![]() |
Prev | Next | adolc_det_lu.cpp |
# include <cppad/speed/det_by_lu.hpp>
# include <cppad/speed/uniform_01.hpp>
# include <adolc/adouble.h>
# include <adolc/interfaces.h>
bool link_det_lu(
size_t size ,
size_t repeat ,
CppAD::vector<double> &matrix ,
CppAD::vector<double> &gradient )
{
// -----------------------------------------------------
// setup
int tag = 0; // tape identifier
int keep = 1; // keep forward mode results in buffer
int m = 1; // number of dependent variables
int n = size*size; // number of independent variables
double f; // function value
int j; // temporary index
// object for computing determinant
typedef adouble ADScalar;
typedef ADScalar* ADVector;
CppAD::det_by_lu<ADScalar> Det(size);
// AD value of determinant
ADScalar detA;
// AD version of matrix
ADVector A = 0;
A = CPPAD_TRACK_NEW_VEC(n, A);
// vectors of reverse mode weights
double *u = 0;
u = CPPAD_TRACK_NEW_VEC(m, u);
u[0] = 1.;
// vector with matrix value
double *mat = 0;
mat = CPPAD_TRACK_NEW_VEC(n, mat);
// vector to receive gradient result
double *grad = 0;
grad = CPPAD_TRACK_NEW_VEC(n, grad);
// ------------------------------------------------------
while(repeat--)
{ // get the next matrix
CppAD::uniform_01(n, mat);
// declare independent variables
trace_on(tag, keep);
for(j = 0; j < n; j++)
A[j] <<= mat[j];
// AD computation of the determinant
detA = Det(A);
// create function object f : A -> detA
detA >>= f;
trace_off();
// evaluate and return gradient using reverse mode
fos_reverse(tag, m, n, u, grad);
}
// ------------------------------------------------------
// return matrix and gradient
for(j = 0; j < n; j++)
{ matrix[j] = mat[j];
gradient[j] = grad[j];
}
// tear down
CPPAD_TRACK_DEL_VEC(grad);
CPPAD_TRACK_DEL_VEC(mat);
CPPAD_TRACK_DEL_VEC(u);
CPPAD_TRACK_DEL_VEC(A);
return true;
}