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 template<typename Vector> 17 EIGEN_DONT_INLINE typename Vector::Scalar foo(const Vector& p) 18 { 19 typedef typename Vector::Scalar Scalar; 20 return (p-Vector(Scalar(-1),Scalar(1.))).norm() + (p.array().sqrt().abs() * p.array().sin()).sum() + p.dot(p); 21 } 22 23 template<typename _Scalar, int NX=Dynamic, int NY=Dynamic> 24 struct TestFunc1 25 { 26 typedef _Scalar Scalar; 27 enum { 28 InputsAtCompileTime = NX, 29 ValuesAtCompileTime = NY 30 }; 31 typedef Matrix<Scalar,InputsAtCompileTime,1> InputType; 32 typedef Matrix<Scalar,ValuesAtCompileTime,1> ValueType; 33 typedef Matrix<Scalar,ValuesAtCompileTime,InputsAtCompileTime> JacobianType; 34 35 int m_inputs, m_values; 36 37 TestFunc1() : m_inputs(InputsAtCompileTime), m_values(ValuesAtCompileTime) {} 38 TestFunc1(int inputs, int values) : m_inputs(inputs), m_values(values) {} 39 40 int inputs() const { return m_inputs; } 41 int values() const { return m_values; } 42 43 template<typename T> 44 void operator() (const Matrix<T,InputsAtCompileTime,1>& x, Matrix<T,ValuesAtCompileTime,1>* _v) const 45 { 46 Matrix<T,ValuesAtCompileTime,1>& v = *_v; 47 48 v[0] = 2 * x[0] * x[0] + x[0] * x[1]; 49 v[1] = 3 * x[1] * x[0] + 0.5 * x[1] * x[1]; 50 if(inputs()>2) 51 { 52 v[0] += 0.5 * x[2]; 53 v[1] += x[2]; 54 } 55 if(values()>2) 56 { 57 v[2] = 3 * x[1] * x[0] * x[0]; 58 } 59 if (inputs()>2 && values()>2) 60 v[2] *= x[2]; 61 } 62 63 void operator() (const InputType& x, ValueType* v, JacobianType* _j) const 64 { 65 (*this)(x, v); 66 67 if(_j) 68 { 69 JacobianType& j = *_j; 70 71 j(0,0) = 4 * x[0] + x[1]; 72 j(1,0) = 3 * x[1]; 73 74 j(0,1) = x[0]; 75 j(1,1) = 3 * x[0] + 2 * 0.5 * x[1]; 76 77 if (inputs()>2) 78 { 79 j(0,2) = 0.5; 80 j(1,2) = 1; 81 } 82 if(values()>2) 83 { 84 j(2,0) = 3 * x[1] * 2 * x[0]; 85 j(2,1) = 3 * x[0] * x[0]; 86 } 87 if (inputs()>2 && values()>2) 88 { 89 j(2,0) *= x[2]; 90 j(2,1) *= x[2]; 91 92 j(2,2) = 3 * x[1] * x[0] * x[0]; 93 j(2,2) = 3 * x[1] * x[0] * x[0]; 94 } 95 } 96 } 97 }; 98 99 template<typename Func> void adolc_forward_jacobian(const Func& f) 100 { 101 typename Func::InputType x = Func::InputType::Random(f.inputs()); 102 typename Func::ValueType y(f.values()), yref(f.values()); 103 typename Func::JacobianType j(f.values(),f.inputs()), jref(f.values(),f.inputs()); 104 105 jref.setZero(); 106 yref.setZero(); 107 f(x,&yref,&jref); 108 // std::cerr << y.transpose() << "\n\n";; 109 // std::cerr << j << "\n\n";; 110 111 j.setZero(); 112 y.setZero(); 113 AdolcForwardJacobian<Func> autoj(f); 114 autoj(x, &y, &j); 115 // std::cerr << y.transpose() << "\n\n";; 116 // std::cerr << j << "\n\n";; 117 118 VERIFY_IS_APPROX(y, yref); 119 VERIFY_IS_APPROX(j, jref); 120 } 121 122 void test_forward_adolc() 123 { 124 adtl::setNumDir(NUMBER_DIRECTIONS); 125 126 for(int i = 0; i < g_repeat; i++) { 127 CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,2,2>()) )); 128 CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,2,3>()) )); 129 CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,3,2>()) )); 130 CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,3,3>()) )); 131 CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double>(3,3)) )); 132 } 133 134 { 135 // simple instanciation tests 136 Matrix<adtl::adouble,2,1> x; 137 foo(x); 138 Matrix<adtl::adouble,Dynamic,Dynamic> A(4,4);; 139 A.selfadjointView<Lower>().eigenvalues(); 140 } 141 } 142
