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156 lines
4.2 KiB
156 lines
4.2 KiB
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2008-2009 Gael Guennebaud <g.gael@free.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_ADLOC_FORWARD
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#define EIGEN_ADLOC_FORWARD
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//--------------------------------------------------------------------------------
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//
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// This file provides support for adolc's adouble type in forward mode.
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// ADOL-C is a C++ automatic differentiation library,
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// see https://projects.coin-or.org/ADOL-C for more information.
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//
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// Note that the maximal number of directions is controlled by
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// the preprocessor token NUMBER_DIRECTIONS. The default is 2.
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//
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//--------------------------------------------------------------------------------
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#define ADOLC_TAPELESS
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#ifndef NUMBER_DIRECTIONS
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# define NUMBER_DIRECTIONS 2
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#endif
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#include <adolc/adtl.h>
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// adolc defines some very stupid macros:
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#if defined(malloc)
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# undef malloc
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#endif
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#if defined(calloc)
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# undef calloc
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#endif
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#if defined(realloc)
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# undef realloc
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#endif
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#include <Eigen/Core>
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namespace StormEigen {
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/**
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* \defgroup AdolcForward_Module Adolc forward module
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* This module provides support for adolc's adouble type in forward mode.
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* ADOL-C is a C++ automatic differentiation library,
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* see https://projects.coin-or.org/ADOL-C for more information.
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* It mainly consists in:
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* - a struct StormEigen::NumTraits<adtl::adouble> specialization
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* - overloads of internal::* math function for adtl::adouble type.
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*
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* Note that the maximal number of directions is controlled by
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* the preprocessor token NUMBER_DIRECTIONS. The default is 2.
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*
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* \code
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* #include <unsupported/Eigen/AdolcSupport>
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* \endcode
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*/
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//@{
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} // namespace StormEigen
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// Eigen's require a few additional functions which must be defined in the same namespace
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// than the custom scalar type own namespace
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namespace adtl {
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inline const adouble& conj(const adouble& x) { return x; }
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inline const adouble& real(const adouble& x) { return x; }
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inline adouble imag(const adouble&) { return 0.; }
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inline adouble abs(const adouble& x) { return fabs(x); }
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inline adouble abs2(const adouble& x) { return x*x; }
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}
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namespace StormEigen {
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template<> struct NumTraits<adtl::adouble>
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: NumTraits<double>
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{
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typedef adtl::adouble Real;
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typedef adtl::adouble NonInteger;
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typedef adtl::adouble Nested;
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enum {
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IsComplex = 0,
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IsInteger = 0,
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IsSigned = 1,
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RequireInitialization = 1,
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ReadCost = 1,
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AddCost = 1,
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MulCost = 1
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};
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};
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template<typename Functor> class AdolcForwardJacobian : public Functor
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{
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typedef adtl::adouble ActiveScalar;
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public:
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AdolcForwardJacobian() : Functor() {}
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AdolcForwardJacobian(const Functor& f) : Functor(f) {}
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// forward constructors
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template<typename T0>
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AdolcForwardJacobian(const T0& a0) : Functor(a0) {}
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template<typename T0, typename T1>
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AdolcForwardJacobian(const T0& a0, const T1& a1) : Functor(a0, a1) {}
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template<typename T0, typename T1, typename T2>
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AdolcForwardJacobian(const T0& a0, const T1& a1, const T1& a2) : Functor(a0, a1, a2) {}
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typedef typename Functor::InputType InputType;
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typedef typename Functor::ValueType ValueType;
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typedef typename Functor::JacobianType JacobianType;
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typedef Matrix<ActiveScalar, InputType::SizeAtCompileTime, 1> ActiveInput;
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typedef Matrix<ActiveScalar, ValueType::SizeAtCompileTime, 1> ActiveValue;
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void operator() (const InputType& x, ValueType* v, JacobianType* _jac) const
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{
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eigen_assert(v!=0);
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if (!_jac)
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{
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Functor::operator()(x, v);
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return;
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}
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JacobianType& jac = *_jac;
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ActiveInput ax = x.template cast<ActiveScalar>();
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ActiveValue av(jac.rows());
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for (int j=0; j<jac.cols(); j++)
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for (int i=0; i<jac.cols(); i++)
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ax[i].setADValue(j, i==j ? 1 : 0);
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Functor::operator()(ax, &av);
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for (int i=0; i<jac.rows(); i++)
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{
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(*v)[i] = av[i].getValue();
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for (int j=0; j<jac.cols(); j++)
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jac.coeffRef(i,j) = av[i].getADValue(j);
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}
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}
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protected:
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};
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//@}
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}
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#endif // EIGEN_ADLOC_FORWARD
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