<?xml version='1.0'?> <?xml-stylesheet type='text/xsl' href='pmathml.xsl'?> <html xmlns='http://www.w3.org/1999/xhtml'> <head> <title>Fadbad Speed: Gradient of Determinant Using Lu Factorization</title> <meta name="description" id="description" content="Fadbad Speed: Gradient of Determinant Using Lu Factorization"/> <meta name="keywords" id="keywords" content=" fadbad speed lu link_det_lu "/> <style type='text/css'> body { color : black } body { background-color : white } A:link { color : blue } A:visited { color : purple } A:active { color : purple } </style> <script type='text/javascript' language='JavaScript' src='_fadbad_det_lu.cpp_xml.js'> </script> </head> <body> <table><tr> <td> <a href="http://www.coin-or.org/CppAD/" target="_top"><img border="0" src="_image.gif"/></a> </td> <td><a href="fadbad_det_minor.cpp.xml" target="_top">Prev</a> </td><td><a href="fadbad_ode.cpp.xml" target="_top">Next</a> </td><td> <select onchange='choose_across0(this)'> <option>Index-></option> <option>contents</option> <option>reference</option> <option>index</option> <option>search</option> <option>external</option> </select> </td> <td> <select onchange='choose_up0(this)'> <option>Up-></option> <option>CppAD</option> <option>Appendix</option> <option>speed</option> <option>speed_fadbad</option> <option>fadbad_det_lu.cpp</option> </select> </td> <td> <select onchange='choose_down3(this)'> <option>Appendix-></option> <option>Faq</option> <option>speed</option> <option>Theory</option> <option>glossary</option> <option>Bib</option> <option>Bugs</option> <option>WishList</option> <option>whats_new</option> <option>include_deprecated</option> <option>License</option> </select> </td> <td> <select onchange='choose_down2(this)'> <option>speed-></option> <option>speed_main</option> <option>speed_utility</option> <option>speed_double</option> <option>speed_adolc</option> <option>speed_cppad</option> <option>speed_fadbad</option> <option>speed_sacado</option> </select> </td> <td> <select onchange='choose_down1(this)'> <option>speed_fadbad-></option> <option>fadbad_det_minor.cpp</option> <option>fadbad_det_lu.cpp</option> <option>fadbad_ode.cpp</option> <option>fadbad_poly.cpp</option> <option>fadbad_sparse_hessian.cpp</option> <option>fadbad_sparse_jacobian.cpp</option> </select> </td> <td>fadbad_det_lu.cpp</td> <td> <select onchange='choose_current0(this)'> <option>Headings-></option> <option>Specifications</option> <option>Implementation</option> </select> </td> </tr></table><br/> <center><b><big><big>Fadbad Speed: Gradient of Determinant Using Lu Factorization</big></big></b></center> <br/> <b><big><a name="Specifications" id="Specifications">Specifications</a></big></b> <br/> See <a href="link_det_lu.xml" target="_top"><span style='white-space: nowrap'>link_det_lu</span></a> . <br/> <br/> <b><big><a name="Implementation" id="Implementation">Implementation</a></big></b> <code><font color='blue'><pre style='display:inline'> # include <FADBAD++/badiff.h> # include <cppad/speed/det_by_lu.hpp> # include <cppad/speed/uniform_01.hpp> # include <cppad/vector.hpp> bool link_det_lu( size_t size , size_t repeat , CppAD::vector<double> &matrix , CppAD::vector<double> &gradient ) { // ----------------------------------------------------- // setup // object for computing determinant typedef fadbad::B<double> ADScalar; typedef CppAD::vector<ADScalar> ADVector; CppAD::det_by_lu<ADScalar> Det(size); size_t i; // temporary index size_t m = 1; // number of dependent variables size_t n = size * size; // number of independent variables ADScalar detA; // AD value of the determinant ADVector A(n); // AD version of matrix // ------------------------------------------------------ while(repeat--) { // get the next matrix CppAD::uniform_01(n, matrix); // set independent variable values for(i = 0; i < n; i++) A[i] = matrix[i]; // compute the determinant detA = Det(A); // create function object f : A -> detA detA.diff(0, m); // index 0 of m dependent variables // evaluate and return gradient using reverse mode for(i =0; i < n; i++) gradient[i] = A[i].d(0); // partial detA w.r.t A[i] } // --------------------------------------------------------- return true; } </pre></font></code> <hr/>Input File: speed/fadbad/det_lu.cpp </body> </html>