adolc Speed: Sparse Jacobian
Keywords: adolc speed: sparse jacobian link_sparse_jacobian speed specifications implementation

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adolc Speed: Sparse Jacobian
Specifications
See link_sparse_jacobian .
Implementation `

    # include <adolc/adolc.h>
    # include <adolc/adolc_sparse.h>
    # include <cppad/utility/vector.hpp>
    # include <cppad/speed/uniform_01.hpp>
    # include <cppad/speed/sparse_jac_fun.hpp>

    // list of possible options
    extern bool global_memory, global_onetape, global_atomic, global_optimize;
    extern bool global_colpack, global_boolsparsity;

    bool link_sparse_jacobian(
         size_t                           size     ,
         size_t                           repeat   ,
         size_t                           m        ,
         const CppAD::vector<size_t>&     row      ,
         const CppAD::vector<size_t>&     col      ,
               CppAD::vector<double>&     x_return ,
               CppAD::vector<double>&     jacobian ,
               size_t&                    n_sweep  )
    {
         if( global_atomic || (! global_colpack) )
              return false;
         if( global_memory || global_optimize )
              return false;
         // -----------------------------------------------------
         // setup
         typedef unsigned int*    SizeVector;
         typedef double*          DblVector;
         typedef adouble          ADScalar;
         typedef ADScalar*        ADVector;

         size_t i, j, k;            // temporary indices
         size_t n = size;           // number of independent variables
         size_t order = 0;          // derivative order corresponding to function

         // set up for thread_alloc memory allocator (fast and checks for leaks)
         using CppAD::thread_alloc; // the allocator
         size_t capacity;           // capacity of an allocation

         // tape identifier
         int tag  = 0;
         // AD domain space vector
         ADVector a_x = thread_alloc::create_array<ADScalar>(n, capacity);
         // AD range space vector
         ADVector a_y = thread_alloc::create_array<ADScalar>(m, capacity);
         // argument value in double
         DblVector x = thread_alloc::create_array<double>(n, capacity);
         // function value in double
         DblVector y = thread_alloc::create_array<double>(m, capacity);

         // options that control sparse_jac
         int        options[4];
         extern bool global_boolsparsity;
         if( global_boolsparsity )
              options[0] = 1;  // sparsity by propagation of bit pattern
         else
              options[0] = 0;  // sparsity pattern by index domains
         options[1] = 0; // (0 = safe mode, 1 = tight mode)
         options[2] = 0; // see changing to -1 and back to 0 below
         options[3] = 0; // (0 = column compression, 1 = row compression)

         // structure that holds some of the work done by sparse_jac
         int        nnz;                   // number of non-zero values
         SizeVector rind   = CPPAD_NULL;   // row indices
         SizeVector cind   = CPPAD_NULL;   // column indices
         DblVector  values = CPPAD_NULL;   // Jacobian values

         // choose a value for x
         CppAD::uniform_01(n, x);

         // declare independent variables
         int keep = 0; // keep forward mode results
         trace_on(tag, keep);
         for(j = 0; j < n; j++)
              a_x[j] <<= x[j];

         // AD computation of f (x)
         CppAD::sparse_jac_fun<ADScalar>(m, n, a_x, row, col, order, a_y);

         // create function object f : x -> y
         for(i = 0; i < m; i++)
              a_y[i] >>= y[i];
         trace_off();

         // Retrieve n_sweep using undocumented feature of sparsedrivers.cpp
         int same_pattern = 0;
         options[2]       = -1;
         n_sweep = sparse_jac(tag, int(m), int(n),
              same_pattern, x, &nnz, &rind, &cind, &values, options
         );
         options[2]       = 0;
         // ----------------------------------------------------------------------
         if( ! global_onetape ) while(repeat--)
         {    // choose a value for x
              CppAD::uniform_01(n, x);

              // declare independent variables
              trace_on(tag, keep);
              for(j = 0; j < n; j++)
                   a_x[j] <<= x[j];

              // AD computation of f (x)
              CppAD::sparse_jac_fun<ADScalar>(m, n, a_x, row, col, order, a_y);

              // create function object f : x -> y
              for(i = 0; i < m; i++)
                   a_y[i] >>= y[i];
              trace_off();

              // is this a repeat call with the same sparsity pattern
              same_pattern = 0;

              // calculate the jacobian at this x
              rind   = CPPAD_NULL;
              cind   = CPPAD_NULL;
              values = CPPAD_NULL;
              sparse_jac(tag, int(m), int(n),
                   same_pattern, x, &nnz, &rind, &cind, &values, options
              );
              // only needed last time through loop
              if( repeat == 0 )
              {    size_t K = row.size();
                   for(int ell = 0; ell < nnz; ell++)
                   {    i = size_t(rind[ell]);
                        j = size_t(cind[ell]);
                        for(k = 0; k < K; k++)
                        {    if( row[k]==i && col[k]==j )
                                  jacobian[k] = values[ell];
                        }
                   }
              }

              // free raw memory allocated by sparse_jac
              free(rind);
              free(cind);
              free(values);
         }
         else
         {    while(repeat--)
              {    // choose a value for x
                   CppAD::uniform_01(n, x);

                   // calculate the jacobian at this x
                   sparse_jac(tag, int(m), int(n),
                        same_pattern, x, &nnz, &rind, &cind, &values, options
                   );
                   same_pattern = 1;
              }
              size_t K = row.size();
              for(int ell = 0; ell < nnz; ell++)
              {    i = size_t(rind[ell]);
                   j = size_t(cind[ell]);
                   for(k = 0; k < K; k++)
                   {    if( row[k]==i && col[k]==j )
                             jacobian[k] = values[ell];
                   }
              }

              // free raw memory allocated by sparse_jac
              free(rind);
              free(cind);
              free(values);
         }
         // --------------------------------------------------------------------
         // return argument
         for(j = 0; j < n; j++)
              x_return[j] = x[j];

         // tear down
         thread_alloc::delete_array(a_x);
         thread_alloc::delete_array(a_y);
         thread_alloc::delete_array(x);
         thread_alloc::delete_array(y);
         return true;
    }

`

Input File: speed/adolc/sparse_jacobian.cpp