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@(@\newcommand{\B}[1]{ {\bf #1} } \newcommand{\R}[1]{ {\rm #1} }@)@
Python: Reverse Mode AD: Example and Test
def a_fun_reverse_xam() :
     #
     # load the Cppad Swig library
     import py_cppad
     #
     # initialize return variable
     ok = True
     # ---------------------------------------------------------------------
     # number of dependent and independent variables
     n_dep = 1
     n_ind = 3
     #
     # create the independent variables ax
     xp = py_cppad.vec_double(n_ind)
     for i in range( n_ind  ) :
          xp[i] = i
     #
     ax = py_cppad.independent(xp)
     #
     # create dependent variables ay with ay0 = ax_0 * ax_1 * ax_2
     ax_0 = ax[0]
     ax_1 = ax[1]
     ax_2 = ax[2]
     ay = py_cppad.vec_a_double(n_dep)
     ay[0] = ax_0 * ax_1 * ax_2
     #
     # define af corresponding to f(x) = x_0 * x_1 * x_2
     af = py_cppad.a_fun(ax, ay)
     # -----------------------------------------------------------------------
     # define          X(t) = (x_0 + t, x_1 + t, x_2 + t)
     # it follows that Y(t) = f(X(t)) = (x_0 + t) * (x_1 + t) * (x_2 + t)
     # and that       Y'(0) = x_1 * x_2 + x_0 * x_2 + x_0 * x_1
     # -----------------------------------------------------------------------
     # zero order forward mode
     p = 0
     xp[0] = 2.0
     xp[1] = 3.0
     xp[2] = 4.0
     yp = af.forward(p, xp)
     ok = ok and yp[0] == 24.0
     # -----------------------------------------------------------------------
     # first order reverse (derivative of zero order forward)
     # define G( Y ) = y_0 = x_0 * x_1 * x_2
     q = 1
     yq1 = py_cppad.vec_double(n_dep)
     yq1[0] = 1.0
     xq1 = af.reverse(q, yq1)
     # partial G w.r.t x_0
     ok = ok and xq1[0] == 3.0 * 4.0 
     # partial G w.r.t x_1
     ok = ok and xq1[1] == 2.0 * 4.0 
     # partial G w.r.t x_2
     ok = ok and xq1[2] == 2.0 * 3.0 
     # -----------------------------------------------------------------------
     # first order forward mode
     p = 1
     xp[0] = 1.0
     xp[1] = 1.0
     xp[2] = 1.0
     yp = af.forward(p, xp)
     ok = ok and yp[0] == 3.0*4.0 + 2.0*4.0 + 2.0*3.0
     # -----------------------------------------------------------------------
     # second order reverse (derivative of first order forward)
     # define G( y_0^0 , y_0^1 ) = y_0^1
     # = x_1^0 * x_2^0  +  x_0^0 * x_2^0  +  x_0^0  *  x_1^0
     q = 2
     yq2 = py_cppad.vec_double(n_dep * q)
     yq2[0 * q + 0] = 0.0 # partial of G w.r.t y_0^0
     yq2[0 * q + 1] = 1.0 # partial of G w.r.t y_0^1
     xq2 = af.reverse(q, yq2)
     # partial G w.r.t x_0^0
     ok = ok and xq2[0 * q + 0] == 3.0 + 4.0
     # partial G w.r.t x_1^0
     ok = ok and xq2[1 * q + 0] == 2.0 + 4.0
     # partial G w.r.t x_2^0
     ok = ok and xq2[2 * q + 0] == 2.0 + 3.0
     # -----------------------------------------------------------------------
     #
     return( ok )
#

Input File: build/lib/example/python/a_fun_reverse_xam.py