#----------------------------------------------
# STEP 1:
# QR decomposition by Givens Rotations
# using pyadolc for the differentiation
#----------------------------------------------
A = A_data[:, :, 0, 0]
# trace QR decomposition with adolc
AP = AdolcProgram()
AP.trace_on(1)
aA = adouble(A)
AP.independent(aA)
aQ, aR = qr(aA)
AP.dependent(aQ)
AP.dependent(aR)
AP.trace_off()
for r in range(repetitions):
A = A_data[:, :, 0, 0]
# compute push forward
VA = A_data[:, :, :, 1:]
tic = time()
out = AP.forward([A], [VA])
toc = time()
runtime_pyadolc_push_forward = toc - tic
adolc_Q = out[0][0]
adolc_R = out[0][1]
adolc_VQ = out[1][0]
adolc_VR = out[1][1]
#----------------------------------------------
# STEP 1:
# QR decomposition by Givens Rotations
# using pyadolc for the differentiation
#----------------------------------------------
A = A_data[:,:,0,0]
# trace QR decomposition with adolc
AP = AdolcProgram()
AP.trace_on(1)
aA = adouble(A)
AP.independent(aA)
aQ, aR = qr(aA)
AP.dependent(aQ)
AP.dependent(aR)
AP.trace_off()
for r in range(repetitions):
A = A_data[:,:,0,0]
# compute push forward
VA = A_data[:,:,:,1:]
tic = time()
out = AP.forward([A],[VA])
toc = time()
runtime_pyadolc_push_forward = toc - tic
adolc_Q = out[0][0]
adolc_R = out[0][1]
adolc_VQ = out[1][0]
adolc_VR = out[1][1]
adolc.dependent(y)
adolc.trace_off()
end_time = time.time()
time_trace_adolc = end_time - start_time
# trace with PYADOLC.cgraph
from adolc.cgraph import AdolcProgram
start_time = time.time()
ap = AdolcProgram()
ap.trace_on(2)
x = adolc.adouble(numpy.random.rand(N))
ap.independent(x)
y = f(x)
ap.dependent(y)
ap.trace_off()
end_time = time.time()
time_trace_cgraph = end_time - start_time
# time ALGOPY hos_forward
x = UTP(numpy.random.rand(D, N))
start_time = time.time()
for rep in range(reps):
cg.pushforward([x])
end_time = time.time()
time_hos_forward_algopy = end_time - start_time
# time PYADOLC hos_forward
x = numpy.random.rand(N)
V = numpy.random.rand(N, D - 1)
y = f(x)
adolc.dependent(y)
adolc.trace_off()
end_time = time.time()
time_trace_adolc = end_time - start_time
# trace with PYADOLC.cgraph
from adolc.cgraph import AdolcProgram
start_time = time.time()
ap = AdolcProgram()
ap.trace_on(2)
x = adolc.adouble(numpy.random.rand(N))
ap.independent(x)
y = f(x)
ap.dependent(y)
ap.trace_off()
end_time = time.time()
time_trace_cgraph = end_time - start_time
# time ALGOPY hos_forward
x = UTP(numpy.random.rand(D, N))
start_time = time.time()
for rep in range(reps):
cg.pushforward([x])
end_time = time.time()
time_hos_forward_algopy = end_time - start_time
# time PYADOLC hos_forward
x = numpy.random.rand(N)
V = numpy.random.rand(N, D - 1)
