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      1 // This file is part of Eigen, a lightweight C++ template library
      2 // for linear algebra.
      3 //
      4 // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud (at) inria.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_AUTODIFF_JACOBIAN_H
     11 #define EIGEN_AUTODIFF_JACOBIAN_H
     12 
     13 namespace Eigen
     14 {
     15 
     16 template<typename Functor> class AutoDiffJacobian : public Functor
     17 {
     18 public:
     19   AutoDiffJacobian() : Functor() {}
     20   AutoDiffJacobian(const Functor& f) : Functor(f) {}
     21 
     22   // forward constructors
     23   template<typename T0>
     24   AutoDiffJacobian(const T0& a0) : Functor(a0) {}
     25   template<typename T0, typename T1>
     26   AutoDiffJacobian(const T0& a0, const T1& a1) : Functor(a0, a1) {}
     27   template<typename T0, typename T1, typename T2>
     28   AutoDiffJacobian(const T0& a0, const T1& a1, const T2& a2) : Functor(a0, a1, a2) {}
     29 
     30   enum {
     31     InputsAtCompileTime = Functor::InputsAtCompileTime,
     32     ValuesAtCompileTime = Functor::ValuesAtCompileTime
     33   };
     34 
     35   typedef typename Functor::InputType InputType;
     36   typedef typename Functor::ValueType ValueType;
     37   typedef typename Functor::JacobianType JacobianType;
     38   typedef typename JacobianType::Scalar Scalar;
     39   typedef typename JacobianType::Index Index;
     40 
     41   typedef Matrix<Scalar,InputsAtCompileTime,1> DerivativeType;
     42   typedef AutoDiffScalar<DerivativeType> ActiveScalar;
     43 
     44 
     45   typedef Matrix<ActiveScalar, InputsAtCompileTime, 1> ActiveInput;
     46   typedef Matrix<ActiveScalar, ValuesAtCompileTime, 1> ActiveValue;
     47 
     48   void operator() (const InputType& x, ValueType* v, JacobianType* _jac=0) const
     49   {
     50     eigen_assert(v!=0);
     51     if (!_jac)
     52     {
     53       Functor::operator()(x, v);
     54       return;
     55     }
     56 
     57     JacobianType& jac = *_jac;
     58 
     59     ActiveInput ax = x.template cast<ActiveScalar>();
     60     ActiveValue av(jac.rows());
     61 
     62     if(InputsAtCompileTime==Dynamic)
     63       for (Index j=0; j<jac.rows(); j++)
     64         av[j].derivatives().resize(this->inputs());
     65 
     66     for (Index i=0; i<jac.cols(); i++)
     67       ax[i].derivatives() = DerivativeType::Unit(this->inputs(),i);
     68 
     69     Functor::operator()(ax, &av);
     70 
     71     for (Index i=0; i<jac.rows(); i++)
     72     {
     73       (*v)[i] = av[i].value();
     74       jac.row(i) = av[i].derivatives();
     75     }
     76   }
     77 protected:
     78 
     79 };
     80 
     81 }
     82 
     83 #endif // EIGEN_AUTODIFF_JACOBIAN_H
     84