1 | /*---------------------------------------------------------------------------- |
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2 | ADOL-C -- Automatic Differentiation by Overloading in C++ |
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3 | File: externfcts.h |
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4 | Revision: $Id$ |
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5 | Contents: public functions and data types for extern (differentiated) |
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6 | functions. |
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7 | |
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8 | Copyright (c) Kshitij Kulshreshtha |
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9 | |
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10 | This file is part of ADOL-C. This software is provided as open source. |
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11 | Any use, reproduction, or distribution of the software constitutes |
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12 | recipient's acceptance of the terms of the accompanying license file. |
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13 | |
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14 | ----------------------------------------------------------------------------*/ |
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15 | |
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16 | #if !defined(ADOLC_EXTERNFCTS2_H) |
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17 | #define ADOLC_EXTERNFCTS2_H 1 |
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18 | |
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19 | #include <adolc/internal/common.h> |
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20 | #include <adolc/adouble.h> |
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21 | |
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22 | BEGIN_C_DECLS |
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23 | |
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24 | typedef int (ADOLC_ext_fct_v2) (int iArrLen, int *iArr, int nin, int nout, int *insz, double **x, int *outsz, double **y, void* ctx); |
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25 | typedef int (ADOLC_ext_fct_v2_fos_forward)(int iArrLen, int* iArr, int nin, int nout, int *insz, double **x, double **xp, int *outsz, double **y, double **yp, void *ctx); |
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26 | typedef int (ADOLC_ext_fct_v2_fov_forward)(int iArrLen, int* iArr, int nin, int nout, int *insz, double **x, int ndir, double ***Xp, int *outsz, double **y, double ***Yp, void* ctx); |
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27 | typedef int (ADOLC_ext_fct_v2_fos_reverse)(int iArrLen, int* iArr, int nout, int nin, int *outsz, double **up, int *insz, double **zp, double **x, double **y, void *ctx); |
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28 | typedef int (ADOLC_ext_fct_v2_fov_reverse)(int iArrLen, int* iArr, int nout, int nin, int *outsz, int dir, double ***Up, int *insz, double ***Zp, double **x, double **y, void* ctx); |
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29 | |
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30 | /* The following two aren't implemented */ |
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31 | typedef int (ADOLC_ext_fct_v2_hos_forward)(int iArrLen, int* iArr, int nin, int nout, int *insz, double **x, int degree, double ***Xp, int *outsz, double **y, double ***Yp, void* ctx); |
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32 | typedef int (ADOLC_ext_fct_v2_hov_forward)(int iArrLen, int* iArr, int nin, int nout, int *insz, double **x, int degree, int ndir, double ****Xp, int *outsz, double **y, double ****Yp, void *ctx); |
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33 | |
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34 | typedef struct { |
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35 | /** |
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36 | * DO NOT touch - the function pointer is set through reg_ext_fct |
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37 | */ |
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38 | ADOLC_ext_fct_v2 *function; |
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39 | /** |
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40 | * DO NOT touch - the index is set through reg_ext_fct |
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41 | */ |
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42 | locint index; |
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43 | |
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44 | /** |
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45 | * below are function pointers used for call back from the corresponding ADOL-C trace interpreters; |
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46 | * these function pointers are initialized to 0 by reg_ext_fct; |
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47 | * the user needs to set eplicitly the function pointers for the trace interpreters called in the |
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48 | * application driver |
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49 | */ |
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50 | |
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51 | /** |
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52 | * this points to a method implementing a forward execution of the externally differentiated function y=f(x); |
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53 | * the pointer would typically be set to the same function pointer supplied in the call to reg_ext_fct, |
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54 | * i.e. zos_forward would be equal to function (above) |
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55 | * but there are cases when it makes sense for this to be different as illustrated |
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56 | * in examples/additional_examples/ext_diff_func/ext_diff_func.cpp |
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57 | */ |
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58 | ADOLC_ext_fct_v2 *zos_forward; |
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59 | |
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60 | /** |
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61 | * this points to a method implementing a forward execution of the externally differentiated function y=f(x) |
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62 | * and computing the projection yp=Jacobian*xp |
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63 | * see also the explanation of the xp,yp members below. |
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64 | */ |
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65 | ADOLC_ext_fct_v2_fos_forward *fos_forward; |
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66 | |
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67 | /** |
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68 | * this points to a method implementing a forward execution of the externally differentiated function y=f(x) |
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69 | * and computing the projection Yp=Jacobian*Xp |
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70 | * see also the explanation of the Xp/Yp members below. |
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71 | */ |
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72 | ADOLC_ext_fct_v2_fov_forward *fov_forward; |
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73 | |
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74 | /** |
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75 | * this points to a method computing the projection zp=transpose(zp) * Jacobian |
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76 | * see also the explanation of the up/zp members below. |
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77 | */ |
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78 | ADOLC_ext_fct_v2_fos_reverse *fos_reverse; |
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79 | |
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80 | /** |
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81 | * this points to a method computing the projection Zp=transpose(Up) * Jacobian |
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82 | * see also the explanation of the Up/Zp members below. |
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83 | */ |
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84 | ADOLC_ext_fct_v2_fov_reverse *fov_reverse; |
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85 | |
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86 | /** |
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87 | * The names of the variables below correspond to the formal parameters names in the call back |
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88 | * functions above; |
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89 | */ |
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90 | |
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91 | /** |
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92 | * function and all _forward calls: function argument, dimension nin*insz[0..nin] |
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93 | */ |
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94 | double **x; |
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95 | |
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96 | /** |
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97 | * fos_forward: tangent direction, dimension nin*insz[0..nin] |
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98 | */ |
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99 | double **xp; |
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100 | |
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101 | /** |
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102 | * fov_forward: seed matrix for p directions, dimensions nin*insz[0..nin]*p (p=nin*insz[0..nin]) |
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103 | */ |
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104 | double ***Xp; |
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105 | |
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106 | /** |
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107 | * function and all _forward calls: function result, dimension nout*outsz[0..nout] |
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108 | */ |
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109 | double **y; |
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110 | |
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111 | /** |
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112 | * fos_forward: Jacobian projection, dimension nout*outsz[0..nout] |
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113 | */ |
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114 | double **yp; |
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115 | |
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116 | /** |
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117 | * fov_forward: Jacobian projection in p directions, dimension nout*outsz[0..nout]*p (p=nin*insz[0..nin]) |
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118 | */ |
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119 | double ***Yp; |
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120 | |
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121 | /** |
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122 | * fos_reverse and hos_reverse: weight vector, dimension nout*outsz[0..nout] |
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123 | */ |
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124 | double **up; |
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125 | |
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126 | /** |
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127 | * fov_reverse and hov_reverse: q weight vectors, dimensions (q=nout*outsz[0..nout]) q*nout*outsz[0..nout] |
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128 | */ |
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129 | double ***Up; |
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130 | |
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131 | /** |
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132 | * fos_reverse: Jacobian projection, dimension nin*insz[0..nin] |
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133 | */ |
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134 | double **zp; |
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135 | |
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136 | /** |
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137 | * fov_reverse: Jacobian projection for q weight vectors, dimensions (q=nout*outsz[0..nout]) q*nin*insz[0..nin] |
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138 | */ |
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139 | double ***Zp; |
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140 | |
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141 | /** |
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142 | * track maximal dimensions when function is invoked |
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143 | */ |
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144 | locint max_nin, max_nout, max_insz, max_outsz; |
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145 | |
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146 | /** |
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147 | * make the call such that Adol-C may be used inside |
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148 | * of the externally differentiated function; |
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149 | * defaults to 0; |
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150 | * this implies certain storage duplication that can |
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151 | * be avoided if no nested use of Adol-C takes place |
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152 | */ |
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153 | char nestedAdolc; |
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154 | |
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155 | /** |
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156 | * if 0, then the 'function' does not change dp_x; |
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157 | * defaults to non-0 which implies dp_x values are saved in taylors |
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158 | */ |
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159 | char dp_x_changes; |
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160 | |
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161 | /** |
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162 | * if 0, then the value of dp_y prior to calling 'function' |
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163 | * is not required for reverse; |
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164 | * defaults to non-0 which implies dp_y values are saved in taylors |
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165 | */ |
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166 | char dp_y_priorRequired; |
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167 | /** |
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168 | * This is a opaque context pointer that the user may set and use |
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169 | * in his implementation of the above functions |
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170 | */ |
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171 | void* context; |
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172 | /** |
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173 | * This is an all-memory pointer for allocating and deallocating |
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174 | * all other pointers can point to memory within here. |
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175 | */ |
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176 | char* allmem; |
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177 | /** |
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178 | * This is a reference to an object for the C++ object-oriented |
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179 | * implementation of the external function ** do not touch ** |
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180 | */ |
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181 | void* obj; |
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182 | /** |
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183 | * This flag indicates that user allocates memory and internally no |
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184 | * memory should be allocated |
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185 | */ |
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186 | char user_allocated_mem; |
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187 | } |
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188 | ext_diff_fct_v2; |
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189 | |
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190 | END_C_DECLS |
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191 | #if defined(__cplusplus) |
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192 | |
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193 | ADOLC_DLL_EXPORT ext_diff_fct_v2 *reg_ext_fct(ADOLC_ext_fct_v2 ext_fct); |
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194 | ADOLC_DLL_EXPORT int call_ext_fct (ext_diff_fct_v2 *edfct, |
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195 | int iArrLen, int* iArr, |
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196 | int nin, int nout, |
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197 | int *insz, adouble **x, |
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198 | int *outsz, adouble **y); |
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199 | |
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200 | ADOLC_DLL_EXPORT void edf_zero(ext_diff_fct_v2 *edfct); |
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201 | |
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202 | inline void edf_set_opaque_context(ext_diff_fct_v2 *edfct, void *ctx) { |
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203 | edfct->context = ctx; |
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204 | } |
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205 | |
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206 | #endif |
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207 | #endif |
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