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<option>12-24</option>
<option>12-22</option>
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<option>12-12</option>
<option>12-10</option>
<option>12-05</option>
<option>12-01</option>
<option>11-21</option>
<option>11-20</option>
<option>11-16</option>
<option>11-15</option>
<option>11-14</option>
<option>11-12</option>
<option>11-11</option>
<option>11-06</option>
<option>11-04</option>
<option>11-02</option>
<option>10-21</option>
<option>10-16</option>
<option>10-14</option>
<option>10-10</option>
<option>10-06</option>
<option>10-05</option>
<option>09-30</option>
<option>09-20</option>
<option>09-19</option>
<option>09-18</option>
<option>09-15</option>
<option>09-14</option>
<option>09-13</option>
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<option>09-05</option>
<option>09-04</option>
<option>09-03</option>
<option>08-23</option>
<option>08-22</option>
<option>08-19</option>
<option>08-17</option>
<option>08-16</option>
<option>08-11</option>
<option>08-10</option>
<option>08-07</option>
<option>08-06</option>
<option>08-05</option>
<option>08-04</option>
<option>08-03</option>
<option>08-01</option>
<option>07-30</option>
<option>07-29</option>
<option>07-26</option>
<option>07-22</option>
<option>07-20</option>
<option>07-18</option>
<option>07-16</option>
<option>07-14</option>
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<center><b><big><big>Changes and Additions to CppAD During 2003</big></big></b></center>
<br/>
<b><big><a name="Introduction" id="Introduction">Introduction</a></big></b>
<br/>
This section contains a list of the changes plus for
(in reverse order by date).
The purpose of this section is to
assist you in learning about changes between various versions.
<br/>
<br/>
<b><big><a name="12-24" id="12-24">12-24</a></big></b>
<br/>
Some references to <code><font color="blue">double</font></code> should have been references
to the <a href="glossary.xml#Base Type" target="_top"><span style='white-space: nowrap'>base type</span></a>
(in reverse mode and in the <code><font color="blue">Grad/</font></code> and <code><font color="blue">Hess</font></code> functions).
This has been fixed.
<br/>
<br/>
<b><big><a name="12-22" id="12-22">12-22</a></big></b>
<br/>
The preprocessor symbol <code><font color="blue">WIN32</font></code> was being used to determine
if one was using Microsoft's C++ compiler.
This symbol is predefined by the
<a href="http://www.mingw.org" target="_top"><span style='white-space: nowrap'>MinGW</span></a>
version of the GNU C++ compiler
and hence CppAD had errors during installation using MinGW.
This has been fixed by using the preprocessor symbol
<code><font color="blue">_MSC_VER</font></code> to determine if
one is using the Microsoft C++ compiler.
<br/>
<br/>
<b><big><a name="12-14" id="12-14">12-14</a></big></b>
<br/>
The extended system solvers <code><font color="blue">OdeOne</font></code> and <code><font color="blue">OdeTwo</font></code> have
been removed from the distribution.
In addition, the interface to the ODE solvers have been simplified.
<br/>
<br/>
<b><big><a name="12-13" id="12-13">12-13</a></big></b>
<br/>
Remove the <code><font color="blue">CppADCreateTape</font></code> macro
and have the tapes created and grow automatically.
<br/>
<br/>
<b><big><a name="12-12" id="12-12">12-12</a></big></b>
<br/>
The old method where one directly accesses the tape has been removed and the
following functions are no longer available:
<code><font color="blue"><span style='white-space: nowrap'><br/>
          size_t </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.Independent(AD<</span></font></code><i><span style='white-space: nowrap'>Base</span></i><code><font color="blue"><span style='white-space: nowrap'>> &</span></font></code><i><span style='white-space: nowrap'>indvar</span></i><code><font color="blue"><span style='white-space: nowrap'>)<br/>
          size_t </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.Record(size_t </span></font></code><i><span style='white-space: nowrap'>order</span></i><code><font color="blue"><span style='white-space: nowrap'>)<br/>
          size_t </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.Stop(void)<br/>
          bool Dependent(const AD<</span></font></code><i><span style='white-space: nowrap'>Base</span></i><code><font color="blue"><span style='white-space: nowrap'>> &</span></font></code><i><span style='white-space: nowrap'>var</span></i><code><font color="blue"><span style='white-space: nowrap'>) const<br/>
          bool </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.Dependent(const AD<</span></font></code><i><span style='white-space: nowrap'>Base</span></i><code><font color="blue"><span style='white-space: nowrap'>> &</span></font></code><i><span style='white-space: nowrap'>var</span></i><code><font color="blue"><span style='white-space: nowrap'>) const<br/>
          size_t </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.Total(void) const<br/>
          size_t </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.Required(void) const<br/>
          size_t </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.Erase(void)<br/>
          TapeState </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.State(void) const<br/>
          size_t </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.Order(void) const<br/>
          size_t </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.Required(void) const <br/>
          bool Parameter(CppADvector< AD<</span></font></code><i><span style='white-space: nowrap'>Base</span></i><code><font color="blue"><span style='white-space: nowrap'>> > &</span></font></code><i><span style='white-space: nowrap'>u</span></i><code><font color="blue"><span style='white-space: nowrap'>)<br/>
          </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.Forward(</span></font></code><i><span style='white-space: nowrap'>indvar</span></i><code><font color="blue"><span style='white-space: nowrap'>)<br/>
          </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.Reverse(</span></font></code><i><span style='white-space: nowrap'>var</span></i><code><font color="blue"><span style='white-space: nowrap'>)<br/>
          </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.Partial(</span></font></code><i><span style='white-space: nowrap'>var</span></i><code><font color="blue"><span style='white-space: nowrap'>)<br/>
          </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.ForwardTwo(</span></font></code><i><span style='white-space: nowrap'>indvar</span></i><code><font color="blue"><span style='white-space: nowrap'>)<br/>
          </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.ReverseTwo(</span></font></code><i><span style='white-space: nowrap'>var</span></i><code><font color="blue"><span style='white-space: nowrap'>)<br/>
          </span></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.PartialTwo(</span></font></code><i><span style='white-space: nowrap'>var</span></i><code><font color="blue"><span style='white-space: nowrap'>)<br/>
</span></font></code><br/>
<b><big><a name="12-10" id="12-10">12-10</a></big></b>
<br/>
The change on <a href="whats_new_03.xml#12-01" target="_top"><span style='white-space: nowrap'>12-01</span></a>
make the taping process simpler
if one does not directly access
<code><font color="blue">CppADCreateTape</font></code>.
The <a href="example.xml" target="_top"><span style='white-space: nowrap'>examples</span></a>
were changed to not use
<i>TapeName</i>.
The following examples were skipped because
they document the functions that access <i>TapeName</i>:
<code><font color="blue">DefFun.cpp</font></code>,
<code><font color="blue">For.cpp</font></code>,
<code><font color="blue">for_two.cpp</font></code>,
<code><font color="blue">Rev.cpp</font></code>, and
<code><font color="blue">rev_two.cpp</font></code>.
<br/>
<br/>
<b><big><a name="12-05" id="12-05">12-05</a></big></b>
<br/>
There was a bug in
<code><font color="blue"></font></code><i><span style='white-space: nowrap'>f</span></i><code><font color="blue"><span style='white-space: nowrap'>.Rev</span></font></code> and
<code><font color="blue"></font></code><i><span style='white-space: nowrap'>f</span></i><code><font color="blue"><span style='white-space: nowrap'>.RevTwo</span></font></code> and
when two dependent variables were always equal and shared
the same location in the tape.
This has been fixed.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The ODE Example was changed to tape the solution
(and not use <code><font color="blue">OdeOne</font></code> or <code><font color="blue">OdeTwo</font></code>).
This is simpler to use and
the resulting speed tests gave much faster results.
<br/>
<br/>
<b><big><a name="12-01" id="12-01">12-01</a></big></b>
<br/>
The following function has been added:
<code><font color="blue"><span style='white-space: nowrap'><br/>
     void Independent(const CppADvector<</span></font></code><i><span style='white-space: nowrap'>Base</span></i><code><font color="blue"><span style='white-space: nowrap'>> &</span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'>)<br/>
</span></font></code>which will declare the independent variables and begin recording
<code><font color="blue"><span style='white-space: nowrap'>AD<</span></font></code><i><span style='white-space: nowrap'>Base</span></i><code><font color="blue"><span style='white-space: nowrap'>></span></font></code> operations
(see <a href="independent.xml" target="_top"><span style='white-space: nowrap'>Independent</span></a>
).
The <a href="adfun.xml" target="_top"><span style='white-space: nowrap'>ADFun</span></a>
constructor was modified so that it
stops the recording and erases that tape as well as creates the
<a href="adfun.xml" target="_top"><span style='white-space: nowrap'>ADFun</span></a>
object.
In addition, the tape no longer needs to be specified in the constructor.
<br/>
<br/>
<b><big><a name="11-21" id="11-21">11-21</a></big></b>
<br/>
Add <code><font color="blue">StiffZero</font></code> to set of ODE solvers.
<br/>
<br/>
<b><big><a name="11-20" id="11-20">11-20</a></big></b>
<br/>
The <code><font color="blue">AbsGeq</font></code> and <code><font color="blue">LeqZero</font></code> in
<a href="lusolve.xml" target="_top"><span style='white-space: nowrap'>LuSolve</span></a>
were changed to template functions so they could have
default definitions in the case where the <code><font color="blue"><=</font></code> and <code><font color="blue">>=</font></code>
operators are defined.
This made the <code><font color="blue">double</font></code> and <code><font color="blue">AD<double></font></code> use of
<code><font color="blue">LuSolve</font></code> simpler because the user need not worry about these functions.
On the other hand, it made the <code><font color="blue">std::complex</font></code>
and <code><font color="blue">AD<std::complex></font></code> use of
<code><font color="blue">LuSolve</font></code> more complex.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The member function names for the
<i>fun</i> argument to ODE were changed from
<code><font color="blue"></font></code><i><span style='white-space: nowrap'>fun</span></i><code><font color="blue"><span style='white-space: nowrap'>.f</span></font></code> to
<code><font color="blue"></font></code><i><span style='white-space: nowrap'>fun</span></i><code><font color="blue"><span style='white-space: nowrap'>.Ode</span></font></code>
and from
<code><font color="blue"></font></code><i><span style='white-space: nowrap'>fun</span></i><code><font color="blue"><span style='white-space: nowrap'>.g</span></font></code> to
<code><font color="blue"></font></code><i><span style='white-space: nowrap'>fun</span></i><code><font color="blue"><span style='white-space: nowrap'>.Ode_ini</span></font></code>.
<br/>
<br/>
<b><big><a name="11-16" id="11-16">11-16</a></big></b>
<br/>
The
<a href="_contents_xml.htm" target="_top"><span style='white-space: nowrap'>table of contents</span></a>
was reorganized
to provide a better grouping of the documentation.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The <a href="lusolve.xml" target="_top"><span style='white-space: nowrap'>LuSolve</span></a>
utility is now part of the distribution
and not just an example; i.e.,
it is automatically included by
<code><font color="blue">cppad.hpp</font></code>.
<br/>
<br/>
<b><big><a name="11-15" id="11-15">11-15</a></big></b>
<br/>
The
ODE solver was modified so that it can
be used with any type (not just an AD type.
This was useful for the speed testing.
It is also useful for determining how the integrator
steps should be before starting the tape.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The template argument <i>Type</i> was changed to
<i>Base</i> where ever it was the
<a href="glossary.xml#Base Type" target="_top"><span style='white-space: nowrap'>base type</span></a>
of an AD class.
<br/>
<br/>
<b><big><a name="11-14" id="11-14">11-14</a></big></b>
<br/>
An
<code><font color="blue">speed_cppad/OdeSpeed.cpp/</font></code> test was added
and some changes were made to the
ODE interface in order to make it faster.
The most significant change was in the specifications for
the ODE function object <i>fun</i>.
<br/>
<br/>
<b><big><a name="11-12" id="11-12">11-12</a></big></b>
<br/>
The user defined unary function example
<code><font color="blue">example/UnaryFun.cpp</font></code> was incorrect.
It has been corrected and extended.
<br/>
<br/>
<b><big><a name="11-11" id="11-11">11-11</a></big></b>
<br/>
The <a href="cppad_vector.xml" target="_top"><span style='white-space: nowrap'>CppAD::vector</span></a>
template class is now
used where the <code><font color="blue">std::vector</font></code> template class was previously used.
You can replace the <code><font color="blue">CppAD::vector</font></code> class
with a vector template class of your choosing during the
<a href="install.xml" target="_top"><span style='white-space: nowrap'>Install</span></a>
procedure.
<br/>
<br/>
<b><big><a name="11-06" id="11-06">11-06</a></big></b>
<br/>
The documentation for
<a href="mul_level.xml" target="_top"><span style='white-space: nowrap'>taping derivative calculations</span></a>
was improved
as well as the corresponding example.
In order to make this simpler,
the example tape name <code><font color="blue">DoubleTape</font></code> was changed to <code><font color="blue">ADdoubleTape</font></code>
(and the other example tape names were also changed).
<br/>
<br/>
<b><big><a name="11-04" id="11-04">11-04</a></big></b>
<br/>
The ODE utility was changed from an example to
part of the distribution.
In addition, it was extended so that it now supports taping the
solution of the differential equations (case <i>order</i> equal zero)
or solving the extended set of differential equations
for both first and second derivatives (cases <i>order</i> equal
one and two).
In addition, an initial condition that depends on the parameter
values is also allowed.
<br/>
<br/>
<b><big><a name="11-02" id="11-02">11-02</a></big></b>
<br/>
It is now legal to differentiate a
<a href="glossary.xml#Parameter" target="_top"><span style='white-space: nowrap'>parameter</span></a>
with respect to an
<a href="glossary.xml#Tape.Independent Variable" target="_top"><span style='white-space: nowrap'>independent variable</span></a>
(parameter derivatives are always equal to zero).
This is an extension of the
<code><font color="blue">Reverse</font></code>,
<code><font color="blue">Partial</font></code>,
<code><font color="blue">ReverseTwo</font></code>, and
<code><font color="blue">PartialTwo</font></code>
functions.
<br/>
<br/>
<b><big><a name="10-21" id="10-21">10-21</a></big></b>
<br/>
All the <code><font color="blue">CppAD</font></code> include files,
except <code><font color="blue">cppad.hpp</font></code> were moved into an <code><font color="blue">include</font></code> subdirectory.
<br/>
<br/>
<b><big><a name="10-16" id="10-16">10-16</a></big></b>
<br/>
The <a href="adfun.xml" target="_top"><span style='white-space: nowrap'>ADFun</span></a>
template class was added so that one can save
a tape recording and use it as a differentiable function.
The <code><font color="blue">ADFun</font></code> functions supports directional derivatives in both
<a href="forward.xml" target="_top"><span style='white-space: nowrap'>Forward</span></a>
and <a href="reverse.xml" target="_top"><span style='white-space: nowrap'>Reverse</span></a>
mode where as the
tape only supports partial derivatives.
<br/>
<br/>
<b><big><a name="10-14" id="10-14">10-14</a></big></b>
<br/>
The <code><font color="blue">sqrt</font></code> function was added to the
<a href="std_math_ad.xml" target="_top"><span style='white-space: nowrap'>AD standard math unary functions</span></a>
.
In addition, a definition of the power function for the
<a href="pow.xml#Standard Types" target="_top"><span style='white-space: nowrap'>standard types</span></a>
was automatically
included in the <code><font color="blue">CppAD</font></code> namespace.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The <a href="value.xml" target="_top"><span style='white-space: nowrap'>Value</span></a>
function was changed so that it can
be called when the tape is in the Empty state.
<br/>
<br/>
<b><big><a name="10-10" id="10-10">10-10</a></big></b>
<br/>
The <code><font color="blue">atan</font></code> function was added to the
<a href="std_math_ad.xml" target="_top"><span style='white-space: nowrap'>AD standard math unary functions</span></a>
.
<br/>
<br/>
<b><big><a name="10-06" id="10-06">10-06</a></big></b>
<br/>
In the notation below, <i>zero</i> and <i>one</i>
are parameters that are exactly equal to zero and one.
If the variables <i>z</i> and <i>x</i>
were related in any of the following ways,
they share can share the same record on the tape
because they will have the same derivatives.
<code><font color="blue"><span style='white-space: nowrap'><br/>
     </span></font></code><i><span style='white-space: nowrap'>z</span></i><code><font color="blue"><span style='white-space: nowrap'> = </span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'> + </span></font></code><i><span style='white-space: nowrap'>zero</span></i><code><font color="blue"><span style='white-space: nowrap'>        </span></font></code><i><span style='white-space: nowrap'>z</span></i><code><font color="blue"><span style='white-space: nowrap'> =  </span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'> * </span></font></code><i><span style='white-space: nowrap'>one</span></i><code><font color="blue"><span style='white-space: nowrap'><br/>
     </span></font></code><i><span style='white-space: nowrap'>z</span></i><code><font color="blue"><span style='white-space: nowrap'> = </span></font></code><i><span style='white-space: nowrap'>zero</span></i><code><font color="blue"><span style='white-space: nowrap'> + </span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'>        </span></font></code><i><span style='white-space: nowrap'>z</span></i><code><font color="blue"><span style='white-space: nowrap'> =  </span></font></code><i><span style='white-space: nowrap'>one</span></i><code><font color="blue"><span style='white-space: nowrap'> * </span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'><br/>
     </span></font></code><i><span style='white-space: nowrap'>z</span></i><code><font color="blue"><span style='white-space: nowrap'> = </span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'> - </span></font></code><i><span style='white-space: nowrap'>zero</span></i><code><font color="blue"><span style='white-space: nowrap'>        </span></font></code><i><span style='white-space: nowrap'>z</span></i><code><font color="blue"><span style='white-space: nowrap'> =  </span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'> / </span></font></code><i><span style='white-space: nowrap'>one</span></i><code><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>Furthermore, in the following cases, the result
<i>z</i> is a parameter (equal to zero)
and need not be recorded in the tape:
<code><font color="blue"><span style='white-space: nowrap'><br/>
     </span></font></code><i><span style='white-space: nowrap'>z</span></i><code><font color="blue"><span style='white-space: nowrap'> = </span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'> * </span></font></code><i><span style='white-space: nowrap'>zero</span></i><code><font color="blue"><span style='white-space: nowrap'>        </span></font></code><i><span style='white-space: nowrap'>z</span></i><code><font color="blue"><span style='white-space: nowrap'> =  </span></font></code><i><span style='white-space: nowrap'>zero</span></i><code><font color="blue"><span style='white-space: nowrap'> / </span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'><br/>
     </span></font></code><i><span style='white-space: nowrap'>z</span></i><code><font color="blue"><span style='white-space: nowrap'> = </span></font></code><i><span style='white-space: nowrap'>zero</span></i><code><font color="blue"><span style='white-space: nowrap'> * </span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>The
<a href="arithmetic.xml" target="_top"><span style='white-space: nowrap'>arithmetic operators</span></a>
were
all checked to make sure they did not add to the tape
in these special cases.
The total record count for the program in the Example directory
was 552 before this change
and 458 after.
<br/>
<br/>
<b><big><a name="10-05" id="10-05">10-05</a></big></b>
<br/>
The process of converting the tape to operators was completed.
In order to make this conversion, the binary user defined
functions were removed.
(<a href="http://www.apl.washington.edu/people/professional_staff/goddard_r.html" target="_top"><span style='white-space: nowrap'>Bob Goddard</span></a>
suggested a very nice way to keep the unary functions.)
Another significant change was made to the user interface during this procedure,
the standard math library functions
are now part of the CppAD distribution and not defined by the user.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The function <code><font color="blue"></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.Total</span></font></code> was added
to make it easy to track how many tape records are used by
the test suite.
This will help with future optimization of the CppAD recording process.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>There was a bug
(found by <a href="mailto:magister@u.washington.edu" target="_top"><span style='white-space: nowrap'>Mike Dodds</span></a>
)
in the error checking of the
<code><font color="blue"></font></code><i><span style='white-space: nowrap'>TapeName</span></i><code><font color="blue"><span style='white-space: nowrap'>.Erase</span></font></code> function.
If <code><font color="blue">Erase</font></code> was called twice in a row,
and <code><font color="blue">NDEBUG</font></code> was false during compilation,
the program would abort.
This has been fixed.
<br/>
<br/>
<b><big><a name="09-30" id="09-30">09-30</a></big></b>
<br/>
A process of changing the tape from storing partial derivatives to
storing operators has been started.
This will make the tape smaller and it will enable the computation
of higher derivatives with out having to tape the tape
(see <a href="mul_level.xml" target="_top"><span style='white-space: nowrap'>mul_level</span></a>
).
The Add, Subtract, Multiply and Divide operators have been converted.
The user defined functions are presenting some difficulties,
so this process has not yet been completed.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>There was a bug in reverse mode when an dependent variable
was exactly equal to an independent variable.
In this case, it was possible for it to be located
before other of the independent variables on the tape.
These other independent variable partials were not initialized
to zero before the reverse calculation and hence had what ever
value was left by the previous mode calculation.
This has been fixed and the
<a href="eq.cpp.xml" target="_top"><span style='white-space: nowrap'>Eq.cpp</span></a>
example has been changed to test for this case.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The following tape functions were changed to be declared
<code><font color="blue">const</font></code> because they do not modify the tape in any way:
<code><font color="blue">State</font></code>,
<code><font color="blue">Order</font></code>,
<code><font color="blue">Required</font></code>,
<code><font color="blue">Dependent</font></code>, and
<a href="parvar.xml" target="_top"><span style='white-space: nowrap'>Parameter</span></a>
.
<br/>
<br/>
<b><big><a name="09-20" id="09-20">09-20</a></big></b>
<br/>
The functions <code><font color="blue">Grad</font></code> and <code><font color="blue">Hess</font></code> were
changed to use function objects
instead of function pointers.
<br/>
<br/>
<b><big><a name="09-19" id="09-19">09-19</a></big></b>
<br/>
The higher order constructors (in standard valarray) were removed from the
ODE example in order to avoid memory allocation of temporaries
(and hence increase speed).
In addition, the function objects in the
ODE examples were changed to be <code><font color="blue">const</font></code>.
<br/>
<br/>
<b><big><a name="09-18" id="09-18">09-18</a></big></b>
<br/>
An ordinary differential equation solver was added.
In addition,
the extended system to differentiate the solution was included.
<br/>
<br/>
<b><big><a name="09-15" id="09-15">09-15</a></big></b>
<br/>
The linked list of AD variables was not being maintained correctly
by the AD destructor.
This was fixed by have the destructor use <code><font color="blue">RemoveFromVarList</font></code>
to remove variables from the list.
(<code><font color="blue">RemoveFromVarList</font></code> is a private AD member function
not visible to the user.)
<br/>
<br/>
<b><big><a name="09-14" id="09-14">09-14</a></big></b>
<br/>
There is a new Faq question about evaluating derivatives at multiple
values for the
<a href="faq.xml#Independent Variables" target="_top"><span style='white-space: nowrap'>independent variables</span></a>
.
<br/>
<br/>
<b><big><a name="09-13" id="09-13">09-13</a></big></b>
<br/>
An example that uses
<code><font color="blue">AD< AD<double> ></font></code>
to compute higher derivatives was added.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The name <code><font color="blue">GaussEliminate</font></code> was changed to
<a href="lusolve.xml" target="_top"><span style='white-space: nowrap'>LuSolve</span></a>
to better reflect the solution method.
<br/>
<br/>
<b><big><a name="09-06" id="09-06">09-06</a></big></b>
<br/>
Changed the
<a href="get_started.cpp.xml" target="_top"><span style='white-space: nowrap'>get_started.cpp</span></a>
and <a href="complexpoly.cpp.xml" target="_top"><span style='white-space: nowrap'>ComplexPoly.cpp</span></a>
examples
so they use a template function with both base type and AD type arguments.
(The resulting code is simpler and a good use of templates.)
<br/>
<br/>
<b><big><a name="09-05" id="09-05">09-05</a></big></b>
<br/>
A <a href="get_started.cpp.xml" target="_top"><span style='white-space: nowrap'>getting started</span></a>
example was added and the organization
of the <a href="example.xml" target="_top"><span style='white-space: nowrap'>Examples</span></a>
was changed.
<br/>
<br/>
<b><big><a name="09-04" id="09-04">09-04</a></big></b>
<br/>
The <code><font color="blue">AbsOfDoubleNotDefine</font></code> flag is no longer used
and it was removed from the Windows
<a href="install.xml" target="_top"><span style='white-space: nowrap'>install</span></a>
instructions.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The 03-09-03 distribution did not have the proper date
attached to it.
The distribution script has been changed so that attaching
the proper date is automated
(i.e., this should not happen again).
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>A <a href="faq.xml" target="_top">Frequently Asked Questions and Answers</a> section was started.
<br/>
<br/>
<b><big><a name="09-03" id="09-03">09-03</a></big></b>
<br/>
Added the
<a href="value.xml" target="_top"><span style='white-space: nowrap'>Value</span></a>
function which returns
the <a href="glossary.xml#Base Type" target="_top"><span style='white-space: nowrap'>base type</span></a>
value
corresponding to an AD object.
<br/>
<br/>
<b><big><a name="08-23" id="08-23">08-23</a></big></b>
<br/>
A new version of Cygwin was installed on the development system
(this may affect the timing tests reported in this document).
In addition, <a href="lusolve.xml" target="_top"><span style='white-space: nowrap'>LuSolve</span></a>
was changed to use back substitution
instead of reduction to an identity matrix. This reduced the number
of floating point operations corresponding to evaluation of the determinant.
The following results correspond to the speed test
of DetLu on a 9 by 9 matrix:
<table><tr><td align='left' valign='top'>
<b>Version</b>
</td><td align='left' valign='top'>
<b>double Rate</b>
</td><td align='left' valign='top'>
<b>AD<double> Rate</b>
</td><td align='left' valign='top'>
<b>Gradient Rate</b>
</td><td align='left' valign='top'>
<b>Hessian Rate</b>
</td><td align='left' valign='top'>
<b>Tape Length</b>
</td></tr><tr><td align='left' valign='top'>
03-08-20
</td><td align='left' valign='top'>
8,524
</td><td align='left' valign='top'>
5,278
</td><td align='left' valign='top'>
4,260
</td><td align='left' valign='top'>
2,450
</td><td align='left' valign='top'>
532
</td></tr><tr><td align='left' valign='top'>
03-08-23
</td><td align='left' valign='top'>
7,869
</td><td align='left' valign='top'>
4,989
</td><td align='left' valign='top'>
4,870
</td><td align='left' valign='top'>
2,637
</td><td align='left' valign='top'>
464
</td></tr>
</table>
<br/>
<b><big><a name="08-22" id="08-22">08-22</a></big></b>
<br/>
The
<a href="unaryminus.xml" target="_top"><span style='white-space: nowrap'>unary minus</span></a>
operator was added to the AD operations.
<br/>
<br/>
<b><big><a name="08-19" id="08-19">08-19</a></big></b>
<br/>
The standard math function
examples were extended to include the complex case.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The
<a href="lusolve.xml" target="_top"><span style='white-space: nowrap'>LuSolve</span></a>
routine what changed to use
<code><font color="blue"><span style='white-space: nowrap'>std::vector<</span></font></code><i><span style='white-space: nowrap'>Base</span></i><code><font color="blue"><span style='white-space: nowrap'>> &</span></font></code> arguments in place of
<code><font color="blue"></font></code><i><span style='white-space: nowrap'>Base</span></i><code><font color="blue"><span style='white-space: nowrap'> *</span></font></code> arguments.
This removes the need to use <code><font color="blue">new</font></code> and <code><font color="blue">delete</font></code>
with <code><font color="blue">LuSolve</font></code>.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>When testing the speed of the change to using standard vector,
it was noticed that the LuSolve routine
was much slower. (see times for 03-08-16 below).
This was do to computing the determinant instead of the log
of the determinant.
Converting back to the log of the determinant regained
the high speeds.
The following results correspond to the speed test
of DetLu on a 9 by 9 matrix:
<table><tr><td align='left' valign='top'>
<b>Version</b>
</td><td align='left' valign='top'>
<b>double Rate</b>
</td><td align='left' valign='top'>
<b>AD<double> Rate</b>
</td><td align='left' valign='top'>
<b>Gradient Rate</b>
</td><td align='left' valign='top'>
<b>Hessian Rate</b>
</td><td align='left' valign='top'>
<b>Tape Length</b>
</td></tr><tr><td align='left' valign='top'>
03-08-16
</td><td align='left' valign='top'>
9,509
</td><td align='left' valign='top'>
5,565
</td><td align='left' valign='top'>
3,587
</td><td align='left' valign='top'>
54
</td><td align='left' valign='top'>
537
</td></tr><tr><td align='left' valign='top'>
03-08-19
</td><td align='left' valign='top'>
8,655
</td><td align='left' valign='top'>
5,313
</td><td align='left' valign='top'>
4,307
</td><td align='left' valign='top'>
2,495
</td><td align='left' valign='top'>
532
</td></tr>
</table>
<br/>
<b><big><a name="08-17" id="08-17">08-17</a></big></b>
<br/>
The macro
<code><font color="blue">CppADTapeOverflow</font></code> was added
so that CppAD can check for tape overflow
even in the <code><font color="blue">NDEBUG</font></code> preprocessor flag is defined.
<br/>
<br/>
<b><big><a name="08-16" id="08-16">08-16</a></big></b>
<br/>
The
<a href="lusolve.xml" target="_top"><span style='white-space: nowrap'>LuSolve</span></a>
routine was extended to
handle complex arguments.
Because the complex absolute value function is nowhere differentiable,
this required the allowing for user defined
<a href="boolfun.xml" target="_top"><span style='white-space: nowrap'>boolean valued functions with AD arguments</span></a>
.
The examples
<a href="lusolve.cpp.xml" target="_top"><span style='white-space: nowrap'>LuSolve.cpp</span></a>
and
<code><font color="blue">GradLu.cpp</font></code>
were converted to a complex case.
<br/>
<br/>
<b><big><a name="08-11" id="08-11">08-11</a></big></b>
<br/>
The routine <a href="lusolve.xml" target="_top"><span style='white-space: nowrap'>LuSolve</span></a>
was made more efficient
so that it is more useful as a tool for
differentiating linear algebra calculations.
The following results correspond to the speed test
of DetLu on a 9 by 9 matrix:
<table><tr><td align='left' valign='top'>
<b>Version</b>
</td><td align='left' valign='top'>
<b>double Rate</b>
</td><td align='left' valign='top'>
<b>AD<double> Rate</b>
</td><td align='left' valign='top'>
<b>Gradient Rate</b>
</td><td align='left' valign='top'>
<b>Hessian Rate</b>
</td><td align='left' valign='top'>
<b>Tape Length</b>
</td></tr><tr><td align='left' valign='top'>
03-08-10
</td><td align='left' valign='top'>
49,201
</td><td align='left' valign='top'>
7,787
</td><td align='left' valign='top'>
2,655
</td><td align='left' valign='top'>
1,809
</td><td align='left' valign='top'>
824
</td></tr><tr><td align='left' valign='top'>
03-08-11
</td><td align='left' valign='top'>
35,178
</td><td align='left' valign='top'>
12,681
</td><td align='left' valign='top'>
4,521
</td><td align='left' valign='top'>
2,541
</td><td align='left' valign='top'>
540
</td></tr>
</table>
In addition the corresponding test case
<a href="lusolve.cpp.xml" target="_top"><span style='white-space: nowrap'>LuSolve.cpp</span></a>
was changed to a Hilbert matrix case.
<br/>
<br/>
<b><big><a name="08-10" id="08-10">08-10</a></big></b>
<br/>
A <a href="complexpoly.cpp.xml" target="_top"><span style='white-space: nowrap'>complex polynomial</span></a>
example was added.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The documentation and type conversion in
<a href="lusolve.xml" target="_top"><span style='white-space: nowrap'>LuSolve</span></a>
was improved.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The absolute value function was removed from the examples because
some systems do not yet properly support <code><font color="blue"><span style='white-space: nowrap'>double abs(double </span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'>)</span></font></code>,
<br/>
<br/>
<b><big><a name="08-07" id="08-07">08-07</a></big></b>
<br/>
Because the change to the multiplication operator had such
a large positive effect,
all of the
<a href="arithmetic.xml" target="_top"><span style='white-space: nowrap'>arithmetic operators</span></a>
were modified to reduce the amount of information
in the tape (where possible).
<br/>
<br/>
<b><big><a name="08-06" id="08-06">08-06</a></big></b>
<br/>
During Lu factorization, certain elements of the matrix
are know to be zero or one and do not depend on the variables.
The <a href="ad_binary.xml" target="_top"><span style='white-space: nowrap'>multiplication</span></a>
operator was modified to take
advantage of this fact.
This reduced the size of the tape and increased the speed
for the calculation of the gradient and Hessian for
the Lu determinant test of a 5 by 5 matrix as follows:
<table><tr><td align='left' valign='top'>
<b>Version</b>
</td><td align='left' valign='top'>
<b>Tape Length</b>
</td><td align='left' valign='top'>
<b>Gradient Rate</b>
</td><td align='left' valign='top'>
<b>Hessian Rate</b>
</td></tr><tr><td align='left' valign='top'>
03-08-05 </td><td align='left' valign='top'>
176 </td><td align='left' valign='top'>
11,362 </td><td align='left' valign='top'>
1,149 </td></tr><tr><td align='left' valign='top'>
03-08-06 </td><td align='left' valign='top'>
167 </td><td align='left' valign='top'>
12,780 </td><td align='left' valign='top'>
10,625
</td></tr>
</table>
<br/>
<b><big><a name="08-05" id="08-05">08-05</a></big></b>
<br/>
Fixed a mistake in the calculation of the sign of the determinant in
the <a href="lusolve.xml" target="_top"><span style='white-space: nowrap'>LuSolve</span></a>
example.
<br/>
<br/>
<b><big><a name="08-04" id="08-04">08-04</a></big></b>
<br/>
Added a the compiler flag
<code><font color='blue'><pre style='display:inline'>
AbsOfDoubleNotDefined
</pre></font></code>
to the make files so that it could be removed on systems where the
function
<code><font color="blue"><span style='white-space: nowrap'><br/>
     double abs(double </span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'>)<br/>
</span></font></code>was defined in <code><font color="blue">math.h</font></code>.
<br/>
<br/>
<b><big><a name="08-03" id="08-03">08-03</a></big></b>
<br/>
The
<code><font color="blue">Grad</font></code> and <code><font color="blue">Hess</font></code> functions were modified
to handel the case where the function does not depend on
the independent variables.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The
<a href="lusolve.xml" target="_top"><span style='white-space: nowrap'>LuSolve</span></a>
example was added to show how
on can differentiate linear algebra calculations.
In addition, it was used to add another set of
<a href="speed_cppad.xml" target="_top"><span style='white-space: nowrap'>speed tests</span></a>
.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The standard Math functions were added both
as examples of defining atomic operations and to support
mathematical operations for the <code><font color="blue">AD<double></font></code> case.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The <a href="output.xml" target="_top"><span style='white-space: nowrap'><<</span></a>
operator was added to the <code><font color="blue">AD</font></code>
template class for output to streams.
<br/>
<br/>
<b><big><a name="08-01" id="08-01">08-01</a></big></b>
<br/>
The
<a href="arithmetic.xml" target="_top"><span style='white-space: nowrap'>computed assignment</span></a>
operators were added
to the <code><font color="blue">AD</font></code> template class.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The name of the <code><font color="blue">Speed/SpeedTest</font></code> program was changed to
<a href="speed_cppad.xml" target="_top"><span style='white-space: nowrap'>Speed/Speed</span></a>
.
In addition, <code><font color="blue">Speed/SpeedRun</font></code> was changed to
<code><font color="blue">Speed/SpeedTest</font></code>.
<br/>
<br/>
<b><big><a name="07-30" id="07-30">07-30</a></big></b>
<br/>
The
<a href="ad_copy.xml#Syntax.Assignment" target="_top"><span style='white-space: nowrap'>assignment</span></a>
operator was changed so the it returns a reference to
the target.
This allows for statements of the form
<code><font color="blue"><span style='white-space: nowrap'><br/>
     </span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'> = </span></font></code><i><span style='white-space: nowrap'>y</span></i><code><font color="blue"><span style='white-space: nowrap'> = </span></font></code><i><span style='white-space: nowrap'>z</span></i><code><font color="blue"><span style='white-space: nowrap'>;<br/>
</span></font></code>i.e., multiple assignments.
<br/>
<br/>
<b><big><a name="07-29" id="07-29">07-29</a></big></b>
<br/>
If the
<a href="ad_copy.xml#Syntax.Constructor" target="_top"><span style='white-space: nowrap'>AD copy constructor</span></a>
constructor or
<a href="ad_copy.xml#Syntax.Assignment" target="_top"><span style='white-space: nowrap'>assignment</span></a>
operator
used an
<a href="glossary.xml#Tape.Independent Variable" target="_top"><span style='white-space: nowrap'>independent variable</span></a>
for its source value,
the result was also an independent variable.
This has been fixed so that the result is
a dependent variable in these cases.
<br/>
<br/>
<b><big><a name="07-26" id="07-26">07-26</a></big></b>
<br/>
The <code><font color="blue"><span style='white-space: nowrap'>AD<</span></font></code><i><span style='white-space: nowrap'>Base</span></i><code><font color="blue"><span style='white-space: nowrap'>></span></font></code> data structure
was changed to include a doubly linked list of variables.
This enabled the
<a href="ad_copy.xml#Syntax.Constructor" target="_top"><span style='white-space: nowrap'>AD copy constructor</span></a>
constructor and
<a href="ad_copy.xml#Syntax.Assignment" target="_top"><span style='white-space: nowrap'>assignment</span></a>
operator
to create multiple references to
the same place in the tape.
This reduced the size of the tape and increased the speed
for the calculation of the gradient and Hessian for
the determinant of a 5 by 5 matrix as follows:
<table><tr><td align='left' valign='top'>
<b>Version</b>
</td><td align='left' valign='top'>
<b>Tape Length</b>
</td><td align='left' valign='top'>
<b>Gradient Rate</b>
</td><td align='left' valign='top'>
<b>Hessian Rate</b>
</td></tr><tr><td align='left' valign='top'>
03-07-22 </td><td align='left' valign='top'>
1668 </td><td align='left' valign='top'>
1,363 </td><td align='left' valign='top'>
53 </td></tr><tr><td align='left' valign='top'>
03-07-26 </td><td align='left' valign='top'>
436 </td><td align='left' valign='top'>
3,436 </td><td align='left' valign='top'>
213
</td></tr>
</table>
<br/>
<b><big><a name="07-22" id="07-22">07-22</a></big></b>
<br/>
The facility was added so that the user can define
binary functions
together with their derivatives.
(This facility has been removed because it is better to define
binary functions using AD variables.)
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The Windows version make file directive <code><font color="blue">/I ..\..</font></code>
in <code><font color="blue">example\Example.mak</font></code> and <code><font color="blue">Speed\Speed.mak</font></code>
was changed to <code><font color="blue">/I ..</font></code> (as it should have been).
<br/>
<br/>
<b><big><a name="07-20" id="07-20">07-20</a></big></b>
<br/>
The facility was added so that the user can define
unary functions,
together with their derivatives.
For example, the standard math functions such as
<a href="exp.cpp.xml" target="_top"><span style='white-space: nowrap'>exp</span></a>
are good candidates for such definitions.
(This feature has been replaced by and the standard math functions
are now part of the AD types, see <a href="ad.xml" target="_top"><span style='white-space: nowrap'>AD</span></a>
.)
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The first Alpha for the Windows
<a href="install.xml" target="_top"><span style='white-space: nowrap'>installation</span></a>
was released.
<br/>
<br/>
<b><big><a name="07-18" id="07-18">07-18</a></big></b>
<br/>
Computing the determinant of a minor of a matrix
<a href="det_of_minor.xml" target="_top"><span style='white-space: nowrap'>det_of_minor</span></a>
was documented as a realistic example using CppAD.
<br/>
<br/>
<b><big><a name="07-16" id="07-16">07-16</a></big></b>
<br/>
Fixed some non-standard constructions that caused problems
with the installation on other machines.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>Compiled and ran the tests under Microsoft Windows.
(The Windows release should not take much more work.)
<br/>
<br/>
<b><big><a name="07-14" id="07-14">07-14</a></big></b>
<br/>
First Alpha release of CppAD
and is being released under the
<a href="license.xml" target="_top"><span style='white-space: nowrap'>Gnu Public License</span></a>
.
It is intended for use by a Unix system.
A Microsoft release is intended in the near future.
<hr/>Input File: omh/whats_new_03.omh
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