diff options
author | Thomas Capricelli <orzel@freehackers.org> | 2009-11-08 22:27:32 +0100 |
---|---|---|
committer | Thomas Capricelli <orzel@freehackers.org> | 2009-11-08 22:27:32 +0100 |
commit | 751a3334914f71e4e4e328a0d80e7f17e265443e (patch) | |
tree | 278a25760d459dac341088e3bc26ac59f58c0dbe /unsupported | |
parent | 456f7d094db636b2fc0e6eb0a9fdccc304ddd9ce (diff) | |
parent | aa0974286f6d0f6a86bf7710c91a51fe77596e2b (diff) |
merge with main repository
Diffstat (limited to 'unsupported')
-rw-r--r-- | unsupported/Eigen/Complex | 229 | ||||
-rw-r--r-- | unsupported/Eigen/FFT | 208 | ||||
-rw-r--r-- | unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h | 25 | ||||
-rw-r--r-- | unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h | 225 | ||||
-rw-r--r-- | unsupported/Eigen/src/AutoDiff/AutoDiffVector.h | 128 | ||||
-rw-r--r-- | unsupported/Eigen/src/FFT/ei_fftw_impl.h | 213 | ||||
-rw-r--r-- | unsupported/Eigen/src/FFT/ei_kissfft_impl.h | 410 | ||||
-rw-r--r-- | unsupported/doc/examples/FFT.cpp | 117 | ||||
-rw-r--r-- | unsupported/test/CMakeLists.txt | 8 | ||||
-rw-r--r-- | unsupported/test/Complex.cpp | 77 | ||||
-rw-r--r-- | unsupported/test/FFT.cpp | 235 | ||||
-rw-r--r-- | unsupported/test/FFTW.cpp | 136 | ||||
-rw-r--r-- | unsupported/test/autodiff.cpp | 8 |
13 files changed, 1878 insertions, 141 deletions
diff --git a/unsupported/Eigen/Complex b/unsupported/Eigen/Complex new file mode 100644 index 000000000..04228c95a --- /dev/null +++ b/unsupported/Eigen/Complex @@ -0,0 +1,229 @@ +#ifndef EIGEN_COMPLEX_H +#define EIGEN_COMPLEX_H + +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2009 Mark Borgerding mark a borgerding net +// +// Eigen is free software; you can redistribute it and/or +// modify it under the terms of the GNU Lesser General Public +// License as published by the Free Software Foundation; either +// version 3 of the License, or (at your option) any later version. +// +// Alternatively, you can redistribute it and/or +// modify it under the terms of the GNU General Public License as +// published by the Free Software Foundation; either version 2 of +// the License, or (at your option) any later version. +// +// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY +// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS +// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the +// GNU General Public License for more details. +// +// You should have received a copy of the GNU Lesser General Public +// License and a copy of the GNU General Public License along with +// Eigen. If not, see <http://www.gnu.org/licenses/>. + +// Eigen::Complex reuses as much as possible from std::complex +// and allows easy conversion to and from, even at the pointer level. + + +#include <complex> + +namespace Eigen { + +template <typename _NativeData,typename _PunnedData> +struct castable_pointer +{ + castable_pointer(_NativeData * ptr) : _ptr(ptr) { } + operator _NativeData * () {return _ptr;} + operator _PunnedData * () {return reinterpret_cast<_PunnedData*>(_ptr);} + operator const _NativeData * () const {return _ptr;} + operator const _PunnedData * () const {return reinterpret_cast<_PunnedData*>(_ptr);} + private: + _NativeData * _ptr; +}; + +template <typename _NativeData,typename _PunnedData> +struct const_castable_pointer +{ + const_castable_pointer(_NativeData * ptr) : _ptr(ptr) { } + operator const _NativeData * () const {return _ptr;} + operator const _PunnedData * () const {return reinterpret_cast<_PunnedData*>(_ptr);} + private: + _NativeData * _ptr; +}; + +template <typename T> +struct Complex +{ + typedef typename std::complex<T> StandardComplex; + typedef T value_type; + + // constructors + Complex() {} + Complex(const T& re, const T& im = T()) : _re(re),_im(im) { } + Complex(const Complex&other ): _re(other.real()) ,_im(other.imag()) {} + + template<class X> + Complex(const Complex<X>&other): _re(other.real()) ,_im(other.imag()) {} + template<class X> + Complex(const std::complex<X>&other): _re(other.real()) ,_im(other.imag()) {} + + // allow binary access to the object as a std::complex + typedef castable_pointer< Complex<T>, StandardComplex > pointer_type; + typedef const_castable_pointer< Complex<T>, StandardComplex > const_pointer_type; + + inline + pointer_type operator & () {return pointer_type(this);} + + inline + const_pointer_type operator & () const {return const_pointer_type(this);} + + inline + operator StandardComplex () const {return std_type();} + inline + operator StandardComplex & () {return std_type();} + + inline + const StandardComplex & std_type() const {return *reinterpret_cast<const StandardComplex*>(this);} + + inline + StandardComplex & std_type() {return *reinterpret_cast<StandardComplex*>(this);} + + + // every sort of accessor and mutator that has ever been in fashion. + // For a brief history, search for "std::complex over-encapsulated" + // http://www.open-std.org/jtc1/sc22/wg21/docs/lwg-defects.html#387 + inline + const T & real() const {return _re;} + inline + const T & imag() const {return _im;} + inline + T & real() {return _re;} + inline + T & imag() {return _im;} + inline + T & real(const T & x) {return _re=x;} + inline + T & imag(const T & x) {return _im=x;} + inline + void set_real(const T & x) {_re = x;} + inline + void set_imag(const T & x) {_im = x;} + + // *** complex member functions: *** + inline + Complex<T>& operator= (const T& val) { _re=val;_im=0;return *this; } + inline + Complex<T>& operator+= (const T& val) {_re+=val;return *this;} + inline + Complex<T>& operator-= (const T& val) {_re-=val;return *this;} + inline + Complex<T>& operator*= (const T& val) {_re*=val;_im*=val;return *this; } + inline + Complex<T>& operator/= (const T& val) {_re/=val;_im/=val;return *this; } + + inline + Complex& operator= (const Complex& rhs) {_re=rhs._re;_im=rhs._im;return *this;} + inline + Complex& operator= (const StandardComplex& rhs) {_re=rhs.real();_im=rhs.imag();return *this;} + + template<class X> Complex<T>& operator= (const Complex<X>& rhs) { _re=rhs._re;_im=rhs._im;return *this;} + template<class X> Complex<T>& operator+= (const Complex<X>& rhs) { _re+=rhs._re;_im+=rhs._im;return *this;} + template<class X> Complex<T>& operator-= (const Complex<X>& rhs) { _re-=rhs._re;_im-=rhs._im;return *this;} + template<class X> Complex<T>& operator*= (const Complex<X>& rhs) { this->std_type() *= rhs.std_type(); return *this; } + template<class X> Complex<T>& operator/= (const Complex<X>& rhs) { this->std_type() /= rhs.std_type(); return *this; } + + private: + T _re; + T _im; +}; + +//template <typename T> T ei_to_std( const T & x) {return x;} + +template <typename T> +std::complex<T> ei_to_std( const Complex<T> & x) {return x.std_type();} + +// 26.2.6 operators +template<class T> Complex<T> operator+(const Complex<T>& rhs) {return rhs;} +template<class T> Complex<T> operator-(const Complex<T>& rhs) {return -ei_to_std(rhs);} + +template<class T> Complex<T> operator+(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) + ei_to_std(rhs);} +template<class T> Complex<T> operator-(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) - ei_to_std(rhs);} +template<class T> Complex<T> operator*(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) * ei_to_std(rhs);} +template<class T> Complex<T> operator/(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) / ei_to_std(rhs);} +template<class T> bool operator==(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) == ei_to_std(rhs);} +template<class T> bool operator!=(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) != ei_to_std(rhs);} + +template<class T> Complex<T> operator+(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) + ei_to_std(rhs); } +template<class T> Complex<T> operator-(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) - ei_to_std(rhs); } +template<class T> Complex<T> operator*(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) * ei_to_std(rhs); } +template<class T> Complex<T> operator/(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) / ei_to_std(rhs); } +template<class T> bool operator==(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) == ei_to_std(rhs); } +template<class T> bool operator!=(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) != ei_to_std(rhs); } + +template<class T> Complex<T> operator+(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) + ei_to_std(rhs); } +template<class T> Complex<T> operator-(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) - ei_to_std(rhs); } +template<class T> Complex<T> operator*(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) * ei_to_std(rhs); } +template<class T> Complex<T> operator/(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) / ei_to_std(rhs); } +template<class T> bool operator==(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) == ei_to_std(rhs); } +template<class T> bool operator!=(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) != ei_to_std(rhs); } + +template<class T, class charT, class traits> +std::basic_istream<charT,traits>& + operator>> (std::basic_istream<charT,traits>& istr, Complex<T>& rhs) +{ + return istr >> rhs.std_type(); +} + +template<class T, class charT, class traits> +std::basic_ostream<charT,traits>& +operator<< (std::basic_ostream<charT,traits>& ostr, const Complex<T>& rhs) +{ + return ostr << rhs.std_type(); +} + + // 26.2.7 values: + template<class T> T real(const Complex<T>&x) {return real(ei_to_std(x));} + template<class T> T abs(const Complex<T>&x) {return abs(ei_to_std(x));} + template<class T> T arg(const Complex<T>&x) {return arg(ei_to_std(x));} + template<class T> T norm(const Complex<T>&x) {return norm(ei_to_std(x));} + + template<class T> Complex<T> conj(const Complex<T>&x) { return conj(ei_to_std(x));} + template<class T> Complex<T> polar(const T& x, const T&y) {return polar(ei_to_std(x),ei_to_std(y));} + // 26.2.8 transcendentals: + template<class T> Complex<T> cos (const Complex<T>&x){return cos(ei_to_std(x));} + template<class T> Complex<T> cosh (const Complex<T>&x){return cosh(ei_to_std(x));} + template<class T> Complex<T> exp (const Complex<T>&x){return exp(ei_to_std(x));} + template<class T> Complex<T> log (const Complex<T>&x){return log(ei_to_std(x));} + template<class T> Complex<T> log10 (const Complex<T>&x){return log10(ei_to_std(x));} + + template<class T> Complex<T> pow(const Complex<T>&x, int p) {return pow(ei_to_std(x),p);} + template<class T> Complex<T> pow(const Complex<T>&x, const T&p) {return pow(ei_to_std(x),ei_to_std(p));} + template<class T> Complex<T> pow(const Complex<T>&x, const Complex<T>&p) {return pow(ei_to_std(x),ei_to_std(p));} + template<class T> Complex<T> pow(const T&x, const Complex<T>&p) {return pow(ei_to_std(x),ei_to_std(p));} + + template<class T> Complex<T> sin (const Complex<T>&x){return sin(ei_to_std(x));} + template<class T> Complex<T> sinh (const Complex<T>&x){return sinh(ei_to_std(x));} + template<class T> Complex<T> sqrt (const Complex<T>&x){return sqrt(ei_to_std(x));} + template<class T> Complex<T> tan (const Complex<T>&x){return tan(ei_to_std(x));} + template<class T> Complex<T> tanh (const Complex<T>&x){return tanh(ei_to_std(x));} + + template<typename _Real> struct NumTraits<Complex<_Real> > + { + typedef _Real Real; + typedef Complex<_Real> FloatingPoint; + enum { + IsComplex = 1, + HasFloatingPoint = NumTraits<Real>::HasFloatingPoint, + ReadCost = 2, + AddCost = 2 * NumTraits<Real>::AddCost, + MulCost = 4 * NumTraits<Real>::MulCost + 2 * NumTraits<Real>::AddCost + }; + }; +} +#endif +/* vim: set filetype=cpp et sw=2 ts=2 ai: */ + diff --git a/unsupported/Eigen/FFT b/unsupported/Eigen/FFT new file mode 100644 index 000000000..8f7a2fcae --- /dev/null +++ b/unsupported/Eigen/FFT @@ -0,0 +1,208 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2009 Mark Borgerding mark a borgerding net +// +// Eigen is free software; you can redistribute it and/or +// modify it under the terms of the GNU Lesser General Public +// License as published by the Free Software Foundation; either +// version 3 of the License, or (at your option) any later version. +// +// Alternatively, you can redistribute it and/or +// modify it under the terms of the GNU General Public License as +// published by the Free Software Foundation; either version 2 of +// the License, or (at your option) any later version. +// +// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY +// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS +// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the +// GNU General Public License for more details. +// +// You should have received a copy of the GNU Lesser General Public +// License and a copy of the GNU General Public License along with +// Eigen. If not, see <http://www.gnu.org/licenses/>. + +#ifndef EIGEN_FFT_H +#define EIGEN_FFT_H + +#include <complex> +#include <vector> +#include <map> +#include <Eigen/Core> + +#ifdef EIGEN_FFTW_DEFAULT +// FFTW: faster, GPL -- incompatible with Eigen in LGPL form, bigger code size +# include <fftw3.h> + namespace Eigen { +# include "src/FFT/ei_fftw_impl.h" + //template <typename T> typedef struct ei_fftw_impl default_fft_impl; this does not work + template <typename T> struct default_fft_impl : public ei_fftw_impl<T> {}; + } +#elif defined EIGEN_MKL_DEFAULT +// TODO +// intel Math Kernel Library: fastest, commercial -- may be incompatible with Eigen in GPL form + namespace Eigen { +# include "src/FFT/ei_imklfft_impl.h" + template <typename T> struct default_fft_impl : public ei_imklfft_impl {}; + } +#else +// ei_kissfft_impl: small, free, reasonably efficient default, derived from kissfft +// + namespace Eigen { +# include "src/FFT/ei_kissfft_impl.h" + template <typename T> + struct default_fft_impl : public ei_kissfft_impl<T> {}; + } +#endif + +namespace Eigen { + +template <typename _Scalar, + typename _Impl=default_fft_impl<_Scalar> > +class FFT +{ + public: + typedef _Impl impl_type; + typedef typename impl_type::Scalar Scalar; + typedef typename impl_type::Complex Complex; + + enum Flag { + Default=0, // goof proof + Unscaled=1, + HalfSpectrum=2, + // SomeOtherSpeedOptimization=4 + Speedy=32767 + }; + + FFT( const impl_type & impl=impl_type() , Flag flags=Default ) :m_impl(impl),m_flag(flags) { } + + inline + bool HasFlag(Flag f) const { return (m_flag & (int)f) == f;} + + inline + void SetFlag(Flag f) { m_flag |= (int)f;} + + inline + void ClearFlag(Flag f) { m_flag &= (~(int)f);} + + inline + void fwd( Complex * dst, const Scalar * src, int nfft) + { + m_impl.fwd(dst,src,nfft); + if ( HasFlag(HalfSpectrum) == false) + ReflectSpectrum(dst,nfft); + } + + inline + void fwd( Complex * dst, const Complex * src, int nfft) + { + m_impl.fwd(dst,src,nfft); + } + + template <typename _Input> + inline + void fwd( std::vector<Complex> & dst, const std::vector<_Input> & src) + { + if ( NumTraits<_Input>::IsComplex == 0 && HasFlag(HalfSpectrum) ) + dst.resize( (src.size()>>1)+1); + else + dst.resize(src.size()); + fwd(&dst[0],&src[0],src.size()); + } + + template<typename InputDerived, typename ComplexDerived> + inline + void fwd( MatrixBase<ComplexDerived> & dst, const MatrixBase<InputDerived> & src) + { + EIGEN_STATIC_ASSERT_VECTOR_ONLY(InputDerived) + EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived) + EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,InputDerived) // size at compile-time + EIGEN_STATIC_ASSERT((ei_is_same_type<typename ComplexDerived::Scalar, Complex>::ret), + YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY) + EIGEN_STATIC_ASSERT(int(InputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit, + THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES) + + if ( NumTraits< typename InputDerived::Scalar >::IsComplex == 0 && HasFlag(HalfSpectrum) ) + dst.derived().resize( (src.size()>>1)+1); + else + dst.derived().resize(src.size()); + fwd( &dst[0],&src[0],src.size() ); + } + + inline + void inv( Complex * dst, const Complex * src, int nfft) + { + m_impl.inv( dst,src,nfft ); + if ( HasFlag( Unscaled ) == false) + scale(dst,1./nfft,nfft); + } + + inline + void inv( Scalar * dst, const Complex * src, int nfft) + { + m_impl.inv( dst,src,nfft ); + if ( HasFlag( Unscaled ) == false) + scale(dst,1./nfft,nfft); + } + + template<typename OutputDerived, typename ComplexDerived> + inline + void inv( MatrixBase<OutputDerived> & dst, const MatrixBase<ComplexDerived> & src) + { + EIGEN_STATIC_ASSERT_VECTOR_ONLY(OutputDerived) + EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived) + EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,OutputDerived) // size at compile-time + EIGEN_STATIC_ASSERT((ei_is_same_type<typename ComplexDerived::Scalar, Complex>::ret), + YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY) + EIGEN_STATIC_ASSERT(int(OutputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit, + THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES) + + int nfft = src.size(); + int nout = HasFlag(HalfSpectrum) ? ((nfft>>1)+1) : nfft; + dst.derived().resize( nout ); + inv( &dst[0],&src[0],src.size() ); + } + + template <typename _Output> + inline + void inv( std::vector<_Output> & dst, const std::vector<Complex> & src) + { + if ( NumTraits<_Output>::IsComplex == 0 && HasFlag(HalfSpectrum) ) + dst.resize( 2*(src.size()-1) ); + else + dst.resize( src.size() ); + inv( &dst[0],&src[0],dst.size() ); + } + + // TODO: multi-dimensional FFTs + + // TODO: handle Eigen MatrixBase + // ---> i added fwd and inv specializations above + unit test, is this enough? (bjacob) + + inline + impl_type & impl() {return m_impl;} + private: + + template <typename _It,typename _Val> + inline + void scale(_It x,_Val s,int nx) + { + for (int k=0;k<nx;++k) + *x++ *= s; + } + + inline + void ReflectSpectrum(Complex * freq,int nfft) + { + // create the implicit right-half spectrum (conjugate-mirror of the left-half) + int nhbins=(nfft>>1)+1; + for (int k=nhbins;k < nfft; ++k ) + freq[k] = conj(freq[nfft-k]); + } + + impl_type m_impl; + int m_flag; +}; +} +#endif +/* vim: set filetype=cpp et sw=2 ts=2 ai: */ diff --git a/unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h b/unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h index d42197345..b3983f8a6 100644 --- a/unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h +++ b/unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h @@ -46,13 +46,16 @@ public: InputsAtCompileTime = Functor::InputsAtCompileTime, ValuesAtCompileTime = Functor::ValuesAtCompileTime }; - + typedef typename Functor::InputType InputType; typedef typename Functor::ValueType ValueType; typedef typename Functor::JacobianType JacobianType; + typedef typename JacobianType::Scalar Scalar; + + typedef Matrix<Scalar,InputsAtCompileTime,1> DerivativeType; + typedef AutoDiffScalar<DerivativeType> ActiveScalar; + - typedef AutoDiffScalar<Matrix<double,InputsAtCompileTime,1> > ActiveScalar; - typedef Matrix<ActiveScalar, InputsAtCompileTime, 1> ActiveInput; typedef Matrix<ActiveScalar, ValuesAtCompileTime, 1> ActiveValue; @@ -69,26 +72,20 @@ public: ActiveInput ax = x.template cast<ActiveScalar>(); ActiveValue av(jac.rows()); - + if(InputsAtCompileTime==Dynamic) - { - for (int j=0; j<jac.cols(); j++) - ax[j].derivatives().resize(this->inputs()); for (int j=0; j<jac.rows(); j++) av[j].derivatives().resize(this->inputs()); - } - - for (int j=0; j<jac.cols(); j++) - for (int i=0; i<jac.cols(); i++) - ax[i].derivatives().coeffRef(j) = i==j ? 1 : 0; + + for (int i=0; i<jac.cols(); i++) + ax[i].derivatives() = DerivativeType::Unit(this->inputs(),i); Functor::operator()(ax, &av); for (int i=0; i<jac.rows(); i++) { (*v)[i] = av[i].value(); - for (int j=0; j<jac.cols(); j++) - jac.coeffRef(i,j) = av[i].derivatives().coeff(j); + jac.row(i) = av[i].derivatives(); } } protected: diff --git a/unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h b/unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h index f82e5e7c6..2fb733a99 100644 --- a/unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h +++ b/unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h @@ -27,15 +27,35 @@ namespace Eigen { +template<typename A, typename B> +struct ei_make_coherent_impl { + static void run(A& a, B& b) {} +}; + +// resize a to match b is a.size()==0, and conversely. +template<typename A, typename B> +void ei_make_coherent(const A& a, const B&b) +{ + ei_make_coherent_impl<A,B>::run(a.const_cast_derived(), b.const_cast_derived()); +} + /** \class AutoDiffScalar * \brief A scalar type replacement with automatic differentation capability * - * \param DerType the vector type used to store/represent the derivatives (e.g. Vector3f) + * \param _DerType the vector type used to store/represent the derivatives. The base scalar type + * as well as the number of derivatives to compute are determined from this type. + * Typical choices include, e.g., \c Vector4f for 4 derivatives, or \c VectorXf + * if the number of derivatives is not known at compile time, and/or, the number + * of derivatives is large. + * Note that _DerType can also be a reference (e.g., \c VectorXf&) to wrap a + * existing vector into an AutoDiffScalar. + * Finally, _DerType can also be any Eigen compatible expression. * - * This class represents a scalar value while tracking its respective derivatives. + * This class represents a scalar value while tracking its respective derivatives using Eigen's expression + * template mechanism. * * It supports the following list of global math function: - * - std::abs, std::sqrt, std::pow, std::exp, std::log, std::sin, std::cos, + * - std::abs, std::sqrt, std::pow, std::exp, std::log, std::sin, std::cos, * - ei_abs, ei_sqrt, ei_pow, ei_exp, ei_log, ei_sin, ei_cos, * - ei_conj, ei_real, ei_imag, ei_abs2. * @@ -44,34 +64,35 @@ namespace Eigen { * while derivatives are computed right away. * */ -template<typename DerType> +template<typename _DerType> class AutoDiffScalar { public: + typedef typename ei_cleantype<_DerType>::type DerType; typedef typename ei_traits<DerType>::Scalar Scalar; - + inline AutoDiffScalar() {} - + inline AutoDiffScalar(const Scalar& value) : m_value(value) { if(m_derivatives.size()>0) m_derivatives.setZero(); } - + inline AutoDiffScalar(const Scalar& value, const DerType& der) : m_value(value), m_derivatives(der) {} - + template<typename OtherDerType> inline AutoDiffScalar(const AutoDiffScalar<OtherDerType>& other) : m_value(other.value()), m_derivatives(other.derivatives()) {} - + inline AutoDiffScalar(const AutoDiffScalar& other) : m_value(other.value()), m_derivatives(other.derivatives()) {} - + template<typename OtherDerType> inline AutoDiffScalar& operator=(const AutoDiffScalar<OtherDerType>& other) { @@ -79,32 +100,49 @@ class AutoDiffScalar m_derivatives = other.derivatives(); return *this; } - + inline AutoDiffScalar& operator=(const AutoDiffScalar& other) { m_value = other.value(); m_derivatives = other.derivatives(); return *this; } - + // inline operator const Scalar& () const { return m_value; } // inline operator Scalar& () { return m_value; } inline const Scalar& value() const { return m_value; } inline Scalar& value() { return m_value; } - + inline const DerType& derivatives() const { return m_derivatives; } inline DerType& derivatives() { return m_derivatives; } - + + inline const AutoDiffScalar<DerType&> operator+(const Scalar& other) const + { + return AutoDiffScalar<DerType>(m_value + other, m_derivatives); + } + + friend inline const AutoDiffScalar<DerType&> operator+(const Scalar& a, const AutoDiffScalar& b) + { + return AutoDiffScalar<DerType>(a + b.value(), b.derivatives()); + } + + inline AutoDiffScalar& operator+=(const Scalar& other) + { + value() += other; + return *this; + } + template<typename OtherDerType> - inline const AutoDiffScalar<CwiseBinaryOp<ei_scalar_sum_op<Scalar>,DerType,OtherDerType> > + inline const AutoDiffScalar<typename MakeCwiseBinaryOp<ei_scalar_sum_op<Scalar>,DerType,typename ei_cleantype<OtherDerType>::type>::Type > operator+(const AutoDiffScalar<OtherDerType>& other) const { - return AutoDiffScalar<CwiseBinaryOp<ei_scalar_sum_op<Scalar>,DerType,OtherDerType> >( + ei_make_coherent(m_derivatives, other.derivatives()); + return AutoDiffScalar<typename MakeCwiseBinaryOp<ei_scalar_sum_op<Scalar>,DerType,typename ei_cleantype<OtherDerType>::type>::Type >( m_value + other.value(), m_derivatives + other.derivatives()); } - + template<typename OtherDerType> inline AutoDiffScalar& operator+=(const AutoDiffScalar<OtherDerType>& other) @@ -112,16 +150,17 @@ class AutoDiffScalar (*this) = (*this) + other; return *this; } - + template<typename OtherDerType> - inline const AutoDiffScalar<CwiseBinaryOp<ei_scalar_difference_op<Scalar>, DerType,OtherDerType> > + inline const AutoDiffScalar<typename MakeCwiseBinaryOp<ei_scalar_difference_op<Scalar>, DerType,typename ei_cleantype<OtherDerType>::type>::Type > operator-(const AutoDiffScalar<OtherDerType>& other) const { - return AutoDiffScalar<CwiseBinaryOp<ei_scalar_difference_op<Scalar>, DerType,OtherDerType> >( + ei_make_coherent(m_derivatives, other.derivatives()); + return AutoDiffScalar<typename MakeCwiseBinaryOp<ei_scalar_difference_op<Scalar>, DerType,typename ei_cleantype<OtherDerType>::type>::Type >( m_value - other.value(), m_derivatives - other.derivatives()); } - + template<typename OtherDerType> inline AutoDiffScalar& operator-=(const AutoDiffScalar<OtherDerType>& other) @@ -129,104 +168,151 @@ class AutoDiffScalar *this = *this - other; return *this; } - + template<typename OtherDerType> - inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_opposite_op<Scalar>, DerType> > + inline const AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_opposite_op<Scalar>, DerType>::Type > operator-() const { - return AutoDiffScalar<CwiseUnaryOp<ei_scalar_opposite_op<Scalar>, DerType> >( + return AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_opposite_op<Scalar>, DerType>::Type >( -m_value, -m_derivatives); } - - inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> > + + inline const AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type > operator*(const Scalar& other) const { - return AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >( + return AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type >( m_value * other, (m_derivatives * other)); } - - friend inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> > + + friend inline const AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type > operator*(const Scalar& other, const AutoDiffScalar& a) { - return AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >( + return AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type >( a.value() * other, a.derivatives() * other); } - - inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> > + + inline const AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type > operator/(const Scalar& other) const { - return AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >( + return AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type >( m_value / other, (m_derivatives * (Scalar(1)/other))); } - - friend inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> > + + friend inline const AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type > operator/(const Scalar& other, const AutoDiffScalar& a) { - return AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >( + return AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type >( other / a.value(), a.derivatives() * (-Scalar(1)/other)); } - + template<typename OtherDerType> - inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, - NestByValue<CwiseBinaryOp<ei_scalar_difference_op<Scalar>, - NestByValue<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >, - NestByValue<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, OtherDerType> > > > > > + inline const AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, + typename MakeNestByValue<typename MakeCwiseBinaryOp<ei_scalar_difference_op<Scalar>, + typename MakeNestByValue<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type>::Type, + typename MakeNestByValue<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, typename ei_cleantype<OtherDerType>::type>::Type>::Type >::Type >::Type >::Type > operator/(const AutoDiffScalar<OtherDerType>& other) const { - return AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, - NestByValue<CwiseBinaryOp<ei_scalar_difference_op<Scalar>, - NestByValue<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >, - NestByValue<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, OtherDerType> > > > > >( + ei_make_coherent(m_derivatives, other.derivatives()); + return AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, + typename MakeNestByValue<typename MakeCwiseBinaryOp<ei_scalar_difference_op<Scalar>, + typename MakeNestByValue<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type>::Type, + typename MakeNestByValue<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, typename ei_cleantype<OtherDerType>::type>::Type>::Type >::Type >::Type >::Type >( m_value / other.value(), ((m_derivatives * other.value()).nestByValue() - (m_value * other.derivatives()).nestByValue()).nestByValue() * (Scalar(1)/(other.value()*other.value()))); } - + template<typename OtherDerType> - inline const AutoDiffScalar<CwiseBinaryOp<ei_scalar_sum_op<Scalar>, - NestByValue<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >, - NestByValue<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, OtherDerType> > > > + inline const AutoDiffScalar<typename MakeCwiseBinaryOp<ei_scalar_sum_op<Scalar>, + typename MakeNestByValue<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type>::Type, + typename MakeNestByValue<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, typename ei_cleantype<OtherDerType>::type>::Type>::Type >::Type > operator*(const AutoDiffScalar<OtherDerType>& other) const { - return AutoDiffScalar<CwiseBinaryOp<ei_scalar_sum_op<Scalar>, - NestByValue<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >, - NestByValue<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, OtherDerType> > > >( + ei_make_coherent(m_derivatives, other.derivatives()); + return AutoDiffScalar<typename MakeCwiseBinaryOp<ei_scalar_sum_op<Scalar>, + typename MakeNestByValue<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type>::Type, + typename MakeNestByValue<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, typename ei_cleantype<OtherDerType>::type>::Type>::Type >::Type >( m_value * other.value(), (m_derivatives * other.value()).nestByValue() + (m_value * other.derivatives()).nestByValue()); } - + inline AutoDiffScalar& operator*=(const Scalar& other) { *this = *this * other; return *this; } - + template<typename OtherDerType> inline AutoDiffScalar& operator*=(const AutoDiffScalar<OtherDerType>& other) { *this = *this * other; return *this; } - + protected: Scalar m_value; DerType m_derivatives; - + +}; + +template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols, typename B> +struct ei_make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>, B> { + typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> A; + static void run(A& a, B& b) { + if((A_Rows==Dynamic || A_Cols==Dynamic) && (a.size()==0)) + { + a.resize(b.size()); + a.setZero(); + } + } +}; + +template<typename A, typename B_Scalar, int B_Rows, int B_Cols, int B_Options, int B_MaxRows, int B_MaxCols> +struct ei_make_coherent_impl<A, Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> > { + typedef Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> B; + static void run(A& a, B& b) { + if((B_Rows==Dynamic || B_Cols==Dynamic) && (b.size()==0)) + { + b.resize(a.size()); + b.setZero(); + } + } +}; + +template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols, + typename B_Scalar, int B_Rows, int B_Cols, int B_Options, int B_MaxRows, int B_MaxCols> +struct ei_make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>, + Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> > { + typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> A; + typedef Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> B; + static void run(A& a, B& b) { + if((A_Rows==Dynamic || A_Cols==Dynamic) && (a.size()==0)) + { + a.resize(b.size()); + a.setZero(); + } + else if((B_Rows==Dynamic || B_Cols==Dynamic) && (b.size()==0)) + { + b.resize(a.size()); + b.setZero(); + } + } }; } #define EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(FUNC,CODE) \ template<typename DerType> \ - inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<typename ei_traits<DerType>::Scalar>, DerType> > \ - FUNC(const AutoDiffScalar<DerType>& x) { \ + inline const Eigen::AutoDiffScalar<typename Eigen::MakeCwiseUnaryOp<Eigen::ei_scalar_multiple_op<typename Eigen::ei_traits<DerType>::Scalar>, DerType>::Type > \ + FUNC(const Eigen::AutoDiffScalar<DerType>& x) { \ + using namespace Eigen; \ typedef typename ei_traits<DerType>::Scalar Scalar; \ - typedef AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> > ReturnType; \ + typedef AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type > ReturnType; \ CODE; \ } @@ -234,34 +320,35 @@ namespace std { EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs, return ReturnType(std::abs(x.value()), x.derivatives() * (sign(x.value())));) - + EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sqrt, Scalar sqrtx = std::sqrt(x.value()); return ReturnType(sqrtx,x.derivatives() * (Scalar(0.5) / sqrtx));) - + EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(cos, return ReturnType(std::cos(x.value()), x.derivatives() * (-std::sin(x.value())));) - + EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sin, return ReturnType(std::sin(x.value()),x.derivatives() * std::cos(x.value()));) - + EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(exp, Scalar expx = std::exp(x.value()); return ReturnType(expx,x.derivatives() * expx);) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(ei_log, return ReturnType(std::log(x.value),x.derivatives() * (Scalar(1).x.value()));) - + template<typename DerType> - inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<typename ei_traits<DerType>::Scalar>, DerType> > - pow(const AutoDiffScalar<DerType>& x, typename ei_traits<DerType>::Scalar y) + inline const Eigen::AutoDiffScalar<typename Eigen::MakeCwiseUnaryOp<Eigen::ei_scalar_multiple_op<typename Eigen::ei_traits<DerType>::Scalar>, DerType>::Type > + pow(const Eigen::AutoDiffScalar<DerType>& x, typename Eigen::ei_traits<DerType>::Scalar y) { + using namespace Eigen; typedef typename ei_traits<DerType>::Scalar Scalar; - return AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >( + return AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type >( std::pow(x.value(),y), x.derivatives() * (y * std::pow(x.value(),y-1))); } - + } namespace Eigen { @@ -297,7 +384,7 @@ EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(ei_log, return ReturnType(ei_log(x.value),x.derivatives() * (Scalar(1).x.value()));) template<typename DerType> -inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<typename ei_traits<DerType>::Scalar>, DerType> > +inline const AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<typename ei_traits<DerType>::Scalar>, DerType>::Type > ei_pow(const AutoDiffScalar<DerType>& x, typename ei_traits<DerType>::Scalar y) { return std::pow(x,y);} diff --git a/unsupported/Eigen/src/AutoDiff/AutoDiffVector.h b/unsupported/Eigen/src/AutoDiff/AutoDiffVector.h index 69ea9144e..03c82b7e8 100644 --- a/unsupported/Eigen/src/AutoDiff/AutoDiffVector.h +++ b/unsupported/Eigen/src/AutoDiff/AutoDiffVector.h @@ -35,7 +35,7 @@ namespace Eigen { * This class represents a scalar value while tracking its respective derivatives. * * It supports the following list of global math function: - * - std::abs, std::sqrt, std::pow, std::exp, std::log, std::sin, std::cos, + * - std::abs, std::sqrt, std::pow, std::exp, std::log, std::sin, std::cos, * - ei_abs, ei_sqrt, ei_pow, ei_exp, ei_log, ei_sin, ei_cos, * - ei_conj, ei_real, ei_imag, ei_abs2. * @@ -48,130 +48,150 @@ template<typename ValueType, typename JacobianType> class AutoDiffVector { public: - typedef typename ei_traits<ValueType>::Scalar Scalar; - + //typedef typename ei_traits<ValueType>::Scalar Scalar; + typedef typename ei_traits<ValueType>::Scalar BaseScalar; + typedef AutoDiffScalar<Matrix<BaseScalar,JacobianType::RowsAtCompileTime,1> > ActiveScalar; + typedef ActiveScalar Scalar; + typedef AutoDiffScalar<typename JacobianType::ColXpr> CoeffType; + inline AutoDiffVector() {} - + inline AutoDiffVector(const ValueType& values) : m_values(values) { m_jacobian.setZero(); } - + + + CoeffType operator[] (int i) { return CoeffType(m_values[i], m_jacobian.col(i)); } + const CoeffType operator[] (int i) const { return CoeffType(m_values[i], m_jacobian.col(i)); } + + CoeffType operator() (int i) { return CoeffType(m_values[i], m_jacobian.col(i)); } + const CoeffType operator() (int i) const { return CoeffType(m_values[i], m_jacobian.col(i)); } + + CoeffType coeffRef(int i) { return CoeffType(m_values[i], m_jacobian.col(i)); } + const CoeffType coeffRef(int i) const { return CoeffType(m_values[i], m_jacobian.col(i)); } + + int size() const { return m_values.size(); } + + // FIXME here we could return an expression of the sum + Scalar sum() const { /*std::cerr << "sum \n\n";*/ /*std::cerr << m_jacobian.rowwise().sum() << "\n\n";*/ return Scalar(m_values.sum(), m_jacobian.rowwise().sum()); } + + inline AutoDiffVector(const ValueType& values, const JacobianType& jac) : m_values(values), m_jacobian(jac) {} - + template<typename OtherValueType, typename OtherJacobianType> inline AutoDiffVector(const AutoDiffVector<OtherValueType, OtherJacobianType>& other) : m_values(other.values()), m_jacobian(other.jacobian()) {} - + inline AutoDiffVector(const AutoDiffVector& other) : m_values(other.values()), m_jacobian(other.jacobian()) {} - + template<typename OtherValueType, typename OtherJacobianType> - inline AutoDiffScalar& operator=(const AutoDiffVector<OtherValueType, OtherJacobianType>& other) + inline AutoDiffVector& operator=(const AutoDiffVector<OtherValueType, OtherJacobianType>& other) { m_values = other.values(); m_jacobian = other.jacobian(); return *this; } - + inline AutoDiffVector& operator=(const AutoDiffVector& other) { m_values = other.values(); m_jacobian = other.jacobian(); return *this; } - + inline const ValueType& values() const { return m_values; } inline ValueType& values() { return m_values; } - + inline const JacobianType& jacobian() const { return m_jacobian; } inline JacobianType& jacobian() { return m_jacobian; } - + template<typename OtherValueType,typename OtherJacobianType> inline const AutoDiffVector< - CwiseBinaryOp<ei_scalar_sum_op<Scalar>,ValueType,OtherValueType> > - CwiseBinaryOp<ei_scalar_sum_op<Scalar>,JacobianType,OtherJacobianType> > - operator+(const AutoDiffScalar<OtherDerType>& other) const + typename MakeCwiseBinaryOp<ei_scalar_sum_op<BaseScalar>,ValueType,OtherValueType>::Type, + typename MakeCwiseBinaryOp<ei_scalar_sum_op<BaseScalar>,JacobianType,OtherJacobianType>::Type > + operator+(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) const { return AutoDiffVector< - CwiseBinaryOp<ei_scalar_sum_op<Scalar>,ValueType,OtherValueType> > - CwiseBinaryOp<ei_scalar_sum_op<Scalar>,JacobianType,OtherJacobianType> >( + typename MakeCwiseBinaryOp<ei_scalar_sum_op<BaseScalar>,ValueType,OtherValueType>::Type, + typename MakeCwiseBinaryOp<ei_scalar_sum_op<BaseScalar>,JacobianType,OtherJacobianType>::Type >( m_values + other.values(), m_jacobian + other.jacobian()); } - + template<typename OtherValueType, typename OtherJacobianType> inline AutoDiffVector& - operator+=(const AutoDiffVector<OtherValueType,OtherDerType>& other) + operator+=(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) { m_values += other.values(); m_jacobian += other.jacobian(); return *this; } - + template<typename OtherValueType,typename OtherJacobianType> inline const AutoDiffVector< - CwiseBinaryOp<ei_scalar_difference_op<Scalar>,ValueType,OtherValueType> > - CwiseBinaryOp<ei_scalar_difference_op<Scalar>,JacobianType,OtherJacobianType> > - operator-(const AutoDiffScalar<OtherDerType>& other) const + typename MakeCwiseBinaryOp<ei_scalar_difference_op<Scalar>,ValueType,OtherValueType>::Type, + typename MakeCwiseBinaryOp<ei_scalar_difference_op<Scalar>,JacobianType,OtherJacobianType>::Type > + operator-(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) const { return AutoDiffVector< - CwiseBinaryOp<ei_scalar_difference_op<Scalar>,ValueType,OtherValueType> > - CwiseBinaryOp<ei_scalar_difference_op<Scalar>,JacobianType,OtherJacobianType> >( - m_values - other.values(), - m_jacobian - other.jacobian()); + typename MakeCwiseBinaryOp<ei_scalar_difference_op<Scalar>,ValueType,OtherValueType>::Type, + typename MakeCwiseBinaryOp<ei_scalar_difference_op<Scalar>,JacobianType,OtherJacobianType>::Type >( + m_values - other.values(), + m_jacobian - other.jacobian()); } - + template<typename OtherValueType, typename OtherJacobianType> inline AutoDiffVector& - operator-=(const AutoDiffVector<OtherValueType,OtherDerType>& other) + operator-=(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) { m_values -= other.values(); m_jacobian -= other.jacobian(); return *this; } - + inline const AutoDiffVector< - CwiseUnaryOp<ei_scalar_opposite_op<Scalar>, ValueType> - CwiseUnaryOp<ei_scalar_opposite_op<Scalar>, JacobianType> > + typename MakeCwiseUnaryOp<ei_scalar_opposite_op<Scalar>, ValueType>::Type, + typename MakeCwiseUnaryOp<ei_scalar_opposite_op<Scalar>, JacobianType>::Type > operator-() const { return AutoDiffVector< - CwiseUnaryOp<ei_scalar_opposite_op<Scalar>, ValueType> - CwiseUnaryOp<ei_scalar_opposite_op<Scalar>, JacobianType> >( - -m_values, - -m_jacobian); + typename MakeCwiseUnaryOp<ei_scalar_opposite_op<Scalar>, ValueType>::Type, + typename MakeCwiseUnaryOp<ei_scalar_opposite_op<Scalar>, JacobianType>::Type >( + -m_values, + -m_jacobian); } - + inline const AutoDiffVector< - CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, ValueType> - CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, JacobianType> > - operator*(const Scalar& other) const + typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, ValueType>::Type, + typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, JacobianType>::Type> + operator*(const BaseScalar& other) const { return AutoDiffVector< - CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, ValueType> - CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, JacobianType> >( + typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, ValueType>::Type, + typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, JacobianType>::Type >( m_values * other, - (m_jacobian * other)); + m_jacobian * other); } - + friend inline const AutoDiffVector< - CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, ValueType> - CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, JacobianType> > + typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, ValueType>::Type, + typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, JacobianType>::Type > operator*(const Scalar& other, const AutoDiffVector& v) { return AutoDiffVector< - CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, ValueType> - CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, JacobianType> >( + typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, ValueType>::Type, + typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, JacobianType>::Type >( v.values() * other, v.jacobian() * other); } - + // template<typename OtherValueType,typename OtherJacobianType> // inline const AutoDiffVector< // CwiseBinaryOp<ei_scalar_multiple_op<Scalar>, ValueType, OtherValueType> @@ -188,25 +208,25 @@ class AutoDiffVector // m_values.cwise() * other.values(), // (m_jacobian * other.values()).nestByValue() + (m_values * other.jacobian()).nestByValue()); // } - + inline AutoDiffVector& operator*=(const Scalar& other) { m_values *= other; m_jacobian *= other; return *this; } - + template<typename OtherValueType,typename OtherJacobianType> inline AutoDiffVector& operator*=(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) { *this = *this * other; return *this; } - + protected: ValueType m_values; JacobianType m_jacobian; - + }; } diff --git a/unsupported/Eigen/src/FFT/ei_fftw_impl.h b/unsupported/Eigen/src/FFT/ei_fftw_impl.h new file mode 100644 index 000000000..a66b7398c --- /dev/null +++ b/unsupported/Eigen/src/FFT/ei_fftw_impl.h @@ -0,0 +1,213 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2009 Mark Borgerding mark a borgerding net +// +// Eigen is free software; you can redistribute it and/or +// modify it under the terms of the GNU Lesser General Public +// License as published by the Free Software Foundation; either +// version 3 of the License, or (at your option) any later version. +// +// Alternatively, you can redistribute it and/or +// modify it under the terms of the GNU General Public License as +// published by the Free Software Foundation; either version 2 of +// the License, or (at your option) any later version. +// +// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY +// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS +// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the +// GNU General Public License for more details. +// +// You should have received a copy of the GNU Lesser General Public +// License and a copy of the GNU General Public License along with +// Eigen. If not, see <http://www.gnu.org/licenses/>. + + + + // FFTW uses non-const arguments + // so we must use ugly const_cast calls for all the args it uses + // + // This should be safe as long as + // 1. we use FFTW_ESTIMATE for all our planning + // see the FFTW docs section 4.3.2 "Planner Flags" + // 2. fftw_complex is compatible with std::complex + // This assumes std::complex<T> layout is array of size 2 with real,imag + template <typename T> + inline + T * ei_fftw_cast(const T* p) + { + return const_cast<T*>( p); + } + + inline + fftw_complex * ei_fftw_cast( const std::complex<double> * p) + { + return const_cast<fftw_complex*>( reinterpret_cast<const fftw_complex*>(p) ); + } + + inline + fftwf_complex * ei_fftw_cast( const std::complex<float> * p) + { + return const_cast<fftwf_complex*>( reinterpret_cast<const fftwf_complex*>(p) ); + } + + inline + fftwl_complex * ei_fftw_cast( const std::complex<long double> * p) + { + return const_cast<fftwl_complex*>( reinterpret_cast<const fftwl_complex*>(p) ); + } + + template <typename T> + struct ei_fftw_plan {}; + + template <> + struct ei_fftw_plan<float> + { + typedef float scalar_type; + typedef fftwf_complex complex_type; + fftwf_plan m_plan; + ei_fftw_plan() :m_plan(NULL) {} + ~ei_fftw_plan() {if (m_plan) fftwf_destroy_plan(m_plan);} + + inline + void fwd(complex_type * dst,complex_type * src,int nfft) { + if (m_plan==NULL) m_plan = fftwf_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE); + fftwf_execute_dft( m_plan, src,dst); + } + inline + void inv(complex_type * dst,complex_type * src,int nfft) { + if (m_plan==NULL) m_plan = fftwf_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE); + fftwf_execute_dft( m_plan, src,dst); + } + inline + void fwd(complex_type * dst,scalar_type * src,int nfft) { + if (m_plan==NULL) m_plan = fftwf_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE); + fftwf_execute_dft_r2c( m_plan,src,dst); + } + inline + void inv(scalar_type * dst,complex_type * src,int nfft) { + if (m_plan==NULL) + m_plan = fftwf_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE); + fftwf_execute_dft_c2r( m_plan, src,dst); + } + }; + template <> + struct ei_fftw_plan<double> + { + typedef double scalar_type; + typedef fftw_complex complex_type; + fftw_plan m_plan; + ei_fftw_plan() :m_plan(NULL) {} + ~ei_fftw_plan() {if (m_plan) fftw_destroy_plan(m_plan);} + + inline + void fwd(complex_type * dst,complex_type * src,int nfft) { + if (m_plan==NULL) m_plan = fftw_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE); + fftw_execute_dft( m_plan, src,dst); + } + inline + void inv(complex_type * dst,complex_type * src,int nfft) { + if (m_plan==NULL) m_plan = fftw_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE); + fftw_execute_dft( m_plan, src,dst); + } + inline + void fwd(complex_type * dst,scalar_type * src,int nfft) { + if (m_plan==NULL) m_plan = fftw_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE); + fftw_execute_dft_r2c( m_plan,src,dst); + } + inline + void inv(scalar_type * dst,complex_type * src,int nfft) { + if (m_plan==NULL) + m_plan = fftw_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE); + fftw_execute_dft_c2r( m_plan, src,dst); + } + }; + template <> + struct ei_fftw_plan<long double> + { + typedef long double scalar_type; + typedef fftwl_complex complex_type; + fftwl_plan m_plan; + ei_fftw_plan() :m_plan(NULL) {} + ~ei_fftw_plan() {if (m_plan) fftwl_destroy_plan(m_plan);} + + inline + void fwd(complex_type * dst,complex_type * src,int nfft) { + if (m_plan==NULL) m_plan = fftwl_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE); + fftwl_execute_dft( m_plan, src,dst); + } + inline + void inv(complex_type * dst,complex_type * src,int nfft) { + if (m_plan==NULL) m_plan = fftwl_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE); + fftwl_execute_dft( m_plan, src,dst); + } + inline + void fwd(complex_type * dst,scalar_type * src,int nfft) { + if (m_plan==NULL) m_plan = fftwl_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE); + fftwl_execute_dft_r2c( m_plan,src,dst); + } + inline + void inv(scalar_type * dst,complex_type * src,int nfft) { + if (m_plan==NULL) + m_plan = fftwl_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE); + fftwl_execute_dft_c2r( m_plan, src,dst); + } + }; + + template <typename _Scalar> + struct ei_fftw_impl + { + typedef _Scalar Scalar; + typedef std::complex<Scalar> Complex; + + inline + void clear() + { + m_plans.clear(); + } + + // complex-to-complex forward FFT + inline + void fwd( Complex * dst,const Complex *src,int nfft) + { + get_plan(nfft,false,dst,src).fwd(ei_fftw_cast(dst), ei_fftw_cast(src),nfft ); + } + + // real-to-complex forward FFT + inline + void fwd( Complex * dst,const Scalar * src,int nfft) + { + get_plan(nfft,false,dst,src).fwd(ei_fftw_cast(dst), ei_fftw_cast(src) ,nfft); + } + + // inverse complex-to-complex + inline + void inv(Complex * dst,const Complex *src,int nfft) + { + get_plan(nfft,true,dst,src).inv(ei_fftw_cast(dst), ei_fftw_cast(src),nfft ); + } + + // half-complex to scalar + inline + void inv( Scalar * dst,const Complex * src,int nfft) + { + get_plan(nfft,true,dst,src).inv(ei_fftw_cast(dst), ei_fftw_cast(src),nfft ); + } + + protected: + typedef ei_fftw_plan<Scalar> PlanData; + typedef std::map<int,PlanData> PlanMap; + + PlanMap m_plans; + + inline + PlanData & get_plan(int nfft,bool inverse,void * dst,const void * src) + { + bool inplace = (dst==src); + bool aligned = ( (reinterpret_cast<size_t>(src)&15) | (reinterpret_cast<size_t>(dst)&15) ) == 0; + int key = (nfft<<3 ) | (inverse<<2) | (inplace<<1) | aligned; + return m_plans[key]; + } + }; +/* vim: set filetype=cpp et sw=2 ts=2 ai: */ + diff --git a/unsupported/Eigen/src/FFT/ei_kissfft_impl.h b/unsupported/Eigen/src/FFT/ei_kissfft_impl.h new file mode 100644 index 000000000..5c958d1ec --- /dev/null +++ b/unsupported/Eigen/src/FFT/ei_kissfft_impl.h @@ -0,0 +1,410 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2009 Mark Borgerding mark a borgerding net +// +// Eigen is free software; you can redistribute it and/or +// modify it under the terms of the GNU Lesser General Public +// License as published by the Free Software Foundation; either +// version 3 of the License, or (at your option) any later version. +// +// Alternatively, you can redistribute it and/or +// modify it under the terms of the GNU General Public License as +// published by the Free Software Foundation; either version 2 of +// the License, or (at your option) any later version. +// +// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY +// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS +// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the +// GNU General Public License for more details. +// +// You should have received a copy of the GNU Lesser General Public +// License and a copy of the GNU General Public License along with +// Eigen. If not, see <http://www.gnu.org/licenses/>. + + + + // This FFT implementation was derived from kissfft http:sourceforge.net/projects/kissfft + // Copyright 2003-2009 Mark Borgerding + +template <typename _Scalar> +struct ei_kiss_cpx_fft +{ + typedef _Scalar Scalar; + typedef std::complex<Scalar> Complex; + std::vector<Complex> m_twiddles; + std::vector<int> m_stageRadix; + std::vector<int> m_stageRemainder; + std::vector<Complex> m_scratchBuf; + bool m_inverse; + + inline + void make_twiddles(int nfft,bool inverse) + { + m_inverse = inverse; + m_twiddles.resize(nfft); + Scalar phinc = (inverse?2:-2)* acos( (Scalar) -1) / nfft; + for (int i=0;i<nfft;++i) + m_twiddles[i] = exp( Complex(0,i*phinc) ); + } + + void factorize(int nfft) + { + //start factoring out 4's, then 2's, then 3,5,7,9,... + int n= nfft; + int p=4; + do { + while (n % p) { + switch (p) { + case 4: p = 2; break; + case 2: p = 3; break; + default: p += 2; break; + } + if (p*p>n) + p=n;// impossible to have a factor > sqrt(n) + } + n /= p; + m_stageRadix.push_back(p); + m_stageRemainder.push_back(n); + if ( p > 5 ) + m_scratchBuf.resize(p); // scratchbuf will be needed in bfly_generic + }while(n>1); + } + + template <typename _Src> + inline + void work( int stage,Complex * xout, const _Src * xin, size_t fstride,size_t in_stride) + { + int p = m_stageRadix[stage]; + int m = m_stageRemainder[stage]; + Complex * Fout_beg = xout; + Complex * Fout_end = xout + p*m; + + if (m>1) { + do{ + // recursive call: + // DFT of size m*p performed by doing + // p instances of smaller DFTs of size m, + // each one takes a decimated version of the input + work(stage+1, xout , xin, fstride*p,in_stride); + xin += fstride*in_stride; + }while( (xout += m) != Fout_end ); + }else{ + do{ + *xout = *xin; + xin += fstride*in_stride; + }while(++xout != Fout_end ); + } + xout=Fout_beg; + + // recombine the p smaller DFTs + switch (p) { + case 2: bfly2(xout,fstride,m); break; + case 3: bfly3(xout,fstride,m); break; + case 4: bfly4(xout,fstride,m); break; + case 5: bfly5(xout,fstride,m); break; + default: bfly_generic(xout,fstride,m,p); break; + } + } + + inline + void bfly2( Complex * Fout, const size_t fstride, int m) + { + for (int k=0;k<m;++k) { + Complex t = Fout[m+k] * m_twiddles[k*fstride]; + Fout[m+k] = Fout[k] - t; + Fout[k] += t; + } + } + + inline + void bfly4( Complex * Fout, const size_t fstride, const size_t m) + { + Complex scratch[6]; + int negative_if_inverse = m_inverse * -2 +1; + for (size_t k=0;k<m;++k) { + scratch[0] = Fout[k+m] * m_twiddles[k*fstride]; + scratch[1] = Fout[k+2*m] * m_twiddles[k*fstride*2]; + scratch[2] = Fout[k+3*m] * m_twiddles[k*fstride*3]; + scratch[5] = Fout[k] - scratch[1]; + + Fout[k] += scratch[1]; + scratch[3] = scratch[0] + scratch[2]; + scratch[4] = scratch[0] - scratch[2]; + scratch[4] = Complex( scratch[4].imag()*negative_if_inverse , -scratch[4].real()* negative_if_inverse ); + + Fout[k+2*m] = Fout[k] - scratch[3]; + Fout[k] += scratch[3]; + Fout[k+m] = scratch[5] + scratch[4]; + Fout[k+3*m] = scratch[5] - scratch[4]; + } + } + + inline + void bfly3( Complex * Fout, const size_t fstride, const size_t m) + { + size_t k=m; + const size_t m2 = 2*m; + Complex *tw1,*tw2; + Complex scratch[5]; + Complex epi3; + epi3 = m_twiddles[fstride*m]; + + tw1=tw2=&m_twiddles[0]; + + do{ + scratch[1]=Fout[m] * *tw1; + scratch[2]=Fout[m2] * *tw2; + + scratch[3]=scratch[1]+scratch[2]; + scratch[0]=scratch[1]-scratch[2]; + tw1 += fstride; + tw2 += fstride*2; + Fout[m] = Complex( Fout->real() - .5*scratch[3].real() , Fout->imag() - .5*scratch[3].imag() ); + scratch[0] *= epi3.imag(); + *Fout += scratch[3]; + Fout[m2] = Complex( Fout[m].real() + scratch[0].imag() , Fout[m].imag() - scratch[0].real() ); + Fout[m] += Complex( -scratch[0].imag(),scratch[0].real() ); + ++Fout; + }while(--k); + } + + inline + void bfly5( Complex * Fout, const size_t fstride, const size_t m) + { + Complex *Fout0,*Fout1,*Fout2,*Fout3,*Fout4; + size_t u; + Complex scratch[13]; + Complex * twiddles = &m_twiddles[0]; + Complex *tw; + Complex ya,yb; + ya = twiddles[fstride*m]; + yb = twiddles[fstride*2*m]; + + Fout0=Fout; + Fout1=Fout0+m; + Fout2=Fout0+2*m; + Fout3=Fout0+3*m; + Fout4=Fout0+4*m; + + tw=twiddles; + for ( u=0; u<m; ++u ) { + scratch[0] = *Fout0; + + scratch[1] = *Fout1 * tw[u*fstride]; + scratch[2] = *Fout2 * tw[2*u*fstride]; + scratch[3] = *Fout3 * tw[3*u*fstride]; + scratch[4] = *Fout4 * tw[4*u*fstride]; + + scratch[7] = scratch[1] + scratch[4]; + scratch[10] = scratch[1] - scratch[4]; + scratch[8] = scratch[2] + scratch[3]; + scratch[9] = scratch[2] - scratch[3]; + + *Fout0 += scratch[7]; + *Fout0 += scratch[8]; + + scratch[5] = scratch[0] + Complex( + (scratch[7].real()*ya.real() ) + (scratch[8].real() *yb.real() ), + (scratch[7].imag()*ya.real()) + (scratch[8].imag()*yb.real()) + ); + + scratch[6] = Complex( + (scratch[10].imag()*ya.imag()) + (scratch[9].imag()*yb.imag()), + -(scratch[10].real()*ya.imag()) - (scratch[9].real()*yb.imag()) + ); + + *Fout1 = scratch[5] - scratch[6]; + *Fout4 = scratch[5] + scratch[6]; + + scratch[11] = scratch[0] + + Complex( + (scratch[7].real()*yb.real()) + (scratch[8].real()*ya.real()), + (scratch[7].imag()*yb.real()) + (scratch[8].imag()*ya.real()) + ); + + scratch[12] = Complex( + -(scratch[10].imag()*yb.imag()) + (scratch[9].imag()*ya.imag()), + (scratch[10].real()*yb.imag()) - (scratch[9].real()*ya.imag()) + ); + + *Fout2=scratch[11]+scratch[12]; + *Fout3=scratch[11]-scratch[12]; + + ++Fout0;++Fout1;++Fout2;++Fout3;++Fout4; + } + } + + /* perform the butterfly for one stage of a mixed radix FFT */ + inline + void bfly_generic( + Complex * Fout, + const size_t fstride, + int m, + int p + ) + { + int u,k,q1,q; + Complex * twiddles = &m_twiddles[0]; + Complex t; + int Norig = m_twiddles.size(); + Complex * scratchbuf = &m_scratchBuf[0]; + + for ( u=0; u<m; ++u ) { + k=u; + for ( q1=0 ; q1<p ; ++q1 ) { + scratchbuf[q1] = Fout[ k ]; + k += m; + } + + k=u; + for ( q1=0 ; q1<p ; ++q1 ) { + int twidx=0; + Fout[ k ] = scratchbuf[0]; + for (q=1;q<p;++q ) { + twidx += fstride * k; + if (twidx>=Norig) twidx-=Norig; + t=scratchbuf[q] * twiddles[twidx]; + Fout[ k ] += t; + } + k += m; + } + } + } +}; + +template <typename _Scalar> +struct ei_kissfft_impl +{ + typedef _Scalar Scalar; + typedef std::complex<Scalar> Complex; + + void clear() + { + m_plans.clear(); + m_realTwiddles.clear(); + } + + inline + void fwd( Complex * dst,const Complex *src,int nfft) + { + get_plan(nfft,false).work(0, dst, src, 1,1); + } + + // real-to-complex forward FFT + // perform two FFTs of src even and src odd + // then twiddle to recombine them into the half-spectrum format + // then fill in the conjugate symmetric half + inline + void fwd( Complex * dst,const Scalar * src,int nfft) + { + if ( nfft&3 ) { + // use generic mode for odd + m_tmpBuf1.resize(nfft); + get_plan(nfft,false).work(0, &m_tmpBuf1[0], src, 1,1); + std::copy(m_tmpBuf1.begin(),m_tmpBuf1.begin()+(nfft>>1)+1,dst ); + }else{ + int ncfft = nfft>>1; + int ncfft2 = nfft>>2; + Complex * rtw = real_twiddles(ncfft2); + + // use optimized mode for even real + fwd( dst, reinterpret_cast<const Complex*> (src), ncfft); + Complex dc = dst[0].real() + dst[0].imag(); + Complex nyquist = dst[0].real() - dst[0].imag(); + int k; + for ( k=1;k <= ncfft2 ; ++k ) { + Complex fpk = dst[k]; + Complex fpnk = conj(dst[ncfft-k]); + Complex f1k = fpk + fpnk; + Complex f2k = fpk - fpnk; + Complex tw= f2k * rtw[k-1]; + dst[k] = (f1k + tw) * Scalar(.5); + dst[ncfft-k] = conj(f1k -tw)*Scalar(.5); + } + dst[0] = dc; + dst[ncfft] = nyquist; + } + } + + // inverse complex-to-complex + inline + void inv(Complex * dst,const Complex *src,int nfft) + { + get_plan(nfft,true).work(0, dst, src, 1,1); + } + + // half-complex to scalar + inline + void inv( Scalar * dst,const Complex * src,int nfft) + { + if (nfft&3) { + m_tmpBuf1.resize(nfft); + m_tmpBuf2.resize(nfft); + std::copy(src,src+(nfft>>1)+1,m_tmpBuf1.begin() ); + for (int k=1;k<(nfft>>1)+1;++k) + m_tmpBuf1[nfft-k] = conj(m_tmpBuf1[k]); + inv(&m_tmpBuf2[0],&m_tmpBuf1[0],nfft); + for (int k=0;k<nfft;++k) + dst[k] = m_tmpBuf2[k].real(); + }else{ + // optimized version for multiple of 4 + int ncfft = nfft>>1; + int ncfft2 = nfft>>2; + Complex * rtw = real_twiddles(ncfft2); + m_tmpBuf1.resize(ncfft); + m_tmpBuf1[0] = Complex( src[0].real() + src[ncfft].real(), src[0].real() - src[ncfft].real() ); + for (int k = 1; k <= ncfft / 2; ++k) { + Complex fk = src[k]; + Complex fnkc = conj(src[ncfft-k]); + Complex fek = fk + fnkc; + Complex tmp = fk - fnkc; + Complex fok = tmp * conj(rtw[k-1]); + m_tmpBuf1[k] = fek + fok; + m_tmpBuf1[ncfft-k] = conj(fek - fok); + } + get_plan(ncfft,true).work(0, reinterpret_cast<Complex*>(dst), &m_tmpBuf1[0], 1,1); + } + } + + protected: + typedef ei_kiss_cpx_fft<Scalar> PlanData; + typedef std::map<int,PlanData> PlanMap; + + PlanMap m_plans; + std::map<int, std::vector<Complex> > m_realTwiddles; + std::vector<Complex> m_tmpBuf1; + std::vector<Complex> m_tmpBuf2; + + inline + int PlanKey(int nfft,bool isinverse) const { return (nfft<<1) | isinverse; } + + inline + PlanData & get_plan(int nfft,bool inverse) + { + // TODO look for PlanKey(nfft, ! inverse) and conjugate the twiddles + PlanData & pd = m_plans[ PlanKey(nfft,inverse) ]; + if ( pd.m_twiddles.size() == 0 ) { + pd.make_twiddles(nfft,inverse); + pd.factorize(nfft); + } + return pd; + } + + inline + Complex * real_twiddles(int ncfft2) + { + std::vector<Complex> & twidref = m_realTwiddles[ncfft2];// creates new if not there + if ( (int)twidref.size() != ncfft2 ) { + twidref.resize(ncfft2); + int ncfft= ncfft2<<1; + Scalar pi = acos( Scalar(-1) ); + for (int k=1;k<=ncfft2;++k) + twidref[k-1] = exp( Complex(0,-pi * ((double) (k) / ncfft + .5) ) ); + } + return &twidref[0]; + } +}; + +/* vim: set filetype=cpp et sw=2 ts=2 ai: */ + diff --git a/unsupported/doc/examples/FFT.cpp b/unsupported/doc/examples/FFT.cpp new file mode 100644 index 000000000..55e29585a --- /dev/null +++ b/unsupported/doc/examples/FFT.cpp @@ -0,0 +1,117 @@ +// To use the simple FFT implementation +// g++ -o demofft -I.. -Wall -O3 FFT.cpp + +// To use the FFTW implementation +// g++ -o demofft -I.. -DUSE_FFTW -Wall -O3 FFT.cpp -lfftw3 -lfftw3f -lfftw3l + +#ifdef USE_FFTW +#include <fftw3.h> +#endif + +#include <vector> +#include <complex> +#include <algorithm> +#include <iterator> +#include <Eigen/Core> +#include <unsupported/Eigen/FFT> + +using namespace std; +using namespace Eigen; + +template <typename T> +T mag2(T a) +{ + return a*a; +} +template <typename T> +T mag2(std::complex<T> a) +{ + return norm(a); +} + +template <typename T> +T mag2(const std::vector<T> & vec) +{ + T out=0; + for (size_t k=0;k<vec.size();++k) + out += mag2(vec[k]); + return out; +} + +template <typename T> +T mag2(const std::vector<std::complex<T> > & vec) +{ + T out=0; + for (size_t k=0;k<vec.size();++k) + out += mag2(vec[k]); + return out; +} + +template <typename T> +vector<T> operator-(const vector<T> & a,const vector<T> & b ) +{ + vector<T> c(a); + for (size_t k=0;k<b.size();++k) + c[k] -= b[k]; + return c; +} + +template <typename T> +void RandomFill(std::vector<T> & vec) +{ + for (size_t k=0;k<vec.size();++k) + vec[k] = T( rand() )/T(RAND_MAX) - .5; +} + +template <typename T> +void RandomFill(std::vector<std::complex<T> > & vec) +{ + for (size_t k=0;k<vec.size();++k) + vec[k] = std::complex<T> ( T( rand() )/T(RAND_MAX) - .5, T( rand() )/T(RAND_MAX) - .5); +} + +template <typename T_time,typename T_freq> +void fwd_inv(size_t nfft) +{ + typedef typename NumTraits<T_freq>::Real Scalar; + vector<T_time> timebuf(nfft); + RandomFill(timebuf); + + vector<T_freq> freqbuf; + static FFT<Scalar> fft; + fft.fwd(freqbuf,timebuf); + + vector<T_time> timebuf2; + fft.inv(timebuf2,freqbuf); + + long double rmse = mag2(timebuf - timebuf2) / mag2(timebuf); + cout << "roundtrip rmse: " << rmse << endl; +} + +template <typename T_scalar> +void two_demos(int nfft) +{ + cout << " scalar "; + fwd_inv<T_scalar,std::complex<T_scalar> >(nfft); + cout << " complex "; + fwd_inv<std::complex<T_scalar>,std::complex<T_scalar> >(nfft); +} + +void demo_all_types(int nfft) +{ + cout << "nfft=" << nfft << endl; + cout << " float" << endl; + two_demos<float>(nfft); + cout << " double" << endl; + two_demos<double>(nfft); + cout << " long double" << endl; + two_demos<long double>(nfft); +} + +int main() +{ + demo_all_types( 2*3*4*5*7 ); + demo_all_types( 2*9*16*25 ); + demo_all_types( 1024 ); + return 0; +} diff --git a/unsupported/test/CMakeLists.txt b/unsupported/test/CMakeLists.txt index 6c0211139..bf0872218 100644 --- a/unsupported/test/CMakeLists.txt +++ b/unsupported/test/CMakeLists.txt @@ -21,3 +21,11 @@ ei_add_test(autodiff) ei_add_test(BVH) #ei_add_test(matrixExponential) ei_add_test(alignedvector3) +ei_add_test(FFT) + +find_package(FFTW) +if(FFTW_FOUND) + ei_add_test(FFTW "-DEIGEN_FFTW_DEFAULT " "-lfftw3 -lfftw3f -lfftw3l" ) +endif(FFTW_FOUND) + +ei_add_test(Complex) diff --git a/unsupported/test/Complex.cpp b/unsupported/test/Complex.cpp new file mode 100644 index 000000000..bedeb9f27 --- /dev/null +++ b/unsupported/test/Complex.cpp @@ -0,0 +1,77 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. Eigen itself is part of the KDE project. +// +// Copyright (C) 2009 Mark Borgerding mark a borgerding net +// +// Eigen is free software; you can redistribute it and/or +// modify it under the terms of the GNU Lesser General Public +// License as published by the Free Software Foundation; either +// version 3 of the License, or (at your option) any later version. +// +// Alternatively, you can redistribute it and/or +// modify it under the terms of the GNU General Public License as +// published by the Free Software Foundation; either version 2 of +// the License, or (at your option) any later version. +// +// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY +// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS +// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the +// GNU General Public License for more details. +// +// You should have received a copy of the GNU Lesser General Public +// License and a copy of the GNU General Public License along with +// Eigen. If not, see <http://www.gnu.org/licenses/>. +#ifdef EIGEN_TEST_FUNC +# include "main.h" +#else +# include <iostream> +# define CALL_SUBTEST(x) x +# define VERIFY(x) x +# define test_Complex main +#endif + +#include <unsupported/Eigen/Complex> +#include <vector> + +using namespace std; +using namespace Eigen; + +template <typename T> +void take_std( std::complex<T> * dst, int n ) +{ + cout << dst[n-1] << endl; +} + + +template <typename T> +void syntax() +{ + // this works fine + Matrix< Complex<T>, 9, 1> a; + std::complex<T> * pa = &a[0]; + Complex<T> * pa2 = &a[0]; + take_std( pa,9); + + // this does not work, but I wish it would + // take_std(&a[0];) + // this does + take_std( (std::complex<T> *)&a[0],9); + + // this does not work, but it would be really nice + //vector< Complex<T> > a; + // (on my gcc 4.4.1 ) + // std::vector assumes operator& returns a POD pointer + + // this works fine + Complex<T> b[9]; + std::complex<T> * pb = &b[0]; // this works fine + + take_std( pb,9); +} + +void test_Complex() +{ + CALL_SUBTEST( syntax<float>() ); + CALL_SUBTEST( syntax<double>() ); + CALL_SUBTEST( syntax<long double>() ); +} diff --git a/unsupported/test/FFT.cpp b/unsupported/test/FFT.cpp new file mode 100644 index 000000000..ad0d426e4 --- /dev/null +++ b/unsupported/test/FFT.cpp @@ -0,0 +1,235 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. Eigen itself is part of the KDE project. +// +// Copyright (C) 2009 Mark Borgerding mark a borgerding net +// +// Eigen is free software; you can redistribute it and/or +// modify it under the terms of the GNU Lesser General Public +// License as published by the Free Software Foundation; either +// version 3 of the License, or (at your option) any later version. +// +// Alternatively, you can redistribute it and/or +// modify it under the terms of the GNU General Public License as +// published by the Free Software Foundation; either version 2 of +// the License, or (at your option) any later version. +// +// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY +// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS +// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the +// GNU General Public License for more details. +// +// You should have received a copy of the GNU Lesser General Public +// License and a copy of the GNU General Public License along with +// Eigen. If not, see <http://www.gnu.org/licenses/>. + +#include "main.h" +#include <unsupported/Eigen/FFT> + +using namespace std; + +float norm(float x) {return x*x;} +double norm(double x) {return x*x;} +long double norm(long double x) {return x*x;} + +template < typename T> +complex<long double> promote(complex<T> x) { return complex<long double>(x.real(),x.imag()); } + +complex<long double> promote(float x) { return complex<long double>( x); } +complex<long double> promote(double x) { return complex<long double>( x); } +complex<long double> promote(long double x) { return complex<long double>( x); } + + + template <typename VectorType1,typename VectorType2> + long double fft_rmse( const VectorType1 & fftbuf,const VectorType2 & timebuf) + { + long double totalpower=0; + long double difpower=0; + cerr <<"idx\ttruth\t\tvalue\t|dif|=\n"; + for (size_t k0=0;k0<size_t(fftbuf.size());++k0) { + complex<long double> acc = 0; + long double phinc = -2.*k0* M_PIl / timebuf.size(); + for (size_t k1=0;k1<size_t(timebuf.size());++k1) { + acc += promote( timebuf[k1] ) * exp( complex<long double>(0,k1*phinc) ); + } + totalpower += norm(acc); + complex<long double> x = promote(fftbuf[k0]); + complex<long double> dif = acc - x; + difpower += norm(dif); + cerr << k0 << "\t" << acc << "\t" << x << "\t" << sqrt(norm(dif)) << endl; + } + cerr << "rmse:" << sqrt(difpower/totalpower) << endl; + return sqrt(difpower/totalpower); + } + + template <typename VectorType1,typename VectorType2> + long double dif_rmse( const VectorType1& buf1,const VectorType2& buf2) + { + long double totalpower=0; + long double difpower=0; + size_t n = min( buf1.size(),buf2.size() ); + for (size_t k=0;k<n;++k) { + totalpower += (norm( buf1[k] ) + norm(buf2[k]) )/2.; + difpower += norm(buf1[k] - buf2[k]); + } + return sqrt(difpower/totalpower); + } + +enum { StdVectorContainer, EigenVectorContainer }; + +template<int Container, typename Scalar> struct VectorType; + +template<typename Scalar> struct VectorType<StdVectorContainer,Scalar> +{ + typedef vector<Scalar> type; +}; + +template<typename Scalar> struct VectorType<EigenVectorContainer,Scalar> +{ + typedef Matrix<Scalar,Dynamic,1> type; +}; + +template <int Container, typename T> +void test_scalar_generic(int nfft) +{ + typedef typename FFT<T>::Complex Complex; + typedef typename FFT<T>::Scalar Scalar; + typedef typename VectorType<Container,Scalar>::type ScalarVector; + typedef typename VectorType<Container,Complex>::type ComplexVector; + + FFT<T> fft; + ScalarVector inbuf(nfft); + ComplexVector outbuf; + for (int k=0;k<nfft;++k) + inbuf[k]= (T)(rand()/(double)RAND_MAX - .5); + + // make sure it DOESN'T give the right full spectrum answer + // if we've asked for half-spectrum + fft.SetFlag(fft.HalfSpectrum ); + fft.fwd( outbuf,inbuf); + VERIFY(outbuf.size() == (nfft>>1)+1); + VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check + + fft.ClearFlag(fft.HalfSpectrum ); + fft.fwd( outbuf,inbuf); + VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check + + ScalarVector buf3; + fft.inv( buf3 , outbuf); + VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check + + // verify that the Unscaled flag takes effect + ComplexVector buf4; + fft.SetFlag(fft.Unscaled); + fft.inv( buf4 , outbuf); + for (int k=0;k<nfft;++k) + buf4[k] *= T(1./nfft); + VERIFY( dif_rmse(inbuf,buf4) < test_precision<T>() );// gross check + + // verify that ClearFlag works + fft.ClearFlag(fft.Unscaled); + fft.inv( buf3 , outbuf); + VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check +} + +template <typename T> +void test_scalar(int nfft) +{ + test_scalar_generic<StdVectorContainer,T>(nfft); + test_scalar_generic<EigenVectorContainer,T>(nfft); +} + +template <int Container, typename T> +void test_complex_generic(int nfft) +{ + typedef typename FFT<T>::Complex Complex; + typedef typename VectorType<Container,Complex>::type ComplexVector; + + FFT<T> fft; + + ComplexVector inbuf(nfft); + ComplexVector outbuf; + ComplexVector buf3; + for (int k=0;k<nfft;++k) + inbuf[k]= Complex( (T)(rand()/(double)RAND_MAX - .5), (T)(rand()/(double)RAND_MAX - .5) ); + fft.fwd( outbuf , inbuf); + + VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check + + fft.inv( buf3 , outbuf); + + VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check + + // verify that the Unscaled flag takes effect + ComplexVector buf4; + fft.SetFlag(fft.Unscaled); + fft.inv( buf4 , outbuf); + for (int k=0;k<nfft;++k) + buf4[k] *= T(1./nfft); + VERIFY( dif_rmse(inbuf,buf4) < test_precision<T>() );// gross check + + // verify that ClearFlag works + fft.ClearFlag(fft.Unscaled); + fft.inv( buf3 , outbuf); + VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check +} + +template <typename T> +void test_complex(int nfft) +{ + test_complex_generic<StdVectorContainer,T>(nfft); + test_complex_generic<EigenVectorContainer,T>(nfft); +} + +void test_FFT() +{ + + CALL_SUBTEST( test_complex<float>(32) ); + CALL_SUBTEST( test_complex<double>(32) ); + CALL_SUBTEST( test_complex<long double>(32) ); + + CALL_SUBTEST( test_complex<float>(256) ); + CALL_SUBTEST( test_complex<double>(256) ); + CALL_SUBTEST( test_complex<long double>(256) ); + + CALL_SUBTEST( test_complex<float>(3*8) ); + CALL_SUBTEST( test_complex<double>(3*8) ); + CALL_SUBTEST( test_complex<long double>(3*8) ); + + CALL_SUBTEST( test_complex<float>(5*32) ); + CALL_SUBTEST( test_complex<double>(5*32) ); + CALL_SUBTEST( test_complex<long double>(5*32) ); + + CALL_SUBTEST( test_complex<float>(2*3*4) ); + CALL_SUBTEST( test_complex<double>(2*3*4) ); + CALL_SUBTEST( test_complex<long double>(2*3*4) ); + + CALL_SUBTEST( test_complex<float>(2*3*4*5) ); + CALL_SUBTEST( test_complex<double>(2*3*4*5) ); + CALL_SUBTEST( test_complex<long double>(2*3*4*5) ); + + CALL_SUBTEST( test_complex<float>(2*3*4*5*7) ); + CALL_SUBTEST( test_complex<double>(2*3*4*5*7) ); + CALL_SUBTEST( test_complex<long double>(2*3*4*5*7) ); + + + + CALL_SUBTEST( test_scalar<float>(32) ); + CALL_SUBTEST( test_scalar<double>(32) ); + CALL_SUBTEST( test_scalar<long double>(32) ); + + CALL_SUBTEST( test_scalar<float>(45) ); + CALL_SUBTEST( test_scalar<double>(45) ); + CALL_SUBTEST( test_scalar<long double>(45) ); + + CALL_SUBTEST( test_scalar<float>(50) ); + CALL_SUBTEST( test_scalar<double>(50) ); + CALL_SUBTEST( test_scalar<long double>(50) ); + + CALL_SUBTEST( test_scalar<float>(256) ); + CALL_SUBTEST( test_scalar<double>(256) ); + CALL_SUBTEST( test_scalar<long double>(256) ); + + CALL_SUBTEST( test_scalar<float>(2*3*4*5*7) ); + CALL_SUBTEST( test_scalar<double>(2*3*4*5*7) ); + CALL_SUBTEST( test_scalar<long double>(2*3*4*5*7) ); +} diff --git a/unsupported/test/FFTW.cpp b/unsupported/test/FFTW.cpp new file mode 100644 index 000000000..cf7be75aa --- /dev/null +++ b/unsupported/test/FFTW.cpp @@ -0,0 +1,136 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. Eigen itself is part of the KDE project. +// +// Copyright (C) 2009 Mark Borgerding mark a borgerding net +// +// Eigen is free software; you can redistribute it and/or +// modify it under the terms of the GNU Lesser General Public +// License as published by the Free Software Foundation; either +// version 3 of the License, or (at your option) any later version. +// +// Alternatively, you can redistribute it and/or +// modify it under the terms of the GNU General Public License as +// published by the Free Software Foundation; either version 2 of +// the License, or (at your option) any later version. +// +// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY +// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS +// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the +// GNU General Public License for more details. +// +// You should have received a copy of the GNU Lesser General Public +// License and a copy of the GNU General Public License along with +// Eigen. If not, see <http://www.gnu.org/licenses/>. + +#include "main.h" +#include <fftw3.h> +#include <unsupported/Eigen/FFT> + +using namespace std; + +float norm(float x) {return x*x;} +double norm(double x) {return x*x;} +long double norm(long double x) {return x*x;} + +template < typename T> +complex<long double> promote(complex<T> x) { return complex<long double>(x.real(),x.imag()); } + +complex<long double> promote(float x) { return complex<long double>( x); } +complex<long double> promote(double x) { return complex<long double>( x); } +complex<long double> promote(long double x) { return complex<long double>( x); } + + + template <typename T1,typename T2> + long double fft_rmse( const vector<T1> & fftbuf,const vector<T2> & timebuf) + { + long double totalpower=0; + long double difpower=0; + cerr <<"idx\ttruth\t\tvalue\t|dif|=\n"; + for (size_t k0=0;k0<fftbuf.size();++k0) { + complex<long double> acc = 0; + long double phinc = -2.*k0* M_PIl / timebuf.size(); + for (size_t k1=0;k1<timebuf.size();++k1) { + acc += promote( timebuf[k1] ) * exp( complex<long double>(0,k1*phinc) ); + } + totalpower += norm(acc); + complex<long double> x = promote(fftbuf[k0]); + complex<long double> dif = acc - x; + difpower += norm(dif); + cerr << k0 << "\t" << acc << "\t" << x << "\t" << sqrt(norm(dif)) << endl; + } + cerr << "rmse:" << sqrt(difpower/totalpower) << endl; + return sqrt(difpower/totalpower); + } + + template <typename T1,typename T2> + long double dif_rmse( const vector<T1> buf1,const vector<T2> buf2) + { + long double totalpower=0; + long double difpower=0; + size_t n = min( buf1.size(),buf2.size() ); + for (size_t k=0;k<n;++k) { + totalpower += (norm( buf1[k] ) + norm(buf2[k]) )/2.; + difpower += norm(buf1[k] - buf2[k]); + } + return sqrt(difpower/totalpower); + } + +template <class T> +void test_scalar(int nfft) +{ + typedef typename Eigen::FFT<T>::Complex Complex; + typedef typename Eigen::FFT<T>::Scalar Scalar; + + FFT<T> fft; + vector<Scalar> inbuf(nfft); + vector<Complex> outbuf; + for (int k=0;k<nfft;++k) + inbuf[k]= (T)(rand()/(double)RAND_MAX - .5); + fft.fwd( outbuf,inbuf); + VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check + + vector<Scalar> buf3; + fft.inv( buf3 , outbuf); + VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check +} + +template <class T> +void test_complex(int nfft) +{ + typedef typename Eigen::FFT<T>::Complex Complex; + + FFT<T> fft; + + vector<Complex> inbuf(nfft); + vector<Complex> outbuf; + vector<Complex> buf3; + for (int k=0;k<nfft;++k) + inbuf[k]= Complex( (T)(rand()/(double)RAND_MAX - .5), (T)(rand()/(double)RAND_MAX - .5) ); + fft.fwd( outbuf , inbuf); + + VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check + + fft.inv( buf3 , outbuf); + + VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check +} + +void test_FFTW() +{ + + CALL_SUBTEST( test_complex<float>(32) ); CALL_SUBTEST( test_complex<double>(32) ); CALL_SUBTEST( test_complex<long double>(32) ); + CALL_SUBTEST( test_complex<float>(256) ); CALL_SUBTEST( test_complex<double>(256) ); CALL_SUBTEST( test_complex<long double>(256) ); + CALL_SUBTEST( test_complex<float>(3*8) ); CALL_SUBTEST( test_complex<double>(3*8) ); CALL_SUBTEST( test_complex<long double>(3*8) ); + CALL_SUBTEST( test_complex<float>(5*32) ); CALL_SUBTEST( test_complex<double>(5*32) ); CALL_SUBTEST( test_complex<long double>(5*32) ); + CALL_SUBTEST( test_complex<float>(2*3*4) ); CALL_SUBTEST( test_complex<double>(2*3*4) ); CALL_SUBTEST( test_complex<long double>(2*3*4) ); + CALL_SUBTEST( test_complex<float>(2*3*4*5) ); CALL_SUBTEST( test_complex<double>(2*3*4*5) ); CALL_SUBTEST( test_complex<long double>(2*3*4*5) ); + CALL_SUBTEST( test_complex<float>(2*3*4*5*7) ); CALL_SUBTEST( test_complex<double>(2*3*4*5*7) ); CALL_SUBTEST( test_complex<long double>(2*3*4*5*7) ); + + + + CALL_SUBTEST( test_scalar<float>(32) ); CALL_SUBTEST( test_scalar<double>(32) ); CALL_SUBTEST( test_scalar<long double>(32) ); + CALL_SUBTEST( test_scalar<float>(45) ); CALL_SUBTEST( test_scalar<double>(45) ); CALL_SUBTEST( test_scalar<long double>(45) ); + CALL_SUBTEST( test_scalar<float>(50) ); CALL_SUBTEST( test_scalar<double>(50) ); CALL_SUBTEST( test_scalar<long double>(50) ); + CALL_SUBTEST( test_scalar<float>(256) ); CALL_SUBTEST( test_scalar<double>(256) ); CALL_SUBTEST( test_scalar<long double>(256) ); + CALL_SUBTEST( test_scalar<float>(2*3*4*5*7) ); CALL_SUBTEST( test_scalar<double>(2*3*4*5*7) ); CALL_SUBTEST( test_scalar<long double>(2*3*4*5*7) ); +} diff --git a/unsupported/test/autodiff.cpp b/unsupported/test/autodiff.cpp index b1164897c..a96927b41 100644 --- a/unsupported/test/autodiff.cpp +++ b/unsupported/test/autodiff.cpp @@ -46,12 +46,12 @@ struct TestFunc1 typedef Matrix<Scalar,InputsAtCompileTime,1> InputType; typedef Matrix<Scalar,ValuesAtCompileTime,1> ValueType; typedef Matrix<Scalar,ValuesAtCompileTime,InputsAtCompileTime> JacobianType; - + int m_inputs, m_values; - + TestFunc1() : m_inputs(InputsAtCompileTime), m_values(ValuesAtCompileTime) {} TestFunc1(int inputs, int values) : m_inputs(inputs), m_values(values) {} - + int inputs() const { return m_inputs; } int values() const { return m_values; } @@ -142,7 +142,7 @@ void test_autodiff_scalar() std::cerr << foo<AutoDiffScalar<Vector2f> >(ax,ay).value() << " <> " << foo<AutoDiffScalar<Vector2f> >(ax,ay).derivatives().transpose() << "\n\n"; } - + void test_autodiff_jacobian() { for(int i = 0; i < g_repeat; i++) { |