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Diffstat (limited to 'unsupported/Eigen/AdolcForward')
-rw-r--r-- | unsupported/Eigen/AdolcForward | 120 |
1 files changed, 120 insertions, 0 deletions
diff --git a/unsupported/Eigen/AdolcForward b/unsupported/Eigen/AdolcForward new file mode 100644 index 000000000..1845cb917 --- /dev/null +++ b/unsupported/Eigen/AdolcForward @@ -0,0 +1,120 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. Eigen itself is part of the KDE project. +// +// Copyright (C) 2008-2009 Gael Guennebaud <g.gael@free.fr> +// +// 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_ADLOC_FORWARD +#define EIGEN_ADLOC_FORWARD + +//-------------------------------------------------------------------------------- +// +// This file provides support for adolc's adouble type in forward mode. +// ADOL-C is a C++ automatic differentiation library, +// see http://www.math.tu-dresden.de/~adol-c/ for more information. +// +// Note that the maximal number of directions is controlled by +// the preprocessor token NUMBER_DIRECTIONS. The default is 2. +// +//-------------------------------------------------------------------------------- + +#define ADOLC_TAPELESS +#ifndef NUMBER_DIRECTIONS +# define NUMBER_DIRECTIONS 2 +#endif +#include <adolc/adouble.h> + +// adolc defines some very stupid macros: +#if defined(malloc) +# undef malloc +#endif + +#if defined(calloc) +# undef calloc +#endif + +#if defined(realloc) +# undef realloc +#endif + +#include <Eigen/Core> + +namespace Eigen { + +namespace unsupported { + +/** \ingroup Unsupported_modules + * \defgroup AdolcForward_Module Adolc forward module + * This module provides support for adolc's adouble type in forward mode. + * ADOL-C is a C++ automatic differentiation library, + * see http://www.math.tu-dresden.de/~adol-c/ for more information. + * It mainly consists in: + * - a struct Eigen::NumTraits<adtl::adouble> specialization + * - overloads of ei_* math function for adtl::adouble type. + * + * Note that the maximal number of directions is controlled by + * the preprocessor token NUMBER_DIRECTIONS. The default is 2. + * + * \code + * #include <unsupported/Eigen/AdolcSupport> + * \endcode + */ + //@{ + +} // namespace unsupported + +} // namespace Eigen + +// the Adolc's type adouble is defined in the adtl namespace +// therefore, the following ei_* functions *must* be defined +// in the same namespace +namespace adtl { + + inline const adouble& ei_conj(const adouble& x) { return x; } + inline const adouble& ei_real(const adouble& x) { return x; } + inline adouble ei_imag(const adouble&) { return 0.; } + inline adouble ei_abs(const adouble& x) { return fabs(x); } + inline adouble ei_abs2(const adouble& x) { return x*x; } + inline adouble ei_sqrt(const adouble& x) { return sqrt(x); } + inline adouble ei_exp(const adouble& x) { return exp(x); } + inline adouble ei_log(const adouble& x) { return log(x); } + inline adouble ei_sin(const adouble& x) { return sin(x); } + inline adouble ei_cos(const adouble& x) { return cos(x); } + inline adouble ei_pow(const adouble& x, adouble y) { return pow(x, y); } + +} + +namespace Eigen { namespace unsupported { /*@}*/ } } + +template<> struct EigenNumTraits<adtl::adouble> +{ + typedef adtl::adouble Real; + typedef adtl::adouble FloatingPoint; + enum { + IsComplex = 0, + HasFloatingPoint = 1, + ReadCost = 1, + AddCost = 1, + MulCost = 1 + }; +}; + +#endif // EIGEN_ADLOC_FORWARD |