Creating Your Own Interface to an ADFun Object
Keywords: creating your own interface to adfun object example test

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Creating Your Own Interface to an ADFun Object
`

    # include <cppad/cppad.hpp>

    namespace {

    	// This class is an example of a different interface to an AD function object
    	template <class Base>
    	class my_ad_fun {

    	private:
    		CppAD::ADFun<Base> f;

    	public:
    		// default constructor
    		my_ad_fun(void)
    		{ }

    		// destructor
    		~ my_ad_fun(void)
    		{ }

    		// Construct an my_ad_fun object with an operation sequence.
    		// This is the same as for ADFun<Base> except that no zero
    		// order forward sweep is done. Note Hessian and Jacobian do
    		// their own zero order forward mode sweep.
    		template <class ADvector>
    		my_ad_fun(const ADvector& x, const ADvector& y)
    		{	f.Dependent(x, y); }

    		// same as ADFun<Base>::Jacobian
    		template <class VectorBase>
    		VectorBase jacobian(const VectorBase& x)
    		{	return f.Jacobian(x); }

    		// same as ADFun<Base>::Hessian
    	        template <typename VectorBase>
    		VectorBase hessian(const VectorBase &x, const VectorBase &w)
    		{	return f.Hessian(x, w); }
    	};

    } // End empty namespace

    bool ad_fun(void)
    {	// This example is similar to example/jacobian.cpp, except that it
    	// uses my_ad_fun instead of ADFun.

    	bool ok = true;
    	using CppAD::AD;
    	using CppAD::NearEqual;
    	using CppAD::exp;
    	using CppAD::sin;
    	using CppAD::cos;

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

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

    	// a calculation between the domain and range values
    	AD<double> Square = X[0] * X[0];

    	// range space vector
    	size_t m = 3;
    	CPPAD_TESTVECTOR(AD<double>)  Y(m);
    	Y[0] = Square * exp( X[1] );
    	Y[1] = Square * sin( X[1] );
    	Y[2] = Square * cos( X[1] );

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

    	// new value for the independent variable vector
    	CPPAD_TESTVECTOR(double) x(n);
    	x[0] = 2.;
    	x[1] = 1.;

    	// compute the derivative at this x
    	CPPAD_TESTVECTOR(double) jac( m * n );
    	jac = f.jacobian(x);

    	/*
    	F'(x) = [ 2 * x[0] * exp(x[1]) ,  x[0] * x[0] * exp(x[1]) ]
    	        [ 2 * x[0] * sin(x[1]) ,  x[0] * x[0] * cos(x[1]) ]
    	        [ 2 * x[0] * cos(x[1]) , -x[0] * x[0] * sin(x[i]) ]
    	*/
    	ok &=  NearEqual( 2.*x[0]*exp(x[1]), jac[0*n+0], 1e-10, 1e-10 );
    	ok &=  NearEqual( 2.*x[0]*sin(x[1]), jac[1*n+0], 1e-10, 1e-10 );
    	ok &=  NearEqual( 2.*x[0]*cos(x[1]), jac[2*n+0], 1e-10, 1e-10 );

    	ok &=  NearEqual( x[0] * x[0] *exp(x[1]), jac[0*n+1], 1e-10, 1e-10 );
    	ok &=  NearEqual( x[0] * x[0] *cos(x[1]), jac[1*n+1], 1e-10, 1e-10 );
    	ok &=  NearEqual(-x[0] * x[0] *sin(x[1]), jac[2*n+1], 1e-10, 1e-10 );

    	return ok;
    }

`

Input File: example/ad_fun.cpp