// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Gael Guennebaud // // 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 . #ifndef EIGEN_AUTODIFF_SCALAR_H #define EIGEN_AUTODIFF_SCALAR_H namespace Eigen { namespace internal { template struct make_coherent_impl { static void run(A&, B&) {} }; // resize a to match b is a.size()==0, and conversely. template void make_coherent(const A& a, const B&b) { make_coherent_impl::run(a.const_cast_derived(), b.const_cast_derived()); } template struct auto_diff_special_op; } // end namespace internal /** \class AutoDiffScalar * \brief A scalar type replacement with automatic differentation capability * * \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 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, * - internal::abs, internal::sqrt, internal::pow, internal::exp, internal::log, internal::sin, internal::cos, * - internal::conj, internal::real, internal::imag, internal::abs2. * * AutoDiffScalar can be used as the scalar type of an Eigen::Matrix object. However, * in that case, the expression template mechanism only occurs at the top Matrix level, * while derivatives are computed right away. * */ template class AutoDiffScalar : public internal::auto_diff_special_op <_DerType, !internal::is_same_type::type>::Scalar, typename NumTraits::type>::Scalar>::Real>::ret> { public: typedef internal::auto_diff_special_op <_DerType, !internal::is_same_type::type>::Scalar, typename NumTraits::type>::Scalar>::Real>::ret> Base; typedef typename internal::cleantype<_DerType>::type DerType; typedef typename internal::traits::Scalar Scalar; typedef typename NumTraits::Real Real; using Base::operator+; using Base::operator*; /** Default constructor without any initialization. */ AutoDiffScalar() {} /** Constructs an active scalar from its \a value, and initializes the \a nbDer derivatives such that it corresponds to the \a derNumber -th variable */ AutoDiffScalar(const Scalar& value, int nbDer, int derNumber) : m_value(value), m_derivatives(DerType::Zero(nbDer)) { m_derivatives.coeffRef(derNumber) = Scalar(1); } /** Conversion from a scalar constant to an active scalar. * The derivatives are set to zero. */ explicit AutoDiffScalar(const Real& value) : m_value(value) { if(m_derivatives.size()>0) m_derivatives.setZero(); } /** Constructs an active scalar from its \a value and derivatives \a der */ AutoDiffScalar(const Scalar& value, const DerType& der) : m_value(value), m_derivatives(der) {} template AutoDiffScalar(const AutoDiffScalar& other) : m_value(other.value()), m_derivatives(other.derivatives()) {} friend std::ostream & operator << (std::ostream & s, const AutoDiffScalar& a) { return s << a.value(); } AutoDiffScalar(const AutoDiffScalar& other) : m_value(other.value()), m_derivatives(other.derivatives()) {} template inline AutoDiffScalar& operator=(const AutoDiffScalar& other) { m_value = other.value(); 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 operator+(const Scalar& other) const { return AutoDiffScalar(m_value + other, m_derivatives); } friend inline const AutoDiffScalar operator+(const Scalar& a, const AutoDiffScalar& b) { return AutoDiffScalar(a + b.value(), b.derivatives()); } // inline const AutoDiffScalar operator+(const Real& other) const // { // return AutoDiffScalar(m_value + other, m_derivatives); // } // friend inline const AutoDiffScalar operator+(const Real& a, const AutoDiffScalar& b) // { // return AutoDiffScalar(a + b.value(), b.derivatives()); // } inline AutoDiffScalar& operator+=(const Scalar& other) { value() += other; return *this; } template inline const AutoDiffScalar,DerType,typename internal::cleantype::type> > operator+(const AutoDiffScalar& other) const { internal::make_coherent(m_derivatives, other.derivatives()); return AutoDiffScalar,DerType,typename internal::cleantype::type> >( m_value + other.value(), m_derivatives + other.derivatives()); } template inline AutoDiffScalar& operator+=(const AutoDiffScalar& other) { (*this) = (*this) + other; return *this; } template inline const AutoDiffScalar, DerType,typename internal::cleantype::type> > operator-(const AutoDiffScalar& other) const { internal::make_coherent(m_derivatives, other.derivatives()); return AutoDiffScalar, DerType,typename internal::cleantype::type> >( m_value - other.value(), m_derivatives - other.derivatives()); } template inline AutoDiffScalar& operator-=(const AutoDiffScalar& other) { *this = *this - other; return *this; } template inline const AutoDiffScalar, DerType> > operator-() const { return AutoDiffScalar, DerType> >( -m_value, -m_derivatives); } inline const AutoDiffScalar, DerType> > operator*(const Scalar& other) const { return AutoDiffScalar, DerType> >( m_value * other, (m_derivatives * other)); } friend inline const AutoDiffScalar, DerType> > operator*(const Scalar& other, const AutoDiffScalar& a) { return AutoDiffScalar, DerType> >( a.value() * other, a.derivatives() * other); } // inline const AutoDiffScalar, DerType>::Type > // operator*(const Real& other) const // { // return AutoDiffScalar, DerType>::Type >( // m_value * other, // (m_derivatives * other)); // } // // friend inline const AutoDiffScalar, DerType>::Type > // operator*(const Real& other, const AutoDiffScalar& a) // { // return AutoDiffScalar, DerType>::Type >( // a.value() * other, // a.derivatives() * other); // } inline const AutoDiffScalar, DerType> > operator/(const Scalar& other) const { return AutoDiffScalar, DerType> >( m_value / other, (m_derivatives * (Scalar(1)/other))); } friend inline const AutoDiffScalar, DerType> > operator/(const Scalar& other, const AutoDiffScalar& a) { return AutoDiffScalar, DerType> >( other / a.value(), a.derivatives() * (-Scalar(1)/other)); } // inline const AutoDiffScalar, DerType>::Type > // operator/(const Real& other) const // { // return AutoDiffScalar, DerType>::Type >( // m_value / other, // (m_derivatives * (Real(1)/other))); // } // // friend inline const AutoDiffScalar, DerType>::Type > // operator/(const Real& other, const AutoDiffScalar& a) // { // return AutoDiffScalar, DerType>::Type >( // other / a.value(), // a.derivatives() * (-Real(1)/other)); // } template inline const AutoDiffScalar, CwiseBinaryOp, CwiseUnaryOp, DerType>, CwiseUnaryOp, typename internal::cleantype::type > > > > operator/(const AutoDiffScalar& other) const { internal::make_coherent(m_derivatives, other.derivatives()); return AutoDiffScalar, CwiseBinaryOp, CwiseUnaryOp, DerType>, CwiseUnaryOp, typename internal::cleantype::type > > > >( m_value / other.value(), ((m_derivatives * other.value()) - (m_value * other.derivatives())) * (Scalar(1)/(other.value()*other.value()))); } template inline const AutoDiffScalar, CwiseUnaryOp, DerType>, CwiseUnaryOp, typename internal::cleantype::type> > > operator*(const AutoDiffScalar& other) const { internal::make_coherent(m_derivatives, other.derivatives()); return AutoDiffScalar, CwiseUnaryOp, DerType>, CwiseUnaryOp, typename internal::cleantype::type > > >( m_value * other.value(), (m_derivatives * other.value()) + (m_value * other.derivatives())); } inline AutoDiffScalar& operator*=(const Scalar& other) { *this = *this * other; return *this; } template inline AutoDiffScalar& operator*=(const AutoDiffScalar& other) { *this = *this * other; return *this; } protected: Scalar m_value; DerType m_derivatives; }; namespace internal { template struct auto_diff_special_op<_DerType, true> // : auto_diff_scalar_op<_DerType, typename NumTraits::Real, // is_same_type::Real>::ret> { typedef typename cleantype<_DerType>::type DerType; typedef typename traits::Scalar Scalar; typedef typename NumTraits::Real Real; // typedef auto_diff_scalar_op<_DerType, typename NumTraits::Real, // is_same_type::Real>::ret> Base; // using Base::operator+; // using Base::operator+=; // using Base::operator-; // using Base::operator-=; // using Base::operator*; // using Base::operator*=; const AutoDiffScalar<_DerType>& derived() const { return *static_cast*>(this); } AutoDiffScalar<_DerType>& derived() { return *static_cast*>(this); } inline const AutoDiffScalar operator+(const Real& other) const { return AutoDiffScalar(derived().value() + other, derived().derivatives()); } friend inline const AutoDiffScalar operator+(const Real& a, const AutoDiffScalar<_DerType>& b) { return AutoDiffScalar(a + b.value(), b.derivatives()); } inline AutoDiffScalar<_DerType>& operator+=(const Real& other) { derived().value() += other; return derived(); } inline const AutoDiffScalar, DerType>::Type > operator*(const Real& other) const { return AutoDiffScalar, DerType>::Type >( derived().value() * other, derived().derivatives() * other); } friend inline const AutoDiffScalar, DerType>::Type > operator*(const Real& other, const AutoDiffScalar<_DerType>& a) { return AutoDiffScalar, DerType>::Type >( a.value() * other, a.derivatives() * other); } inline AutoDiffScalar<_DerType>& operator*=(const Scalar& other) { *this = *this * other; return derived(); } }; template struct auto_diff_special_op<_DerType, false> { void operator*() const; void operator-() const; void operator+() const; }; template struct make_coherent_impl, B> { typedef Matrix 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 struct make_coherent_impl > { typedef Matrix 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 struct make_coherent_impl, Matrix > { typedef Matrix A; typedef Matrix 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(); } } }; template struct scalar_product_traits,A_Scalar> { typedef Matrix ReturnType; }; template struct scalar_product_traits > { typedef Matrix ReturnType; }; template struct scalar_product_traits,T> { typedef AutoDiffScalar ReturnType; }; } // end namespace internal } // end namespace Eigen #define EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(FUNC,CODE) \ template \ inline const Eigen::AutoDiffScalar::type>::Scalar>, typename Eigen::internal::cleantype::type> > \ FUNC(const Eigen::AutoDiffScalar& x) { \ using namespace Eigen; \ typedef typename internal::traits::type>::Scalar Scalar; \ typedef AutoDiffScalar, typename internal::cleantype::type> > ReturnType; \ CODE; \ } 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(log, return ReturnType(std::log(x.value()),x.derivatives() * (Scalar(1)/x.value()));) template inline const Eigen::AutoDiffScalar::Scalar>, DerType> > pow(const Eigen::AutoDiffScalar& x, typename Eigen::internal::traits::Scalar y) { using namespace Eigen; typedef typename internal::traits::Scalar Scalar; return AutoDiffScalar, DerType> >( std::pow(x.value(),y), x.derivatives() * (y * std::pow(x.value(),y-1))); } } namespace Eigen { namespace internal { template inline const AutoDiffScalar& conj(const AutoDiffScalar& x) { return x; } template inline const AutoDiffScalar& real(const AutoDiffScalar& x) { return x; } template inline typename DerType::Scalar imag(const AutoDiffScalar&) { return 0.; } EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs, return ReturnType(abs(x.value()), x.derivatives() * (sign(x.value())));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs2, return ReturnType(abs2(x.value()), x.derivatives() * (Scalar(2)*x.value()));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sqrt, Scalar sqrtx = sqrt(x.value()); return ReturnType(sqrtx,x.derivatives() * (Scalar(0.5) / sqrtx));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(cos, return ReturnType(cos(x.value()), x.derivatives() * (-sin(x.value())));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sin, return ReturnType(sin(x.value()),x.derivatives() * cos(x.value()));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(exp, Scalar expx = exp(x.value()); return ReturnType(expx,x.derivatives() * expx);) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(log, return ReturnType(log(x.value()),x.derivatives() * (Scalar(1)/x.value()));) template inline const AutoDiffScalar::Scalar>, DerType> > pow(const AutoDiffScalar& x, typename traits::Scalar y) { return std::pow(x,y);} } // end namespace internal #undef EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY template struct NumTraits > : NumTraits< typename NumTraits::Real > { typedef AutoDiffScalar NonInteger; typedef AutoDiffScalar& Nested; }; } #endif // EIGEN_AUTODIFF_SCALAR_H