/******************************************************************* Copyright (C) 2017, 2020 AMPL Optimization, Inc.; written by David M. Gay. Permission to use, copy, modify, and distribute this software and its documentation for any purpose and without fee is hereby granted, provided that the above copyright notice appear in all copies and that both that the copyright notice and this permission notice and warranty disclaimer appear in supporting documentation. The author and AMPL Optimization, Inc. disclaim all warranties with regard to this software, including all implied warranties of merchantability and fitness. In no event shall the author be liable for any special, indirect or consequential damages or any damages whatsoever resulting from loss of use, data or profits, whether in an action of contract, negligence or other tortious action, arising out of or in connection with the use or performance of this software. *******************************************************************/ #include "jacpdim.h" #ifdef __cplusplus extern "C" { #endif static void hv_fwd(expr *e) { argpair *da, *dae; expr *e1, **ep; real dO; for(; e; e = e->fwd) { e->aO = e->adO = 0; switch(e->a) { case Hv_timesR: case Hv_binaryR: e->dO.r = e->R.e->dO.r * e->dR; break; case Hv_timesLR: case Hv_binaryLR: case Hv_divLR: e->dO.r = e->L.e->dO.r*e->dL + e->R.e->dO.r*e->dR; break; case Hv_timesL: case Hv_unary: e->dO.r = e->L.e->dO.r * e->dL; break; case Hv_vararg: case Hv_if: if ((e1 = ((expr_va *)e)->valf)) { hv_fwd(e1); e->dO.r = ((expr_va *)e)->vale->dO.r; } else if ((e1 = ((expr_va *)e)->val) && e1->op != f_OPNUM) e->dO.r = e1->dO.r; else e->dO.r = 0; break; case Hv_plterm: e->dO.r = e->dL * e->R.e->dO.r; break; case Hv_sumlist: ep = e->R.ep; for(dO = 0; (e1 = *ep); ep++) dO += e1->dO.r; e->dO.r = dO; break; case Hv_func: da = ((expr_f *)e)->da; dae = ((expr_f *)e)->dae; for(dO = 0; da < dae; da++) dO += da->e->dO.r * *da->u.v; e->dO.r = dO; break; case Hv_negate: e->dO.r = -e->L.e->dO.r; break; case Hv_plusR: e->dO.r = e->R.e->dO.r; break; case Hv_plusL: e->dO.r = e->L.e->dO.r; break; case Hv_plusLR: e->dO.r = e->L.e->dO.r + e->R.e->dO.r; break; case Hv_minusR: e->dO.r = -e->R.e->dO.r; break; case Hv_minusLR: e->dO.r = e->L.e->dO.r - e->R.e->dO.r; break; default:/*DEBUG*/ fprintf(Stderr, "bad e->a = %d in hv_fwd\n", e->a); exit(1); } } } static void func_back(expr_f *f) { argpair *da, *da1, *dae; expr *e; real **fh; real aO, adO, t; fh = f->fh; aO = f->aO; adO = f->adO; da = f->da; for(dae = f->dae; da < dae; da++) { e = da->e; e->adO += (t = *da->u.v) * adO; e->aO += t * aO; t = adO*e->dO.r; for(da1 = f->da; da1 < dae; da1++) { e = da1->e; e->aO += t * **fh++; } } } static void funnel_back(ASL_pfgh *asl, cexp *c, expr_v *v, real t) { expr_v **vp, **vp1, **vpe; hes_fun *hf; ograd *og; real *g, *h; real aO, adO; aO = v->aO = t; adO = v->adO; hf = c->hfun; if ((og = hf->og)) { do { v = var_e + og->varno; v->adO += (t = og->coef) * adO; v->aO += t*aO; } while((og = og->next)); return; } g = hf->grdhes; h = g + hf->n; vp = hf->vp; vpe = vp + hf->n; do { v = *vp++; v->adO += (t = *g++) * adO; v->aO += t*aO; t = adO * v->dO.r; vp1 = hf->vp; do (*vp1++)->aO += t * *h++; while(vp1 < vpe); } while(vp < vpe); } static void hv_back(expr *e) { expr *e1, **ep, *e2; real adO, t1, t2; if (!e || (!e->aO && !e->adO)) return; for(; e; e = e->bak) switch(e->a) { case Hv_binaryR: e1 = e->R.e; e1->adO += e->adO * e->dR; e1->aO += e->aO * e->dR + e->adO * e1->dO.r * e->dR2; break; case Hv_binaryLR: e1 = e->L.e; e2 = e->R.e; adO = e->adO; t1 = adO * e1->dO.r; t2 = adO * e2->dO.r; e1->aO += e->aO*e->dL + t1*e->dL2 + t2*e->dLR; e2->aO += e->aO*e->dR + t1*e->dLR + t2*e->dR2; e1->adO += adO * e->dL; e2->adO += adO * e->dR; break; case Hv_divLR: e1 = e->L.e; e2 = e->R.e; adO = e->adO; t1 = adO * e1->dO.r; t2 = adO * e2->dO.r; e1->aO += e->aO*e->dL + t2*e->dLR; e2->aO += e->aO*e->dR + t1*e->dLR + t2*e->dR2; e1->adO += adO * e->dL; e2->adO += adO * e->dR; break; case Hv_unary: e1 = e->L.e; e1->adO += e->adO * e->dL; e1->aO += e->aO * e->dL + e->adO * e1->dO.r * e->dL2; break; case Hv_vararg: case Hv_if: if ((e1 = ((expr_va *)e)->vale)) { e1->aO = e->aO; e1->adO = e->adO; hv_back(e1); } else { e1 = ((expr_va *)e)->val; if (e1->op != f_OPNUM) { e1->aO += e->aO; e1->adO += e->adO; } } break; case Hv_plterm: e->R.e->aO += e->dL * e->aO; break; case Hv_sumlist: ep = e->R.ep; t1 = e->aO; t2 = e->adO; while((e1 = *ep++)) { e1->aO += t1; e1->adO += t2; } break; case Hv_func: func_back((expr_f *)e); break; case Hv_negate: e1 = e->L.e; neg_end: e1->aO -= e->aO; e1->adO -= e->adO; break; case Hv_plusR: e1 = e->R.e; goto plus_end; case Hv_plusL: e1 = e->L.e; plus_end: e1->aO += e->aO; e1->adO += e->adO; break; case Hv_plusLR: e1 = e->L.e; e1->aO += t1 = e->aO; e1->adO += t2 = e->adO; e1 = e->R.e; e1->aO += t1; e1->adO += t2; break; case Hv_minusR: e1 = e->R.e; goto neg_end; case Hv_minusLR: e1 = e->L.e; e1->aO += t1 = e->aO; e1->adO += t2 = e->adO; e1 = e->R.e; e1->aO -= t1; e1->adO -= t2; break; case Hv_timesR: e1 = e->R.e; e1->adO += e->adO * (t1 = e->dR); e1->aO += e->aO * t1; break; case Hv_timesL: e1 = e->L.e; e1->adO += e->adO * (t1 = e->dL); e1->aO += e->aO * t1; break; case Hv_timesLR: e1 = e->L.e; e2 = e->R.e; adO = e->adO; e1->aO += e->aO*e->dL + adO * e2->dO.r; e2->aO += e->aO*e->dR + adO * e1->dO.r; e1->adO += adO * e->dL; e2->adO += adO * e->dR; break; default:/*DEBUG*/ fprintf(Stderr, "bad e->a = %d in hv_back\n", e->a); exit(1); } } static void hv_fwd0(ASL_pfgh *asl, cexp *c, expr_v *v) { expr_v **vp, **vpe; hes_fun *hf; int i; linarg *la; linpart *L, *Le; ograd *og; real *g, x; v->aO = v->adO = 0; if ((hf = c->hfun)) { x = 0; if ((og = hf->og)) do x += og->coef * var_e[og->varno].dO.r; while((og = og->next)); else { g = hf->grdhes; vp = hf->vp; vpe = vp + hf->n; do x += *g++ * (*vp++)->dO.r; while(vp < vpe); } } else if (c->ef) { hv_fwd(c->ef); x = c->ee->dO.r; } else if (c->e->op != f_OPNUM) x = c->e->dO.r; else x = 0; if ((la = c->la)) { i = c - asl->I.cexps2_; x += asl->P.dv[i].scale * la->v->dO.r; } else if ((L = c->L)) { for(Le = L + c->nlin; L < Le; L++) x += L->fac * ((expr_v*)L->v.vp)->dO.r; } v->dO.r = x; } static void hfg_fwd(expr *e) { expr *e1; for(; e; e = e->fwd) { e->aO = 0; switch(e->a) { case Hv_vararg: case Hv_if: if ((e1 = ((expr_va *)e)->valf)) hfg_fwd(e1); } } } static void hfg_back(expr *e) { expr *e1, **ep; real aO; if (!e || !e->aO) return; for(; e; e = e->bak) switch(e->a) { case Hv_timesR: case Hv_binaryR: e->R.e->aO += e->aO * e->dR; break; case Hv_binaryLR: case Hv_timesLR: case Hv_divLR: aO = e->aO; e->L.e->aO += aO * e->dL; e->R.e->aO += aO * e->dR; break; case Hv_unary: case Hv_timesL: e->L.e->aO += e->aO * e->dL; break; case Hv_vararg: case Hv_if: if ((e1 = ((expr_va *)e)->vale)) { e1->aO = e->aO; hfg_back(e1); } else { e1 = ((expr_va *)e)->val; if (e1->op != f_OPNUM) e1->aO += e->aO; } break; case Hv_plterm: e->R.e->aO += e->dL * e->aO; break; case Hv_sumlist: ep = e->R.ep; aO = e->aO; while((e1 = *ep++)) e1->aO += aO; break; case Hv_func: func_back((expr_f *)e); break; case Hv_negate: e->L.e->aO -= e->aO; break; case Hv_plusR: e->R.e->aO += e->aO; break; case Hv_plusL: e->L.e->aO += e->aO; break; case Hv_plusLR: e->L.e->aO += aO = e->aO; e->R.e->aO += aO; break; case Hv_minusR: e->R.e->aO -= e->aO; break; case Hv_minusLR: e->L.e->aO += aO = e->aO; e->R.e->aO -= aO; break; default:/*DEBUG*/ fprintf(Stderr, "bad e->a = %d in hfg_back\n", e->a); exit(1); } } static void funnelhes(ASL_pfgh *asl) { cexp *c; expr *e; expr_v *v, **vp, **vp1, **vpe; hes_fun *hf; int n; real *g, *h; x0kind &= ~ASL_need_funnel; for(hf = asl->I.hesthread; hf; hf = hf->hfthread) { if (hf->og) continue; n = hf->n; g = hf->grdhes; h = g + n; c = hf->c; vp = hf->vp; vpe = vp + n; do (*vp++)->aO = 0; while(vp < vpe); hfg_fwd(c->ef); e = c->ee; e->aO = 1; hfg_back(e); vp = hf->vp; do { v = *vp++; *g++ = v->aO; v->dO.r = v->aO = v->adO = 0; } while(vp < vpe); vp = hf->vp; do { v = *vp++; v->dO.r = 1; if ((e = c->ef)) hv_fwd(e); if ((e = c->ee)) { e->aO = 0; e->adO = 1; hv_back(e); } else if ((e = c->e)->op != f_OPNUM) { e->aO = 0; e->adO = 1; } v->dO.r = 0; vp1 = hf->vp; do { v = *vp1++; *h++ = v->aO; v->aO = v->adO = 0; } while(vp1 < vpe); } while(vp < vpe); } } static void hvp0comp_ASL(ASL_pfgh *asl, real *hv, real *p, int nobj, real *ow, real *y) /* p = direction */ /* y = Lagrange multipliers */ /* hv = result */ { cexp *c, *c1, *ce; expr *e; expr_v *v, *x, *x0, *xe; int *dvsp0, i, i0, i1, n, nc, no, noe; linarg *la; linpart *L, *Le; ograd *og; ps_func *f, *f0; psb_elem *b, *be; psg_elem *g, *ge; real *cscale, t, t2, *p1; #ifdef IGNORE_BOGUS_WARNINGS c1 = ce = 0; dvsp0 = 0; i1 = 0; #endif if (x0kind & ASL_need_funnel) funnelhes(asl); if (nobj >= 0 && nobj < n_obj) { ow = ow ? ow + nobj : &edag_one_ASL; no = nobj; noe = no + 1; } else { no = noe = 0; if (ow) noe = n_obj; } n = c_vars >= o_vars ? c_vars : o_vars; for(la = asl->P.lalist; la; la = la->lnext) { og = la->nz; t = p[og->varno]*og->coef; while((og = og->next)) t += p[og->varno]*og->coef; x = la->v; x->dO.r = t; x->aO = x->adO = 0; } p1 = p; x = x0 = var_e; for(xe = x + n; x < xe; x++) { x->dO.r = *p1++; x->aO = x->adO = 0.; } if (asl->P.ncom) { x = var_ex; dvsp0 = asl->P.dvsp0; c = cexps; i0 = *dvsp0; for(ce = c1 = c + asl->P.ncom; c < ce; c++) { for(i1 = *++dvsp0; i0 < i1; i0++) hv_fwd0(asl, c1++, asl->P.vp[i0]); hv_fwd0(asl, c, x++); } } if (!y || (nc = n_con) <= 0) goto no_y; cscale = asl->i.lscale; f0 = asl->P.cps; for(i = 0; i < nc; ++i) { if ((t2 = y[i])) { if (cscale) t2 *= cscale[i]; f = f0 + i; for(b = f->b, be = b + f->nb; b < be; b++) { if ((e = b->D.ef)) { hv_fwd(e); e = b->D.ee; e->aO = 0; e->adO = t2; hv_back(e); } else if ((e = b->D.e)->op != f_OPNUM) { e->aO = 0; e->adO = t2; } } for(g = f->g, ge = g + f->ng; g < ge; g++) { for(b = g->E, be = b + g->ns; b < be; b++) { if ((e = b->D.ef)) { hv_fwd(e); e = b->D.ee; e->aO = 0; e->adO = t2*g->g1; hv_back(e); } else if ((e = b->D.e)->op != f_OPNUM) { e->aO = 0; e->adO = t2*g->g1; } } if (g->g2) { t = 0.; for(og = g->og; og; og = og->next) t += og->coef * p[og->varno]; t *= t2*g->g2; for(og = g->og; og; og = og->next) x0[og->varno].aO += t*og->coef; } } } } no_y: for(; no < noe; no++) { if ((t2 = *ow++)) { f = asl->P.ops + no; for(b = f->b, be = b + f->nb; b < be; b++) { if ((e = b->D.ef)) { hv_fwd(e); e = b->D.ee; e->aO = 0; e->adO = t2; hv_back(e); } else if ((e = b->D.e)->op != f_OPNUM) { e->aO = 0; e->adO = t2; } } for(g = f->g, ge = g + f->ng; g < ge; g++) { for(b = g->E, be = b + g->ns; b < be; b++) { if ((e = b->D.ef)) { hv_fwd(e); e = b->D.ee; e->aO = 0; e->adO = t2*g->g1; hv_back(e); } else if ((e = b->D.e)->op != f_OPNUM) { e->aO = 0; e->adO = t2*g->g1; } } if (g->g2) { t = 0.; for(og = g->og; og; og = og->next) t += og->coef * p[og->varno]; t *= t2*g->g2; for(og = g->og; og; og = og->next) x0[og->varno].aO += t*og->coef; } } } } if (asl->P.ncom) { for(c = cexps; c < ce--; ) { for(i0 = *--dvsp0; i0 < i1; ) { v = asl->P.vp[--i1]; --c1; if ((t = v->aO) && (L = c1->L)) for(Le = L + c1->nlin; L < Le; L++) ((expr_v*)L->v.vp)->aO += t * L->fac; if (c1->hfun) funnel_back(asl, c1, v, t); else if ((e = c1->ee)) { e->aO = t; e->adO = v->adO; hv_back(e); } else if ((e = c1->e)->op != f_OPNUM) { e->aO = t; e->adO = v->adO; } } if ((t = (--x)->aO) && (L = ce->L)) for(Le = L + ce->nlin; L < Le; L++) ((expr_v*)L->v.vp)->aO += t * L->fac; if (ce->hfun) funnel_back(asl, ce, x, t); else if ((e = ce->ee)) { e->aO = t; e->adO = x->adO; hv_back(e); } else if ((e = ce->e)->op != f_OPNUM) { e->aO = t; e->adO = x->adO; } } } x = var_e; for(la = asl->P.lalist; la; la = la->lnext) if ((t = la->v->aO)) { og = la->nz; do x[og->varno].aO += t*og->coef; while((og = og->next)); } while(x < xe) *hv++ = (x++)->aO; } static real * /* Compute vector x0 = mat(h)*y0, */ /* where h = upper triang of mat(h). */ dtmul(int n, real *x0, real *h, real *y0) { int i; real *hi, t, *x, *y, *y1, yi; y1 = y0; --h; for(i = 0; i < n; i++) { hi = ++h + i; yi = *y1++; t = yi**hi; x = x0; y = y0; while(h < hi) { t += *y++**h; *x++ += yi**h++; } *x = t; } return x0; } void hvpcomp_ASL(ASL *a, real *hv, real *p, int nobj, real *ow, real *y) /* p = direction */ /* y = Lagrange multipliers */ /* hv = result */ { ASL_pfgh *asl; Ihinfo *ihi; expr_v *v; int kp, kw, n, no, noe, ns, nv, *ui, *uie; linarg *la, **lap, **lape; ograd *og; ps_func *ps, *pe; psg_elem *g, *ge; range *r; real *cscale, *owi, t, t1, t2, *p0, *s, *w, *wi, *x; ASL_CHECK(a, ASL_read_pfgh, "hvpcomp"); if (a->i.Derrs) deriv2_errchk_ASL(a, 3); asl = (ASL_pfgh*)a; xpsg_check_ASL(asl, nobj, ow, y); nv = n_var; kp = htcl(nv*sizeof(real)); p0 = 0; if ((s = asl->i.vscale)) { p0 = (real*)new_mblk(kp); for(n = 0; n < nv; n++) p0[n] = s[n] * p[n]; p = p0; } if (!asl->P.ihdcur) { if (asl->P.ndhmax <= 0) { hvp0comp_ASL(asl,hv,p,nobj,ow,y); goto done; } if (!(n = asl->P.nhvprod)) n = asl->P.ihdmin; if (n >= asl->P.ihdmin) hvpinit_ASL(a, ihd_limit, nobj, ow, y); } asl->P.nhvprod++; memset(hv, 0, nv*sizeof(real)); for(la = asl->P.lalist; la; la = la->lnext) { og = la->nz; t = p[og->varno]*og->coef; while((og = og->next)) t += p[og->varno]*og->coef; v = la->v; v->dO.r = t; v->aO = v->adO = 0; } kw = kp + 1; w = (real*)new_mblk(kw); x = w + n_var; s = asl->P.dOscratch; ns = 0; for(ihi = asl->P.ihi1; ihi; ihi = ihi->next) { r = ihi->r; if (ihi->hest) for(; r; r = r->rlist.prev) { n = r->n; nv = r->nv; wi = w; if (n < nv) { lap = r->lap; lape = lap + n; do { og = (*lap++)->nz; t = p[og->varno]*og->coef; while((og = og->next)) t += p[og->varno]*og->coef; *wi++ = t; } while(lap < lape); wi = dtmul(n, x, r->hest, w); lap = r->lap; do if ((t = *wi++)) { og = (*lap)->nz; do hv[og->varno] += t*og->coef; while((og = og->next)); } while(++lap < lape); } else { ui = r->ui; uie = ui + nv; do *wi++ = p[*ui++]; while(ui < uie); wi = dtmul(nv, x, r->hest, w); ui = r->ui; do hv[*ui++] += *wi++; while(ui < uie); } } else for(; r; r = r->rlist.prev) { n = r->n; if (ns < n) ns = n; wi = s; lap = r->lap; lape = lap + n; do { og = (*lap++)->nz; t = p[og->varno]*og->coef; while((og = og->next)) t += p[og->varno]*og->coef; *wi++ = t; } while(lap < lape); pshv_prod_ASL(asl, r, nobj, ow, y); lap = r->lap; do { la = *lap++; if ((t = la->v->aO)) { og = la->nz; do hv[og->varno] += t*og->coef; while((og = og->next)); } } while(lap < lape); } } del_mblk(kw,w); wi = s + ns; while(wi > s) *--wi = 0.; if (asl->P.nobjgroups) { if (nobj >= 0 && nobj < n_obj) { owi = ow ? ow + nobj : &edag_one_ASL; no = nobj; noe = no + 1; } else { nobj = -1; no = noe = 0; if ((owi = ow)) noe = n_obj; } for(; no < noe; no++) if ((t = *owi++)) { ps = asl->P.ops + no; g = ps->g; for(ge = g + ps->ng; g < ge; g++) if ((t2 = g->g2) && (og = g->og)) { t1 = p[og->varno]*og->coef; while((og = og->next)) t1 += p[og->varno]*og->coef; t2 *= t*t1; og = g->og; do hv[og->varno] += t2*og->coef; while((og = og->next)); } } } if (asl->P.ncongroups && y) { cscale = a->i.lscale; ps = asl->P.cps; for(pe = ps + n_con; ps < pe; ps++, y++) if ((t = cscale ? *cscale++ * *y : *y)) for(g = ps->g, ge = g + ps->ng; g < ge; g++) if ((t2 = g->g2) && (og = g->og)) { t1 = p[og->varno]*og->coef; while((og = og->next)) t1 += p[og->varno]*og->coef; t2 *= t*t1; og = g->og; do hv[og->varno] += t2*og->coef; while((og = og->next)); } } v = var_e; for(la = asl->P.lalist; la; la = la->lnext) if ((t = la->v->aO)) { og = la->nz; do v[og->varno].aO += t*og->coef; while((og = og->next)); } done: if (p0) { del_mblk(kp, p0); s = asl->i.vscale; w = hv + n_var; while(hv < w) *hv++ *= *s++; } } /* Variant of hvpcomp_ASL that has a final nerror argument, working similarly to the final nerror argument to objval_(), etc. */ void hvpcompe_ASL(ASL *asl, real *hv, real *p, int nobj, real *ow, real *y, fint *nerror) { Jmp_buf **Jp, *Jsave, b; Jp = !nerror || *nerror >= 0 ? &err_jmp : &err_jmp1; Jsave = *Jp; *Jp = &b; *nerror = 0; if (setjmp(b.jb)) *nerror = 1; else hvpcomp_ASL(asl, hv, p, nobj, ow, y); *Jp = Jsave; } void pshv_prod_ASL(ASL_pfgh *asl, range *r, int nobj, real *ow, real *y) { cexp *c; expr *e; expr_v *v; int *cei, *cei0, *ceie, i; linarg *la, **lap, **lape; linpart *L, *Le; ps_func *p; psb_elem *b; psg_elem *g; real *cscale, *s, owi, t; cscale = asl->i.lscale; owi = 1.; if (nobj >= 0 && nobj < n_obj) { if (ow) { if ((owi = ow[nobj]) == 0.) nobj = -1; ow = 0; } } if (x0kind & ASL_need_funnel) funnelhes(asl); s = asl->P.dOscratch; lap = r->lap; lape = lap + r->n; while(lap < lape) { la = *lap++; v = la->v; v->dO.r = *s++; v->adO = v->aO = 0.; } if ((cei = cei0 = r->cei)) { i = *cei0++; ceie = (cei = cei0) + i; do { i = *cei++; hv_fwd0(asl, cexps + i, asl->P.vp[i]); } while(cei < ceie); } for(b = r->refs; b; b = b->next) { if ((i = b->conno) < 0) { i = -2 - i; if (i == nobj) t = owi; else if (ow) { if (!(t = ow[i])) continue; } else continue; p = asl->P.ops; } else { if (!y || !(t = y[i])) continue; if (cscale) t *= cscale[i]; p = asl->P.cps; } if (b->groupno) { p += i; g = p->g + (b->groupno - 1); if (asl->P.pshv_g1) t *= g->g1; } if ((e = b->D.ef)) { hv_fwd(e); e = b->D.ee; e->aO = 0; e->adO = t; hv_back(e); } else if ((e = b->D.e)->op != f_OPNUM) e->adO += t; } while(cei > cei0) { i = *--cei; c = cexps + i; v = asl->P.vp[i]; if ((t = v->aO) && (L = c->L)) { if ((la = c->la)) la->v->aO += t * asl->P.dv[i].scale; else { for(Le = L + c->nlin; L < Le; L++) ((expr_v*)L->v.vp)->aO += t * L->fac; } } if (c->hfun) funnel_back(asl, c, v, t); else if ((e = c->ee)) { e->aO = t; e->adO = v->adO; hv_back(e); } else if ((e = c->e)->op != f_OPNUM) { e->aO += t; e->adO += v->adO; } } } void funpset_ASL(ASL_pfgh *asl, funnel *f) { cplist *cl; derp *d; for(; f; f = f->next) { memset(adjoints_nv1, 0, f->fcde.zaplen); cl = f->cl; do *cl->ca.rp = 0; while((cl = cl->next)); d = f->fcde.d; *d->b.rp = 1.; do *d->a.rp += *d->b.rp * *d->c.rp; while((d = d->next)); cl = f->cl; do *cl->cfa = *cl->ca.rp; while((cl = cl->next)); } } void hvpcompd_ASL(ASL *a, real *hv, real *p, int co) /* p = direction */ /* hv = result */ /* co >= 0: behave like hvpcomp_ASL with nobj = -1, ow = 0, y[i] = i == co ? 1. : 0. */ /* co < 0: behave like hvpcomp_ASL with nobj = -1 - co, ow = 0, y = 0 */ { ASL_pfgh *asl; cexp *c, *c1, *ce; cgrad *cg, *cg0; expr *e; expr_v *v, *x, *x0; int *dvsp0, i0, i1, kp, n, no, nx, oxk; linarg *la; linpart *L, *Le; ograd *og, *og0; ps_func *f; psb_elem *b, *be; psg_elem *g, *ge; real *s, t, t2, *p0; varno_t i; #ifdef IGNORE_BOGUS_WARNINGS c1 = ce = 0; dvsp0 = 0; i1 = 0; v = 0; x = 0; #endif ASL_CHECK(a, ASL_read_pfgh, "hvpcompi"); asl = (ASL_pfgh*)a; if (x0kind == ASL_first_x) { if (!(s = X0)) memset(s = Lastx, 0, n_var*sizeof(real)); co_index = co; xp_check_ASL(asl, s); } nx = asl->i.nxval; oxk = asl->i.x_known; asl->i.x_known = 1; p0 = 0; cg0 = 0; og0 = 0; x0 = var_e; n = c_vars >= o_vars ? c_vars : o_vars; t2 = 1.; memset(hv, 0, n_var*sizeof(real)); for(la = asl->P.lalist; la; la = la->lnext) { og = la->nz; t = p[og->varno]*og->coef; while((og = og->next)) t += p[og->varno]*og->coef; x = la->v; x->dO.r = t; x->aO = x->adO = 0; } if (co >= 0) { if (co >= nlc) return; f = asl->P.cps + co; if (asl->i.ncxval[co] != nx) conpival_ASL(a, co, Lastx, 0); if (f->ng && f->nxval != nx) conpgrd_ASL(a, co, Lastx, 0, 0); if ((s = asl->i.lscale)) t2 = s[co]; cg = cg0 = Cgrad[co]; if ((s = asl->i.vscale)) { kp = htcl(n*sizeof(real)); p0 = (real*)new_mblk(kp); for(; cg; cg = cg->next) { i = cg->varno; x = x0 + i; x->dO.r = p0[i] = p[i]*s[i]; x->aO = x->adO = 0.; } p = p0; } else { for(; cg; cg = cg->next) { i = cg->varno; x = x0 + i; x->dO.r = p[i]; x->aO = x->adO = 0.; } } } else { no = -1 - co; if (no >= nlo) return; f = asl->P.ops + no; if (asl->i.ncxval[no] != nx) objpval_ASL(a, no, Lastx, 0); if (f->ng && f->nxval != nx) objpgrd_ASL(a, no, Lastx, 0, 0); og = og0 = Ograd[no]; if ((s = asl->i.vscale)) { kp = htcl(n*sizeof(real)); p0 = (real*)new_mblk(kp); for(; og; og = og->next) { i = og->varno; x = x0 + i; x->dO.r = p0[i] = p[i]*s[i]; x->aO = x->adO = 0.; } p = p0; } else { for(; og; og = og->next) { i = og->varno; x = x0 + i; x->dO.r = p[i]; x->aO = x->adO = 0.; } } } if (asl->i.Derrs) { asl->i.x_known = oxk; deriv_errchk_ASL(a, co, 1, 3); asl->i.x_known = 1; } if (asl->P.ncom) { x = var_ex; dvsp0 = asl->P.dvsp0; c = cexps; i0 = *dvsp0; for(ce = c1 = c + asl->P.ncom; c < ce; c++) { for(i1 = *++dvsp0; i0 < i1; i0++) hv_fwd0(asl, c1++, asl->P.vp[i0]); hv_fwd0(asl, c, x++); } } for(b = f->b, be = b + f->nb; b < be; b++) { if ((e = b->D.ef)) { hv_fwd(e); e = b->D.ee; e->aO = 0; e->adO = t2; hv_back(e); } else if ((e = b->D.e)->op != f_OPNUM) { e->aO = 0; e->adO = t2; } } for(g = f->g, ge = g + f->ng; g < ge; g++) { for(b = g->E, be = b + g->ns; b < be; b++) { if ((e = b->D.ef)) { hv_fwd(e); e = b->D.ee; e->aO = 0; e->adO = t2*g->g1; hv_back(e); } else if ((e = b->D.e)->op != f_OPNUM) { e->aO = 0; e->adO = t2*g->g1; } } if (g->g2) { t = 0.; for(og = g->og; og; og = og->next) t += og->coef * p[og->varno]; t *= t2*g->g2; for(og = g->og; og; og = og->next) x0[og->varno].aO += t*og->coef; } } if (asl->P.ncom) { for(c = cexps; c < ce--; ) { for(i0 = *--dvsp0; i0 < i1; ) { v = asl->P.vp[--i1]; --c1; if ((t = v->aO) && (L = c1->L)) for(Le = L + c1->nlin; L < Le; L++) ((expr_v*)L->v.vp)->aO += t * L->fac; if (c1->hfun) funnel_back(asl, c1, v, t); else if ((e = c1->ee)) { e->aO = t; e->adO = v->adO; hv_back(e); } else if ((e = c1->e)->op != f_OPNUM) { e->aO = t; e->adO = v->adO; } } if ((t = (--x)->aO) && (L = ce->L)) for(Le = L + ce->nlin; L < Le; L++) ((expr_v*)L->v.vp)->aO += t * L->fac; if (ce->hfun) funnel_back(asl, ce, x, t); else if ((e = ce->ee)) { e->aO = t; e->adO = x->adO; hv_back(e); } else if ((e = ce->e)->op != f_OPNUM) { e->aO = t; e->adO = x->adO; } } } x = var_e; for(la = asl->P.lalist; la; la = la->lnext) if ((t = la->v->aO)) { og = la->nz; do x[og->varno].aO += t*og->coef; while((og = og->next)); } if ((cg = cg0)) { if (s) { while(cg) { i = cg->varno; hv[i] = s[i]*x0[i].aO; cg = cg->next; } } else { while(cg) { i = cg->varno; hv[i] = x0[i].aO; cg = cg->next; } } } else { og = og0; if (s) { while(og) { i = og->varno; hv[i] = s[i]*x0[i].aO; og = og->next; } } else { while(og) { i = og->varno; hv[i] = x0[i].aO; og = og->next; } } } if (p0) del_mblk(kp, p0); } /* Variant of hvpcompd_ASL that has a final nerror argument, working similarly to the final nerror argument to objval_(), etc. */ void hvpcompde_ASL(ASL *asl, real *hv, real *p, int co, fint *nerror) { Jmp_buf **Jp, *Jsave, b; Jp = !nerror || *nerror >= 0 ? &err_jmp : &err_jmp1; Jsave = *Jp; *Jp = &b; *nerror = 0; if (setjmp(b.jb)) *nerror = 1; else hvpcompd_ASL(asl, hv, p, co); *Jp = Jsave; } varno_t hvpcomps_ASL(ASL *a, real *hv, real *p, int co, varno_t nz, varno_t *z) /* p = direction */ /* hv = result */ /* co >= 0: behave like hvpcomp_ASL with nobj = -1, ow = 0, y[i] = i == co ? 1. : 0. */ /* co < 0: behave like hvpcomp_ASL with nobj = -1 - co, ow = 0, y = 0 */ { ASL_pfgh *asl; cexp *c, *c1, *ce; cgrad *cg, *cg0; expr *e; expr_v *v, *x, *x0; int *dvsp0, i0, i1, kp, n, no, nx, oxk; linarg *la; linpart *L, *Le; ograd *og, *og0; ps_func *f; psb_elem *b, *be; psg_elem *g, *ge; real *hve, *p0, *s, t, t2, *vscale; varno_t F, i, rv, *ze; #ifdef IGNORE_BOGUS_WARNINGS c1 = ce = 0; dvsp0 = 0; i1 = 0; v = 0; x = 0; #endif ASL_CHECK(a, ASL_read_pfgh, "hvpcompi"); asl = (ASL_pfgh*)a; if (x0kind == ASL_first_x) { if (!(s = X0)) memset(s = Lastx, 0, n_var*sizeof(real)); co_index = co; xp_check_ASL(asl, s); } nx = asl->i.nxval; oxk = asl->i.x_known; asl->i.x_known = 1; p0 = 0; cg0 = 0; og0 = 0; x0 = var_e; n = c_vars >= o_vars ? c_vars : o_vars; t2 = 1.; memset(hv, 0, n_var*sizeof(real)); for(la = asl->P.lalist; la; la = la->lnext) { og = la->nz; t = p[og->varno]*og->coef; while((og = og->next)) t += p[og->varno]*og->coef; x = la->v; x->dO.r = t; x->aO = x->adO = 0; } no = -1 - co; if (co >= 0) { if (co >= nlc) return 0; f = asl->P.cps + co; if (asl->i.ncxval[co] != nx) conpival_ASL(a, co, Lastx, 0); if (f->ng && f->nxval != nx) conpgrd_ASL(a, co, Lastx, 0, 0); if ((s = asl->i.lscale)) t2 = s[co]; cg = cg0 = Cgrad[co]; if ((vscale = asl->i.vscale)) { kp = htcl(n*sizeof(real)); p0 = (real*)new_mblk(kp); for(; cg; cg = cg->next) { i = cg->varno; x = x0 + i; x->dO.r = p0[i] = p[i]*vscale[i]; x->aO = x->adO = 0.; } p = p0; } else { for(; cg; cg = cg->next) { i = cg->varno; x = x0 + i; x->dO.r = p[i]; x->aO = x->adO = 0.; } } } else { if (no >= nlo) return 0; f = asl->P.ops + no; if (asl->i.ncxval[no] != nx) objpval_ASL(a, no, Lastx, 0); if (f->ng && f->nxval != nx) objpgrd_ASL(a, no, Lastx, 0, 0); og = og0 = Ograd[no]; if ((vscale = asl->i.vscale)) { kp = htcl(n*sizeof(real)); p0 = (real*)new_mblk(kp); for(; og; og = og->next) { i = og->varno; x = x0 + i; x->dO.r = p0[i] = p[i]*vscale[i]; x->aO = x->adO = 0.; } p = p0; } else { for(; og; og = og->next) { i = og->varno; x = x0 + i; x->dO.r = p[i]; x->aO = x->adO = 0.; } } } if (asl->i.Derrs) { asl->i.x_known = oxk; deriv_errchk_ASL(a, co, 1, 3); asl->i.x_known = 1; } if (asl->P.ncom) { x = var_ex; dvsp0 = asl->P.dvsp0; c = cexps; i0 = *dvsp0; for(ce = c1 = c + asl->P.ncom; c < ce; c++) { for(i1 = *++dvsp0; i0 < i1; i0++) hv_fwd0(asl, c1++, asl->P.vp[i0]); hv_fwd0(asl, c, x++); } } for(b = f->b, be = b + f->nb; b < be; b++) { if ((e = b->D.ef)) { hv_fwd(e); e = b->D.ee; e->aO = 0; e->adO = t2; hv_back(e); } else if ((e = b->D.e)->op != f_OPNUM) { e->aO = 0; e->adO = t2; } } for(g = f->g, ge = g + f->ng; g < ge; g++) { for(b = g->E, be = b + g->ns; b < be; b++) { if ((e = b->D.ef)) { hv_fwd(e); e = b->D.ee; e->aO = 0; e->adO = t2*g->g1; hv_back(e); } else if ((e = b->D.e)->op != f_OPNUM) { e->aO = 0; e->adO = t2*g->g1; } } if (g->g2) { t = 0.; for(og = g->og; og; og = og->next) t += og->coef * p[og->varno]; t *= t2*g->g2; for(og = g->og; og; og = og->next) x0[og->varno].aO += t*og->coef; } } if (asl->P.ncom) { for(c = cexps; c < ce--; ) { for(i0 = *--dvsp0; i0 < i1; ) { v = asl->P.vp[--i1]; --c1; if ((t = v->aO) && (L = c1->L)) for(Le = L + c1->nlin; L < Le; L++) ((expr_v*)L->v.vp)->aO += t * L->fac; if (c1->hfun) funnel_back(asl, c1, v, t); else if ((e = c1->ee)) { e->aO = t; e->adO = v->adO; hv_back(e); } else if ((e = c1->e)->op != f_OPNUM) { e->aO = t; e->adO = v->adO; } } if ((t = (--x)->aO) && (L = ce->L)) for(Le = L + ce->nlin; L < Le; L++) ((expr_v*)L->v.vp)->aO += t * L->fac; if (ce->hfun) funnel_back(asl, ce, x, t); else if ((e = ce->ee)) { e->aO = t; e->adO = x->adO; hv_back(e); } else if ((e = ce->e)->op != f_OPNUM) { e->aO = t; e->adO = x->adO; } } } x = var_e; for(la = asl->P.lalist; la; la = la->lnext) if ((t = la->v->aO)) { og = la->nz; do x[og->varno].aO += t*og->coef; while((og = og->next)); } rv = 0; if ((ze = z)) ze += nz; if ((hve = hv)) hve += nz; F = Fortran; if ((cg = cg0)) { if (!hv) { while(cg) { ++rv; if (z < ze) *z++ = cg->varno; cg = cg->next; } } else if (vscale) { while(cg) { ++rv; i = cg->varno; if (z < ze) *z++ = F + i; if (hv < hve) *hv++ = vscale[i]*x0[i].aO; cg = cg->next; } } else { while(cg) { ++rv; i = cg->varno; if (z < ze) *z++ = F + i; if (hv < hve) *hv++ = x0[i].aO; cg = cg->next; } } } else { og = Ograd[no]; if (!hv) { while(og) { ++rv; if (z < ze) *z++ = og->varno; og = og->next; } } else if (vscale) { while(og) { ++rv; i = og->varno; if (z < ze) *z++ = F + i; if (hv < hve) *hv++ = vscale[i]*x0[i].aO; og = og->next; } } else { while(og) { ++rv; i = og->varno; if (z < ze) *z++ = F + i; if (hv < hve) *hv++ = x0[i].aO; og = og->next; } } } if (p0) del_mblk(kp, p0); return rv; } /* Variant of hvpcomps_ASL that has a final nerror argument, working similarly to the final nerror argument to objval_(), etc. */ varno_t hvpcompse_ASL(ASL *asl, real *hv, real *p, int co, varno_t nz, varno_t *z, fint *nerror) { Jmp_buf **Jp, *Jsave, b; varno_t rv; Jp = !nerror || *nerror >= 0 ? &err_jmp : &err_jmp1; Jsave = *Jp; *Jp = &b; *nerror = 0; rv = 0; if (setjmp(b.jb)) *nerror = 1; else rv = hvpcomps_ASL(asl, hv, p, co, nz, z); *Jp = Jsave; return rv; } #ifdef __cplusplus } #endif