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Sacado_ELRCacheFad_SFad.hpp
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1// @HEADER
2// ***********************************************************************
3//
4// Sacado Package
5// Copyright (2006) Sandia Corporation
6//
7// Under the terms of Contract DE-AC04-94AL85000 with Sandia Corporation,
8// the U.S. Government retains certain rights in this software.
9//
10// This library is free software; you can redistribute it and/or modify
11// it under the terms of the GNU Lesser General Public License as
12// published by the Free Software Foundation; either version 2.1 of the
13// License, or (at your option) any later version.
14//
15// This library is distributed in the hope that it will be useful, but
16// WITHOUT ANY WARRANTY; without even the implied warranty of
17// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
18// Lesser General Public License for more details.
19//
20// You should have received a copy of the GNU Lesser General Public
21// License along with this library; if not, write to the Free Software
22// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301
23// USA
24// Questions? Contact David M. Gay (dmgay@sandia.gov) or Eric T. Phipps
25// (etphipp@sandia.gov).
26//
27// ***********************************************************************
28//
29// The forward-mode AD classes in Sacado are a derivative work of the
30// expression template classes in the Fad package by Nicolas Di Cesare.
31// The following banner is included in the original Fad source code:
32//
33// ************ DO NOT REMOVE THIS BANNER ****************
34//
35// Nicolas Di Cesare <Nicolas.Dicesare@ann.jussieu.fr>
36// http://www.ann.jussieu.fr/~dicesare
37//
38// CEMRACS 98 : C++ courses,
39// templates : new C++ techniques
40// for scientific computing
41//
42//********************************************************
43//
44// A short implementation ( not all operators and
45// functions are overloaded ) of 1st order Automatic
46// Differentiation in forward mode (FAD) using
47// EXPRESSION TEMPLATES.
48//
49//********************************************************
50// @HEADER
51
52#ifndef SACADO_ELRCACHEFAD_SFAD_HPP
53#define SACADO_ELRCACHEFAD_SFAD_HPP
54
60
61namespace Sacado {
62
63 namespace ELRCacheFad {
64
66 template <typename T, int Num>
67 struct SFadExprTag {};
68
69 // Forward declaration
70 template <typename T, int Num> class SFad;
71
79 template <typename T, int Num>
80 class Expr< SFadExprTag<T,Num> > {
81
82 public:
83
86
89
92
94 static const int num_args = 1;
95
97 static const bool is_linear = true;
98
103
106 Expr() : val_( T(0.)) { ss_array<T>::zero(dx_, Num); }
107
109
112 template <typename S>
115 val_(x) {
116 ss_array<T>::zero(dx_, Num);
117 }
118
120
124 Expr(const int sz, const T & x, const DerivInit zero_out = InitDerivArray) : val_(x) {
125#if defined(SACADO_DEBUG) && !defined(__CUDA_ARCH__ )
126 if (sz != Num)
127 throw "ELRCacheFad::SFad() Error: Supplied derivative dimension does not match compile time length.";
128#endif
129
130 if (zero_out == InitDerivArray)
131 ss_array<T>::zero(dx_, Num);
132 }
133
135
141 Expr(const int sz, const int i, const T & x) :
142 val_(x) {
143#if defined(SACADO_DEBUG) && !defined(__CUDA_ARCH__ )
144 if (sz != Num)
145 throw "ELRCacheFad::SFad() Error: Supplied derivative dimension does not match compile time length.";
146 if (i >= Num)
147 throw "ELRCacheFad::SFad() Error: Invalid derivative index.";
148#endif
149
150 ss_array<T>::zero(dx_, Num);
151 dx_[i]=1.;
152 }
153
156 Expr(const Expr& x) : val_(x.val_) {
157 //ss_array<T>::copy(x.dx_, dx_, Num);
158 for (int i=0; i<Num; i++)
159 dx_[i] = x.dx_[i];
160 }
161
163 template <typename S>
166#if defined(SACADO_DEBUG) && !defined(__CUDA_ARCH__ )
167 if (x.size() != Num)
168 throw "ELRCacheFad::SFad() Error: Attempt to assign with incompatible sizes";
169#endif
170
171 x.cache();
172
173 this->val() = x.val();
174
175 // Compute partials
176 LocalAccumOp< Expr<S> > op(x);
177
178 // Compute each tangent direction
179 for(int i=0; i<Num; ++i) {
180 op.t = T(0.);
181 op.i = i;
182
183 // Automatically unrolled loop that computes
184 // for (int j=0; j<N; j++)
185 // op.t += op.partials[j] * x.getTangent<j>(i);
187
188 dx_[i] = op.t;
189
190 }
191 }
192
195 ~Expr() {}
196
198
205 void diff(const int ith, const int n) {
206#if defined(SACADO_DEBUG) && !defined(__CUDA_ARCH__ )
207 if (n != Num)
208 throw "ELRCacheFad::diff() Error: Supplied derivative dimension does not match compile time length.";
209#endif
210
211 ss_array<T>::zero(dx_, Num);
212 dx_[ith] = T(1.);
213 }
214
216
221 void resize(int sz) {
222#if defined(SACADO_DEBUG) && !defined(__CUDA_ARCH__ )
223 if (sz != Num)
224 throw "ELRCacheFad::resize() Error: Cannot resize fixed derivative array dimension";
225#endif
226 }
227
229
234 void expand(int sz) { resize(sz); }
235
238 void zero() { ss_array<T>::zero(dx_, Num); }
239
242 void setUpdateValue(bool update_val) { }
243
246 bool updateValue() const { return true; }
247
250 void cache() const {}
251
253 template <typename S>
255 SACADO_ENABLE_EXPR_FUNC(bool) isEqualTo(const Expr<S>& x) const {
256 typedef IsEqual<value_type> IE;
257 if (x.size() != this->size()) return false;
258 bool eq = IE::eval(x.val(), this->val());
259 for (int i=0; i<this->size(); i++)
260 eq = eq && IE::eval(x.dx(i), this->dx(i));
261 return eq;
262 }
263
265
270
273 const T& val() const { return val_;}
274
277 T& val() { return val_;}
278
280
285
288 int size() const { return Num;}
289
295 int availableSize() const { return Num; }
296
299 bool hasFastAccess() const { return true; }
300
303 bool isPassive() const { return false; }
304
307 void setIsConstant(bool is_const) {}
308
311 const T* dx() const { return &(dx_[0]);}
312
315 const T& dx(int i) const { return dx_[i]; }
316
319 T& fastAccessDx(int i) { return dx_[i];}
320
323 const T& fastAccessDx(int i) const { return dx_[i];}
324
327 void computePartials(const T& bar, value_type partials[]) const {
328 partials[0] = bar;
329 }
330
333 void getTangents(int i, value_type dots[]) const {
334 dots[0] = this->dx_[i];
335 }
336
338 template <int Arg>
340 bool isActive() const { return true; }
341
343 template <int Arg>
345 T getTangent(int i) const { return this->dx_[i]; }
346
349 const value_type* getDx(int j) const { return this->dx(); }
350
352
357
359 template <typename S>
361 SACADO_ENABLE_VALUE_FUNC(Expr&) operator=(const S& v) {
362 val_ = v;
363 ss_array<T>::zero(dx_, Num);
364 return *this;
365 }
366
369 Expr& operator=(const Expr& x) {
370 if (this != &x) {
371 // Copy value
372 val_ = x.val_;
373
374 // Copy dx_
375 //ss_array<T>::copy(x.dx_, dx_, Num);
376 for (int i=0; i<Num; i++)
377 dx_[i] = x.dx_[i];
378 }
379 return *this;
380 }
381
383 template <typename S>
385 SACADO_ENABLE_EXPR_FUNC(Expr&) operator=(const Expr<S>& x) {
386#if defined(SACADO_DEBUG) && !defined(__CUDA_ARCH__ )
387 if (x.size() != Num)
388 throw "ELRCacheFad::operator=() Error: Attempt to assign with incompatible sizes";
389#endif
390
391 x.cache();
392
393 // Compute partials
394 LocalAccumOp< Expr<S> > op(x);
395
396 // Compute each tangent direction
397 for(int i=0; i<Num; ++i) {
398 op.t = T(0.);
399 op.i = i;
400
401 // Automatically unrolled loop that computes
402 // for (int j=0; j<N; j++)
403 // op.t += op.partials[j] * x.getTangent<j>(i);
405
406 dx_[i] = op.t;
407 }
408
409 this->val() = x.val();
410
411 return *this;
412 }
413
415
420
422 template <typename S>
424 SACADO_ENABLE_VALUE_FUNC(Expr&) operator += (const S& v) {
425 this->val() += v;
426 return *this;
427 }
428
430 template <typename S>
432 SACADO_ENABLE_VALUE_FUNC(Expr&) operator -= (const S& v) {
433 this->val() -= v;
434 return *this;
435 }
436
438 template <typename S>
440 SACADO_ENABLE_VALUE_FUNC(Expr&) operator *= (const S& v) {
441 this->val() *= v;
442 for (int i=0; i<Num; ++i)
443 dx_[i] *= v;
444 return *this;
445 }
446
448 template <typename S>
450 SACADO_ENABLE_VALUE_FUNC(Expr&) operator /= (const S& v) {
451 this->val() /= v;
452 for (int i=0; i<Num; ++i)
453 dx_[i] /= v;
454 return *this;
455 }
456
458 template <typename S>
460 SACADO_ENABLE_EXPR_FUNC(Expr&) operator += (const Expr<S>& x) {
461#if defined(SACADO_DEBUG) && !defined(__CUDA_ARCH__ )
462 if (x.size() != Num)
463 throw "ELRCacheFad::operator+=() Error: Attempt to assign with incompatible sizes";
464#endif
465
466 x.cache();
467
468 // Compute partials
469 LocalAccumOp< Expr<S> > op(x);
470
471 // Compute each tangent direction
472 for(int i=0; i<Num; ++i) {
473 op.t = T(0.);
474 op.i = i;
475
476 // Automatically unrolled loop that computes
477 // for (int j=0; j<N; j++)
478 // op.t += op.partials[j] * x.getTangent<j>(i);
480
481 dx_[i] += op.t;
482 }
483
484 this->val() += x.val();
485
486 return *this;
487 }
488
490 template <typename S>
492 SACADO_ENABLE_EXPR_FUNC(Expr&) operator -= (const Expr<S>& x) {
493#if defined(SACADO_DEBUG) && !defined(__CUDA_ARCH__ )
494 if (x.size() != Num)
495 throw "ELRCacheFad::operator-=() Error: Attempt to assign with incompatible sizes";
496#endif
497
498 x.cache();
499
500 // Compute partials
501 LocalAccumOp< Expr<S> > op(x);
502
503 // Compute each tangent direction
504 for(int i=0; i<Num; ++i) {
505 op.t = T(0.);
506 op.i = i;
507
508 // Automatically unrolled loop that computes
509 // for (int j=0; j<N; j++)
510 // op.t += op.partials[j] * x.getTangent<j>(i);
512
513 dx_[i] -= op.t;
514 }
515
516 this->val() -= x.val();
517
518 return *this;
519 }
520
522 template <typename S>
524 SACADO_ENABLE_EXPR_FUNC(Expr&) operator *= (const Expr<S>& x) {
525 x.cache();
526
527 T xval = x.val();
528
529#if defined(SACADO_DEBUG) && !defined(__CUDA_ARCH__ )
530 if (x.size() != Num)
531 throw "ELRCacheFad::operator*=() Error: Attempt to assign with incompatible sizes";
532#endif
533
534 // Compute partials
535 LocalAccumOp< Expr<S> > op(x);
536
537 // Compute each tangent direction
538 for(int i=0; i<Num; ++i) {
539 op.t = T(0.);
540 op.i = i;
541
542 // Automatically unrolled loop that computes
543 // for (int j=0; j<N; j++)
544 // op.t += op.partials[j] * x.getTangent<j>(i);
546
547 dx_[i] = val_ * op.t + dx_[i] * xval;
548 }
549
550 // Compute value
551 val_ *= xval;
552
553 return *this;
554 }
555
557 template <typename S>
559 SACADO_ENABLE_EXPR_FUNC(Expr&) operator /= (const Expr<S>& x) {
560 x.cache();
561
562 T xval = x.val();
563
564#if defined(SACADO_DEBUG) && !defined(__CUDA_ARCH__ )
565 if (x.size() != Num)
566 throw "ELRCacheFad::operator/=() Error: Attempt to assign with incompatible sizes";
567#endif
568
569 // Compute partials
570 LocalAccumOp< Expr<S> > op(x);
571
572 T xval2 = xval*xval;
573
574 // Compute each tangent direction
575 for(int i=0; i<Num; ++i) {
576 op.t = T(0.);
577 op.i = i;
578
579 // Automatically unrolled loop that computes
580 // for (int j=0; j<N; j++)
581 // op.t += op.partials[j] * x.getTangent<j>(i);
583
584 dx_[i] = (dx_[i] * xval - val_ * op.t) / xval2;
585 }
586
587 // Compute value
588 val_ /= xval;
589
590 return *this;
591 }
592
594
595 protected:
596
598 T dx_[Num];
599
602
603 // Functor for mpl::for_each to compute the local accumulation
604 // of a tangent derivative
605 //
606 // We use getTangent<>() to get dx components from expression
607 // arguments instead of getting the argument directly or extracting
608 // the dx array due to striding in ViewFad (or could use striding
609 // directly here if we need to get dx array).
610 template <typename ExprT>
611 struct LocalAccumOp {
612 typedef typename ExprT::value_type value_type;
613 static const int N = ExprT::num_args;
614 const ExprT& x;
615 mutable value_type t;
616 value_type partials[N];
617 int i;
619 LocalAccumOp(const ExprT& x_) : x(x_) {
620 x.computePartials(value_type(1.), partials);
621 }
622 template <typename ArgT>
624 void operator () (ArgT arg) const {
625 const int Arg = ArgT::value;
626 if (x.template isActive<Arg>())
627 t += partials[Arg] * x.template getTangent<Arg>(i);
628 }
629 };
630
631 }; // class Expr<SFadExprTag>
632
633 } // namespace ELRCacheFad
634
635} // namespace Sacado
636
637#define FAD_NS ELRCacheFad
639#undef FAD_NS
640
643
644#endif // SACADO_ELRCACHEFAD_SFAD_HPP
#define SACADO_INLINE_FUNCTION
expr expr dx(i)
expr val()
#define SACADO_ENABLE_VALUE_FUNC(RETURN_TYPE)
#define SACADO_ENABLE_VALUE_CTOR_DECL
#define SACADO_ENABLE_EXPR_FUNC(RETURN_TYPE)
#define SACADO_ENABLE_EXPR_CTOR_DECL
#define T
const int N
SACADO_INLINE_FUNCTION bool isActive() const
Return whether argument is active.
SACADO_INLINE_FUNCTION const T & dx(int i) const
Returns derivative component i with bounds checking.
SACADO_INLINE_FUNCTION SACADO_ENABLE_EXPR_FUNC(bool) isEqualTo(const Expr< S > &x) const
Returns whether two Fad objects have the same values.
SACADO_INLINE_FUNCTION SACADO_ENABLE_VALUE_FUNC(Expr &) operator
Assignment operator with constant right-hand-side.
SACADO_INLINE_FUNCTION void setIsConstant(bool is_const)
Set whether variable is constant.
SACADO_INLINE_FUNCTION T & fastAccessDx(int i)
Returns derivative component i without bounds checking.
SACADO_INLINE_FUNCTION bool updateValue() const
Return whether this Fad object has an updated value.
SACADO_INLINE_FUNCTION const value_type * getDx(int j) const
Get dx array.
RemoveConst< T >::type value_type
Typename of values.
SACADO_INLINE_FUNCTION void computePartials(const T &bar, value_type partials[]) const
Return partials w.r.t. arguments.
SACADO_INLINE_FUNCTION void setUpdateValue(bool update_val)
Set whether this Fad object should update values.
SACADO_INLINE_FUNCTION int size() const
Returns number of derivative components.
SACADO_INLINE_FUNCTION void diff(const int ith, const int n)
Set Fad object as the ith independent variable.
SACADO_INLINE_FUNCTION T getTangent(int i) const
Return tangent component i of argument Arg.
SACADO_INLINE_FUNCTION Expr()
Default constructor.
SFad< value_type, Num > base_expr_type
Typename of base-expressions.
SACADO_INLINE_FUNCTION void cache() const
Cache values.
SACADO_INLINE_FUNCTION const T * dx() const
Returns derivative array.
SACADO_INLINE_FUNCTION Expr(const Expr< S > &x, SACADO_ENABLE_EXPR_CTOR_DECL)
Copy constructor from any Expression object.
SACADO_INLINE_FUNCTION void getTangents(int i, value_type dots[]) const
Return tangent component i of arguments.
SACADO_INLINE_FUNCTION bool isPassive() const
Returns true if derivative array is empty.
SACADO_INLINE_FUNCTION bool hasFastAccess() const
Returns true if derivative array is not empty.
SACADO_INLINE_FUNCTION const T & val() const
Returns value.
SACADO_INLINE_FUNCTION Expr(const int sz, const int i, const T &x)
Constructor with size sz, index i, and value x.
SACADO_INLINE_FUNCTION Expr(const S &x, SACADO_ENABLE_VALUE_CTOR_DECL)
Constructor with supplied value x.
SACADO_INLINE_FUNCTION Expr(const Expr &x)
Copy constructor.
SACADO_INLINE_FUNCTION Expr(const int sz, const T &x, const DerivInit zero_out=InitDerivArray)
Constructor with size sz and value x.
SACADO_INLINE_FUNCTION void zero()
Zero out the derivative array.
SACADO_INLINE_FUNCTION void expand(int sz)
Expand derivative array to size sz.
SACADO_INLINE_FUNCTION int availableSize() const
Returns number of derivative components that can be stored without reallocation.
SACADO_INLINE_FUNCTION void resize(int sz)
Resize derivative array to length sz.
SACADO_INLINE_FUNCTION const T & fastAccessDx(int i) const
Returns derivative component i without bounds checking.
ScalarType< value_type >::type scalar_type
Typename of scalar's (which may be different from T)
Wrapper for a generic expression template.
static double x_
DerivInit
Enum use to signal whether the derivative array should be initialized in AD object constructors.
@ InitDerivArray
Initialize the derivative array.
A tag for specializing Expr for SFad expressions.
Base template specification for testing equivalence.
static SACADO_INLINE_FUNCTION void zero(T *dest, int sz)
Zero out array dest of length sz.