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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 #if EIGEN_HAS_VARIADIC_TEMPLATES
     24   template<typename... T>
     25   AutoDiffJacobian(const T& ...Values) : Functor(Values...) {}
     26 #else
     27   template<typename T0>
     28   AutoDiffJacobian(const T0& a0) : Functor(a0) {}
     29   template<typename T0, typename T1>
     30   AutoDiffJacobian(const T0& a0, const T1& a1) : Functor(a0, a1) {}
     31   template<typename T0, typename T1, typename T2>
     32   AutoDiffJacobian(const T0& a0, const T1& a1, const T2& a2) : Functor(a0, a1, a2) {}
     33 #endif
     34 
     35   typedef typename Functor::InputType InputType;
     36   typedef typename Functor::ValueType ValueType;
     37   typedef typename ValueType::Scalar Scalar;
     38 
     39   enum {
     40     InputsAtCompileTime = InputType::RowsAtCompileTime,
     41     ValuesAtCompileTime = ValueType::RowsAtCompileTime
     42   };
     43 
     44   typedef Matrix<Scalar, ValuesAtCompileTime, InputsAtCompileTime> JacobianType;
     45   typedef typename JacobianType::Index Index;
     46 
     47   typedef Matrix<Scalar, InputsAtCompileTime, 1> DerivativeType;
     48   typedef AutoDiffScalar<DerivativeType> ActiveScalar;
     49 
     50   typedef Matrix<ActiveScalar, InputsAtCompileTime, 1> ActiveInput;
     51   typedef Matrix<ActiveScalar, ValuesAtCompileTime, 1> ActiveValue;
     52 
     53 #if EIGEN_HAS_VARIADIC_TEMPLATES
     54   // Some compilers don't accept variadic parameters after a default parameter,
     55   // i.e., we can't just write _jac=0 but we need to overload operator():
     56   EIGEN_STRONG_INLINE
     57   void operator() (const InputType& x, ValueType* v) const
     58   {
     59       this->operator()(x, v, 0);
     60   }
     61   template<typename... ParamsType>
     62   void operator() (const InputType& x, ValueType* v, JacobianType* _jac,
     63                    const ParamsType&... Params) const
     64 #else
     65   void operator() (const InputType& x, ValueType* v, JacobianType* _jac=0) const
     66 #endif
     67   {
     68     eigen_assert(v!=0);
     69 
     70     if (!_jac)
     71     {
     72 #if EIGEN_HAS_VARIADIC_TEMPLATES
     73       Functor::operator()(x, v, Params...);
     74 #else
     75       Functor::operator()(x, v);
     76 #endif
     77       return;
     78     }
     79 
     80     JacobianType& jac = *_jac;
     81 
     82     ActiveInput ax = x.template cast<ActiveScalar>();
     83     ActiveValue av(jac.rows());
     84 
     85     if(InputsAtCompileTime==Dynamic)
     86       for (Index j=0; j<jac.rows(); j++)
     87         av[j].derivatives().resize(x.rows());
     88 
     89     for (Index i=0; i<jac.cols(); i++)
     90       ax[i].derivatives() = DerivativeType::Unit(x.rows(),i);
     91 
     92 #if EIGEN_HAS_VARIADIC_TEMPLATES
     93     Functor::operator()(ax, &av, Params...);
     94 #else
     95     Functor::operator()(ax, &av);
     96 #endif
     97 
     98     for (Index i=0; i<jac.rows(); i++)
     99     {
    100       (*v)[i] = av[i].value();
    101       jac.row(i) = av[i].derivatives();
    102     }
    103   }
    104 };
    105 
    106 }
    107 
    108 #endif // EIGEN_AUTODIFF_JACOBIAN_H
    109