CppAD: A C++ Algorithmic Differentiation Package
20130918
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void CppAD::ReverseSweep | ( | size_t | d, |
size_t | n, | ||
size_t | numvar, | ||
player< Base > * | play, | ||
size_t | J, | ||
const Base * | Taylor, | ||
size_t | K, | ||
Base * | Partial, | ||
bool * | cskip_op, | ||
const pod_vector< addr_t > & | var_by_load_op | ||
) |
Compute derivative of arbitrary order forward mode Taylor coefficients.
Base | base type for the operator; i.e., this operation sequence was recorded using AD< Base > and computations by this routine are done using type Base. |
d | is the highest order Taylor coefficients that we are computing the derivative of. |
n | is the number of independent variables on the tape. |
numvar | is the total number of variables on the tape. This is also equal to the number of rows in the matrix Taylor; i.e., play->num_var_rec(). |
play | The information stored in play is a recording of the operations corresponding to the function
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![]() ![]() ![]() ![]() ![]() The object play is effectly constant. There is an exception to this, while palying back the tape the object play holds information about the current location with in the tape and this changes during palyback. |
J | Is the number of columns in the coefficient matrix Taylor. This must be greater than or equal d + 1. |
Taylor | For i = 1 , ... , numvar, and for k = 0 , ... , d, Taylor [ i * J + k ] is the k-th order Taylor coefficient corresponding to variable with index i on the tape. The value ![]() ![]() |
K | Is the number of columns in the partial derivative matrix Partial. It must be greater than or equal d + 1. |
Partial | Input: The last ![]() ![]() ![]() Temporary: For i = n+1 , ... , numvar - 1 and for k = 0 , ... , d, the value of Partial [ i * K + k ] is used for temporary work space and its output value is not defined. Output: For j = 1 , ... , n and for k = 0 , ... , d, Partial [ j * K + k ] is the partial derivative of ![]() ![]() |
cskip_op | Is a vector with size play->num_op_rec(). If cskip_op[i] is true, the operator index i in the recording does not affect any of the dependent variable (given the value of the independent variables). |
var_by_load_op | is a vector with size play->num_load_op_rec(). Is the variable index corresponding to each load instruction. In the case where the index is zero, the instruction corresponds to a parameter (not variable). |
Definition at line 163 of file reverse_sweep.hpp.
Referenced by CppAD::ADFun< Base >::Reverse().