[Developers] trying to compare autodif with cppad

[Steve Martell]

Dave I was able to compile and run your examples.
---------------------------------------------------------------------
With n=300 here are the run times.
myreverse_admb (safe mode):
real    0m0.643s
user    0m0.615s
sys     0m0.015s


myreverse_admb (optimize):
real    0m0.368s
user    0m0.337s
sys     0m0.014s

Using the cppad
myreverse:
real    0m17.875s
user    0m17.010s
sys     0m0.847s


myreverse with -DNDEBUG flag:
real    0m5.287s
user    0m4.894s
sys     0m0.378s

---------------------------------------------------------------------
With n=500
myreverse_admb (safe mode):
real    0m2.414s
user    0m2.341s
sys     0m0.035s

myreverse_admb (optimize):
real    0m1.450s
user    0m1.378s
sys     0m0.035s

Using the cppad
myreverse:
n = 500
cppad-20140530 error from a known source:
dw = f.Reverse(q, w): has a nan,
but none of its Taylor coefficents are nan.
Error detected by false result for
    ! ( hasnan(value) && check_for_nan_ )
at line 202 in the file
    /usr/include/cppad/local/reverse.hpp
Assertion failed: (false), function Default, file /usr/include/cppad/error_handler.hpp, line 210.
Abort trap: 6

real    1m19.457s
user    1m15.951s
sys     0m3.180s
bash-3.2$

myreverse with -DNDEBUG flag:
n=500
output is nan's
real    0m23.766s
user    0m22.090s
sys     0m1.643s
---------------------------------------------------------------------
Steve


On Aug 13, 2014, at 6:58 AM, dave fournier <davef at otter-rsch.com> wrote:

> On 08/12/2014 10:01 PM, Kasper Kristensen wrote:
>
> Sorry about forgetting the hpp file. It is now attached.  CPPAD version is now much faster
> with the -DNDEBUG option.  However when I increase the matrix size to 500x500  (I'm aiming for fast 2,000x2,000)
> the cppad version produces NANS. Also note that the autodif version produces the numbers and stores them
> in a file named vector for the cppad version.
>
>      Dave
>
>
>
>> Dave,
>>
>> I could not run your test because "myldet.hpp" was not attached.
>> Did you try set the "-DNDEBUG" flag with the cppad compilation? If I recall correctly this could make a big difference.
>>
>> Kasper
>>
>>
>>
>> ________________________________________
>> From: developers-bounces at admb-project.org [developers-bounces at admb-project.org] on behalf of dave fournier [davef at otter-rsch.com]
>> Sent: Wednesday, August 13, 2014 5:26 AM
>> To: developers at admb-project.org
>> Subject: [Developers] trying to compare autodif with cppad
>>
>>     There has been a lot of material about TMB lately.  I think that TMB
>> uses cppad as its underlying AD engine.   I am interested in
>> trying to understand if cppad is superior to autodif and if so whether
>> ADMB could be modified to use cppad.
>>
>> As a first attempt I have been working at reproducing the LU
>> decomposition to calculate the log of
>> (the absolutevalue of ) the determinant of a matrix.  The code is
>> attached.  myreverse.cpp calculates the log det and
>> the gradient via reverse model AD using cppad.  myreverse_admb.cpp does
>> the same thing using autodif.
>>
>> For a 300x300 matrix the time required for these calculations is
>> approximately  .25 seconds for autodif and 19 seconds for cppad so that
>> autodif is about 75 times faster.  Obviously there may be techniques
>> which can speed up cppad or I may have made
>> some beginners error.  Perhaps the experts among us could comment.
>>
>> I could not compare matrices larger than 300x300 because the cppad code
>> crashed.  The autodif version
>> could do a 500x500 matrix in 1.23 seconds and a 1000x1000 matrix in 11
>> seconds.
>>
>>
>
> <myldet.hpp><myreverse.cpp><reverse_one.cpp>_______________________________________________
> Developers mailing list
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