public static DoubleAD PlusConst(DoubleAD a, double b)
{
DoubleAD c = new DoubleAD();
c.Setval(a.Getval() + b);
c.Setdot(a.Getdot());
return(c);
}
public static DoubleAD Minus(DoubleAD a, DoubleAD b)
{
DoubleAD c = new DoubleAD();
c.Setval(a.Getval() - b.Getval());
c.Setdot(a.Getdot() - b.Getdot());
return(c);
}
public static DoubleAD Exp(DoubleAD a)
{
DoubleAD c = new DoubleAD();
c.Setval(System.Math.Exp(a.Getval()));
c.Setdot(a.Getdot() * System.Math.Exp(a.Getval()));
return(c);
}
public static DoubleAD Log(DoubleAD a)
{
DoubleAD c = new DoubleAD();
c.Setval(System.Math.Log(a.Getval()));
c.Setdot(a.Getdot() / a.Getval());
return(c);
}
public static DoubleAD DivideConst(DoubleAD a, double b)
{
DoubleAD c = new DoubleAD();
c.Setval(a.Getval() / b);
c.Setdot(a.Getdot() / b);
return(c);
}
public static DoubleAD Divide(DoubleAD a, DoubleAD b)
{
DoubleAD c = new DoubleAD();
c.Setval(a.Getval() / b.Getval());
c.Setdot((a.Getdot() / b.Getval()) - a.Getval() * b.Getdot() / (b.Getval() * b.Getval()));
return(c);
}
public static DoubleAD MultConst(DoubleAD a, double b)
{
DoubleAD c = new DoubleAD();
c.Setval(a.Getval() * b);
c.Setdot(a.Getdot() * b);
return(c);
}
// static methods
public static DoubleAD Mult(DoubleAD a, DoubleAD b)
{
DoubleAD c = new DoubleAD();
c.Setval(a.Getval() * b.Getval());
c.Setdot(a.Getdot() * b.Getval() + b.Getdot() * a.Getval());
return(c);
}
// Some of this might need to change for optimal AD
public static DoubleAD LogSum(DoubleAD[] logInputs, int fromIndex, int toIndex)
{
if (logInputs.Length == 0)
{
throw new ArgumentException();
}
if (fromIndex >= 0 && toIndex < logInputs.Length && fromIndex >= toIndex)
{
return(new DoubleAD(double.NegativeInfinity, double.NegativeInfinity));
}
int maxIdx = fromIndex;
double max = logInputs[fromIndex].Getval();
double maxdot = logInputs[fromIndex].Getdot();
for (int i = fromIndex + 1; i < toIndex; i++)
{
if (logInputs[i].Getval() > max)
{
maxIdx = i;
maxdot = logInputs[i].Getdot();
max = logInputs[i].Getval();
}
}
DoubleAD ret = new DoubleAD();
bool haveTerms = false;
double intermediate = 0.0;
double intermediateDot = 0.0;
double cutoff = max - SloppyMath.Logtolerance;
// we avoid rearranging the array and so test indices each time!
for (int i_1 = fromIndex; i_1 < toIndex; i_1++)
{
if (i_1 != maxIdx && logInputs[i_1].Getval() > cutoff)
{
haveTerms = true;
double curEXP = System.Math.Exp(logInputs[i_1].Getval() - max);
intermediate += curEXP;
intermediateDot += curEXP * logInputs[i_1].Getdot();
}
}
if (haveTerms)
{
ret.Setval(max + System.Math.Log(1.0 + intermediate));
ret.Setdot((maxdot + intermediateDot) / (1.0 + intermediate));
}
else
{
ret.Setval(max);
ret.Setdot(maxdot);
}
return(ret);
}
