// 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();
}
}