// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Gael Guennebaud // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #include "main.h" #include template EIGEN_DONT_INLINE Scalar foo(const Scalar& x, const Scalar& y) { using namespace std; // return x+std::sin(y); EIGEN_ASM_COMMENT("mybegin"); // pow(float, int) promotes to pow(double, double) return x*2 - 1 + static_cast(pow(1+x,2)) + 2*sqrt(y*y+0) - 4 * sin(0+x) + 2 * cos(y+0) - exp(Scalar(-0.5)*x*x+0); //return x+2*y*x;//x*2 -std::pow(x,2);//(2*y/x);// - y*2; EIGEN_ASM_COMMENT("myend"); } template EIGEN_DONT_INLINE typename Vector::Scalar foo(const Vector& p) { typedef typename Vector::Scalar Scalar; return (p-Vector(Scalar(-1),Scalar(1.))).norm() + (p.array() * p.array()).sum() + p.dot(p); } template struct TestFunc1 { typedef _Scalar Scalar; enum { InputsAtCompileTime = NX, ValuesAtCompileTime = NY }; typedef Matrix InputType; typedef Matrix ValueType; typedef Matrix 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; } template void operator() (const Matrix& x, Matrix* _v) const { Matrix& v = *_v; v[0] = 2 * x[0] * x[0] + x[0] * x[1]; v[1] = 3 * x[1] * x[0] + 0.5 * x[1] * x[1]; if(inputs()>2) { v[0] += 0.5 * x[2]; v[1] += x[2]; } if(values()>2) { v[2] = 3 * x[1] * x[0] * x[0]; } if (inputs()>2 && values()>2) v[2] *= x[2]; } void operator() (const InputType& x, ValueType* v, JacobianType* _j) const { (*this)(x, v); if(_j) { JacobianType& j = *_j; j(0,0) = 4 * x[0] + x[1]; j(1,0) = 3 * x[1]; j(0,1) = x[0]; j(1,1) = 3 * x[0] + 2 * 0.5 * x[1]; if (inputs()>2) { j(0,2) = 0.5; j(1,2) = 1; } if(values()>2) { j(2,0) = 3 * x[1] * 2 * x[0]; j(2,1) = 3 * x[0] * x[0]; } if (inputs()>2 && values()>2) { j(2,0) *= x[2]; j(2,1) *= x[2]; j(2,2) = 3 * x[1] * x[0] * x[0]; j(2,2) = 3 * x[1] * x[0] * x[0]; } } } }; #if EIGEN_HAS_VARIADIC_TEMPLATES /* Test functor for the C++11 features. */ template struct integratorFunctor { typedef Matrix InputType; typedef Matrix ValueType; /* * Implementation starts here. */ integratorFunctor(const Scalar gain) : _gain(gain) {} integratorFunctor(const integratorFunctor& f) : _gain(f._gain) {} const Scalar _gain; template void operator() (const T1 &input, T2 *output, const Scalar dt) const { T2 &o = *output; /* Integrator to test the AD. */ o[0] = input[0] + input[1] * dt * _gain; o[1] = input[1] * _gain; } /* Only needed for the test */ template void operator() (const T1 &input, T2 *output, T3 *jacobian, const Scalar dt) const { T2 &o = *output; /* Integrator to test the AD. */ o[0] = input[0] + input[1] * dt * _gain; o[1] = input[1] * _gain; if (jacobian) { T3 &j = *jacobian; j(0, 0) = 1; j(0, 1) = dt * _gain; j(1, 0) = 0; j(1, 1) = _gain; } } }; template void forward_jacobian_cpp11(const Func& f) { typedef typename Func::ValueType::Scalar Scalar; typedef typename Func::ValueType ValueType; typedef typename Func::InputType InputType; typedef typename AutoDiffJacobian::JacobianType JacobianType; InputType x = InputType::Random(InputType::RowsAtCompileTime); ValueType y, yref; JacobianType j, jref; const Scalar dt = internal::random(); jref.setZero(); yref.setZero(); f(x, &yref, &jref, dt); //std::cerr << "y, yref, jref: " << "\n"; //std::cerr << y.transpose() << "\n\n"; //std::cerr << yref << "\n\n"; //std::cerr << jref << "\n\n"; AutoDiffJacobian autoj(f); autoj(x, &y, &j, dt); //std::cerr << "y j (via autodiff): " << "\n"; //std::cerr << y.transpose() << "\n\n"; //std::cerr << j << "\n\n"; VERIFY_IS_APPROX(y, yref); VERIFY_IS_APPROX(j, jref); } #endif template void forward_jacobian(const Func& f) { typename Func::InputType x = Func::InputType::Random(f.inputs()); typename Func::ValueType y(f.values()), yref(f.values()); typename Func::JacobianType j(f.values(),f.inputs()), jref(f.values(),f.inputs()); jref.setZero(); yref.setZero(); f(x,&yref,&jref); // std::cerr << y.transpose() << "\n\n";; // std::cerr << j << "\n\n";; j.setZero(); y.setZero(); AutoDiffJacobian autoj(f); autoj(x, &y, &j); // std::cerr << y.transpose() << "\n\n";; // std::cerr << j << "\n\n";; VERIFY_IS_APPROX(y, yref); VERIFY_IS_APPROX(j, jref); } // TODO also check actual derivatives! template void test_autodiff_scalar() { Vector2f p = Vector2f::Random(); typedef AutoDiffScalar AD; AD ax(p.x(),Vector2f::UnitX()); AD ay(p.y(),Vector2f::UnitY()); AD res = foo(ax,ay); VERIFY_IS_APPROX(res.value(), foo(p.x(),p.y())); } // TODO also check actual derivatives! template void test_autodiff_vector() { Vector2f p = Vector2f::Random(); typedef AutoDiffScalar AD; typedef Matrix VectorAD; VectorAD ap = p.cast(); ap.x().derivatives() = Vector2f::UnitX(); ap.y().derivatives() = Vector2f::UnitY(); AD res = foo(ap); VERIFY_IS_APPROX(res.value(), foo(p)); } template void test_autodiff_jacobian() { CALL_SUBTEST(( forward_jacobian(TestFunc1()) )); CALL_SUBTEST(( forward_jacobian(TestFunc1()) )); CALL_SUBTEST(( forward_jacobian(TestFunc1()) )); CALL_SUBTEST(( forward_jacobian(TestFunc1()) )); CALL_SUBTEST(( forward_jacobian(TestFunc1(3,3)) )); #if EIGEN_HAS_VARIADIC_TEMPLATES CALL_SUBTEST(( forward_jacobian_cpp11(integratorFunctor(10)) )); #endif } template void test_autodiff_hessian() { typedef AutoDiffScalar AD; typedef Matrix VectorAD; typedef AutoDiffScalar ADD; typedef Matrix VectorADD; VectorADD x(2); double s1 = internal::random(), s2 = internal::random(), s3 = internal::random(), s4 = internal::random(); x(0).value()=s1; x(1).value()=s2; //set unit vectors for the derivative directions (partial derivatives of the input vector) x(0).derivatives().resize(2); x(0).derivatives().setZero(); x(0).derivatives()(0)= 1; x(1).derivatives().resize(2); x(1).derivatives().setZero(); x(1).derivatives()(1)=1; //repeat partial derivatives for the inner AutoDiffScalar x(0).value().derivatives() = VectorXd::Unit(2,0); x(1).value().derivatives() = VectorXd::Unit(2,1); //set the hessian matrix to zero for(int idx=0; idx<2; idx++) { x(0).derivatives()(idx).derivatives() = VectorXd::Zero(2); x(1).derivatives()(idx).derivatives() = VectorXd::Zero(2); } ADD y = sin(AD(s3)*x(0) + AD(s4)*x(1)); VERIFY_IS_APPROX(y.value().derivatives()(0), y.derivatives()(0).value()); VERIFY_IS_APPROX(y.value().derivatives()(1), y.derivatives()(1).value()); VERIFY_IS_APPROX(y.value().derivatives()(0), s3*std::cos(s1*s3+s2*s4)); VERIFY_IS_APPROX(y.value().derivatives()(1), s4*std::cos(s1*s3+s2*s4)); VERIFY_IS_APPROX(y.derivatives()(0).derivatives(), -std::sin(s1*s3+s2*s4)*Vector2d(s3*s3,s4*s3)); VERIFY_IS_APPROX(y.derivatives()(1).derivatives(), -std::sin(s1*s3+s2*s4)*Vector2d(s3*s4,s4*s4)); ADD z = x(0)*x(1); VERIFY_IS_APPROX(z.derivatives()(0).derivatives(), Vector2d(0,1)); VERIFY_IS_APPROX(z.derivatives()(1).derivatives(), Vector2d(1,0)); } double bug_1222() { typedef Eigen::AutoDiffScalar AD; const double _cv1_3 = 1.0; const AD chi_3 = 1.0; // this line did not work, because operator+ returns ADS, which then cannot be converted to ADS const AD denom = chi_3 + _cv1_3; return denom.value(); } #ifdef EIGEN_TEST_PART_5 double bug_1223() { using std::min; typedef Eigen::AutoDiffScalar AD; const double _cv1_3 = 1.0; const AD chi_3 = 1.0; const AD denom = 1.0; // failed because implementation of min attempts to construct ADS via constructor AutoDiffScalar(const Real& value) // without initializing m_derivatives (which is a reference in this case) #define EIGEN_TEST_SPACE const AD t = min EIGEN_TEST_SPACE (denom / chi_3, 1.0); const AD t2 = min EIGEN_TEST_SPACE (denom / (chi_3 * _cv1_3), 1.0); return t.value() + t2.value(); } // regression test for some compilation issues with specializations of ScalarBinaryOpTraits void bug_1260() { Matrix4d A = Matrix4d::Ones(); Vector4d v = Vector4d::Ones(); A*v; } // check a compilation issue with numext::max double bug_1261() { typedef AutoDiffScalar AD; typedef Matrix VectorAD; VectorAD v(0.,0.); const AD maxVal = v.maxCoeff(); const AD minVal = v.minCoeff(); return maxVal.value() + minVal.value(); } double bug_1264() { typedef AutoDiffScalar AD; const AD s = 0.; const Matrix v1(0.,0.,0.); const Matrix v2 = (s + 3.0) * v1; return v2(0).value(); } // check with expressions on constants double bug_1281() { int n = 2; typedef AutoDiffScalar AD; const AD c = 1.; AD x0(2,n,0); AD y1 = (AD(c)+AD(c))*x0; y1 = x0 * (AD(c)+AD(c)); AD y2 = (-AD(c))+x0; y2 = x0+(-AD(c)); AD y3 = (AD(c)*(-AD(c))+AD(c))*x0; y3 = x0 * (AD(c)*(-AD(c))+AD(c)); return (y1+y2+y3).value(); } #endif EIGEN_DECLARE_TEST(autodiff) { for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1( test_autodiff_scalar<1>() ); CALL_SUBTEST_2( test_autodiff_vector<1>() ); CALL_SUBTEST_3( test_autodiff_jacobian<1>() ); CALL_SUBTEST_4( test_autodiff_hessian<1>() ); } CALL_SUBTEST_5( bug_1222() ); CALL_SUBTEST_5( bug_1223() ); CALL_SUBTEST_5( bug_1260() ); CALL_SUBTEST_5( bug_1261() ); CALL_SUBTEST_5( bug_1281() ); }