master: valvector: ad_join: add reverse mode.

coin-or · Mar 1, 2024 · 76b7723 · 76b7723
1 parent c065622
commit 76b7723
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diff --git a/example/valvector/ad_join.cpp b/example/valvector/ad_join.cpp
@@ -66,6 +66,14 @@ bool ad_join(void)
    for(size_t j = 0; j < n; ++j)
       ok &= z[0][j] == x[j][0] * x[j][0];
    //
+   // dw
+   CPPAD_TESTVECTOR( valvector ) w(m), dw(n);
+   w[0][0] = 1.0;
+   dw = f.Reverse(1, w);
+   //
+   // ok
+   for(size_t j = 0; j < n; ++j)
+      ok &= dw[0][j] == scalar_type(2) * x[0][j];
    return ok;
 }
 // END C++
diff --git a/include/cppad/example/valvector/ad_join.hpp b/include/cppad/example/valvector/ad_join.hpp
@@ -127,6 +127,41 @@ class valvector_ad_join_atom : public CppAD::atomic_four<valvector> {
       //
       return ok;
    }
+   // ------------------------------------------------------------------------
+   // reverse
+   bool reverse(
+      size_t                              call_id      ,
+      const CppAD::vector<bool>&          select_x     ,
+      size_t                              order_up     ,
+      const CppAD::vector<valvector>&     taylor_x     ,
+      const CppAD::vector<valvector>&     taylor_y     ,
+      CppAD::vector<valvector>&           partial_x    ,
+      const CppAD::vector<valvector>&     partial_y    ) override
+   {  //
+      // ok
+      bool ok = true;
+      //
+      // q, m
+      size_t q = order_up + 1;
+      size_t n = taylor_x.size() / q;
+      //
+# ifndef NDEBUG
+      size_t m = taylor_y.size() / q;
+      assert( call_id == 0 );
+      assert( m == 1 );
+      assert( n == select_x.size() );
+# endif
+      //
+      // partial_x
+      for(size_t k = 0; k < q; ++k)
+      {  assert( taylor_y[k].size() == n );
+         for(size_t j = 0; j < n; ++j)
+         {  partial_x[j * q + k].resize(1);
+            partial_x[j * q + k][0] = partial_y[k][j];
+         }
+      }
+      return ok;
+   }
 };
 
 class valvector_ad_join {