[ADOL-C] Bug in extreme cases of pow()
Samuel Leweke
s.leweke at fz-juelich.de
Thu Jul 31 11:33:15 EDT 2014
Hi Kshitij,
Thanks for your fast response! From the results I got from ADOL-C I
already guessed the inner workings you've pointed out.
However, as I've explained in my first mail the results are
mathematically wrong (or am I missing something?).
Is there a workaround I can use to obtain the correct / desired results
(maybe by directly manipulating the internal values via setADValue() )?
Best,
Sam
Am 31.07.2014 11:15, schrieb Kshitij Kulshreshtha:
> Hello,
>
> for y = pow(x,e) we apply the rule for forward differentiation in your
> given direction (\dot{x},\dot{e}). You get:
>
> \dot{y} = e*pow(x,e-1)*\dot{x} + log(x)*pow(x,e)*\dot{e}
>
> Now if you put x = 0, e = 0, you get a NaN from the first, and a -Inf
> from the second term. Result is NaN.
>
> If you put x = 0, e = 1, you get NaN from the second term. Total result
> is NaN.
>
> Cheers.
> Kshitij
>
> As on 2014-07-31 10:43h, Samuel Leweke did write:
>> Hi,
>>
>> I've noticed a bug in some special cases of the pow() function (see the
>> code attached).
>> The troubling statement is y = pow(x, e). The output for several values
>> of x and e (admittedly extreme cases) is given below:
>>
>> x = 0, e = 0
>> y = 1
>> dy/dx = nan
>> dy/de = nan
>> ======================
>> x = 1, e = 0
>> y = 1
>> dy/dx = 0
>> dy/de = 0
>> ======================
>> x = 0, e = 1
>> y = 0
>> dy/dx = nan
>> dy/de = nan
>> ======================
>> x = 1, e = 1
>> y = 1
>> dy/dx = 1
>> dy/de = 0
>>
>> Let's check the values produced in each test.
>> Test 1: Since 0^0 = 1 and x^0 = 1 for all x != 0, dy / dx should be 0
>> here. The value of dy / de is correct because the derivative does not
>> exist (0^e is discontinuous at e = 0).
>> Test 2: This is correct.
>> Test 3: For fixed e, the function x^e is differentiable and its
>> derivative dy / dx is 1 for x = 0 and e = 1. For fixed x = 0, we have
>> 0^e = 0 for all e > 0. Hence, we should get dy / de = 0 in this case.
>> Test 4: This is correct.
>>
>> Am I doing something seriously wrong or is this really a bug? Is there a
>> work around for this bug to get the correct behavior?
>>
>> Best regards,
>> Samuel Leweke
>>
>>
>>
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