// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org> #include <stdio.h> #include "main.h" #include <unsupported/Eigen/NumericalDiff> // Generic functor template<typename _Scalar, int NX=Dynamic, int NY=Dynamic> struct Functor { 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; Functor() : m_inputs(InputsAtCompileTime), m_values(ValuesAtCompileTime) {} Functor(int inputs, int values) : m_inputs(inputs), m_values(values) {} int inputs() const { return m_inputs; } int values() const { return m_values; } }; struct my_functor : Functor<double> { my_functor(void): Functor<double>(3,15) {} int operator()(const VectorXd &x, VectorXd &fvec) const { double tmp1, tmp2, tmp3; double y[15] = {1.4e-1, 1.8e-1, 2.2e-1, 2.5e-1, 2.9e-1, 3.2e-1, 3.5e-1, 3.9e-1, 3.7e-1, 5.8e-1, 7.3e-1, 9.6e-1, 1.34, 2.1, 4.39}; for (int i = 0; i < values(); i++) { tmp1 = i+1; tmp2 = 16 - i - 1; tmp3 = (i>=8)? tmp2 : tmp1; fvec[i] = y[i] - (x[0] + tmp1/(x[1]*tmp2 + x[2]*tmp3)); } return 0; } int actual_df(const VectorXd &x, MatrixXd &fjac) const { double tmp1, tmp2, tmp3, tmp4; for (int i = 0; i < values(); i++) { tmp1 = i+1; tmp2 = 16 - i - 1; tmp3 = (i>=8)? tmp2 : tmp1; tmp4 = (x[1]*tmp2 + x[2]*tmp3); tmp4 = tmp4*tmp4; fjac(i,0) = -1; fjac(i,1) = tmp1*tmp2/tmp4; fjac(i,2) = tmp1*tmp3/tmp4; } return 0; } }; void test_forward() { VectorXd x(3); MatrixXd jac(15,3); MatrixXd actual_jac(15,3); my_functor functor; x << 0.082, 1.13, 2.35; // real one functor.actual_df(x, actual_jac); // std::cout << actual_jac << std::endl << std::endl; // using NumericalDiff NumericalDiff<my_functor> numDiff(functor); numDiff.df(x, jac); // std::cout << jac << std::endl; VERIFY_IS_APPROX(jac, actual_jac); } void test_central() { VectorXd x(3); MatrixXd jac(15,3); MatrixXd actual_jac(15,3); my_functor functor; x << 0.082, 1.13, 2.35; // real one functor.actual_df(x, actual_jac); // using NumericalDiff NumericalDiff<my_functor,Central> numDiff(functor); numDiff.df(x, jac); VERIFY_IS_APPROX(jac, actual_jac); } void test_NumericalDiff() { CALL_SUBTEST(test_forward()); CALL_SUBTEST(test_central()); }