( NumRes(PowvpOp) == 3 );
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CPPAD_ASSERT_UNKNOWN( q < cap_order );
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CPPAD_ASSERT_UNKNOWN( p <= q );
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CPPAD_ASSERT_UNKNOWN( std::numeric_limits<addr_t>::max() >= i_z );
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// z_0 = log(x)
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forward_log_op(p, q, i_z, arg[0], cap_order, taylor);
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// z_1 = y * z_0
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addr_t adr[2];
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adr[0] = arg[1];
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adr[1] = addr_t( i_z );
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forward_mulpv_op(p, q, i_z+1, adr, parameter, cap_order, taylor);
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// z_2 = exp(z_1)
|
|
// zero order case exactly same as Base type operation
|
|
if( p == 0 )
|
|
{ Base* z_2 = taylor + (i_z+2) * cap_order;
|
|
Base* x = taylor + arg[0] * cap_order;
|
|
Base y = parameter[ arg[1] ];
|
|
z_2[0] = pow(x[0], y);
|
|
p++;
|
|
}
|
|
if( p <= q )
|
|
forward_exp_op(p, q, i_z+2, i_z+1, cap_order, taylor);
|
|
}
|
|
/*!
|
|
Multiple directions forward mode Taylor coefficients for op = PowvpOp.
|
|
|
|
The C++ source code corresponding to this operation is
|
|
\verbatim
|
|
z = pow(x, y)
|
|
\endverbatim
|
|
In the documentation below,
|
|
this operations is for the case where x is a variable and y is a parameter.
|
|
|
|
\copydetails CppAD::local::forward_pow_op_dir
|
|
*/
|
|
|
|
template <class Base>
|
|
inline void forward_powvp_op_dir(
|
|
size_t q ,
|
|
size_t r ,
|
|
size_t i_z ,
|
|
const addr_t* arg ,
|
|
const Base* parameter ,
|
|
size_t cap_order ,
|
|
Base* taylor )
|
|
{
|
|
// convert from final result to first result
|
|
i_z -= 2; // 2 = NumRes(PowvpOp) - 1
|
|
|
|
// check assumptions
|
|
CPPAD_ASSERT_UNKNOWN( NumArg(PowvpOp) == 2 );
|
|
CPPAD_ASSERT_UNKNOWN( NumRes(PowvpOp) == 3 );
|
|
CPPAD_ASSERT_UNKNOWN( 0 < q );
|
|
CPPAD_ASSERT_UNKNOWN( q < cap_order );
|
|
CPPAD_ASSERT_UNKNOWN( std::numeric_limits<addr_t>::max() >= i_z );
|
|
|
|
// z_0 = log(x)
|
|
forward_log_op_dir(q, r, i_z, arg[0], cap_order, taylor);
|
|
|
|
// z_1 = y * z_0
|
|
addr_t adr[2];
|
|
adr[0] = arg[1];
|
|
adr[1] = addr_t( i_z );
|
|
forward_mulpv_op_dir(q, r, i_z+1, adr, parameter, cap_order, taylor);
|
|
|
|
// z_2 = exp(z_1)
|
|
forward_exp_op_dir(q, r, i_z+2, i_z+1, cap_order, taylor);
|
|
}
|
|
|
|
/*!
|
|
Compute zero order forward mode Taylor coefficients for result of op = PowvpOp.
|
|
|
|
The C++ source code corresponding to this operation is
|
|
\verbatim
|
|
z = pow(x, y)
|
|
\endverbatim
|
|
In the documentation below,
|
|
this operations is for the case where x is a variable and y is a parameter.
|
|
|
|
\copydetails CppAD::local::forward_pow_op_0
|
|
*/
|
|
|
|
template <class Base>
|
|
inline void forward_powvp_op_0(
|
|
size_t i_z ,
|
|
const addr_t* arg ,
|
|
const Base* parameter ,
|
|
size_t cap_order ,
|
|
Base* taylor )
|
|
{
|
|
// convert from final result to first result
|
|
i_z -= 2; // NumRes(PowvpOp) - 1;
|
|
|
|
// check assumptions
|
|
CPPAD_ASSERT_UNKNOWN( NumArg(PowvpOp) == 2 );
|
|
CPPAD_ASSERT_UNKNOWN( NumRes(PowvpOp) == 3 );
|
|
|
|
// Paraemter value
|
|
Base y = parameter[ arg[1] ];
|
|
|
|
// Taylor coefficients corresponding to arguments and result
|
|
Base* x = taylor + arg[0] * cap_order;
|
|
Base* z_0 = taylor + i_z * cap_order;
|
|
Base* z_1 = z_0 + cap_order;
|
|
Base* z_2 = z_1 + cap_order;
|
|
|
|
// z_0 = log(x)
|
|
z_0[0] = log(x[0]);
|
|
|
|
// z_1 = z_0 * y
|
|
z_1[0] = z_0[0] * y;
|
|
|
|
// z_2 = exp(z_1)
|
|
// zero order case exactly same as Base type operation
|
|
z_2[0] = pow(x[0], y);
|
|
}
|
|
|
|
/*!
|
|
Compute reverse mode partial derivative for result of op = PowvpOp.
|
|
|
|
The C++ source code corresponding to this operation is
|
|
\verbatim
|
|
z = pow(x, y)
|
|
\endverbatim
|
|
In the documentation below,
|
|
this operations is for the case where x is a variable and y is a parameter.
|
|
|
|
\copydetails CppAD::local::reverse_pow_op
|
|
*/
|
|
|
|
template <class Base>
|
|
inline void reverse_powvp_op(
|
|
size_t d ,
|
|
size_t i_z ,
|
|
const addr_t* arg ,
|
|
const Base* parameter ,
|
|
size_t cap_order ,
|
|
const Base* taylor ,
|
|
size_t nc_partial ,
|
|
Base* partial )
|
|
{
|
|
// convert from final result to first result
|
|
i_z -= 2; // NumRes(PowvpOp) - 1;
|
|
|
|
// check assumptions
|
|
CPPAD_ASSERT_UNKNOWN( NumArg(PowvpOp) == 2 );
|
|
CPPAD_ASSERT_UNKNOWN( NumRes(PowvpOp) == 3 );
|
|
CPPAD_ASSERT_UNKNOWN( d < cap_order );
|
|
CPPAD_ASSERT_UNKNOWN( d < nc_partial );
|
|
CPPAD_ASSERT_UNKNOWN( std::numeric_limits<addr_t>::max() >= i_z );
|
|
|
|
// z_2 = exp(z_1)
|
|
reverse_exp_op(
|
|
d, i_z+2, i_z+1, cap_order, taylor, nc_partial, partial
|
|
);
|
|
|
|
// z_1 = y * z_0
|
|
addr_t adr[2];
|
|
adr[0] = arg[1];
|
|
adr[1] = addr_t( i_z );
|
|
reverse_mulpv_op(
|
|
d, i_z+1, adr, parameter, cap_order, taylor, nc_partial, partial
|
|
);
|
|
|
|
// z_0 = log(x)
|
|
reverse_log_op(
|
|
d, i_z, arg[0], cap_order, taylor, nc_partial, partial
|
|
);
|
|
}
|
|
|
|
} } // END_CPPAD_LOCAL_NAMESPACE
|
|
# endif
|