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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 template<typename Vector>
foo(const Vector & p)17 EIGEN_DONT_INLINE typename Vector::Scalar foo(const Vector& p)
18 {
19   typedef typename Vector::Scalar Scalar;
20   return (p-Vector(Scalar(-1),Scalar(1.))).norm() + (p.array().sqrt().abs() * p.array().sin()).sum() + p.dot(p);
21 }
22 
23 template<typename _Scalar, int NX=Dynamic, int NY=Dynamic>
24 struct TestFunc1
25 {
26   typedef _Scalar Scalar;
27   enum {
28     InputsAtCompileTime = NX,
29     ValuesAtCompileTime = NY
30   };
31   typedef Matrix<Scalar,InputsAtCompileTime,1> InputType;
32   typedef Matrix<Scalar,ValuesAtCompileTime,1> ValueType;
33   typedef Matrix<Scalar,ValuesAtCompileTime,InputsAtCompileTime> JacobianType;
34 
35   int m_inputs, m_values;
36 
TestFunc1TestFunc137   TestFunc1() : m_inputs(InputsAtCompileTime), m_values(ValuesAtCompileTime) {}
TestFunc1TestFunc138   TestFunc1(int inputs, int values) : m_inputs(inputs), m_values(values) {}
39 
inputsTestFunc140   int inputs() const { return m_inputs; }
valuesTestFunc141   int values() const { return m_values; }
42 
43   template<typename T>
operator ()TestFunc144   void operator() (const Matrix<T,InputsAtCompileTime,1>& x, Matrix<T,ValuesAtCompileTime,1>* _v) const
45   {
46     Matrix<T,ValuesAtCompileTime,1>& v = *_v;
47 
48     v[0] = 2 * x[0] * x[0] + x[0] * x[1];
49     v[1] = 3 * x[1] * x[0] + 0.5 * x[1] * x[1];
50     if(inputs()>2)
51     {
52       v[0] += 0.5 * x[2];
53       v[1] += x[2];
54     }
55     if(values()>2)
56     {
57       v[2] = 3 * x[1] * x[0] * x[0];
58     }
59     if (inputs()>2 && values()>2)
60       v[2] *= x[2];
61   }
62 
operator ()TestFunc163   void operator() (const InputType& x, ValueType* v, JacobianType* _j) const
64   {
65     (*this)(x, v);
66 
67     if(_j)
68     {
69       JacobianType& j = *_j;
70 
71       j(0,0) = 4 * x[0] + x[1];
72       j(1,0) = 3 * x[1];
73 
74       j(0,1) = x[0];
75       j(1,1) = 3 * x[0] + 2 * 0.5 * x[1];
76 
77       if (inputs()>2)
78       {
79         j(0,2) = 0.5;
80         j(1,2) = 1;
81       }
82       if(values()>2)
83       {
84         j(2,0) = 3 * x[1] * 2 * x[0];
85         j(2,1) = 3 * x[0] * x[0];
86       }
87       if (inputs()>2 && values()>2)
88       {
89         j(2,0) *= x[2];
90         j(2,1) *= x[2];
91 
92         j(2,2) = 3 * x[1] * x[0] * x[0];
93         j(2,2) = 3 * x[1] * x[0] * x[0];
94       }
95     }
96   }
97 };
98 
adolc_forward_jacobian(const Func & f)99 template<typename Func> void adolc_forward_jacobian(const Func& f)
100 {
101     typename Func::InputType x = Func::InputType::Random(f.inputs());
102     typename Func::ValueType y(f.values()), yref(f.values());
103     typename Func::JacobianType j(f.values(),f.inputs()), jref(f.values(),f.inputs());
104 
105     jref.setZero();
106     yref.setZero();
107     f(x,&yref,&jref);
108 //     std::cerr << y.transpose() << "\n\n";;
109 //     std::cerr << j << "\n\n";;
110 
111     j.setZero();
112     y.setZero();
113     AdolcForwardJacobian<Func> autoj(f);
114     autoj(x, &y, &j);
115 //     std::cerr << y.transpose() << "\n\n";;
116 //     std::cerr << j << "\n\n";;
117 
118     VERIFY_IS_APPROX(y, yref);
119     VERIFY_IS_APPROX(j, jref);
120 }
121 
test_forward_adolc()122 void test_forward_adolc()
123 {
124   adtl::setNumDir(NUMBER_DIRECTIONS);
125 
126   for(int i = 0; i < g_repeat; i++) {
127     CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,2,2>()) ));
128     CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,2,3>()) ));
129     CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,3,2>()) ));
130     CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,3,3>()) ));
131     CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double>(3,3)) ));
132   }
133 
134   {
135     // simple instanciation tests
136     Matrix<adtl::adouble,2,1> x;
137     foo(x);
138     Matrix<adtl::adouble,Dynamic,Dynamic> A(4,4);;
139     A.selfadjointView<Lower>().eigenvalues();
140   }
141 }
142