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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_SCALAR_H
     11 #define EIGEN_AUTODIFF_SCALAR_H
     12 
     13 namespace Eigen {
     14 
     15 namespace internal {
     16 
     17 template<typename A, typename B>
     18 struct make_coherent_impl {
     19   static void run(A&, B&) {}
     20 };
     21 
     22 // resize a to match b is a.size()==0, and conversely.
     23 template<typename A, typename B>
     24 void make_coherent(const A& a, const B&b)
     25 {
     26   make_coherent_impl<A,B>::run(a.const_cast_derived(), b.const_cast_derived());
     27 }
     28 
     29 template<typename _DerType, bool Enable> struct auto_diff_special_op;
     30 
     31 } // end namespace internal
     32 
     33 template<typename _DerType> class AutoDiffScalar;
     34 
     35 template<typename NewDerType>
     36 inline AutoDiffScalar<NewDerType> MakeAutoDiffScalar(const typename NewDerType::Scalar& value, const NewDerType &der) {
     37   return AutoDiffScalar<NewDerType>(value,der);
     38 }
     39 
     40 /** \class AutoDiffScalar
     41   * \brief A scalar type replacement with automatic differentation capability
     42   *
     43   * \param _DerType the vector type used to store/represent the derivatives. The base scalar type
     44   *                 as well as the number of derivatives to compute are determined from this type.
     45   *                 Typical choices include, e.g., \c Vector4f for 4 derivatives, or \c VectorXf
     46   *                 if the number of derivatives is not known at compile time, and/or, the number
     47   *                 of derivatives is large.
     48   *                 Note that _DerType can also be a reference (e.g., \c VectorXf&) to wrap a
     49   *                 existing vector into an AutoDiffScalar.
     50   *                 Finally, _DerType can also be any Eigen compatible expression.
     51   *
     52   * This class represents a scalar value while tracking its respective derivatives using Eigen's expression
     53   * template mechanism.
     54   *
     55   * It supports the following list of global math function:
     56   *  - std::abs, std::sqrt, std::pow, std::exp, std::log, std::sin, std::cos,
     57   *  - internal::abs, internal::sqrt, numext::pow, internal::exp, internal::log, internal::sin, internal::cos,
     58   *  - internal::conj, internal::real, internal::imag, numext::abs2.
     59   *
     60   * AutoDiffScalar can be used as the scalar type of an Eigen::Matrix object. However,
     61   * in that case, the expression template mechanism only occurs at the top Matrix level,
     62   * while derivatives are computed right away.
     63   *
     64   */
     65 
     66 template<typename _DerType>
     67 class AutoDiffScalar
     68   : public internal::auto_diff_special_op
     69             <_DerType, !internal::is_same<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar,
     70                                           typename NumTraits<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar>::Real>::value>
     71 {
     72   public:
     73     typedef internal::auto_diff_special_op
     74             <_DerType, !internal::is_same<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar,
     75                        typename NumTraits<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar>::Real>::value> Base;
     76     typedef typename internal::remove_all<_DerType>::type DerType;
     77     typedef typename internal::traits<DerType>::Scalar Scalar;
     78     typedef typename NumTraits<Scalar>::Real Real;
     79 
     80     using Base::operator+;
     81     using Base::operator*;
     82 
     83     /** Default constructor without any initialization. */
     84     AutoDiffScalar() {}
     85 
     86     /** Constructs an active scalar from its \a value,
     87         and initializes the \a nbDer derivatives such that it corresponds to the \a derNumber -th variable */
     88     AutoDiffScalar(const Scalar& value, int nbDer, int derNumber)
     89       : m_value(value), m_derivatives(DerType::Zero(nbDer))
     90     {
     91       m_derivatives.coeffRef(derNumber) = Scalar(1);
     92     }
     93 
     94     /** Conversion from a scalar constant to an active scalar.
     95       * The derivatives are set to zero. */
     96     /*explicit*/ AutoDiffScalar(const Real& value)
     97       : m_value(value)
     98     {
     99       if(m_derivatives.size()>0)
    100         m_derivatives.setZero();
    101     }
    102 
    103     /** Constructs an active scalar from its \a value and derivatives \a der */
    104     AutoDiffScalar(const Scalar& value, const DerType& der)
    105       : m_value(value), m_derivatives(der)
    106     {}
    107 
    108     template<typename OtherDerType>
    109     AutoDiffScalar(const AutoDiffScalar<OtherDerType>& other
    110 #ifndef EIGEN_PARSED_BY_DOXYGEN
    111     , typename internal::enable_if<internal::is_same<Scalar, typename internal::traits<typename internal::remove_all<OtherDerType>::type>::Scalar>::value,void*>::type = 0
    112 #endif
    113     )
    114       : m_value(other.value()), m_derivatives(other.derivatives())
    115     {}
    116 
    117     friend  std::ostream & operator << (std::ostream & s, const AutoDiffScalar& a)
    118     {
    119       return s << a.value();
    120     }
    121 
    122     AutoDiffScalar(const AutoDiffScalar& other)
    123       : m_value(other.value()), m_derivatives(other.derivatives())
    124     {}
    125 
    126     template<typename OtherDerType>
    127     inline AutoDiffScalar& operator=(const AutoDiffScalar<OtherDerType>& other)
    128     {
    129       m_value = other.value();
    130       m_derivatives = other.derivatives();
    131       return *this;
    132     }
    133 
    134     inline AutoDiffScalar& operator=(const AutoDiffScalar& other)
    135     {
    136       m_value = other.value();
    137       m_derivatives = other.derivatives();
    138       return *this;
    139     }
    140 
    141     inline AutoDiffScalar& operator=(const Scalar& other)
    142     {
    143       m_value = other;
    144       if(m_derivatives.size()>0)
    145         m_derivatives.setZero();
    146       return *this;
    147     }
    148 
    149 //     inline operator const Scalar& () const { return m_value; }
    150 //     inline operator Scalar& () { return m_value; }
    151 
    152     inline const Scalar& value() const { return m_value; }
    153     inline Scalar& value() { return m_value; }
    154 
    155     inline const DerType& derivatives() const { return m_derivatives; }
    156     inline DerType& derivatives() { return m_derivatives; }
    157 
    158     inline bool operator< (const Scalar& other) const  { return m_value <  other; }
    159     inline bool operator<=(const Scalar& other) const  { return m_value <= other; }
    160     inline bool operator> (const Scalar& other) const  { return m_value >  other; }
    161     inline bool operator>=(const Scalar& other) const  { return m_value >= other; }
    162     inline bool operator==(const Scalar& other) const  { return m_value == other; }
    163     inline bool operator!=(const Scalar& other) const  { return m_value != other; }
    164 
    165     friend inline bool operator< (const Scalar& a, const AutoDiffScalar& b) { return a <  b.value(); }
    166     friend inline bool operator<=(const Scalar& a, const AutoDiffScalar& b) { return a <= b.value(); }
    167     friend inline bool operator> (const Scalar& a, const AutoDiffScalar& b) { return a >  b.value(); }
    168     friend inline bool operator>=(const Scalar& a, const AutoDiffScalar& b) { return a >= b.value(); }
    169     friend inline bool operator==(const Scalar& a, const AutoDiffScalar& b) { return a == b.value(); }
    170     friend inline bool operator!=(const Scalar& a, const AutoDiffScalar& b) { return a != b.value(); }
    171 
    172     template<typename OtherDerType> inline bool operator< (const AutoDiffScalar<OtherDerType>& b) const  { return m_value <  b.value(); }
    173     template<typename OtherDerType> inline bool operator<=(const AutoDiffScalar<OtherDerType>& b) const  { return m_value <= b.value(); }
    174     template<typename OtherDerType> inline bool operator> (const AutoDiffScalar<OtherDerType>& b) const  { return m_value >  b.value(); }
    175     template<typename OtherDerType> inline bool operator>=(const AutoDiffScalar<OtherDerType>& b) const  { return m_value >= b.value(); }
    176     template<typename OtherDerType> inline bool operator==(const AutoDiffScalar<OtherDerType>& b) const  { return m_value == b.value(); }
    177     template<typename OtherDerType> inline bool operator!=(const AutoDiffScalar<OtherDerType>& b) const  { return m_value != b.value(); }
    178 
    179     inline const AutoDiffScalar<DerType&> operator+(const Scalar& other) const
    180     {
    181       return AutoDiffScalar<DerType&>(m_value + other, m_derivatives);
    182     }
    183 
    184     friend inline const AutoDiffScalar<DerType&> operator+(const Scalar& a, const AutoDiffScalar& b)
    185     {
    186       return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives());
    187     }
    188 
    189 //     inline const AutoDiffScalar<DerType&> operator+(const Real& other) const
    190 //     {
    191 //       return AutoDiffScalar<DerType&>(m_value + other, m_derivatives);
    192 //     }
    193 
    194 //     friend inline const AutoDiffScalar<DerType&> operator+(const Real& a, const AutoDiffScalar& b)
    195 //     {
    196 //       return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives());
    197 //     }
    198 
    199     inline AutoDiffScalar& operator+=(const Scalar& other)
    200     {
    201       value() += other;
    202       return *this;
    203     }
    204 
    205     template<typename OtherDerType>
    206     inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>,const DerType,const typename internal::remove_all<OtherDerType>::type> >
    207     operator+(const AutoDiffScalar<OtherDerType>& other) const
    208     {
    209       internal::make_coherent(m_derivatives, other.derivatives());
    210       return AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>,const DerType,const typename internal::remove_all<OtherDerType>::type> >(
    211         m_value + other.value(),
    212         m_derivatives + other.derivatives());
    213     }
    214 
    215     template<typename OtherDerType>
    216     inline AutoDiffScalar&
    217     operator+=(const AutoDiffScalar<OtherDerType>& other)
    218     {
    219       (*this) = (*this) + other;
    220       return *this;
    221     }
    222 
    223     inline const AutoDiffScalar<DerType&> operator-(const Scalar& b) const
    224     {
    225       return AutoDiffScalar<DerType&>(m_value - b, m_derivatives);
    226     }
    227 
    228     friend inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> >
    229     operator-(const Scalar& a, const AutoDiffScalar& b)
    230     {
    231       return AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> >
    232             (a - b.value(), -b.derivatives());
    233     }
    234 
    235     inline AutoDiffScalar& operator-=(const Scalar& other)
    236     {
    237       value() -= other;
    238       return *this;
    239     }
    240 
    241     template<typename OtherDerType>
    242     inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_difference_op<Scalar>, const DerType,const typename internal::remove_all<OtherDerType>::type> >
    243     operator-(const AutoDiffScalar<OtherDerType>& other) const
    244     {
    245       internal::make_coherent(m_derivatives, other.derivatives());
    246       return AutoDiffScalar<CwiseBinaryOp<internal::scalar_difference_op<Scalar>, const DerType,const typename internal::remove_all<OtherDerType>::type> >(
    247         m_value - other.value(),
    248         m_derivatives - other.derivatives());
    249     }
    250 
    251     template<typename OtherDerType>
    252     inline AutoDiffScalar&
    253     operator-=(const AutoDiffScalar<OtherDerType>& other)
    254     {
    255       *this = *this - other;
    256       return *this;
    257     }
    258 
    259     inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> >
    260     operator-() const
    261     {
    262       return AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> >(
    263         -m_value,
    264         -m_derivatives);
    265     }
    266 
    267     inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) >
    268     operator*(const Scalar& other) const
    269     {
    270       return MakeAutoDiffScalar(m_value * other, m_derivatives * other);
    271     }
    272 
    273     friend inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) >
    274     operator*(const Scalar& other, const AutoDiffScalar& a)
    275     {
    276       return MakeAutoDiffScalar(a.value() * other, a.derivatives() * other);
    277     }
    278 
    279 //     inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
    280 //     operator*(const Real& other) const
    281 //     {
    282 //       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
    283 //         m_value * other,
    284 //         (m_derivatives * other));
    285 //     }
    286 //
    287 //     friend inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
    288 //     operator*(const Real& other, const AutoDiffScalar& a)
    289 //     {
    290 //       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
    291 //         a.value() * other,
    292 //         a.derivatives() * other);
    293 //     }
    294 
    295     inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) >
    296     operator/(const Scalar& other) const
    297     {
    298       return MakeAutoDiffScalar(m_value / other, (m_derivatives * (Scalar(1)/other)));
    299     }
    300 
    301     friend inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) >
    302     operator/(const Scalar& other, const AutoDiffScalar& a)
    303     {
    304       return MakeAutoDiffScalar(other / a.value(), a.derivatives() * (Scalar(-other) / (a.value()*a.value())));
    305     }
    306 
    307 //     inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
    308 //     operator/(const Real& other) const
    309 //     {
    310 //       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
    311 //         m_value / other,
    312 //         (m_derivatives * (Real(1)/other)));
    313 //     }
    314 //
    315 //     friend inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
    316 //     operator/(const Real& other, const AutoDiffScalar& a)
    317 //     {
    318 //       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
    319 //         other / a.value(),
    320 //         a.derivatives() * (-Real(1)/other));
    321 //     }
    322 
    323     template<typename OtherDerType>
    324     inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(
    325         CwiseBinaryOp<internal::scalar_difference_op<Scalar> EIGEN_COMMA
    326           const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) EIGEN_COMMA
    327           const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename internal::remove_all<OtherDerType>::type,Scalar,product) >,Scalar,product) >
    328     operator/(const AutoDiffScalar<OtherDerType>& other) const
    329     {
    330       internal::make_coherent(m_derivatives, other.derivatives());
    331       return MakeAutoDiffScalar(
    332         m_value / other.value(),
    333           ((m_derivatives * other.value()) - (other.derivatives() * m_value))
    334         * (Scalar(1)/(other.value()*other.value())));
    335     }
    336 
    337     template<typename OtherDerType>
    338     inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>,
    339         const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product),
    340         const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename internal::remove_all<OtherDerType>::type,Scalar,product) > >
    341     operator*(const AutoDiffScalar<OtherDerType>& other) const
    342     {
    343       internal::make_coherent(m_derivatives, other.derivatives());
    344       return MakeAutoDiffScalar(
    345         m_value * other.value(),
    346         (m_derivatives * other.value()) + (other.derivatives() * m_value));
    347     }
    348 
    349     inline AutoDiffScalar& operator*=(const Scalar& other)
    350     {
    351       *this = *this * other;
    352       return *this;
    353     }
    354 
    355     template<typename OtherDerType>
    356     inline AutoDiffScalar& operator*=(const AutoDiffScalar<OtherDerType>& other)
    357     {
    358       *this = *this * other;
    359       return *this;
    360     }
    361 
    362     inline AutoDiffScalar& operator/=(const Scalar& other)
    363     {
    364       *this = *this / other;
    365       return *this;
    366     }
    367 
    368     template<typename OtherDerType>
    369     inline AutoDiffScalar& operator/=(const AutoDiffScalar<OtherDerType>& other)
    370     {
    371       *this = *this / other;
    372       return *this;
    373     }
    374 
    375   protected:
    376     Scalar m_value;
    377     DerType m_derivatives;
    378 
    379 };
    380 
    381 namespace internal {
    382 
    383 template<typename _DerType>
    384 struct auto_diff_special_op<_DerType, true>
    385 //   : auto_diff_scalar_op<_DerType, typename NumTraits<Scalar>::Real,
    386 //                            is_same<Scalar,typename NumTraits<Scalar>::Real>::value>
    387 {
    388   typedef typename remove_all<_DerType>::type DerType;
    389   typedef typename traits<DerType>::Scalar Scalar;
    390   typedef typename NumTraits<Scalar>::Real Real;
    391 
    392 //   typedef auto_diff_scalar_op<_DerType, typename NumTraits<Scalar>::Real,
    393 //                            is_same<Scalar,typename NumTraits<Scalar>::Real>::value> Base;
    394 
    395 //   using Base::operator+;
    396 //   using Base::operator+=;
    397 //   using Base::operator-;
    398 //   using Base::operator-=;
    399 //   using Base::operator*;
    400 //   using Base::operator*=;
    401 
    402   const AutoDiffScalar<_DerType>& derived() const { return *static_cast<const AutoDiffScalar<_DerType>*>(this); }
    403   AutoDiffScalar<_DerType>& derived() { return *static_cast<AutoDiffScalar<_DerType>*>(this); }
    404 
    405 
    406   inline const AutoDiffScalar<DerType&> operator+(const Real& other) const
    407   {
    408     return AutoDiffScalar<DerType&>(derived().value() + other, derived().derivatives());
    409   }
    410 
    411   friend inline const AutoDiffScalar<DerType&> operator+(const Real& a, const AutoDiffScalar<_DerType>& b)
    412   {
    413     return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives());
    414   }
    415 
    416   inline AutoDiffScalar<_DerType>& operator+=(const Real& other)
    417   {
    418     derived().value() += other;
    419     return derived();
    420   }
    421 
    422 
    423   inline const AutoDiffScalar<typename CwiseUnaryOp<bind2nd_op<scalar_product_op<Scalar,Real> >, DerType>::Type >
    424   operator*(const Real& other) const
    425   {
    426     return AutoDiffScalar<typename CwiseUnaryOp<bind2nd_op<scalar_product_op<Scalar,Real> >, DerType>::Type >(
    427       derived().value() * other,
    428       derived().derivatives() * other);
    429   }
    430 
    431   friend inline const AutoDiffScalar<typename CwiseUnaryOp<bind1st_op<scalar_product_op<Real,Scalar> >, DerType>::Type >
    432   operator*(const Real& other, const AutoDiffScalar<_DerType>& a)
    433   {
    434     return AutoDiffScalar<typename CwiseUnaryOp<bind1st_op<scalar_product_op<Real,Scalar> >, DerType>::Type >(
    435       a.value() * other,
    436       a.derivatives() * other);
    437   }
    438 
    439   inline AutoDiffScalar<_DerType>& operator*=(const Scalar& other)
    440   {
    441     *this = *this * other;
    442     return derived();
    443   }
    444 };
    445 
    446 template<typename _DerType>
    447 struct auto_diff_special_op<_DerType, false>
    448 {
    449   void operator*() const;
    450   void operator-() const;
    451   void operator+() const;
    452 };
    453 
    454 template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols, typename B>
    455 struct make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>, B> {
    456   typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> A;
    457   static void run(A& a, B& b) {
    458     if((A_Rows==Dynamic || A_Cols==Dynamic) && (a.size()==0))
    459     {
    460       a.resize(b.size());
    461       a.setZero();
    462     }
    463   }
    464 };
    465 
    466 template<typename A, typename B_Scalar, int B_Rows, int B_Cols, int B_Options, int B_MaxRows, int B_MaxCols>
    467 struct make_coherent_impl<A, Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> > {
    468   typedef Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> B;
    469   static void run(A& a, B& b) {
    470     if((B_Rows==Dynamic || B_Cols==Dynamic) && (b.size()==0))
    471     {
    472       b.resize(a.size());
    473       b.setZero();
    474     }
    475   }
    476 };
    477 
    478 template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols,
    479          typename B_Scalar, int B_Rows, int B_Cols, int B_Options, int B_MaxRows, int B_MaxCols>
    480 struct make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>,
    481                              Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> > {
    482   typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> A;
    483   typedef Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> B;
    484   static void run(A& a, B& b) {
    485     if((A_Rows==Dynamic || A_Cols==Dynamic) && (a.size()==0))
    486     {
    487       a.resize(b.size());
    488       a.setZero();
    489     }
    490     else if((B_Rows==Dynamic || B_Cols==Dynamic) && (b.size()==0))
    491     {
    492       b.resize(a.size());
    493       b.setZero();
    494     }
    495   }
    496 };
    497 
    498 } // end namespace internal
    499 
    500 template<typename DerType, typename BinOp>
    501 struct ScalarBinaryOpTraits<AutoDiffScalar<DerType>,typename DerType::Scalar,BinOp>
    502 {
    503   typedef AutoDiffScalar<DerType> ReturnType;
    504 };
    505 
    506 template<typename DerType, typename BinOp>
    507 struct ScalarBinaryOpTraits<typename DerType::Scalar,AutoDiffScalar<DerType>, BinOp>
    508 {
    509   typedef AutoDiffScalar<DerType> ReturnType;
    510 };
    511 
    512 
    513 // The following is an attempt to let Eigen's known about expression template, but that's more tricky!
    514 
    515 // template<typename DerType, typename BinOp>
    516 // struct ScalarBinaryOpTraits<AutoDiffScalar<DerType>,AutoDiffScalar<DerType>, BinOp>
    517 // {
    518 //   enum { Defined = 1 };
    519 //   typedef AutoDiffScalar<typename DerType::PlainObject> ReturnType;
    520 // };
    521 //
    522 // template<typename DerType1,typename DerType2, typename BinOp>
    523 // struct ScalarBinaryOpTraits<AutoDiffScalar<DerType1>,AutoDiffScalar<DerType2>, BinOp>
    524 // {
    525 //   enum { Defined = 1 };//internal::is_same<typename DerType1::Scalar,typename DerType2::Scalar>::value };
    526 //   typedef AutoDiffScalar<typename DerType1::PlainObject> ReturnType;
    527 // };
    528 
    529 #define EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(FUNC,CODE) \
    530   template<typename DerType> \
    531   inline const Eigen::AutoDiffScalar< \
    532   EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename Eigen::internal::remove_all<DerType>::type, typename Eigen::internal::traits<typename Eigen::internal::remove_all<DerType>::type>::Scalar, product) > \
    533   FUNC(const Eigen::AutoDiffScalar<DerType>& x) { \
    534     using namespace Eigen; \
    535     EIGEN_UNUSED typedef typename Eigen::internal::traits<typename Eigen::internal::remove_all<DerType>::type>::Scalar Scalar; \
    536     CODE; \
    537   }
    538 
    539 template<typename DerType>
    540 inline const AutoDiffScalar<DerType>& conj(const AutoDiffScalar<DerType>& x)  { return x; }
    541 template<typename DerType>
    542 inline const AutoDiffScalar<DerType>& real(const AutoDiffScalar<DerType>& x)  { return x; }
    543 template<typename DerType>
    544 inline typename DerType::Scalar imag(const AutoDiffScalar<DerType>&)    { return 0.; }
    545 template<typename DerType, typename T>
    546 inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (min)(const AutoDiffScalar<DerType>& x, const T& y) {
    547   typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS;
    548   return (x <= y ? ADS(x) : ADS(y));
    549 }
    550 template<typename DerType, typename T>
    551 inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (max)(const AutoDiffScalar<DerType>& x, const T& y) {
    552   typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS;
    553   return (x >= y ? ADS(x) : ADS(y));
    554 }
    555 template<typename DerType, typename T>
    556 inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (min)(const T& x, const AutoDiffScalar<DerType>& y) {
    557   typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS;
    558   return (x < y ? ADS(x) : ADS(y));
    559 }
    560 template<typename DerType, typename T>
    561 inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (max)(const T& x, const AutoDiffScalar<DerType>& y) {
    562   typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS;
    563   return (x > y ? ADS(x) : ADS(y));
    564 }
    565 template<typename DerType>
    566 inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (min)(const AutoDiffScalar<DerType>& x, const AutoDiffScalar<DerType>& y) {
    567   return (x.value() < y.value() ? x : y);
    568 }
    569 template<typename DerType>
    570 inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (max)(const AutoDiffScalar<DerType>& x, const AutoDiffScalar<DerType>& y) {
    571   return (x.value() >= y.value() ? x : y);
    572 }
    573 
    574 
    575 EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs,
    576   using std::abs;
    577   return Eigen::MakeAutoDiffScalar(abs(x.value()), x.derivatives() * (x.value()<0 ? -1 : 1) );)
    578 
    579 EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs2,
    580   using numext::abs2;
    581   return Eigen::MakeAutoDiffScalar(abs2(x.value()), x.derivatives() * (Scalar(2)*x.value()));)
    582 
    583 EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sqrt,
    584   using std::sqrt;
    585   Scalar sqrtx = sqrt(x.value());
    586   return Eigen::MakeAutoDiffScalar(sqrtx,x.derivatives() * (Scalar(0.5) / sqrtx));)
    587 
    588 EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(cos,
    589   using std::cos;
    590   using std::sin;
    591   return Eigen::MakeAutoDiffScalar(cos(x.value()), x.derivatives() * (-sin(x.value())));)
    592 
    593 EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sin,
    594   using std::sin;
    595   using std::cos;
    596   return Eigen::MakeAutoDiffScalar(sin(x.value()),x.derivatives() * cos(x.value()));)
    597 
    598 EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(exp,
    599   using std::exp;
    600   Scalar expx = exp(x.value());
    601   return Eigen::MakeAutoDiffScalar(expx,x.derivatives() * expx);)
    602 
    603 EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(log,
    604   using std::log;
    605   return Eigen::MakeAutoDiffScalar(log(x.value()),x.derivatives() * (Scalar(1)/x.value()));)
    606 
    607 template<typename DerType>
    608 inline const Eigen::AutoDiffScalar<
    609 EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename internal::remove_all<DerType>::type,typename internal::traits<typename internal::remove_all<DerType>::type>::Scalar,product) >
    610 pow(const Eigen::AutoDiffScalar<DerType> &x, const typename internal::traits<typename internal::remove_all<DerType>::type>::Scalar &y)
    611 {
    612   using namespace Eigen;
    613   using std::pow;
    614   return Eigen::MakeAutoDiffScalar(pow(x.value(),y), x.derivatives() * (y * pow(x.value(),y-1)));
    615 }
    616 
    617 
    618 template<typename DerTypeA,typename DerTypeB>
    619 inline const AutoDiffScalar<Matrix<typename internal::traits<typename internal::remove_all<DerTypeA>::type>::Scalar,Dynamic,1> >
    620 atan2(const AutoDiffScalar<DerTypeA>& a, const AutoDiffScalar<DerTypeB>& b)
    621 {
    622   using std::atan2;
    623   typedef typename internal::traits<typename internal::remove_all<DerTypeA>::type>::Scalar Scalar;
    624   typedef AutoDiffScalar<Matrix<Scalar,Dynamic,1> > PlainADS;
    625   PlainADS ret;
    626   ret.value() = atan2(a.value(), b.value());
    627 
    628   Scalar squared_hypot = a.value() * a.value() + b.value() * b.value();
    629 
    630   // if (squared_hypot==0) the derivation is undefined and the following results in a NaN:
    631   ret.derivatives() = (a.derivatives() * b.value() - a.value() * b.derivatives()) / squared_hypot;
    632 
    633   return ret;
    634 }
    635 
    636 EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(tan,
    637   using std::tan;
    638   using std::cos;
    639   return Eigen::MakeAutoDiffScalar(tan(x.value()),x.derivatives() * (Scalar(1)/numext::abs2(cos(x.value()))));)
    640 
    641 EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(asin,
    642   using std::sqrt;
    643   using std::asin;
    644   return Eigen::MakeAutoDiffScalar(asin(x.value()),x.derivatives() * (Scalar(1)/sqrt(1-numext::abs2(x.value()))));)
    645 
    646 EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(acos,
    647   using std::sqrt;
    648   using std::acos;
    649   return Eigen::MakeAutoDiffScalar(acos(x.value()),x.derivatives() * (Scalar(-1)/sqrt(1-numext::abs2(x.value()))));)
    650 
    651 EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(tanh,
    652   using std::cosh;
    653   using std::tanh;
    654   return Eigen::MakeAutoDiffScalar(tanh(x.value()),x.derivatives() * (Scalar(1)/numext::abs2(cosh(x.value()))));)
    655 
    656 EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sinh,
    657   using std::sinh;
    658   using std::cosh;
    659   return Eigen::MakeAutoDiffScalar(sinh(x.value()),x.derivatives() * cosh(x.value()));)
    660 
    661 EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(cosh,
    662   using std::sinh;
    663   using std::cosh;
    664   return Eigen::MakeAutoDiffScalar(cosh(x.value()),x.derivatives() * sinh(x.value()));)
    665 
    666 #undef EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY
    667 
    668 template<typename DerType> struct NumTraits<AutoDiffScalar<DerType> >
    669   : NumTraits< typename NumTraits<typename internal::remove_all<DerType>::type::Scalar>::Real >
    670 {
    671   typedef typename internal::remove_all<DerType>::type DerTypeCleaned;
    672   typedef AutoDiffScalar<Matrix<typename NumTraits<typename DerTypeCleaned::Scalar>::Real,DerTypeCleaned::RowsAtCompileTime,DerTypeCleaned::ColsAtCompileTime,
    673                                 0, DerTypeCleaned::MaxRowsAtCompileTime, DerTypeCleaned::MaxColsAtCompileTime> > Real;
    674   typedef AutoDiffScalar<DerType> NonInteger;
    675   typedef AutoDiffScalar<DerType> Nested;
    676   typedef typename NumTraits<typename DerTypeCleaned::Scalar>::Literal Literal;
    677   enum{
    678     RequireInitialization = 1
    679   };
    680 };
    681 
    682 }
    683 
    684 #endif // EIGEN_AUTODIFF_SCALAR_H
    685