1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
5 //
6 // This Source Code Form is subject to the terms of the Mozilla
7 // Public License v. 2.0. If a copy of the MPL was not distributed
8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9
10 #include "main.h"
11 #include <Eigen/Dense>
12
13 #define NUMBER_DIRECTIONS 16
14 #include <unsupported/Eigen/AdolcForward>
15
16 int adtl::ADOLC_numDir;
17
18 template<typename Vector>
foo(const Vector & p)19 EIGEN_DONT_INLINE typename Vector::Scalar foo(const Vector& p)
20 {
21 typedef typename Vector::Scalar Scalar;
22 return (p-Vector(Scalar(-1),Scalar(1.))).norm() + (p.array().sqrt().abs() * p.array().sin()).sum() + p.dot(p);
23 }
24
25 template<typename _Scalar, int NX=Dynamic, int NY=Dynamic>
26 struct TestFunc1
27 {
28 typedef _Scalar Scalar;
29 enum {
30 InputsAtCompileTime = NX,
31 ValuesAtCompileTime = NY
32 };
33 typedef Matrix<Scalar,InputsAtCompileTime,1> InputType;
34 typedef Matrix<Scalar,ValuesAtCompileTime,1> ValueType;
35 typedef Matrix<Scalar,ValuesAtCompileTime,InputsAtCompileTime> JacobianType;
36
37 int m_inputs, m_values;
38
TestFunc1TestFunc139 TestFunc1() : m_inputs(InputsAtCompileTime), m_values(ValuesAtCompileTime) {}
TestFunc1TestFunc140 TestFunc1(int inputs, int values) : m_inputs(inputs), m_values(values) {}
41
inputsTestFunc142 int inputs() const { return m_inputs; }
valuesTestFunc143 int values() const { return m_values; }
44
45 template<typename T>
operator ()TestFunc146 void operator() (const Matrix<T,InputsAtCompileTime,1>& x, Matrix<T,ValuesAtCompileTime,1>* _v) const
47 {
48 Matrix<T,ValuesAtCompileTime,1>& v = *_v;
49
50 v[0] = 2 * x[0] * x[0] + x[0] * x[1];
51 v[1] = 3 * x[1] * x[0] + 0.5 * x[1] * x[1];
52 if(inputs()>2)
53 {
54 v[0] += 0.5 * x[2];
55 v[1] += x[2];
56 }
57 if(values()>2)
58 {
59 v[2] = 3 * x[1] * x[0] * x[0];
60 }
61 if (inputs()>2 && values()>2)
62 v[2] *= x[2];
63 }
64
operator ()TestFunc165 void operator() (const InputType& x, ValueType* v, JacobianType* _j) const
66 {
67 (*this)(x, v);
68
69 if(_j)
70 {
71 JacobianType& j = *_j;
72
73 j(0,0) = 4 * x[0] + x[1];
74 j(1,0) = 3 * x[1];
75
76 j(0,1) = x[0];
77 j(1,1) = 3 * x[0] + 2 * 0.5 * x[1];
78
79 if (inputs()>2)
80 {
81 j(0,2) = 0.5;
82 j(1,2) = 1;
83 }
84 if(values()>2)
85 {
86 j(2,0) = 3 * x[1] * 2 * x[0];
87 j(2,1) = 3 * x[0] * x[0];
88 }
89 if (inputs()>2 && values()>2)
90 {
91 j(2,0) *= x[2];
92 j(2,1) *= x[2];
93
94 j(2,2) = 3 * x[1] * x[0] * x[0];
95 j(2,2) = 3 * x[1] * x[0] * x[0];
96 }
97 }
98 }
99 };
100
adolc_forward_jacobian(const Func & f)101 template<typename Func> void adolc_forward_jacobian(const Func& f)
102 {
103 typename Func::InputType x = Func::InputType::Random(f.inputs());
104 typename Func::ValueType y(f.values()), yref(f.values());
105 typename Func::JacobianType j(f.values(),f.inputs()), jref(f.values(),f.inputs());
106
107 jref.setZero();
108 yref.setZero();
109 f(x,&yref,&jref);
110 // std::cerr << y.transpose() << "\n\n";;
111 // std::cerr << j << "\n\n";;
112
113 j.setZero();
114 y.setZero();
115 AdolcForwardJacobian<Func> autoj(f);
116 autoj(x, &y, &j);
117 // std::cerr << y.transpose() << "\n\n";;
118 // std::cerr << j << "\n\n";;
119
120 VERIFY_IS_APPROX(y, yref);
121 VERIFY_IS_APPROX(j, jref);
122 }
123
test_forward_adolc()124 void test_forward_adolc()
125 {
126 adtl::ADOLC_numDir = NUMBER_DIRECTIONS;
127
128 for(int i = 0; i < g_repeat; i++) {
129 CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,2,2>()) ));
130 CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,2,3>()) ));
131 CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,3,2>()) ));
132 CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,3,3>()) ));
133 CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double>(3,3)) ));
134 }
135
136 {
137 // simple instanciation tests
138 Matrix<adtl::adouble,2,1> x;
139 foo(x);
140 Matrix<adtl::adouble,Dynamic,Dynamic> A(4,4);;
141 A.selfadjointView<Lower>().eigenvalues();
142 }
143 }
144