/* --------------------------------------------------------------------------
CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-18 Bradley M. Bell

CppAD is distributed under the terms of the
             Eclipse Public License Version 2.0.

This Source Code may also be made available under the following
Secondary License when the conditions for such availability set forth
in the Eclipse Public License, Version 2.0 are satisfied:
      GNU General Public License, Version 2.0 or later.
---------------------------------------------------------------------------- */


// CPPAD_HAS_* defines and CPPAD_COMPILER_IS_GNUCXX
# include <cppad/configure.hpp>

# if CPPAD_HAS_ADOLC
// adolc examples should supppress conversion warnings
# include <cppad/wno_conversion.hpp>
//
# include <adolc/adouble.h>
# include <adolc/taping.h>
# include <adolc/interfaces.h>
// adouble definitions not in Adolc distribution and
// required in order to use CppAD::AD<adouble>
# include <cppad/example/base_adolc.hpp>
# endif

# include <cppad/cppad.hpp>
# include <limits>

namespace { // BEGIN empty namespace

bool One(void)
{   bool ok = true;                          // initialize test result
    using CppAD::NearEqual;
    double eps = 10. * std::numeric_limits<double>::epsilon();


    typedef CppAD::AD<double>   ADdouble;    // for one level of taping
    typedef CppAD::AD<ADdouble> ADDdouble;   // for two levels of taping
    size_t n = 2;                            // dimension for example

    // value of the independent variables
    CPPAD_TESTVECTOR(ADDdouble) aa_x(n);
    aa_x[0] = 1.; aa_x[1] = 3.; // test conversion double to AD< AD<double> >
    aa_x[0] = 2. * aa_x[0];     // test double * AD< AD<double> >
    CppAD::Independent(aa_x);

    // compute the function f(x) = 2 * x[0] * x[1]
    CPPAD_TESTVECTOR(ADDdouble) aa_f(1);
    aa_f[0] = 2. * aa_x[0] * aa_x[1];
    CppAD::ADFun<ADdouble> F(aa_x, aa_f);

    // value of the independent variables
    CPPAD_TESTVECTOR(ADdouble)   a_x(n);
    a_x[0] = 2.; a_x[1] = 3.;
    Independent(a_x);

    // re-evaluate f(2, 3) (must get deepedence on a_x).
    size_t p = 0;
    CPPAD_TESTVECTOR(ADdouble) a_fp(1);
    a_fp    = F.Forward(p, a_x);
    ok     &= NearEqual(a_fp[0], 2. * a_x[0] * a_x[1], eps, eps);

    // compute the function g(x) = 2 * partial_x[0] f(x) = 4 * x[1]
    p = 1;
    CPPAD_TESTVECTOR(ADdouble) a_dx(n), a_g(1);
    a_dx[0] = 1.; a_dx[1] = 0.;
    a_fp    = F.Forward(p, a_dx);
    a_g[0]  = 2. * a_fp[0];
    CppAD::ADFun<double> G(a_x, a_g);

    // compute partial_x[1] g(x)
    CPPAD_TESTVECTOR(double)  xp(n), gp(1);
    p = 0;
    xp[0] = 4.; xp[1] = 5.;
    gp    = G.Forward(p, xp);
    ok   &= NearEqual(gp[0], 4. * xp[1], eps, eps);

    p = 1;
    xp[0] = 0.; xp[1] = 1.;
    gp    = G.Forward(p, xp);
    ok   &= NearEqual(gp[0], 4., eps, eps);

    return ok;
}

// f(x) = |x|^2 = .5 * ( x[0]^2 + ... + x[n-1]^2 )
template <class Type>
Type f_Two(CPPAD_TESTVECTOR(Type) &x)
{   Type sum;

    // check assignment of AD< AD<double> > = double
    sum  = .5;
    sum += .5;

    size_t i = x.size();
    while(i--)
        sum += x[i] * x[i];

    // check compound assignment AD< AD<double> > -= int
    sum -= 1;

    // check double * AD< AD<double> >
    return .5 * sum;
}

bool Two(void)
{   bool ok = true;                          // initialize test result
    double eps99 = 99.0 * std::numeric_limits<double>::epsilon();

    typedef CppAD::AD<double>   ADdouble;    // for one level of taping
    typedef CppAD::AD<ADdouble> ADDdouble;   // for two levels of taping
    size_t n = 5;                            // dimension for example
    size_t j;                                // a temporary index variable

    CPPAD_TESTVECTOR(double)       x(n);
    CPPAD_TESTVECTOR(ADdouble)   a_x(n);
    CPPAD_TESTVECTOR(ADDdouble) aa_x(n);

    // value of the independent variables
    for(j = 0; j < n; j++)
        a_x[j] = x[j] = double(j); // x[j] = j
    Independent(a_x);                  // a_x is indedendent for ADdouble
    for(j = 0; j < n; j++)
        aa_x[j] = a_x[j];          // track how aa_x depends on a_x
    CppAD::Independent(aa_x);          // aa_x is independent for ADDdouble

    // compute function
    CPPAD_TESTVECTOR(ADDdouble) aa_f(1);    // scalar valued function
    aa_f[0] = f_Two(aa_x);                   // has only one component

    // declare inner function (corresponding to ADDdouble calculation)
    CppAD::ADFun<ADdouble> a_F(aa_x, aa_f);

    // compute f'(x)
    size_t p = 1;                        // order of derivative of a_F
    CPPAD_TESTVECTOR(ADdouble) a_w(1);  // weight vector for a_F
    CPPAD_TESTVECTOR(ADdouble) a_df(n); // value of derivative
    a_w[0] = 1;                          // weighted function same as a_F
    a_df   = a_F.Reverse(p, a_w);        // gradient of f

    // declare outter function (corresponding to ADdouble calculation)
    CppAD::ADFun<double> df(a_x, a_df);

    // compute the d/dx of f'(x) * v = f''(x) * v
    CPPAD_TESTVECTOR(double) v(n);
    CPPAD_TESTVECTOR(double) ddf_v(n);
    for(j = 0; j < n; j++)
        v[j] = double(n - j);
    ddf_v = df.Reverse(p, v);

    // f(x)       = .5 * ( x[0]^2 + x[1]^2 + ... + x[n-1]^2 )
    // f'(x)      = (x[0], x[1], ... , x[n-1])
    // f''(x) * v = ( v[0], v[1],  ... , x[n-1] )
    for(j = 0; j < n; j++)
        ok &= CppAD::NearEqual(ddf_v[j], v[j], eps99, eps99);

    return ok;
}

# if CPPAD_HAS_ADOLC

bool adolc(void)
{   bool ok = true;                   // initialize test result
    double eps99 = 99.0 * std::numeric_limits<double>::epsilon();

    typedef adouble      ADdouble;         // for first level of taping
    typedef CppAD::AD<ADdouble> ADDdouble; // for second level of taping
    size_t n = 5;                          // number independent variables

    CPPAD_TESTVECTOR(double)       x(n);
    CPPAD_TESTVECTOR(ADdouble)   a_x(n);
    CPPAD_TESTVECTOR(ADDdouble) aa_x(n);

    // value of the independent variables
    short tag = 0;         // Adolc setup
    int keep = 1;
    trace_on(tag, keep);
    size_t j;
    for(j = 0; j < n; j++)
    {   x[j] = double(j);           // x[j] = j
        a_x[j] <<= x[j];            // a_x is independent for ADdouble
    }
    for(j = 0; j < n; j++)
        aa_x[j] = a_x[j];          // track how aa_x depends on a_x
    CppAD::Independent(aa_x);          // aa_x is independent for ADDdouble

    // compute function
    CPPAD_TESTVECTOR(ADDdouble) aa_f(1);    // scalar valued function
    aa_f[0] = f_Two(aa_x);                   // has only one component

    // declare inner function (corresponding to ADDdouble calculation)
    CppAD::ADFun<ADdouble> a_F(aa_x, aa_f);

    // compute f'(x)
    size_t p = 1;                        // order of derivative of a_F
    CPPAD_TESTVECTOR(ADdouble) a_w(1);  // weight vector for a_F
    CPPAD_TESTVECTOR(ADdouble) a_df(n); // value of derivative
    a_w[0] = 1;                          // weighted function same as a_F
    a_df   = a_F.Reverse(p, a_w);        // gradient of f

    // declare outter function
    // (corresponding to the tape of adouble operations)
    double df_j;
    for(j = 0; j < n; j++)
        a_df[j] >>= df_j;
    trace_off();

    // compute the d/dx of f'(x) * v = f''(x) * v
    size_t m      = n;                     // # dependent in f'(x)
    double *v = CPPAD_NULL, *ddf_v = CPPAD_NULL;
    v     = CPPAD_TRACK_NEW_VEC(m, v);     // track v = new double[m]
    ddf_v = CPPAD_TRACK_NEW_VEC(n, ddf_v); // track ddf_v = new double[n]
    for(j = 0; j < n; j++)
        v[j] = double(n - j);
    fos_reverse(tag, int(m), int(n), v, ddf_v);

    // f(x)       = .5 * ( x[0]^2 + x[1]^2 + ... + x[n-1]^2 )
    // f'(x)      = (x[0], x[1], ... , x[n-1])
    // f''(x) * v = ( v[0], v[1],  ... , x[n-1] )
    for(j = 0; j < n; j++)
        ok &= CppAD::NearEqual(ddf_v[j], v[j], eps99, eps99);

    CPPAD_TRACK_DEL_VEC(v);                 // check usage of delete
    CPPAD_TRACK_DEL_VEC(ddf_v);
    return ok;
}

# endif // CPPAD_HAS_ADOLC

bool std_math(void)
{   bool ok = true;
    using CppAD::AD;
    using CppAD::Independent;
    using CppAD::ADFun;
    double eps = std::numeric_limits<double>::epsilon();


    typedef AD<double>      ADdouble; // for first level of taping
    typedef AD<ADdouble>   ADDdouble; // for second level of taping
    size_t n = 1;         // number independent variables
    size_t m = 1;         // number dependent and independent variables

    CPPAD_TESTVECTOR(double)       x(n),   y(m);
    CPPAD_TESTVECTOR(ADdouble)    ax(n),  ay(m);
    CPPAD_TESTVECTOR(ADDdouble)  aax(n), aay(m);

    // create af(x) = tanh(x)
    aax[0] = 1.;
    Independent( aax );
    aay[0] = tanh(aax[0]);
    ADFun<ADdouble> af(aax, aay);

    // create g(x) = af(x)
    ax[0] = 1.;
    Independent( ax );
    ay = af.Forward(0, ax);
    ADFun<double> g(ax, ay);

    // evaluate h(x) = g(x)
    x[0] = 1.;
    y = g.Forward(0, x);

    // check result
    double check  = tanh(x[0]);
    ok &= CppAD::NearEqual(y[0], check, eps, eps);

    return ok;
}

bool fabs(void)
{   bool ok = true;
    using CppAD::AD;
    using CppAD::Independent;
    using CppAD::ADFun;
    double eps = std::numeric_limits<double>::epsilon();


    typedef AD<double>      ADdouble; // for first level of taping
    typedef AD<ADdouble>   ADDdouble; // for second level of taping
    size_t n = 1;         // number independent variables
    size_t m = 1;         // number dependent and independent variables

    CPPAD_TESTVECTOR(double)       x(n),   y(m);
    CPPAD_TESTVECTOR(ADdouble)    ax(n),  ay(m);
    CPPAD_TESTVECTOR(ADDdouble)  aax(n), aay(m);

    // create af(x) = fabs(x)
    aax[0] = 1.;
    Independent( aax );
    aay[0] = fabs(aax[0]);
    ADFun<ADdouble> af(aax, aay);

    // create g(x) = af'(x)
    ax[0] = 1.;
    Independent( ax );
    ay = af.Jacobian(ax);
    ADFun<double> g(ax, ay);

    // evaluate g(x) at same x as recording
    x[0] = 1.;
    y = g.Forward(0, x);

    // check result
    double check  = 1.;
    ok &= CppAD::NearEqual(y[0], check, eps, eps);

    // evaluate g(x) at different x from recording
    // (but abs is an atomic operation so derivative should work)
    x[0] = -1.;
    y = g.Forward(0, x);

    // check result
    check  = -1.;
    ok &= CppAD::NearEqual(y[0], check, eps, eps);

    return ok;
}

} // END empty namespace

bool mul_level(void)
{   bool ok = true;
    ok     &= One();
    ok     &= Two();
# if CPPAD_HAS_ADOLC
    ok     &= adolc();
# endif
    ok     &= std_math();
    ok     &= fabs();

    return ok;
}
