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 (at) 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> 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 39 TestFunc1() : m_inputs(InputsAtCompileTime), m_values(ValuesAtCompileTime) {} 40 TestFunc1(int inputs, int values) : m_inputs(inputs), m_values(values) {} 41 42 int inputs() const { return m_inputs; } 43 int values() const { return m_values; } 44 45 template<typename T> 46 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 65 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 }; 100 101 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 } 123 124 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
