$Id: whats_new_03.omh 2691 2012-12-30 23:39:57Z bradbell $
/* --------------------------------------------------------------------------
CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-12 Bradley M. Bell

CppAD is distributed under multiple licenses. This distribution is under
the terms of the 
                    GNU General Public License Version 3.

A copy of this license is included in the COPYING file of this distribution.
Please visit http://www.coin-or.org/CppAD/ for information on other licenses.
-------------------------------------------------------------------------- */

$begin whats_new_03$$
$spell
	dir
	Eq.cpp
	cppad.hpp
	Hess
	Taylor
	Def
	indvar
	bool
	CppADvector
	ADdouble
	sqrt
	atan
	exp
	valarray
	Faq
	Lu
	Det
	Cpp
	Microsoft
	mak
	std
	Cygwin
	Var
	const
	namespace
	Geq
	Leq
	ini
$$

$section Changes and Additions to CppAD During 2003$$

$head Introduction$$
This section contains a list of the changes plus for 
(in reverse order by date).
The purpose of this section is to
assist you in learning about changes between various versions.

$head 12-24$$
Some references to $code double$$ should have been references
to the $cref/base type/glossary/Base Type/$$
(in reverse mode and in the $code Grad/$$ and $code Hess$$ functions).
This has been fixed. 

$head 12-22$$
The preprocessor symbol $code WIN32$$ was being used to determine
if one was using Microsoft's C++ compiler.
This symbol is predefined by the 
$href%http://www.mingw.org%MinGW%$$ version of the GNU C++ compiler
and hence CppAD had errors during installation using MinGW.
This has been fixed by using the preprocessor symbol
$code _MSC_VER$$ to determine if 
one is using the Microsoft C++ compiler.


$head 12-14$$
The extended system solvers $code OdeOne$$ and $code OdeTwo$$ have
been removed from the distribution.
In addition, the interface to the ODE solvers have been simplified.

$head 12-13$$
Remove the $code CppADCreateTape$$ macro
and have the tapes created and grow automatically.


$head 12-12$$
The old method where one directly accesses the tape has been removed and the
following functions are no longer available:
$codei%
		size_t %TapeName%.Independent(AD<%Base%> &%indvar%)
		size_t %TapeName%.Record(size_t %order%)
		size_t %TapeName%.Stop(void)
		bool Dependent(const AD<%Base%> &%var%) const
		bool %TapeName%.Dependent(const AD<%Base%> &%var%) const
		size_t %TapeName%.Total(void) const
		size_t %TapeName%.Required(void) const
		size_t %TapeName%.Erase(void)
		TapeState %TapeName%.State(void) const
		size_t %TapeName%.Order(void) const
		size_t %TapeName%.Required(void) const 
		bool Parameter(CppADvector< AD<%Base%> > &%u%)
		%TapeName%.Forward(%indvar%)
		%TapeName%.Reverse(%var%)
		%TapeName%.Partial(%var%)
		%TapeName%.ForwardTwo(%indvar%)
		%TapeName%.ReverseTwo(%var%)
		%TapeName%.PartialTwo(%var%)
%$$


$head 12-10$$
The change on $cref/12-01/whats_new_03/12-01/$$ make the taping process simpler
if one does not directly access
$code CppADCreateTape$$.
The $cref/examples/example/$$ were changed to not use
$icode TapeName$$. 
The following examples were skipped because
they document the functions that access $icode TapeName$$:
$code DefFun.cpp$$,
$code For.cpp$$,
$code for_two.cpp$$,
$code Rev.cpp$$, and
$code rev_two.cpp$$.

$head 12-05$$
There was a bug in 
$icode%f%.Rev%$$ and 
$icode%f%.RevTwo%$$ and 
when two dependent variables were always equal and shared
the same location in the tape.
This has been fixed.
$pre

$$
The ODE Example was changed to tape the solution
(and not use $code OdeOne$$ or $code OdeTwo$$). 
This is simpler to use and
the resulting speed tests gave much faster results.

$head 12-01$$
The following function has been added:
$codei%
	void Independent(const CppADvector<%Base%> &%x%)
%$$
which will declare the independent variables and begin recording
$codei%AD<%Base%>%$$ operations 
(see $cref Independent$$).
The $cref ADFun$$ constructor was modified so that it
stops the recording and erases that tape as well as creates the
$cref ADFun$$ object.
In addition, the tape no longer needs to be specified in the constructor.


$head 11-21$$
Add $code StiffZero$$ to set of ODE solvers.


$head 11-20$$
The $code AbsGeq$$ and $code LeqZero$$ in 
$cref LuSolve$$ were changed to template functions so they could have
default definitions in the case where the $code <=$$ and $code >=$$
operators are defined.
This made the $code double$$ and $code AD<double>$$ use of
$code LuSolve$$ simpler because the user need not worry about these functions.
On the other hand, it made the $code std::complex$$ 
and $code AD<std::complex>$$ use of
$code LuSolve$$ more complex.
$pre

$$
The member function names for the
$icode fun$$ argument to ODE were changed from
$icode%fun%.f%$$ to 
$icode%fun%.Ode%$$ 
and from
$icode%fun%.g%$$ to 
$icode%fun%.Ode_ini%$$.  


$head 11-16$$ 
The 
$cref/table of contents/_contents/$$ was reorganized
to provide a better grouping of the documentation.
$pre

$$
The $cref LuSolve$$ utility is now part of the distribution
and not just an example; i.e.,
it is automatically included by 
$code cppad.hpp$$.


$head 11-15$$
The 
ODE solver was modified so that it can
be used with any type (not just an AD type.
This was useful for the speed testing.
It is also useful for determining how the integrator
steps should be before starting the tape.
$pre

$$
The template argument $icode Type$$ was changed to 
$icode Base$$ where ever it was the 
$cref/base type/glossary/Base Type/$$ of an AD class.


$head 11-14$$
An 
$code speed_cppad/OdeSpeed.cpp/$$ test was added
and some changes were made to the 
ODE interface in order to make it faster.
The most significant change was in the specifications for
the ODE function object $icode fun$$.


$head 11-12$$
The user defined unary function example
$code example/UnaryFun.cpp$$ was incorrect.
It has been corrected and extended.

$head 11-11$$
The $cref/CppAD::vector/CppAD_vector/$$ template class is now
used where the $code std::vector$$ template class was previously used.
You can replace the $code CppAD::vector$$ class
with a vector template class of your choosing during the
$cref Install$$ procedure.

$head 11-06$$
The documentation for 
$cref/taping derivative calculations/mul_level/$$ was improved
as well as the corresponding example.
In order to make this simpler,
the example tape name $code DoubleTape$$ was changed to $code ADdoubleTape$$
(and the other example tape names were also changed).

$head 11-04$$
The ODE utility was changed from an example to
part of the distribution. 
In addition, it was extended so that it now supports taping the
solution of the differential equations (case $icode order$$ equal zero)
or solving the extended set of differential equations
for both first and second derivatives (cases $icode order$$ equal
one and two).
In addition, an initial condition that depends on the parameter
values is also allowed.



$head 11-02$$
It is now legal to differentiate a 
$cref/parameter/glossary/Parameter/$$
with respect to an
$cref/independent variable/glossary/Tape/Independent Variable/$$
(parameter derivatives are always equal to zero).
This is an extension of the
$code Reverse$$,
$code Partial$$,
$code ReverseTwo$$, and
$code PartialTwo$$
functions. 

$head 10-21$$
All the $code CppAD$$ include files,
except $code cppad.hpp$$ were moved into an $code include$$ subdirectory.



$head 10-16$$
The $cref ADFun$$ template class was added so that one can save
a tape recording and use it as a differentiable function.
The $code ADFun$$ functions supports directional derivatives in both 
$cref Forward$$ and $cref Reverse$$ mode where as the 
tape only supports partial derivatives.

$head 10-14$$
The $code sqrt$$ function was added to the 
$cref/AD standard math unary functions/std_math_ad/$$.
In addition, a definition of the power function for the types
$code float$$ and $code double$$
was automatically included in the $code CppAD$$ namespace.
$pre

$$
The $cref Value$$ function was changed so that it can
be called when the tape is in the Empty state.

$head 10-10$$
The $code atan$$ function was added to the 
$cref/AD standard math unary functions/std_math_ad/$$.

$head 10-06$$
In the notation below, $icode zero$$ and $icode one$$
are parameters that are exactly equal to zero and one.
If the variables $icode z$$ and $icode x$$
were related in any of the following ways,
they share can share the same record on the tape
because they will have the same derivatives.
$codei%
	%z% = %x% + %zero%        %z% =  %x% * %one%
	%z% = %zero% + %x%        %z% =  %one% * %x%
	%z% = %x% - %zero%        %z% =  %x% / %one%
%$$
Furthermore, in the following cases, the result 
$icode z$$ is a parameter (equal to zero)
and need not be recorded in the tape:
$codei%
	%z% = %x% * %zero%        %z% =  %zero% / %x%
	%z% = %zero% * %x%
%$$
The 
$cref/arithmetic operators/Arithmetic/$$ were 
all checked to make sure they did not add to the tape
in these special cases.
The total record count for the program in the Example directory
was 552 before this change
and 458 after.

$head 10-05$$
The process of converting the tape to operators was completed.
In order to make this conversion, the binary user defined
functions were removed.
(Bob Goddard
suggested a very nice way to keep the unary functions.)
Another significant change was made to the user interface during this procedure,
the standard math library functions
are now part of the CppAD distribution and not defined by the user.
$pre

$$
The function $icode%TapeName%.Total%$$ was added
to make it easy to track how many tape records are used by 
the test suite.
This will help with future optimization of the CppAD recording process.
$pre

$$
There was a bug 
(found by $href%mailto:magister@u.washington.edu%Mike Dodds%$$)
in the error checking of the 
$icode/TapeName/.Erase/$$ function.
If $code Erase$$ was called twice in a row,
and $code NDEBUG$$ was false during compilation,
the program would abort.
This has been fixed.


$head 09-30$$
A process of changing the tape from storing partial derivatives to 
storing operators has been started. 
This will make the tape smaller and it will enable the computation
of higher derivatives with out having to tape the tape 
(see $cref mul_level$$).
The Add, Subtract, Multiply and Divide operators have been converted.
The user defined functions are presenting some difficulties,
so this process has not yet been completed. 
$pre

$$
There was a bug in reverse mode when an dependent variable
was exactly equal to an independent variable.
In this case, it was possible for it to be located
before other of the independent variables on the tape.
These other independent variable partials were not initialized
to zero before the reverse calculation and hence had what ever
value was left by the previous mode calculation.
This has been fixed and the 
$code Eq.cpp$$ example has been changed to test for this case.
$pre

$$
The following tape functions were changed to be declared 
$code const$$ because they do not modify the tape in any way:
$code State$$,
$code Order$$,
$code Required$$,
$code Dependent$$, and
$cref/Parameter/ParVar/$$.

$head 09-20$$
The functions $code Grad$$ and $code Hess$$ were
changed to use function objects
instead of function pointers.


$head 09-19$$
The higher order constructors (in standard valarray) were removed from the 
ODE example in order to avoid memory allocation of temporaries
(and hence increase speed).
In addition, the function objects in the 
ODE examples were changed to be $code const$$.

$head 09-18$$
An ordinary differential equation solver was added. 
In addition,
the extended system to differentiate the solution was included.

$head 09-15$$
The linked list of AD variables was not being maintained correctly
by the AD destructor. 
This was fixed by have the destructor use $code RemoveFromVarList$$
to remove variables from the list.
($code RemoveFromVarList$$ is a private AD member function
not visible to the user.)

$head 09-14$$
There is a new Faq question about evaluating derivatives at multiple
values for the 
$cref/independent variables/Faq/Independent Variables/$$.

$head 09-13$$
An example that uses
$code AD< AD<double> >$$ 
to compute higher derivatives was added.
$pre

$$
The name $code GaussEliminate$$ was changed to 
$cref LuSolve$$ to better reflect the solution method.

$head 09-06$$
Changed the 
$cref get_started.cpp$$ and $cref complex_poly.cpp$$ examples
so they use a template function with both base type and AD type arguments. 
(The resulting code is simpler and a good use of templates.) 

$head 09-05$$
A $cref/getting started/get_started.cpp/$$ 
example was added and the organization
of the $cref/Examples/example/$$ was changed.

$head 09-04$$
The $code AbsOfDoubleNotDefine$$ flag is no longer used
and it was removed from the Windows
$cref/install/Install/$$ instructions.
$pre

$$
The 03-09-03 distribution did not have the proper date
attached to it. 
The distribution script has been changed so that attaching
the proper date is automated 
(i.e., this should not happen again).
$pre

$$
A $tref faq$$ section was started.

$head 09-03$$
Added the 
$cref Value$$ function which returns
the $cref/base type/glossary/Base Type/$$ value 
corresponding to an AD object.

$head 08-23$$
A new version of Cygwin was installed on the development system
(this may affect the timing tests reported in this document).
In addition, $cref LuSolve$$ was changed to use back substitution
instead of reduction to an identity matrix. This reduced the number
of floating point operations corresponding to evaluation of the determinant.
The following results correspond to the speed test
of DetLu on a 9 by 9 matrix:
$table
$bold Version$$ 
	$cnext $bold double Rate$$
	$cnext $bold AD<double> Rate$$
	$cnext $bold Gradient Rate$$ 
	$cnext $bold Hessian Rate$$
	$cnext $bold Tape Length$$ 
$rnext
03-08-20 
	$cnext 8,524
	$cnext 5,278
	$cnext 4,260
	$cnext 2,450
	$cnext 532
$rnext
03-08-23
	$cnext 7,869
	$cnext 4,989
	$cnext 4,870
	$cnext 2,637
	$cnext 464
$tend

$head 08-22$$
The 
$cref/unary minus/UnaryMinus/$$ operator was added to the AD operations.


$head 08-19$$
The standard math function
examples were extended to include the complex case.
$pre

$$
The 
$cref LuSolve$$
routine what changed to use 
$codei%std::vector<%Base%> &%$$ arguments in place of
$icode%Base% *%$$ arguments.
This removes the need to use $code new$$ and $code delete$$
with $code LuSolve$$.
$pre

$$
When testing the speed of the change to using standard vector,
it was noticed that the LuSolve routine
was much slower. (see times for 03-08-16 below).
This was do to computing the determinant instead of the log
of the determinant.
Converting back to the log of the determinant regained
the high speeds.
The following results correspond to the speed test
of DetLu on a 9 by 9 matrix:
$table
$bold Version$$ 
	$cnext $bold double Rate$$
	$cnext $bold AD<double> Rate$$
	$cnext $bold Gradient Rate$$ 
	$cnext $bold Hessian Rate$$
	$cnext $bold Tape Length$$ 
$rnext
03-08-16 
	$cnext 9,509
	$cnext 5,565
	$cnext 3,587
	$cnext 54
	$cnext 537
$rnext
03-08-19
	$cnext 8,655
	$cnext 5,313
	$cnext 4,307
	$cnext 2,495
	$cnext 532
$tend


$head 08-17$$
The macro
$code CppADTapeOverflow$$ was added
so that CppAD can check for tape overflow
even in the $code NDEBUG$$ preprocessor flag is defined.

$head 08-16$$
The 
$cref LuSolve$$ routine was extended to 
handle complex arguments.
Because the complex absolute value function is nowhere differentiable,
this required the allowing for user defined 
$cref/boolean valued functions with AD arguments/BoolFun/$$.
The examples
$cref lu_solve.cpp$$
and 
$code GradLu.cpp$$
were converted to a complex case.


$head 08-11$$
The routine $cref LuSolve$$ was made more efficient 
so that it is more useful as a tool for 
differentiating linear algebra calculations.
The following results correspond to the speed test
of DetLu on a 9 by 9 matrix:
$table
$bold Version$$ 
	$cnext $bold double Rate$$
	$cnext $bold AD<double> Rate$$
	$cnext $bold Gradient Rate$$ 
	$cnext $bold Hessian Rate$$
	$cnext $bold Tape Length$$ 
$rnext
03-08-10 
	$cnext 49,201
	$cnext 7,787
	$cnext 2,655
	$cnext 1,809
	$cnext 824
$rnext
03-08-11 
	$cnext 35,178
	$cnext 12,681
	$cnext 4,521
	$cnext 2,541
	$cnext 540
$tend
In addition the corresponding test case
$cref lu_solve.cpp$$ was changed to a Hilbert matrix case.



$head 08-10$$
A $cref/complex polynomial/complex_poly.cpp/$$
example was added.
$pre

$$
The documentation and type conversion in
$cref LuSolve$$ was improved.
$pre

$$
The absolute value function was removed from the examples because
some systems do not yet properly support $codei%double abs(double %x%)%$$,


$head 08-07$$
Because the change to the multiplication operator had such
a large positive effect,
all of the
$cref/arithmetic operators/Arithmetic/$$
were modified to reduce the amount of information
in the tape (where possible).

$head 08-06$$
During Lu factorization, certain elements of the matrix 
are know to be zero or one and do not depend on the variables.
The $cref/multiplication/ad_binary/$$ operator was modified to take 
advantage of this fact.
This reduced the size of the tape and increased the speed 
for the calculation of the gradient and Hessian for 
the Lu determinant test of a 5 by 5 matrix as follows:
$table
$bold Version$$ 
	$cnext $bold Tape Length$$ 
	$cnext $bold Gradient Rate$$ 
	$cnext $bold Hessian Rate$$
$rnext
03-08-05 $cnext 176  $cnext 11,362 $cnext 1,149 $rnext
03-08-06 $cnext 167  $cnext 12,780 $cnext 10,625
$tend

$head 08-05$$
Fixed a mistake in the calculation of the sign of the determinant in
the $cref LuSolve$$ example.

$head 08-04$$
Added a the compiler flag
$codep
	AbsOfDoubleNotDefined
$$
to the make files so that it could be removed on systems where the
function
$codei%
	double abs(double %x%)
%$$ was defined in $code math.h$$.

$head 08-03$$
The
$code Grad$$ and $code Hess$$ functions were modified
to handel the case where the function does not depend on 
the independent variables.
$pre

$$
The
$cref LuSolve$$ example was added to show how
on can differentiate linear algebra calculations.
In addition, it was used to add another set of 
$cref/speed tests/speed_cppad/$$.
$pre

$$
The standard Math functions were added both
as examples of defining atomic operations and to support
mathematical operations for the $code AD<double>$$ case. 
$pre

$$
The $cref/<</ad_output/$$ operator was added to the $code AD$$
template class for output to streams.


$head 08-01$$
The 
$cref/computed assignment/Arithmetic/$$ operators were added
to the $code AD$$ template class.
$pre

$$
The name of the $code Speed/SpeedTest$$ program was changed to
$cref%Speed/Speed%speed_cppad%$$.
In addition, $code Speed/SpeedRun$$ was changed to
$code Speed/SpeedTest$$.


$head 07-30$$
The
$cref/assignment/ad_assign/$$
operator was changed so the it returns a reference to
the target.
This allows for statements of the form
$codei%
	%x% = %y% = %z%;
%$$
i.e., multiple assignments.

$head 07-29$$
If the 
$cref/AD copy constructor/ad_ctor/$$ constructor or 
$cref/assignment/ad_assign/$$ operator
used an
$cref/independent variable/glossary/Tape/Independent Variable/$$
for its source value,
the result was also an independent variable.
This has been fixed so that the result is
a dependent variable in these cases. 

$head 07-26$$
The $codei%AD<%Base%>%$$ data structure
was changed to include a doubly linked list of variables.
This enabled  the
$cref/AD copy constructor/ad_ctor/$$ constructor and 
$cref/assignment/ad_assign/$$ operator
to create multiple references to
the same place in the tape.
This reduced the size of the tape and increased the speed 
for the calculation of the gradient and Hessian for 
the determinant of a 5 by 5 matrix as follows:
$table
$bold Version$$ 
	$cnext $bold Tape Length$$ 
	$cnext $bold Gradient Rate$$ 
	$cnext $bold Hessian Rate$$
$rnext
03-07-22 $cnext 1668 $cnext 1,363 $cnext 53 $rnext
03-07-26 $cnext 436  $cnext 3,436 $cnext 213
$tend


$head 07-22$$
The facility was added so that the user can define 
binary functions
together with their derivatives.
(This facility has been removed because it is better to define
binary functions using AD variables.) 
$pre

$$
The Windows version make file directive $code /I ..\..$$
in $code example\Example.mak$$ and $code Speed\Speed.mak$$
was changed to $code /I ..$$ (as it should have been).



$head 07-20$$
The facility was added so that the user can define 
unary functions,
together with their derivatives.
For example, the standard math functions such as
$cref/exp/exp.cpp/$$
are good candidates for such definitions.
(This feature has been replaced by and the standard math functions
are now part of the AD types, see $cref AD$$.) 
$pre

$$
The first Alpha for the Windows
$cref/installation/Install/$$ was released.

$head 07-18$$
Computing the determinant of a minor of a matrix
$cref det_of_minor$$
was documented as a realistic example using CppAD. 


$head 07-16$$
Fixed some non-standard constructions that caused problems
with the installation on other machines.
$pre

$$
Compiled and ran the tests under Microsoft Windows. 
(The Windows release should not take much more work.)

$head 07-14$$
First Alpha release of CppAD
and is being released under the
$cref/Gnu Public License/License/$$.
It is intended for use by a Unix system.
A Microsoft release is intended in the near future.  

$end
