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| 1 | +// This file is part of Eigen, a lightweight C++ template library |
| 2 | +// for linear algebra. |
| 3 | +// |
| 4 | +// Copyright (C) 2008-2009 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 | +#ifndef EIGEN_ADLOC_FORWARD |
| 11 | +#define EIGEN_ADLOC_FORWARD |
| 12 | + |
| 13 | +//-------------------------------------------------------------------------------- |
| 14 | +// |
| 15 | +// This file provides support for adolc's adouble type in forward mode. |
| 16 | +// ADOL-C is a C++ automatic differentiation library, |
| 17 | +// see https://projects.coin-or.org/ADOL-C for more information. |
| 18 | +// |
| 19 | +// Note that the maximal number of directions is controlled by |
| 20 | +// the preprocessor token NUMBER_DIRECTIONS. The default is 2. |
| 21 | +// |
| 22 | +//-------------------------------------------------------------------------------- |
| 23 | + |
| 24 | +#define ADOLC_TAPELESS |
| 25 | +#ifndef NUMBER_DIRECTIONS |
| 26 | +# define NUMBER_DIRECTIONS 2 |
| 27 | +#endif |
| 28 | +#include <adolc/adtl.h> |
| 29 | + |
| 30 | +// adolc defines some very stupid macros: |
| 31 | +#if defined(malloc) |
| 32 | +# undef malloc |
| 33 | +#endif |
| 34 | + |
| 35 | +#if defined(calloc) |
| 36 | +# undef calloc |
| 37 | +#endif |
| 38 | + |
| 39 | +#if defined(realloc) |
| 40 | +# undef realloc |
| 41 | +#endif |
| 42 | + |
| 43 | +#include "../../Eigen/Core" |
| 44 | + |
| 45 | +namespace Eigen { |
| 46 | + |
| 47 | +/** |
| 48 | + * \defgroup AdolcForward_Module Adolc forward module |
| 49 | + * This module provides support for adolc's adouble type in forward mode. |
| 50 | + * ADOL-C is a C++ automatic differentiation library, |
| 51 | + * see https://projects.coin-or.org/ADOL-C for more information. |
| 52 | + * It mainly consists in: |
| 53 | + * - a struct Eigen::NumTraits<adtl::adouble> specialization |
| 54 | + * - overloads of internal::* math function for adtl::adouble type. |
| 55 | + * |
| 56 | + * Note that the maximal number of directions is controlled by |
| 57 | + * the preprocessor token NUMBER_DIRECTIONS. The default is 2. |
| 58 | + * |
| 59 | + * \code |
| 60 | + * #include <unsupported/Eigen/AdolcSupport> |
| 61 | + * \endcode |
| 62 | + */ |
| 63 | + //@{ |
| 64 | + |
| 65 | +} // namespace Eigen |
| 66 | + |
| 67 | +// Eigen's require a few additional functions which must be defined in the same namespace |
| 68 | +// than the custom scalar type own namespace |
| 69 | +namespace adtl { |
| 70 | + |
| 71 | +inline const adouble& conj(const adouble& x) { return x; } |
| 72 | +inline const adouble& real(const adouble& x) { return x; } |
| 73 | +inline adouble imag(const adouble&) { return 0.; } |
| 74 | +inline adouble abs(const adouble& x) { return fabs(x); } |
| 75 | +inline adouble abs2(const adouble& x) { return x*x; } |
| 76 | + |
| 77 | +inline bool (isinf)(const adouble& x) { return (Eigen::numext::isinf)(x.getValue()); } |
| 78 | +inline bool (isnan)(const adouble& x) { return (Eigen::numext::isnan)(x.getValue()); } |
| 79 | + |
| 80 | +} |
| 81 | + |
| 82 | +namespace Eigen { |
| 83 | + |
| 84 | +template<> struct NumTraits<adtl::adouble> |
| 85 | + : NumTraits<double> |
| 86 | +{ |
| 87 | + typedef adtl::adouble Real; |
| 88 | + typedef adtl::adouble NonInteger; |
| 89 | + typedef adtl::adouble Nested; |
| 90 | + enum { |
| 91 | + IsComplex = 0, |
| 92 | + IsInteger = 0, |
| 93 | + IsSigned = 1, |
| 94 | + RequireInitialization = 1, |
| 95 | + ReadCost = 1, |
| 96 | + AddCost = 1, |
| 97 | + MulCost = 1 |
| 98 | + }; |
| 99 | +}; |
| 100 | + |
| 101 | +template<typename Functor> class AdolcForwardJacobian : public Functor |
| 102 | +{ |
| 103 | + typedef adtl::adouble ActiveScalar; |
| 104 | +public: |
| 105 | + |
| 106 | + AdolcForwardJacobian() : Functor() {} |
| 107 | + AdolcForwardJacobian(const Functor& f) : Functor(f) {} |
| 108 | + |
| 109 | + // forward constructors |
| 110 | + template<typename T0> |
| 111 | + AdolcForwardJacobian(const T0& a0) : Functor(a0) {} |
| 112 | + template<typename T0, typename T1> |
| 113 | + AdolcForwardJacobian(const T0& a0, const T1& a1) : Functor(a0, a1) {} |
| 114 | + template<typename T0, typename T1, typename T2> |
| 115 | + AdolcForwardJacobian(const T0& a0, const T1& a1, const T1& a2) : Functor(a0, a1, a2) {} |
| 116 | + |
| 117 | + typedef typename Functor::InputType InputType; |
| 118 | + typedef typename Functor::ValueType ValueType; |
| 119 | + typedef typename Functor::JacobianType JacobianType; |
| 120 | + |
| 121 | + typedef Matrix<ActiveScalar, InputType::SizeAtCompileTime, 1> ActiveInput; |
| 122 | + typedef Matrix<ActiveScalar, ValueType::SizeAtCompileTime, 1> ActiveValue; |
| 123 | + |
| 124 | + void operator() (const InputType& x, ValueType* v, JacobianType* _jac) const |
| 125 | + { |
| 126 | + eigen_assert(v!=0); |
| 127 | + if (!_jac) |
| 128 | + { |
| 129 | + Functor::operator()(x, v); |
| 130 | + return; |
| 131 | + } |
| 132 | + |
| 133 | + JacobianType& jac = *_jac; |
| 134 | + |
| 135 | + ActiveInput ax = x.template cast<ActiveScalar>(); |
| 136 | + ActiveValue av(jac.rows()); |
| 137 | + |
| 138 | + for (int j=0; j<jac.cols(); j++) |
| 139 | + for (int i=0; i<jac.cols(); i++) |
| 140 | + ax[i].setADValue(j, i==j ? 1 : 0); |
| 141 | + |
| 142 | + Functor::operator()(ax, &av); |
| 143 | + |
| 144 | + for (int i=0; i<jac.rows(); i++) |
| 145 | + { |
| 146 | + (*v)[i] = av[i].getValue(); |
| 147 | + for (int j=0; j<jac.cols(); j++) |
| 148 | + jac.coeffRef(i,j) = av[i].getADValue(j); |
| 149 | + } |
| 150 | + } |
| 151 | +protected: |
| 152 | + |
| 153 | +}; |
| 154 | + |
| 155 | +//@} |
| 156 | + |
| 157 | +} |
| 158 | + |
| 159 | +#endif // EIGEN_ADLOC_FORWARD |
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