1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
|
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
//
// 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 <Eigen/Dense>
#define NUMBER_DIRECTIONS 16
#include <unsupported/Eigen/AdolcForward>
int adtl::ADOLC_numDir;
template<typename Vector>
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().sqrt().abs() * p.array().sin()).sum() + p.dot(p);
}
template<typename _Scalar, int NX=Dynamic, int NY=Dynamic>
struct TestFunc1
{
typedef _Scalar Scalar;
enum {
InputsAtCompileTime = NX,
ValuesAtCompileTime = NY
};
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; }
template<typename T>
void operator() (const Matrix<T,InputsAtCompileTime,1>& x, Matrix<T,ValuesAtCompileTime,1>* _v) const
{
Matrix<T,ValuesAtCompileTime,1>& 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];
}
}
}
};
template<typename Func> void adolc_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();
AdolcForwardJacobian<Func> 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);
}
void test_forward_adolc()
{
adtl::ADOLC_numDir = NUMBER_DIRECTIONS;
for(int i = 0; i < g_repeat; i++) {
CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,2,2>()) ));
CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,2,3>()) ));
CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,3,2>()) ));
CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,3,3>()) ));
CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double>(3,3)) ));
}
{
// simple instanciation tests
Matrix<adtl::adouble,2,1> x;
foo(x);
Matrix<adtl::adouble,Dynamic,Dynamic> A(4,4);;
A.selfadjointView<Lower>().eigenvalues();
}
}
|
