gradient_structure Class Reference

class for things related to the gradient structures, including dimension of arrays, size of buffers, etc. More...

#include <gradient_structure.h>

Classes
class	arrmemblerr

Public Member Functions
	gradient_structure ()
	gradient_structure (const long int size)
	gradient_structure (const long int size, const unsigned int id)
	Constructor. More...
	gradient_structure (const gradient_structure &)=delete
	gradient_structure (gradient_structure &&)=delete
virtual	~gradient_structure ()
	Destructor. More...
void	clean ()
	Delete gradient_structure instances. More...
void	create (const unsigned int size)
	Allocate array of gradient_structure instances with size elements. More...
void	funnel_gradcalc ()
void	gradcalc (int nvar, const dvector &g)
	Compute the gradient from the data stored in the global gradient_structure. More...
void	jacobcalc (int nvar, const dmatrix &jac)
	Description not yet available. More...
void	jacobcalc (int nvar, const ofstream &jac)
	Description not yet available. More...
void	jacobcalc (int nvar, const uostream &jac)
	Description not yet available. More...
void	make_indvar_list (const dvar_vector &t)
size_t	NUM_GRADSTACK_BYTES_WRITTEN ()
	Description not yet available. More...
gradient_structure &	operator= (const gradient_structure &)=delete
gradient_structure &	operator= (gradient_structure &&)=delete
void	restore_arrays ()
void	restore_variables ()
	Restore variables from buffer. More...
void	RETURN_ARRAYS_DECREMENT ()
void	RETURN_ARRAYS_INCREMENT ()
void	save_arrays ()
	Compute the gradient from the data stored in the global gradient_structure. More...
void	save_dependent_variable_position (const prevariable &)
	Description not yet available. More...
void	save_variables ()
	Save variables to a buffer. More...
gradient_structure *	set (const unsigned int id)
	Set _instance of gradient_structure from instances with id. More...
size_t	totalbytes (void)
	Description not yet available. More...

Static Public Member Functions
static void	check_set_error (const char *variable_name)
	Produce error if gradient structure hasn't been set. More...
static gradient_structure *	get ()
static unsigned long	get_ARRAY_MEMBLOCK_SIZE ()
static DF_FILE *	get_fp ()
static grad_stack *	get_GRAD_STACK1 ()
static size_t	get_GRADSTACK_BUFFER_SIZE ()
static unsigned int	get_MAX_DLINKS ()
static long int	get_USE_FOR_HESSIAN ()
static dvariable *	next_RETURN_PTR ()
static gradient_structure *	reset (gradient_structure *)
static void	set_ARRAY_MEMBLOCK_SIZE (unsigned long i)
	Set the the maximum amount of memory (in bytes) available for the autodif variable type container class objects. More...
static void	set_CMPDIF_BUFFER_SIZE (const size_t i)
	Set the size in bytes of the buffer used to contain the information generated by the "precompiled" derivative code. More...
static void	set_GRADSTACK_BUFFER_BYTES (const size_t i)
	Set (in bytes) the number of entries contained in the buffer used for calculating derivatives. More...
static void	set_GRADSTACK_BUFFER_SIZE (const size_t i)
	Set the number of entries contained in the buffer that, in turn, contains the information necessary for calculating derivatives. More...
static void	set_MAX_DLINKS (int i)
	Set the maximum number of dvariable objects that can be in scope at one time. More...
static void	set_MAX_NVAR_OFFSET (unsigned int i)
	Set the the maximum number of independent variables that can be used. More...
static void	set_NO_DERIVATIVES (void)
	Disable accumulation of derivative information. More...
static void	set_NO_SAVE_VARIABLES_VALUES ()
	Description not yet available. More...
static void	set_NUM_DEPENDENT_VARIABLES (int i)
	Description not yet available. More...
static void	set_NUM_RETURN_ARRAYS (unsigned int i)
	Set the maximum allowable depth of nesting of functions that return autodif variable types. More...
static void	set_RETURN_ARRAYS_SIZE (unsigned int i)
	Set the return arrays size controlling the amount of complexity that one line of arithmetic can have. More...
static void	set_USE_FOR_HESSIAN (const long int i)
static void	set_YES_DERIVATIVES (void)
	Enable accumulation of derivative information. More...
static void	set_YES_SAVE_VARIABLES_VALUES ()
	Description not yet available. More...

Public Attributes
DF_FILE *	_fp
grad_stack *	_GRAD_STACK1
arr_list *	ARR_LIST1
dependent_variables_information *	DEPVARS_INFO
dlist *	GRAD_LIST
gradient_structure **	gradients
unsigned int	gradients_size
double *	hessian_ptr
indvar_offset_list *	INDVAR_LIST
unsigned long int	max_last_offset
dvariable *	MAX_RETURN
dvariable *	MIN_RETURN
long int	NVAR
size_t	PREVIOUS_TOTAL_BYTES
dvariable **	RETURN_ARRAYS
unsigned int	RETURN_ARRAYS_PTR
dvariable *	RETURN_PTR
dvariable **	RETURN_PTR_CONTAINER
int	save_var_file_flag
size_t	TOTAL_BYTES
unsigned int	x

Static Public Attributes
static _THREAD gradient_structure *	_instance = nullptr
static unsigned long	ARRAY_MEMBLOCK_SIZE = 0L
static size_t	CMPDIF_BUFFER_SIZE =140000000L
static _THREAD DF_FILE *	fp = nullptr
static _THREAD grad_stack *	GRAD_STACK1 = nullptr
static size_t	GRADSTACK_BUFFER_SIZE = 4000000L
static int	Hybrid_bounded_flag =0
static int	instances = 0
static unsigned int	MAX_DLINKS = 5000
static unsigned int	MAX_NVAR_OFFSET = 5000
static int	no_derivatives = 0
static int	NUM_DEPENDENT_VARIABLES = 2000
static unsigned int	NUM_RETURN_ARRAYS = 25
static unsigned int	RETURN_ARRAYS_SIZE = 70
static int	save_var_flag =0
static long int	USE_FOR_HESSIAN = 0

Friends
void	allocate_dvariable_space (void)
	Description not yet available. More...
class	arr_list
void	cleanup_temporary_files ()
	Close gradient and variable files and free gradient structure memory. More...
void	default_evaluation (void)
	Description not yet available. More...
class	DF_FILE
class	dfsdmat
class	dlist
class	function_minimizer
void	funnel_derivatives (void)
	Description not yet available. More...
void	funnel_gradcalc (void)
	Description not yet available. More...
class	grad_stack
void	gradcalc (int nvar, const dvector &g)
void	gradfree (dlink *v)
	Description not yet available. More...
double_and_int *	gradnew ()
	Creates an entry in the gradient structure linked list. More...
dmatrix	restore_dvar_matrix_derivatives (void)
dmatrix	restore_dvar_matrix_value (void)
dvector	restore_dvar_vector_derivatives (void)
dvar_vector_position	restore_dvar_vector_position (void)
	Description not yet available. More...
dvector	restore_dvar_vector_value (const dvar_vector_position &tmp)
	Restores the size, address, and value information for a dvar_vector. More...
void	slave_gradcalc (void)
void	wide_funnel_gradcalc (void)

Detailed Description

class for things related to the gradient structures, including dimension of arrays, size of buffers, etc.

Definition at line 107 of file gradient_structure.h.

Constructor & Destructor Documentation

gradient_structure::gradient_structure ( )

inline

Definition at line 189 of file gradient_structure.h.

Referenced by create().

gradient_structure::gradient_structure ( const long int  size )

inline

Definition at line 190 of file gradient_structure.h.

gradient_structure::gradient_structure	(	const long int	size,
		const unsigned int	id
	)

Constructor.

Definition at line 280 of file gradstrc.cpp.

gradient_structure::gradient_structure ( const gradient_structure &  )

delete

gradient_structure::gradient_structure ( gradient_structure &&  )

delete

gradient_structure::~gradient_structure ( )

virtual

Destructor.

Definition at line 537 of file gradstrc.cpp.

Member Function Documentation

void gradient_structure::check_set_error ( const char *  variable_name )

static

Produce error if gradient structure hasn't been set.

Parameters

variable_name

string with variable name

Definition at line 21 of file gs_set.cpp.

Referenced by set_ARRAY_MEMBLOCK_SIZE(), set_MAX_DLINKS(), set_MAX_NVAR_OFFSET(), and set_NUM_RETURN_ARRAYS().

void gradient_structure::clean

(

void

)

Delete gradient_structure instances.

Definition at line 135 of file gradstrc.cpp.

void gradient_structure::create

(

const unsigned int

size

)

Allocate array of gradient_structure instances with size elements.

Definition at line 106 of file gradstrc.cpp.

void gradient_structure::funnel_gradcalc

(

void

)

Definition at line 86 of file xgradclc.cpp.

Referenced by funnel_gradcalc().

static gradient_structure* gradient_structure::get ( )

inlinestatic

Definition at line 117 of file gradient_structure.h.

static unsigned long gradient_structure::get_ARRAY_MEMBLOCK_SIZE ( )

inlinestatic

Definition at line 254 of file gradient_structure.h.

static DF_FILE* gradient_structure::get_fp ( )

inlinestatic

Definition at line 118 of file gradient_structure.h.

static grad_stack* gradient_structure::get_GRAD_STACK1 ( )

inlinestatic

Definition at line 119 of file gradient_structure.h.

static size_t gradient_structure::get_GRADSTACK_BUFFER_SIZE ( )

inlinestatic

Definition at line 258 of file gradient_structure.h.

static unsigned int gradient_structure::get_MAX_DLINKS ( )

inlinestatic

Definition at line 266 of file gradient_structure.h.

static long int gradient_structure::get_USE_FOR_HESSIAN ( )

inlinestatic

Definition at line 179 of file gradient_structure.h.

Referenced by dfsdmat::allocate().

void gradient_structure::gradcalc	(	int	nvar,
		const dvector &	_g
	)

Compute the gradient from the data stored in the global gradient_structure.

Parameters

nvar	Number of variables in the gradient.
_g	Vector from 1 to nvar. On return contains the gradient.

Definition at line 94 of file sgradclc.cpp.

Referenced by gradcalc().

void gradient_structure::jacobcalc	(	int	nvar,
		const dmatrix &	_jac
	)

Description not yet available.

Parameters

Definition at line 75 of file jacobclc.cpp.

Referenced by function_minimizer::depvars_routine(), and jacobcalc().

void gradient_structure::jacobcalc	(	int	nvar,
		const ofstream &	_ofs
	)

Description not yet available.

Parameters

Definition at line 65 of file jacob2.cpp.

void gradient_structure::jacobcalc	(	int	nvar,
		const uostream &	ofs
	)

Description not yet available.

Parameters

Definition at line 61 of file jacob3.cpp.

void gradient_structure::make_indvar_list

(

const dvar_vector &

t

)

Definition at line 163 of file fvar_arr.cpp.

Referenced by make_indvar_list().

dvariable * gradient_structure::next_RETURN_PTR ( )

static

Definition at line 457 of file gradstrc.cpp.

Referenced by acos(), asin(), atan(), cos(), cosh(), cube(), exp(), fabs(), fourth(), ldexp(), log(), log10(), operator*(), operator+(), operator-(), operator/(), pow(), sfabs(), sigmoid(), sin(), sinh(), sqrt(), square(), tan(), and tanh().

size_t gradient_structure::NUM_GRADSTACK_BYTES_WRITTEN

(

void

)

Description not yet available.

Parameters

Definition at line 162 of file gradstrc.cpp.

gradient_structure& gradient_structure::operator= ( const gradient_structure &  )

delete

gradient_structure& gradient_structure::operator= ( gradient_structure &&  )

delete

gradient_structure * gradient_structure::reset ( gradient_structure *  instance )

static

Definition at line 120 of file gradstrc.cpp.

Referenced by create().

void gradient_structure::restore_arrays

(

)

Definition at line 294 of file sgradclc.cpp.

Referenced by funnel_gradcalc(), gradcalc(), and jacobcalc().

void gradient_structure::restore_variables

(

)

Restore variables from buffer.

Definition at line 360 of file sgradclc.cpp.

Referenced by funnel_gradcalc(), gradcalc(), and jacobcalc().

void gradient_structure::RETURN_ARRAYS_DECREMENT

(

)

Definition at line 511 of file gradstrc.cpp.

Referenced by acos(), asin(), cmvbvu_(), cmvphi_(), dvar_matrix::colfill(), dvar_matrix::colfill_randn(), dvar_matrix::colfill_randu(), dvar_matrix::colfill_seqadd(), cos(), cosh(), cumbvn(), elem_div(), elem_prod(), exp(), expm(), extract_diagonal(), fabs(), factln(), dvar_vector::fill_randbi(), dvar_vector::fill_randn(), dvar_matrix::fill_randn(), dvar_vector::fill_randu(), dvar_matrix::fill_randu(), dvar_vector::fill_seqadd(), first_difference(), gammln(), ghk(), ghk_choleski(), ghk_choleski_m(), ghk_choleski_m_cauchy(), ghk_choleski_m_logistic(), ghk_m(), inv_cumd_norm_inner(), ln_det(), log(), log10(), log_comb(), log_negbinomial_density(), mean(), mfexp(), mvbvu_(), mvphi_(), negbinomial_density(), norm(), norm2(), old_cumd_norm(), operator*(), dvar_matrix::operator*=(), operator+(), dvar_vector::operator-(), operator-(), operator/(), dvar_vector::operator/=(), dvar_matrix::operator/=(), dvar3_array::operator/=(), dvar4_array::operator/=(), dvar5_array::operator/=(), dvar6_array::operator/=(), dvar7_array::operator/=(), operator<<(), dvar_matrix::operator=(), outer_prod(), pow(), RETURN_ARRAYS_DECREMENT(), robust_regression(), dvar_matrix::rowfill(), dvar_matrix::rowfill_randn(), dvar_matrix::rowfill_randu(), dvar_matrix::rowfill_seqadd(), sfabs(), sin(), sinh(), solve(), splint(), sqr(), sqrt(), std_dev(), sum(), tan(), tanh(), value(), var(), and varchol().

void gradient_structure::RETURN_ARRAYS_INCREMENT

(

void

)

Definition at line 478 of file gradstrc.cpp.

Referenced by acos(), asin(), cmvbvu_(), cmvphi_(), dvar_matrix::colfill(), dvar_matrix::colfill_randn(), dvar_matrix::colfill_randu(), dvar_matrix::colfill_seqadd(), cos(), cosh(), cumbvn(), elem_div(), elem_prod(), exp(), expm(), extract_diagonal(), fabs(), factln(), dvar_vector::fill_randbi(), dvar_vector::fill_randn(), dvar_matrix::fill_randn(), dvar_vector::fill_randu(), dvar_matrix::fill_randu(), dvar_vector::fill_seqadd(), first_difference(), gammln(), ghk(), ghk_choleski(), ghk_choleski_m(), ghk_choleski_m_cauchy(), ghk_choleski_m_logistic(), ghk_m(), inv_cumd_norm_inner(), ln_det(), log(), log10(), log_comb(), log_negbinomial_density(), mean(), mfexp(), mvbvu_(), mvphi_(), negbinomial_density(), norm(), norm2(), old_cumd_norm(), operator*(), dvar_matrix::operator*=(), operator+(), dvar_vector::operator-(), operator-(), operator/(), dvar_vector::operator/=(), dvar_matrix::operator/=(), dvar3_array::operator/=(), dvar4_array::operator/=(), dvar5_array::operator/=(), dvar6_array::operator/=(), dvar7_array::operator/=(), operator<<(), dvar_matrix::operator=(), outer_prod(), pow(), RETURN_ARRAYS_INCREMENT(), robust_regression(), dvar_matrix::rowfill(), dvar_matrix::rowfill_randn(), dvar_matrix::rowfill_randu(), dvar_matrix::rowfill_seqadd(), sfabs(), sin(), sinh(), solve(), splint(), sqr(), sqrt(), std_dev(), sum(), tan(), tanh(), value(), var(), and varchol().

void gradient_structure::save_arrays

(

)

Compute the gradient from the data stored in the global gradient_structure.

Parameters

nvar	Number of variables in the gradient.
_g	Vector from 1 to nvar. On return contains the gradient.
f	objective function

Returns

likelihood value double gradcalc(int nvar, const dvector& _g, dvariable& f) { double v = value(f); gradcalc(nvar, _g); return v; }

Definition at line 223 of file sgradclc.cpp.

Referenced by funnel_gradcalc(), gradcalc(), and jacobcalc().

void gradient_structure::save_dependent_variable_position

(

const prevariable &

v1

)

Description not yet available.

Parameters

Definition at line 108 of file depvars.cpp.

Referenced by operator<<().

void gradient_structure::save_variables

(

)

Save variables to a buffer.

Definition at line 353 of file sgradclc.cpp.

Referenced by funnel_gradcalc(), gradcalc(), and jacobcalc().

gradient_structure * gradient_structure::set

(

const unsigned int

id

)

Set _instance of gradient_structure from instances with id.

Definition at line 126 of file gradstrc.cpp.

void gradient_structure::set_ARRAY_MEMBLOCK_SIZE ( unsigned long  i )

static

Set the the maximum amount of memory (in bytes) available for the autodif variable type container class objects.

Parameters

i	value in bytes

Definition at line 57 of file gs_set.cpp.

void gradient_structure::set_CMPDIF_BUFFER_SIZE ( const size_t  i )

static

Set the size in bytes of the buffer used to contain the information generated by the "precompiled" derivative code.

Parameters

i	value in bytes

Definition at line 75 of file gs_set.cpp.

Referenced by function_minimizer::function_minimizer().

void gradient_structure::set_GRADSTACK_BUFFER_BYTES ( const size_t  i )

static

Set (in bytes) the number of entries contained in the buffer used for calculating derivatives.

This is an alternative to set_GRADSTACK_BUFFER_SIZE which is in units of "gs_size" rather than bytes.

Author

Ian Taylor

Parameters

i	memory allocation in bytes

Definition at line 174 of file gs_set.cpp.

void gradient_structure::set_GRADSTACK_BUFFER_SIZE ( const size_t  i )

static

Set the number of entries contained in the buffer that, in turn, contains the information necessary for calculating derivatives.

For historical reasons, the actual amount of memory (in bytes) reserved for the buffer is equal to the value of GRADSTACK_BUFFER_SIZE multiplied by the size (in bytes) of an autodif structure, grad_stack_entry. See also set_GRADSTACK_BUFFER_BYTES which performs the same function but with input in units of bytes

Parameters

i	memory allocation in units of "gs_size" (which is about 36 bytes)

Definition at line 119 of file gs_set.cpp.

Referenced by function_minimizer::function_minimizer().

void gradient_structure::set_MAX_DLINKS ( int  i )

static

Set the maximum number of dvariable objects that can be in scope at one time.

Parameters

i	the value to set

Definition at line 228 of file gs_set.cpp.

void gradient_structure::set_MAX_NVAR_OFFSET ( unsigned int  i )

static

Set the the maximum number of independent variables that can be used.

Parameters

i	the value to set

Definition at line 218 of file gs_set.cpp.

void gradient_structure::set_NO_SAVE_VARIABLES_VALUES ( void  )

static

Description not yet available.

Parameters

Definition at line 669 of file gradstrc.cpp.

void gradient_structure::set_NUM_DEPENDENT_VARIABLES ( int  i )

static

Description not yet available.

Parameters

Definition at line 678 of file gradstrc.cpp.

void gradient_structure::set_NUM_RETURN_ARRAYS ( unsigned int  i )

static

Set the maximum allowable depth of nesting of functions that return autodif variable types.

Parameters

i	positive number of return arrays

Definition at line 46 of file gs_set.cpp.

void gradient_structure::set_RETURN_ARRAYS_SIZE ( unsigned int  i )

static

Set the return arrays size controlling the amount of complexity that one line of arithmetic can have.

Parameters

i	positive size of return arrays

Definition at line 36 of file gs_set.cpp.

static void gradient_structure::set_USE_FOR_HESSIAN ( const long int  i )

inlinestatic

Definition at line 183 of file gradient_structure.h.

void gradient_structure::set_YES_SAVE_VARIABLES_VALUES ( void  )

static

Description not yet available.

Parameters

Definition at line 660 of file gradstrc.cpp.

size_t gradient_structure::totalbytes

(

void

)

Description not yet available.

Parameters

Definition at line 183 of file gradstrc.cpp.

Friends And Related Function Documentation

void allocate_dvariable_space ( void  )

friend

Description not yet available.

Parameters

Definition at line 210 of file gradstrc.cpp.

friend class arr_list

friend

Definition at line 151 of file gradient_structure.h.

Referenced by gradient_structure().

void cleanup_temporary_files ( )

friend

Close gradient and variable files and free gradient structure memory.

Definition at line 192 of file gradstrc.cpp.

Referenced by ~gradient_structure().

void default_evaluation ( void  )

friend

Description not yet available.

Parameters

Definition at line 61 of file def_eval.cpp.

friend class DF_FILE

friend

Definition at line 239 of file gradient_structure.h.

Referenced by gradient_structure().

friend class dfsdmat

friend

Definition at line 187 of file gradient_structure.h.

friend class dlist

friend

Definition at line 273 of file gradient_structure.h.

Referenced by gradient_structure().

friend class function_minimizer

friend

Definition at line 275 of file gradient_structure.h.

void funnel_derivatives ( void  )

friend

Description not yet available.

Parameters

Referenced by funnel_gradcalc().

void funnel_gradcalc ( void  )

friend

Description not yet available.

Parameters

Definition at line 76 of file xgradclc.cpp.

friend class grad_stack

friend

Definition at line 274 of file gradient_structure.h.

Referenced by gradient_structure().

void gradcalc ( int  nvar, const dvector &  g  )

friend

Definition at line 77 of file sgradclc.cpp.

void gradfree ( dlink *  v )

friend

Description not yet available.

Parameters

Definition at line 65 of file fvar2.cpp.

double_and_int* gradnew ( )

friend

Creates an entry in the gradient structure linked list.

Returns

Pointer instance of class double_and_int

Definition at line 36 of file fvar2.cpp.

dmatrix restore_dvar_matrix_derivatives ( void  )

friend

dmatrix restore_dvar_matrix_value ( void  )

friend

dvector restore_dvar_vector_derivatives ( void  )

friend

dvar_vector_position restore_dvar_vector_position ( void  )

friend

Description not yet available.

Parameters

Definition at line 65 of file cmpdif4.cpp.

dvector restore_dvar_vector_value ( const dvar_vector_position &  tmp )

friend

Restores the size, address, and value information for a dvar_vector.

Back up the stream and read the number of bytes written in the write function'' corresponding to thisread function''

Parameters

Definition at line 227 of file cmpdif4.cpp.

void slave_gradcalc ( void  )

friend

void wide_funnel_gradcalc ( void  )

friend

Member Data Documentation

DF_FILE* gradient_structure::_fp

Definition at line 110 of file gradient_structure.h.

Referenced by gradient_structure(), and ~gradient_structure().

grad_stack* gradient_structure::_GRAD_STACK1

Definition at line 111 of file gradient_structure.h.

Referenced by gradient_structure(), and ~gradient_structure().

_THREAD gradient_structure * gradient_structure::_instance = nullptr

static

Definition at line 114 of file gradient_structure.h.

Referenced by acos(), dvar_vector::allocate(), dfsdmat::allocate(), allocate_dvariable_space(), asin(), bounded_cumd_norm(), check_derivative_values(), check_derivative_values_break(), clean(), cleanup_temporary_files(), cmvbvu_(), cmvphi_(), dvar_matrix::colfill(), dvar_matrix::colfill_randn(), dvar_matrix::colfill_randu(), dvar_matrix::colfill_seqadd(), cos(), cosh(), create(), cube(), cumbvn(), cumd_norm(), dvar_vector::deallocate(), default_evaluation3ind(), default_evaluation4ind(), function_minimizer::depvars_routine(), det(), df_check_derivative_values(), df_check_derivative_values_indexed(), df_check_derivative_values_indexed_break(), dvar_vector::dvar_vector(), elem_div(), elem_prod(), exp(), expm(), extract_diagonal(), fabs(), factln(), dvar_vector::fill_randbi(), dvar_vector::fill_randn(), dvar_matrix::fill_randn(), dvar_vector::fill_randu(), dvar_matrix::fill_randu(), dvar_vector::fill_seqadd(), first_difference(), fourth(), funnel_derivatives(), funnel_gradcalc(), gammln(), get(), ghk(), ghk_choleski(), ghk_choleski_m(), ghk_choleski_m_cauchy(), ghk_choleski_m_logistic(), ghk_m(), gradcalc(), gradfree(), gradient_structure(), gradnew(), inv(), inv_cumd_norm_inner(), jacobcalc(), ln_det(), log(), log10(), log_comb(), log_negbinomial_density(), make_indvar_list(), mean(), mfexp(), mvbvu_(), mvphi_(), negbinomial_density(), next_RETURN_PTR(), norm(), norm2(), old_cumd_norm(), operator*(), dvar_matrix::operator*=(), operator+(), dvar_vector::operator-(), operator-(), operator/(), dvar_vector::operator/=(), dvar_matrix::operator/=(), dvar3_array::operator/=(), dvar4_array::operator/=(), dvar5_array::operator/=(), dvar6_array::operator/=(), dvar7_array::operator/=(), operator<<(), dvar_matrix::operator=(), outer_prod(), pow(), report_derivatives(), reset(), RETURN_ARRAYS_DECREMENT(), RETURN_ARRAYS_INCREMENT(), robust_regression(), dvar_matrix::rowfill(), dvar_matrix::rowfill_randn(), dvar_matrix::rowfill_randu(), dvar_matrix::rowfill_seqadd(), set(), set_gradstack_flag(), sfabs(), sin(), sinh(), solve(), splint(), sqr(), sqrt(), std_dev(), sum(), tan(), tanh(), value(), var(), varchol(), grad_stack::write_grad_stack_buffer(), and ~gradient_structure().

arr_list* gradient_structure::ARR_LIST1

Definition at line 229 of file gradient_structure.h.

Referenced by dvar_vector::allocate(), dvar_vector::deallocate(), df_check_derivative_values(), df_check_derivative_values_indexed(), df_check_derivative_values_indexed_break(), dvar_vector::dvar_vector(), funnel_derivatives(), funnel_gradcalc(), gradcalc(), gradient_structure(), jacobcalc(), restore_arrays(), save_arrays(), and ~gradient_structure().

unsigned long gradient_structure::ARRAY_MEMBLOCK_SIZE = 0L

static

Definition at line 149 of file gradient_structure.h.

Referenced by arr_list::arr_new(), funnel_gradcalc(), get_ARRAY_MEMBLOCK_SIZE(), gradient_structure(), restore_arrays(), and save_arrays().

size_t gradient_structure::CMPDIF_BUFFER_SIZE =140000000L

static

Definition at line 153 of file gradient_structure.h.

Referenced by gradient_structure().

dependent_variables_information* gradient_structure::DEPVARS_INFO

Definition at line 162 of file gradient_structure.h.

Referenced by gradient_structure(), jacobcalc(), save_dependent_variable_position(), and ~gradient_structure().

_THREAD DF_FILE * gradient_structure::fp = nullptr

static

Definition at line 113 of file gradient_structure.h.

Referenced by atan(), check_derivative_values(), check_derivative_values_break(), choleski_decomp(), choleski_decomp_positive(), cmdm_prod(), cmdv_prod(), cos(), cube(), cvdv_add(), cvdv_dot(), cvdv_elem_div(), cvdv_elem_prod(), cvdv_sub(), det(), DF_ccv_dble_prod(), DF_cdble_dv_add(), DF_cdble_dv_diff(), DF_cdble_dv_div(), DF_cdble_dv_diveq(), DF_cdvpow(), df_check_derivative_values_indexed(), df_check_derivative_values_indexed_break(), DF_dble_dv_add(), DF_dble_dv_diff(), DF_dble_dv_div(), DF_dv_cdble_diff(), DF_dv_cdble_div(), DF_dv_dble_diff(), DF_dv_dble_div(), DF_dv_dble_prod(), DF_dv_double_prod(), DF_dv_minus(), DF_dvatan(), DF_dvcos(), DF_dvcpow(), DF_dvcube(), DF_dvdvpow(), DF_dvexp(), DF_dvfourth(), DF_dvlog(), DF_dvmfexp(), DF_dvpow(), DF_dvsin(), DF_dvsqrt(), DF_dvsquare(), DF_dvtan(), DF_first_diference(), df_ln_det_choleski(), DF_unary_diff(), DF_v_xdble_diff(), DF_vdble_dv_diveq(), df_xdet(), df_xldet(), dfbltsolve(), dfcholeski_decomp(), dfcholeski_decomp_banded(), dfcholeski_decomp_banded_positive(), dfcholeski_decomp_positive(), dfcholeski_sparse(), dfempirical_covarv(), dfempirical_covarv_partial(), dfinvpret(), dfmatinit(), dfmattrans(), dfouter_prodvv(), dmcm_prod(), dmcv_prod(), dmdm_prod(), dmdv_prod(), dmdv_solve(), dv_assign(), dv_eqdoub(), dv_eqprev(), dv_init(), dv_minuseq(), dv_pluseq(), dv_subassign(), dv_xminuseq(), dv_xpluseq(), dvcm_prod(), dvcv_add(), dvcv_dot(), dvcv_elem_div(), dvcv_elem_prod(), dvcv_sub(), dvdm_prod(), dvdv_add(), dvdv_dot(), dvdv_elem_div(), dvdv_elem_prod(), dvdv_sub(), elem_div(), elem_prod(), empirical_covariance(), exp(), first_difference(), fourth(), funnel_derivatives(), funnel_gradcalc(), get_fp(), get_string_marker(), gradient_structure(), dvar_vector::initialize(), dvar_matrix::initialize(), inv(), jacobcalc(), ln_det(), ln_det_choleski(), ln_det_choleski_error(), log(), mfexp(), dvar_vector::operator()(), operator*(), operator+(), dvar_vector::operator+=(), operator-(), dvar_vector::operator-(), dvar_vector::operator-=(), operator/(), dvar_vector::operator/=(), dvar_vector::operator=(), outer_prod(), pow(), report_derivatives(), report_dvar_vector_derivatives(), report_gradstack_flag(), report_gradstack_flag2(), restore_ad_pointer(), restore_banded_lower_triangular_dvar_matrix_value(), restore_banded_symmetric_dvar_matrix_value(), restore_d3_array_position(), restore_d3_array_value(), restore_dmatrix_position(), restore_dmatrix_value(), restore_double_value(), restore_dvar_matrix_position(), restore_dvar_matrix_value(), restore_dvar_vector_position(), restore_dvar_vector_value(), restore_dvector_position(), restore_dvector_value(), restore_imatrix_position(), restore_imatrix_value(), restore_int_value(), restore_ivector_position(), restore_ivector_value(), restore_lower_triangular_dvar_matrix_value(), restore_pointer_value(), restore_prevariable_derivative(), restore_prevariable_position(), restore_prevariable_value(), save_ad_pointer(), d3_array::save_d3_array_position(), d3_array::save_d3_array_value(), save_dependent_variable_position(), dmatrix::save_dmatrix_position(), dmatrix::save_dmatrix_value(), banded_symmetric_dmatrix::save_dmatrix_value(), save_double_value(), dvar_matrix::save_dvar_matrix_position(), banded_symmetric_dvar_matrix::save_dvar_matrix_position(), banded_lower_triangular_dvar_matrix::save_dvar_matrix_position(), dvar_matrix::save_dvar_matrix_value(), banded_symmetric_dvar_matrix::save_dvar_matrix_value(), banded_lower_triangular_dvar_matrix::save_dvar_matrix_value(), dvar_vector::save_dvar_vector_position(), dvar_vector::save_dvar_vector_value(), dvector::save_dvector_position(), dvector::save_dvector_value(), save_identifier_string(), imatrix::save_imatrix_position(), imatrix::save_imatrix_value(), save_int_value(), ivector::save_ivector_position(), ivector::save_ivector_value(), save_pointer_value(), prevariable::save_prevariable_position(), prevariable::save_prevariable_value(), set_gradstack_flag(), sin(), solve(), sqrt(), square(), sum(), tan(), trans(), varchol(), verify_identifier_string(), X_dv_sum(), and ~gradient_structure().

dlist* gradient_structure::GRAD_LIST

Definition at line 226 of file gradient_structure.h.

Referenced by allocate_dvariable_space(), df_check_derivative_values(), df_check_derivative_values_indexed(), df_check_derivative_values_indexed_break(), funnel_derivatives(), funnel_gradcalc(), gradcalc(), gradfree(), gradient_structure(), gradnew(), jacobcalc(), restore_variables(), save_variables(), and ~gradient_structure().

_THREAD grad_stack * gradient_structure::GRAD_STACK1 = nullptr

static

Definition at line 115 of file gradient_structure.h.

Referenced by acos(), ad_begin_funnel(), asin(), atan(), betacf(), bounded_cumd_norm(), check_derivative_values(), check_derivative_values_break(), choleski_decomp(), choleski_decomp_positive(), cos(), cosh(), cube(), cumd_norm(), default_evaluation(), default_evaluation0(), default_evaluation1(), default_evaluation1m(), default_evaluation2(), default_evaluation3(), default_evaluation3ind(), default_evaluation4(), default_evaluation4ind(), default_evaluation4m(), det(), df_minus_eq_pvpv(), df_plus_eq_pvpv(), dvariable::dvariable(), elem_div(), elem_prod(), empirical_covariance(), exp(), fabs(), first_difference(), fourth(), funnel_gradcalc(), gammlnguts(), get_GRAD_STACK1(), grad_chk(), gradcalc(), gradient_structure(), dvar_vector::initialize(), dvar_matrix::initialize(), insert_identifier_string(), inv(), inv_cumd_beta_stable(), inv_cumd_gamma(), inv_cumd_norm_inner(), inv_cumd_normal_logistic_mixture(), inv_cumd_normal_mixture(), jacobcalc(), ldexp(), ln_det(), ln_det_choleski(), ln_det_choleski_error(), log(), log10(), mfexp(), dvar_vector::operator()(), operator*(), prevariable::operator*=(), operator+(), prevariable::operator+=(), dvar_vector::operator+=(), operator-(), dvar_vector::operator-(), prevariable::operator-=(), dvar_vector::operator-=(), operator/(), prevariable::operator/=(), dvar_vector::operator/=(), prevariable::operator=(), dvariable::operator=(), dvar_vector::operator=(), outer_prod(), pow(), report_derivatives(), reset_gradient_stack(), restore_arrays(), save_arrays(), save_dependent_variable_position(), set_gradstack_flag(), sfabs(), sigmoid(), sin(), sinh(), solve(), sqrt(), square(), sum(), tan(), tanh(), trans(), varchol(), and ~gradient_structure().

gradient_structure** gradient_structure::gradients

Definition at line 128 of file gradient_structure.h.

Referenced by clean(), create(), gradient_structure(), and set().

unsigned int gradient_structure::gradients_size

Definition at line 129 of file gradient_structure.h.

Referenced by clean(), create(), gradient_structure(), and set().

size_t gradient_structure::GRADSTACK_BUFFER_SIZE = 4000000L

static

Definition at line 154 of file gradient_structure.h.

Referenced by get_GRADSTACK_BUFFER_SIZE(), and gradient_structure().

double* gradient_structure::hessian_ptr

Definition at line 178 of file gradient_structure.h.

Referenced by dfsdmat::allocate(), and gradient_structure().

int gradient_structure::Hybrid_bounded_flag =0

static

Definition at line 177 of file gradient_structure.h.

Referenced by boundp(), boundpin(), function_minimizer::computations1(), dfboundp(), function_minimizer::hess_inv(), function_minimizer::hess_routine_noparallel(), function_minimizer::hess_routine_noparallel_random_effects(), function_minimizer::mcmc_computations(), and ndfboundp().

indvar_offset_list* gradient_structure::INDVAR_LIST

Definition at line 160 of file gradient_structure.h.

Referenced by gradcalc(), gradient_structure(), jacobcalc(), make_indvar_list(), and ~gradient_structure().

int gradient_structure::instances = 0

static

Definition at line 169 of file gradient_structure.h.

Referenced by arr_list::arr_new(), check_set_error(), funnel_gradcalc(), gradcalc(), gradfree(), gradient_structure(), gradnew(), jacobcalc(), and ~gradient_structure().

unsigned int gradient_structure::MAX_DLINKS = 5000

static

Definition at line 159 of file gradient_structure.h.

Referenced by allocate_dvariable_space(), dlist::create(), dlist::dlist(), get_MAX_DLINKS(), set_MAX_DLINKS(), and dlist::total_addresses().

unsigned long int gradient_structure::max_last_offset

Definition at line 268 of file gradient_structure.h.

Referenced by funnel_gradcalc(), and jacobcalc().

unsigned int gradient_structure::MAX_NVAR_OFFSET = 5000

static

Definition at line 155 of file gradient_structure.h.

Referenced by gradient_structure(), make_indvar_list(), and set_MAX_NVAR_OFFSET().

dvariable* gradient_structure::MAX_RETURN

Definition at line 125 of file gradient_structure.h.

Referenced by bounded_cumd_norm(), cumd_norm(), gradient_structure(), inv_cumd_norm_inner(), next_RETURN_PTR(), RETURN_ARRAYS_DECREMENT(), and RETURN_ARRAYS_INCREMENT().

dvariable* gradient_structure::MIN_RETURN

Definition at line 124 of file gradient_structure.h.

Referenced by bounded_cumd_norm(), cumd_norm(), gradient_structure(), inv_cumd_norm_inner(), next_RETURN_PTR(), RETURN_ARRAYS_DECREMENT(), and RETURN_ARRAYS_INCREMENT().

int gradient_structure::no_derivatives = 0

static

Definition at line 138 of file gradient_structure.h.

Referenced by funnel_gradcalc(), DF_FILE::fwrite(), grad_stack::set_gradient_stack(), grad_stack::set_gradient_stack0(), grad_stack::set_gradient_stack1(), grad_stack::set_gradient_stack2(), grad_stack::set_gradient_stack4(), set_NO_DERIVATIVES(), and set_YES_DERIVATIVES().

int gradient_structure::NUM_DEPENDENT_VARIABLES = 2000

static

Definition at line 161 of file gradient_structure.h.

Referenced by gradient_structure(), function_minimizer::minimize(), and set_NUM_DEPENDENT_VARIABLES().

unsigned int gradient_structure::NUM_RETURN_ARRAYS = 25

static

Definition at line 143 of file gradient_structure.h.

Referenced by gradient_structure(), RETURN_ARRAYS_INCREMENT(), set_NUM_RETURN_ARRAYS(), and ~gradient_structure().

long int gradient_structure::NVAR

Definition at line 142 of file gradient_structure.h.

Referenced by gradcalc(), make_indvar_list(), and ~gradient_structure().

size_t gradient_structure::PREVIOUS_TOTAL_BYTES

Definition at line 148 of file gradient_structure.h.

Referenced by funnel_gradcalc(), gradcalc(), gradient_structure(), and NUM_GRADSTACK_BYTES_WRITTEN().

dvariable** gradient_structure::RETURN_ARRAYS

Definition at line 144 of file gradient_structure.h.

Referenced by gradient_structure(), RETURN_ARRAYS_DECREMENT(), RETURN_ARRAYS_INCREMENT(), and ~gradient_structure().

unsigned int gradient_structure::RETURN_ARRAYS_PTR

Definition at line 145 of file gradient_structure.h.

Referenced by gradient_structure(), RETURN_ARRAYS_DECREMENT(), and RETURN_ARRAYS_INCREMENT().

unsigned int gradient_structure::RETURN_ARRAYS_SIZE = 70

static

Definition at line 227 of file gradient_structure.h.

Referenced by gradient_structure(), RETURN_ARRAYS_DECREMENT(), RETURN_ARRAYS_INCREMENT(), and set_RETURN_ARRAYS_SIZE().

dvariable* gradient_structure::RETURN_PTR

Definition at line 123 of file gradient_structure.h.

Referenced by bounded_cumd_norm(), cumd_norm(), gradient_structure(), inv_cumd_norm_inner(), next_RETURN_PTR(), RETURN_ARRAYS_DECREMENT(), and RETURN_ARRAYS_INCREMENT().

dvariable** gradient_structure::RETURN_PTR_CONTAINER

Definition at line 146 of file gradient_structure.h.

Referenced by gradient_structure(), RETURN_ARRAYS_DECREMENT(), RETURN_ARRAYS_INCREMENT(), and ~gradient_structure().

int gradient_structure::save_var_file_flag

Definition at line 156 of file gradient_structure.h.

Referenced by gradient_structure(), restore_arrays(), and save_arrays().

int gradient_structure::save_var_flag =0

static

Definition at line 157 of file gradient_structure.h.

Referenced by gradcalc(), jacobcalc(), set_NO_SAVE_VARIABLES_VALUES(), and set_YES_SAVE_VARIABLES_VALUES().

size_t gradient_structure::TOTAL_BYTES

Definition at line 147 of file gradient_structure.h.

Referenced by funnel_gradcalc(), gradcalc(), gradient_structure(), NUM_GRADSTACK_BYTES_WRITTEN(), totalbytes(), and grad_stack::write_grad_stack_buffer().

long int gradient_structure::USE_FOR_HESSIAN = 0

static

Definition at line 141 of file gradient_structure.h.

Referenced by get_USE_FOR_HESSIAN(), and set_USE_FOR_HESSIAN().

unsigned int gradient_structure::x

Definition at line 170 of file gradient_structure.h.

Referenced by gradient_structure().

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The documentation for this class was generated from the following files:

• gradient_structure.h (Last Changed on August 04, 2022 for git-revision 81c4a91807f2bba85a68cf1786810ed9c536a539.)
• adglobl.cpp (Last Changed on August 03, 2022 for git-revision f8640678bd7af83c55e23f39d73768d9c698f51a.)
• depvars.cpp (Last Changed on August 06, 2022 for git-revision 808780089317c67198079de06b64df009a4a6543.)
• fvar_arr.cpp (Last Changed on August 06, 2022 for git-revision 808780089317c67198079de06b64df009a4a6543.)
• gradstrc.cpp (Last Changed on August 06, 2022 for git-revision 808780089317c67198079de06b64df009a4a6543.)
• gs_set.cpp (Last Changed on April 27, 2017 for git-revision 3394d56a3945cc86e9e56b3a9b43b4afb402ceb3.)
• jacob2.cpp (Last Changed on August 06, 2022 for git-revision 808780089317c67198079de06b64df009a4a6543.)
• jacob3.cpp (Last Changed on August 06, 2022 for git-revision 808780089317c67198079de06b64df009a4a6543.)
• jacobclc.cpp (Last Changed on August 06, 2022 for git-revision 808780089317c67198079de06b64df009a4a6543.)
• sgradclc.cpp (Last Changed on August 06, 2022 for git-revision 808780089317c67198079de06b64df009a4a6543.)
• xgradclc.cpp (Last Changed on August 06, 2022 for git-revision 808780089317c67198079de06b64df009a4a6543.)