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authorGravatar Emil Fresk <emil.fresk@gmail.com>2016-09-16 14:03:55 +0200
committerGravatar Emil Fresk <emil.fresk@gmail.com>2016-09-16 14:03:55 +0200
commit6edd2e2851ca9080a43afa5ee64031a92750efdd (patch)
treecf430a02102a7c46c8b1c024b069b8563fddc9ce
parent4adeababf90f318cd2181a945211bae83fdea930 (diff)
Made AutoDiffJacobian more intuitive to use and updated for C++11
Changes: * Removed unnecessary types from the Functor by inferring from its types * Removed inputs() function reference, replaced with .rows() * Updated the forward constructor to use variadic templates * Added optional parameters to the Fuctor for passing parameters, control signals, etc * Has been tested with fixed size and dynamic matricies Ammendment by chtz: overload operator() for compatibility with not fully conforming compilers
-rw-r--r--unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h49
-rw-r--r--unsupported/test/autodiff.cpp90
2 files changed, 125 insertions, 14 deletions
diff --git a/unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h b/unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h
index 1a61e3367..33b6c393f 100644
--- a/unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h
+++ b/unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h
@@ -20,37 +20,60 @@ public:
AutoDiffJacobian(const Functor& f) : Functor(f) {}
// forward constructors
+#if EIGEN_HAS_VARIADIC_TEMPLATES
+ template<typename... T>
+ AutoDiffJacobian(const T& ...Values) : Functor(Values...) {}
+#else
template<typename T0>
AutoDiffJacobian(const T0& a0) : Functor(a0) {}
template<typename T0, typename T1>
AutoDiffJacobian(const T0& a0, const T1& a1) : Functor(a0, a1) {}
template<typename T0, typename T1, typename T2>
AutoDiffJacobian(const T0& a0, const T1& a1, const T2& a2) : Functor(a0, a1, a2) {}
+#endif
+
+ typedef typename Functor::InputType InputType;
+ typedef typename Functor::ValueType ValueType;
+ typedef typename ValueType::Scalar Scalar;
enum {
- InputsAtCompileTime = Functor::InputsAtCompileTime,
- ValuesAtCompileTime = Functor::ValuesAtCompileTime
+ InputsAtCompileTime = InputType::RowsAtCompileTime,
+ ValuesAtCompileTime = ValueType::RowsAtCompileTime
};
- typedef typename Functor::InputType InputType;
- typedef typename Functor::ValueType ValueType;
- typedef typename Functor::JacobianType JacobianType;
- typedef typename JacobianType::Scalar Scalar;
+ typedef Matrix<Scalar, ValuesAtCompileTime, InputsAtCompileTime> JacobianType;
typedef typename JacobianType::Index Index;
- typedef Matrix<Scalar,InputsAtCompileTime,1> DerivativeType;
+ typedef Matrix<Scalar, InputsAtCompileTime, 1> DerivativeType;
typedef AutoDiffScalar<DerivativeType> ActiveScalar;
-
typedef Matrix<ActiveScalar, InputsAtCompileTime, 1> ActiveInput;
typedef Matrix<ActiveScalar, ValuesAtCompileTime, 1> ActiveValue;
+#if EIGEN_HAS_VARIADIC_TEMPLATES
+ // Some compilers don't accept variadic parameters after a default parameter,
+ // i.e., we can't just write _jac=0 but we need to overload operator():
+ EIGEN_STRONG_INLINE
+ void operator() (const InputType& x, ValueType* v) const
+ {
+ this->operator()(x, v, 0);
+ }
+ template<typename... ParamsType>
+ void operator() (const InputType& x, ValueType* v, JacobianType* _jac,
+ const ParamsType&... Params) const
+#else
void operator() (const InputType& x, ValueType* v, JacobianType* _jac=0) const
+#endif
{
eigen_assert(v!=0);
+
if (!_jac)
{
+#if EIGEN_HAS_VARIADIC_TEMPLATES
+ Functor::operator()(x, v, Params...);
+#else
Functor::operator()(x, v);
+#endif
return;
}
@@ -61,12 +84,16 @@ public:
if(InputsAtCompileTime==Dynamic)
for (Index j=0; j<jac.rows(); j++)
- av[j].derivatives().resize(this->inputs());
+ av[j].derivatives().resize(x.rows());
for (Index i=0; i<jac.cols(); i++)
- ax[i].derivatives() = DerivativeType::Unit(this->inputs(),i);
+ ax[i].derivatives() = DerivativeType::Unit(x.rows(),i);
+#if EIGEN_HAS_VARIADIC_TEMPLATES
+ Functor::operator()(ax, &av, Params...);
+#else
Functor::operator()(ax, &av);
+#endif
for (Index i=0; i<jac.rows(); i++)
{
@@ -74,8 +101,6 @@ public:
jac.row(i) = av[i].derivatives();
}
}
-protected:
-
};
}
diff --git a/unsupported/test/autodiff.cpp b/unsupported/test/autodiff.cpp
index 2da6dd8f3..85743137e 100644
--- a/unsupported/test/autodiff.cpp
+++ b/unsupported/test/autodiff.cpp
@@ -105,6 +105,89 @@ struct TestFunc1
}
};
+
+#if EIGEN_HAS_VARIADIC_TEMPLATES
+/* Test functor for the C++11 features. */
+template <typename Scalar>
+struct integratorFunctor
+{
+ typedef Matrix<Scalar, 2, 1> InputType;
+ typedef Matrix<Scalar, 2, 1> ValueType;
+
+ /*
+ * Implementation starts here.
+ */
+ integratorFunctor(const Scalar gain) : _gain(gain) {}
+ integratorFunctor(const integratorFunctor& f) : _gain(f._gain) {}
+ const Scalar _gain;
+
+ template <typename T1, typename T2>
+ void operator() (const T1 &input, T2 *output, const Scalar dt) const
+ {
+ T2 &o = *output;
+
+ /* Integrator to test the AD. */
+ o[0] = input[0] + input[1] * dt * _gain;
+ o[1] = input[1] * _gain;
+ }
+
+ /* Only needed for the test */
+ template <typename T1, typename T2, typename T3>
+ void operator() (const T1 &input, T2 *output, T3 *jacobian, const Scalar dt) const
+ {
+ T2 &o = *output;
+
+ /* Integrator to test the AD. */
+ o[0] = input[0] + input[1] * dt * _gain;
+ o[1] = input[1] * _gain;
+
+ if (jacobian)
+ {
+ T3 &j = *jacobian;
+
+ j(0, 0) = 1;
+ j(0, 1) = dt * _gain;
+ j(1, 0) = 0;
+ j(1, 1) = _gain;
+ }
+ }
+
+};
+
+template<typename Func> void forward_jacobian_cpp11(const Func& f)
+{
+ typedef typename Func::ValueType::Scalar Scalar;
+ typedef typename Func::ValueType ValueType;
+ typedef typename Func::InputType InputType;
+ typedef typename AutoDiffJacobian<Func>::JacobianType JacobianType;
+
+ InputType x = InputType::Random(InputType::RowsAtCompileTime);
+ ValueType y, yref;
+ JacobianType j, jref;
+
+ const Scalar dt = internal::random<double>();
+
+ jref.setZero();
+ yref.setZero();
+ f(x, &yref, &jref, dt);
+
+ //std::cerr << "y, yref, jref: " << "\n";
+ //std::cerr << y.transpose() << "\n\n";
+ //std::cerr << yref << "\n\n";
+ //std::cerr << jref << "\n\n";
+
+ AutoDiffJacobian<Func> autoj(f);
+ autoj(x, &y, &j, dt);
+
+ //std::cerr << "y j (via autodiff): " << "\n";
+ //std::cerr << y.transpose() << "\n\n";
+ //std::cerr << j << "\n\n";
+
+ VERIFY_IS_APPROX(y, yref);
+ VERIFY_IS_APPROX(j, jref);
+}
+#endif
+
template<typename Func> void forward_jacobian(const Func& f)
{
typename Func::InputType x = Func::InputType::Random(f.inputs());
@@ -128,7 +211,6 @@ template<typename Func> void forward_jacobian(const Func& f)
VERIFY_IS_APPROX(j, jref);
}
-
// TODO also check actual derivatives!
template <int>
void test_autodiff_scalar()
@@ -141,6 +223,7 @@ void test_autodiff_scalar()
VERIFY_IS_APPROX(res.value(), foo(p.x(),p.y()));
}
+
// TODO also check actual derivatives!
template <int>
void test_autodiff_vector()
@@ -151,7 +234,7 @@ void test_autodiff_vector()
VectorAD ap = p.cast<AD>();
ap.x().derivatives() = Vector2f::UnitX();
ap.y().derivatives() = Vector2f::UnitY();
-
+
AD res = foo<VectorAD>(ap);
VERIFY_IS_APPROX(res.value(), foo(p));
}
@@ -164,6 +247,9 @@ void test_autodiff_jacobian()
CALL_SUBTEST(( forward_jacobian(TestFunc1<double,3,2>()) ));
CALL_SUBTEST(( forward_jacobian(TestFunc1<double,3,3>()) ));
CALL_SUBTEST(( forward_jacobian(TestFunc1<double>(3,3)) ));
+#if EIGEN_HAS_VARIADIC_TEMPLATES
+ CALL_SUBTEST(( forward_jacobian_cpp11(integratorFunctor<double>(10)) ));
+#endif
}