interp_onetape.cpp

Interpolation With Out Retaping: Example and Test

See Also

interp_retape.cpp

# include <cppad/cppad.hpp>
# include <cassert>
# include <cmath>

namespace {
   double ArgumentValue[] = {
      .0 ,
      .2 ,
      .4 ,
      .8 ,
      1.
   };
   double FunctionValue[] = {
      std::sin( ArgumentValue[0] ) ,
      std::sin( ArgumentValue[1] ) ,
      std::sin( ArgumentValue[2] ) ,
      std::sin( ArgumentValue[3] ) ,
      std::sin( ArgumentValue[4] )
   };
   size_t TableLength = 5;

   size_t Index(const double &x)
   {  // determine the index j such that x is between
      // ArgumentValue[j] and ArgumentValue[j+1]
      static size_t j = 0;
      while ( x < ArgumentValue[j] && j > 0 )
         j--;
      while ( x > ArgumentValue[j+1] && j < TableLength - 2)
         j++;
      // assert conditions that must be true given logic above
      assert( j >= 0 && j < TableLength - 1 );
      return j;
   }

   double Argument(const double &x)
   {  size_t j = Index(x);
      return ArgumentValue[j];
   }
   double Function(const double &x)
   {  size_t j = Index(x);
      return FunctionValue[j];
   }

   double Slope(const double &x)
   {  size_t j  = Index(x);
      double dx = ArgumentValue[j+1] - ArgumentValue[j];
      double dy = FunctionValue[j+1] - FunctionValue[j];
      return dy / dx;
   }
   CPPAD_DISCRETE_FUNCTION(double, Argument)
   CPPAD_DISCRETE_FUNCTION(double, Function)
   CPPAD_DISCRETE_FUNCTION(double, Slope)
}


bool interp_onetape(void)
{  bool ok = true;

   using CppAD::AD;
   using CppAD::NearEqual;
   double eps99 = 99.0 * std::numeric_limits<double>::epsilon();

   // domain space vector
   size_t n = 1;
   CPPAD_TESTVECTOR(AD<double>) X(n);
   X[0] = .4 * ArgumentValue[1] + .6 * ArgumentValue[2];

   // declare independent variables and start tape recording
   CppAD::Independent(X);

   // evaluate piecewise linear interpolant at X[0]
   AD<double> A = Argument(X[0]);
   AD<double> F = Function(X[0]);
   AD<double> S = Slope(X[0]);
   AD<double> I = F + (X[0] - A) * S;

   // range space vector
   size_t m = 1;
   CPPAD_TESTVECTOR(AD<double>) Y(m);
   Y[0] = I;

   // create f: X -> Y and stop tape recording
   CppAD::ADFun<double> f(X, Y);

   // vectors for arguments to the function object f
   CPPAD_TESTVECTOR(double) x(n);   // argument values
   CPPAD_TESTVECTOR(double) y(m);   // function values
   CPPAD_TESTVECTOR(double) dx(n);  // differentials in x space
   CPPAD_TESTVECTOR(double) dy(m);  // differentials in y space

   // to check function value we use the fact that X[0] is between
   // ArgumentValue[1] and ArgumentValue[2]
   x[0]          = Value(X[0]);
   double delta  = ArgumentValue[2] - ArgumentValue[1];
   double check  = FunctionValue[2] * (x[0] - ArgumentValue[1]) / delta
                  + FunctionValue[1] * (ArgumentValue[2] - x[0]) / delta;
   ok  &= NearEqual(Y[0], check, eps99, eps99);

   // evaluate f where x has different value
   x[0]   = .7 * ArgumentValue[2] + .3 * ArgumentValue[3];
   y      = f.Forward(0, x);

   // check function value
   delta  = ArgumentValue[3] - ArgumentValue[2];
   check  = FunctionValue[3] * (x[0] - ArgumentValue[2]) / delta
                  + FunctionValue[2] * (ArgumentValue[3] - x[0]) / delta;
   ok  &= NearEqual(y[0], check, eps99, eps99);

   // evaluate partials w.r.t. x[0]
   dx[0] = 1.;
   dy    = f.Forward(1, dx);

   // check that the derivative is the slope
   check = (FunctionValue[3] - FunctionValue[2])
          / (ArgumentValue[3] - ArgumentValue[2]);
   ok   &= NearEqual(dy[0], check, eps99, eps99);

   return ok;
}