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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// 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 {
/** \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 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 {
template<> struct NumTraits<adtl::adouble>
{
typedef adtl::adouble Real;
typedef adtl::adouble FloatingPoint;
enum {
IsComplex = 0,
HasFloatingPoint = 1,
ReadCost = 1,
AddCost = 1,
MulCost = 1
};
};
template<typename Functor> class AdolcForwardJacobian : public Functor
{
typedef adtl::adouble ActiveScalar;
public:
AdolcForwardJacobian() : Functor() {}
AdolcForwardJacobian(const Functor& f) : Functor(f) {}
// forward constructors
template<typename T0>
AdolcForwardJacobian(const T0& a0) : Functor(a0) {}
template<typename T0, typename T1>
AdolcForwardJacobian(const T0& a0, const T1& a1) : Functor(a0, a1) {}
template<typename T0, typename T1, typename T2>
AdolcForwardJacobian(const T0& a0, const T1& a1, const T1& a2) : Functor(a0, a1, a2) {}
typedef typename Functor::InputType InputType;
typedef typename Functor::ValueType ValueType;
typedef typename Functor::JacobianType JacobianType;
typedef Matrix<ActiveScalar, InputType::SizeAtCompileTime, 1> ActiveInput;
typedef Matrix<ActiveScalar, ValueType::SizeAtCompileTime, 1> ActiveValue;
void operator() (const InputType& x, ValueType* v, JacobianType* _jac) const
{
ei_assert(v!=0);
if (!_jac)
{
Functor::operator()(x, v);
return;
}
JacobianType& jac = *_jac;
ActiveInput ax = x.template cast<ActiveScalar>();
ActiveValue av(jac.rows());
for (int j=0; j<jac.cols(); j++)
for (int i=0; i<jac.cols(); i++)
ax[i].setADValue(j, i==j ? 1 : 0);
Functor::operator()(ax, &av);
for (int i=0; i<jac.rows(); i++)
{
(*v)[i] = av[i].getValue();
for (int j=0; j<jac.cols(); j++)
jac.coeffRef(i,j) = av[i].getADValue(j);
}
}
protected:
};
//@}
}
#endif // EIGEN_ADLOC_FORWARD
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