// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.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/. #ifndef EIGEN_AUTODIFF_SCALAR_H #define EIGEN_AUTODIFF_SCALAR_H namespace Eigen { namespace internal { template<typename A, typename B> struct make_coherent_impl { static void run(A&, B&) {} }; // resize a to match b is a.size()==0, and conversely. template<typename A, typename B> void make_coherent(const A& a, const B&b) { make_coherent_impl<A,B>::run(a.const_cast_derived(), b.const_cast_derived()); } template<typename _DerType, bool Enable> struct auto_diff_special_op; } // end namespace internal template<typename _DerType> class AutoDiffScalar; template<typename NewDerType> inline AutoDiffScalar<NewDerType> MakeAutoDiffScalar(const typename NewDerType::Scalar& value, const NewDerType &der) { return AutoDiffScalar<NewDerType>(value,der); } /** \class AutoDiffScalar * \brief A scalar type replacement with automatic differentation capability * * \param _DerType the vector type used to store/represent the derivatives. The base scalar type * as well as the number of derivatives to compute are determined from this type. * Typical choices include, e.g., \c Vector4f for 4 derivatives, or \c VectorXf * if the number of derivatives is not known at compile time, and/or, the number * of derivatives is large. * Note that _DerType can also be a reference (e.g., \c VectorXf&) to wrap a * existing vector into an AutoDiffScalar. * Finally, _DerType can also be any Eigen compatible expression. * * This class represents a scalar value while tracking its respective derivatives using Eigen's expression * template mechanism. * * It supports the following list of global math function: * - std::abs, std::sqrt, std::pow, std::exp, std::log, std::sin, std::cos, * - internal::abs, internal::sqrt, numext::pow, internal::exp, internal::log, internal::sin, internal::cos, * - internal::conj, internal::real, internal::imag, numext::abs2. * * AutoDiffScalar can be used as the scalar type of an Eigen::Matrix object. However, * in that case, the expression template mechanism only occurs at the top Matrix level, * while derivatives are computed right away. * */ template<typename _DerType> class AutoDiffScalar : public internal::auto_diff_special_op <_DerType, !internal::is_same<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar, typename NumTraits<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar>::Real>::value> { public: typedef internal::auto_diff_special_op <_DerType, !internal::is_same<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar, typename NumTraits<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar>::Real>::value> Base; typedef typename internal::remove_all<_DerType>::type DerType; typedef typename internal::traits<DerType>::Scalar Scalar; typedef typename NumTraits<Scalar>::Real Real; using Base::operator+; using Base::operator*; /** Default constructor without any initialization. */ AutoDiffScalar() {} /** Constructs an active scalar from its \a value, and initializes the \a nbDer derivatives such that it corresponds to the \a derNumber -th variable */ AutoDiffScalar(const Scalar& value, int nbDer, int derNumber) : m_value(value), m_derivatives(DerType::Zero(nbDer)) { m_derivatives.coeffRef(derNumber) = Scalar(1); } /** Conversion from a scalar constant to an active scalar. * The derivatives are set to zero. */ /*explicit*/ AutoDiffScalar(const Real& value) : m_value(value) { if(m_derivatives.size()>0) m_derivatives.setZero(); } /** Constructs an active scalar from its \a value and derivatives \a der */ AutoDiffScalar(const Scalar& value, const DerType& der) : m_value(value), m_derivatives(der) {} template<typename OtherDerType> AutoDiffScalar(const AutoDiffScalar<OtherDerType>& other #ifndef EIGEN_PARSED_BY_DOXYGEN , typename internal::enable_if< internal::is_same<Scalar, typename internal::traits<typename internal::remove_all<OtherDerType>::type>::Scalar>::value && internal::is_convertible<OtherDerType,DerType>::value , void*>::type = 0 #endif ) : m_value(other.value()), m_derivatives(other.derivatives()) {} friend std::ostream & operator << (std::ostream & s, const AutoDiffScalar& a) { return s << a.value(); } AutoDiffScalar(const AutoDiffScalar& other) : m_value(other.value()), m_derivatives(other.derivatives()) {} template<typename OtherDerType> inline AutoDiffScalar& operator=(const AutoDiffScalar<OtherDerType>& other) { m_value = other.value(); m_derivatives = other.derivatives(); return *this; } inline AutoDiffScalar& operator=(const AutoDiffScalar& other) { m_value = other.value(); m_derivatives = other.derivatives(); return *this; } inline AutoDiffScalar& operator=(const Scalar& other) { m_value = other; if(m_derivatives.size()>0) m_derivatives.setZero(); return *this; } // inline operator const Scalar& () const { return m_value; } // inline operator Scalar& () { return m_value; } inline const Scalar& value() const { return m_value; } inline Scalar& value() { return m_value; } inline const DerType& derivatives() const { return m_derivatives; } inline DerType& derivatives() { return m_derivatives; } inline bool operator< (const Scalar& other) const { return m_value < other; } inline bool operator<=(const Scalar& other) const { return m_value <= other; } inline bool operator> (const Scalar& other) const { return m_value > other; } inline bool operator>=(const Scalar& other) const { return m_value >= other; } inline bool operator==(const Scalar& other) const { return m_value == other; } inline bool operator!=(const Scalar& other) const { return m_value != other; } friend inline bool operator< (const Scalar& a, const AutoDiffScalar& b) { return a < b.value(); } friend inline bool operator<=(const Scalar& a, const AutoDiffScalar& b) { return a <= b.value(); } friend inline bool operator> (const Scalar& a, const AutoDiffScalar& b) { return a > b.value(); } friend inline bool operator>=(const Scalar& a, const AutoDiffScalar& b) { return a >= b.value(); } friend inline bool operator==(const Scalar& a, const AutoDiffScalar& b) { return a == b.value(); } friend inline bool operator!=(const Scalar& a, const AutoDiffScalar& b) { return a != b.value(); } template<typename OtherDerType> inline bool operator< (const AutoDiffScalar<OtherDerType>& b) const { return m_value < b.value(); } template<typename OtherDerType> inline bool operator<=(const AutoDiffScalar<OtherDerType>& b) const { return m_value <= b.value(); } template<typename OtherDerType> inline bool operator> (const AutoDiffScalar<OtherDerType>& b) const { return m_value > b.value(); } template<typename OtherDerType> inline bool operator>=(const AutoDiffScalar<OtherDerType>& b) const { return m_value >= b.value(); } template<typename OtherDerType> inline bool operator==(const AutoDiffScalar<OtherDerType>& b) const { return m_value == b.value(); } template<typename OtherDerType> inline bool operator!=(const AutoDiffScalar<OtherDerType>& b) const { return m_value != b.value(); } inline const AutoDiffScalar<DerType&> operator+(const Scalar& other) const { return AutoDiffScalar<DerType&>(m_value + other, m_derivatives); } friend inline const AutoDiffScalar<DerType&> operator+(const Scalar& a, const AutoDiffScalar& b) { return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives()); } // inline const AutoDiffScalar<DerType&> operator+(const Real& other) const // { // return AutoDiffScalar<DerType&>(m_value + other, m_derivatives); // } // friend inline const AutoDiffScalar<DerType&> operator+(const Real& a, const AutoDiffScalar& b) // { // return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives()); // } inline AutoDiffScalar& operator+=(const Scalar& other) { value() += other; return *this; } template<typename OtherDerType> inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>,const DerType,const typename internal::remove_all<OtherDerType>::type> > operator+(const AutoDiffScalar<OtherDerType>& other) const { internal::make_coherent(m_derivatives, other.derivatives()); return AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>,const DerType,const typename internal::remove_all<OtherDerType>::type> >( m_value + other.value(), m_derivatives + other.derivatives()); } template<typename OtherDerType> inline AutoDiffScalar& operator+=(const AutoDiffScalar<OtherDerType>& other) { (*this) = (*this) + other; return *this; } inline const AutoDiffScalar<DerType&> operator-(const Scalar& b) const { return AutoDiffScalar<DerType&>(m_value - b, m_derivatives); } friend inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> > operator-(const Scalar& a, const AutoDiffScalar& b) { return AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> > (a - b.value(), -b.derivatives()); } inline AutoDiffScalar& operator-=(const Scalar& other) { value() -= other; return *this; } template<typename OtherDerType> inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_difference_op<Scalar>, const DerType,const typename internal::remove_all<OtherDerType>::type> > operator-(const AutoDiffScalar<OtherDerType>& other) const { internal::make_coherent(m_derivatives, other.derivatives()); return AutoDiffScalar<CwiseBinaryOp<internal::scalar_difference_op<Scalar>, const DerType,const typename internal::remove_all<OtherDerType>::type> >( m_value - other.value(), m_derivatives - other.derivatives()); } template<typename OtherDerType> inline AutoDiffScalar& operator-=(const AutoDiffScalar<OtherDerType>& other) { *this = *this - other; return *this; } inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> > operator-() const { return AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> >( -m_value, -m_derivatives); } inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) > operator*(const Scalar& other) const { return MakeAutoDiffScalar(m_value * other, m_derivatives * other); } friend inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) > operator*(const Scalar& other, const AutoDiffScalar& a) { return MakeAutoDiffScalar(a.value() * other, a.derivatives() * other); } // inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type > // operator*(const Real& other) const // { // return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >( // m_value * other, // (m_derivatives * other)); // } // // friend inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type > // operator*(const Real& other, const AutoDiffScalar& a) // { // return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >( // a.value() * other, // a.derivatives() * other); // } inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) > operator/(const Scalar& other) const { return MakeAutoDiffScalar(m_value / other, (m_derivatives * (Scalar(1)/other))); } friend inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) > operator/(const Scalar& other, const AutoDiffScalar& a) { return MakeAutoDiffScalar(other / a.value(), a.derivatives() * (Scalar(-other) / (a.value()*a.value()))); } // inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type > // operator/(const Real& other) const // { // return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >( // m_value / other, // (m_derivatives * (Real(1)/other))); // } // // friend inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type > // operator/(const Real& other, const AutoDiffScalar& a) // { // return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >( // other / a.value(), // a.derivatives() * (-Real(1)/other)); // } template<typename OtherDerType> inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE( CwiseBinaryOp<internal::scalar_difference_op<Scalar> EIGEN_COMMA const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) EIGEN_COMMA const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename internal::remove_all<OtherDerType>::type,Scalar,product) >,Scalar,product) > operator/(const AutoDiffScalar<OtherDerType>& other) const { internal::make_coherent(m_derivatives, other.derivatives()); return MakeAutoDiffScalar( m_value / other.value(), ((m_derivatives * other.value()) - (other.derivatives() * m_value)) * (Scalar(1)/(other.value()*other.value()))); } template<typename OtherDerType> inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>, const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product), const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename internal::remove_all<OtherDerType>::type,Scalar,product) > > operator*(const AutoDiffScalar<OtherDerType>& other) const { internal::make_coherent(m_derivatives, other.derivatives()); return MakeAutoDiffScalar( m_value * other.value(), (m_derivatives * other.value()) + (other.derivatives() * m_value)); } inline AutoDiffScalar& operator*=(const Scalar& other) { *this = *this * other; return *this; } template<typename OtherDerType> inline AutoDiffScalar& operator*=(const AutoDiffScalar<OtherDerType>& other) { *this = *this * other; return *this; } inline AutoDiffScalar& operator/=(const Scalar& other) { *this = *this / other; return *this; } template<typename OtherDerType> inline AutoDiffScalar& operator/=(const AutoDiffScalar<OtherDerType>& other) { *this = *this / other; return *this; } protected: Scalar m_value; DerType m_derivatives; }; namespace internal { template<typename _DerType> struct auto_diff_special_op<_DerType, true> // : auto_diff_scalar_op<_DerType, typename NumTraits<Scalar>::Real, // is_same<Scalar,typename NumTraits<Scalar>::Real>::value> { typedef typename remove_all<_DerType>::type DerType; typedef typename traits<DerType>::Scalar Scalar; typedef typename NumTraits<Scalar>::Real Real; // typedef auto_diff_scalar_op<_DerType, typename NumTraits<Scalar>::Real, // is_same<Scalar,typename NumTraits<Scalar>::Real>::value> Base; // using Base::operator+; // using Base::operator+=; // using Base::operator-; // using Base::operator-=; // using Base::operator*; // using Base::operator*=; const AutoDiffScalar<_DerType>& derived() const { return *static_cast<const AutoDiffScalar<_DerType>*>(this); } AutoDiffScalar<_DerType>& derived() { return *static_cast<AutoDiffScalar<_DerType>*>(this); } inline const AutoDiffScalar<DerType&> operator+(const Real& other) const { return AutoDiffScalar<DerType&>(derived().value() + other, derived().derivatives()); } friend inline const AutoDiffScalar<DerType&> operator+(const Real& a, const AutoDiffScalar<_DerType>& b) { return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives()); } inline AutoDiffScalar<_DerType>& operator+=(const Real& other) { derived().value() += other; return derived(); } inline const AutoDiffScalar<typename CwiseUnaryOp<bind2nd_op<scalar_product_op<Scalar,Real> >, DerType>::Type > operator*(const Real& other) const { return AutoDiffScalar<typename CwiseUnaryOp<bind2nd_op<scalar_product_op<Scalar,Real> >, DerType>::Type >( derived().value() * other, derived().derivatives() * other); } friend inline const AutoDiffScalar<typename CwiseUnaryOp<bind1st_op<scalar_product_op<Real,Scalar> >, DerType>::Type > operator*(const Real& other, const AutoDiffScalar<_DerType>& a) { return AutoDiffScalar<typename CwiseUnaryOp<bind1st_op<scalar_product_op<Real,Scalar> >, DerType>::Type >( a.value() * other, a.derivatives() * other); } inline AutoDiffScalar<_DerType>& operator*=(const Scalar& other) { *this = *this * other; return derived(); } }; template<typename _DerType> struct auto_diff_special_op<_DerType, false> { void operator*() const; void operator-() const; void operator+() const; }; template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols, typename B> struct make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>, B> { typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> A; static void run(A& a, B& b) { if((A_Rows==Dynamic || A_Cols==Dynamic) && (a.size()==0)) { a.resize(b.size()); a.setZero(); } } }; template<typename A, typename B_Scalar, int B_Rows, int B_Cols, int B_Options, int B_MaxRows, int B_MaxCols> struct make_coherent_impl<A, Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> > { typedef Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> B; static void run(A& a, B& b) { if((B_Rows==Dynamic || B_Cols==Dynamic) && (b.size()==0)) { b.resize(a.size()); b.setZero(); } } }; template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols, typename B_Scalar, int B_Rows, int B_Cols, int B_Options, int B_MaxRows, int B_MaxCols> struct make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>, Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> > { typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> A; typedef Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> B; static void run(A& a, B& b) { if((A_Rows==Dynamic || A_Cols==Dynamic) && (a.size()==0)) { a.resize(b.size()); a.setZero(); } else if((B_Rows==Dynamic || B_Cols==Dynamic) && (b.size()==0)) { b.resize(a.size()); b.setZero(); } } }; } // end namespace internal template<typename DerType, typename BinOp> struct ScalarBinaryOpTraits<AutoDiffScalar<DerType>,typename DerType::Scalar,BinOp> { typedef AutoDiffScalar<DerType> ReturnType; }; template<typename DerType, typename BinOp> struct ScalarBinaryOpTraits<typename DerType::Scalar,AutoDiffScalar<DerType>, BinOp> { typedef AutoDiffScalar<DerType> ReturnType; }; // The following is an attempt to let Eigen's known about expression template, but that's more tricky! // template<typename DerType, typename BinOp> // struct ScalarBinaryOpTraits<AutoDiffScalar<DerType>,AutoDiffScalar<DerType>, BinOp> // { // enum { Defined = 1 }; // typedef AutoDiffScalar<typename DerType::PlainObject> ReturnType; // }; // // template<typename DerType1,typename DerType2, typename BinOp> // struct ScalarBinaryOpTraits<AutoDiffScalar<DerType1>,AutoDiffScalar<DerType2>, BinOp> // { // enum { Defined = 1 };//internal::is_same<typename DerType1::Scalar,typename DerType2::Scalar>::value }; // typedef AutoDiffScalar<typename DerType1::PlainObject> ReturnType; // }; #define EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(FUNC,CODE) \ template<typename DerType> \ inline const Eigen::AutoDiffScalar< \ EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename Eigen::internal::remove_all<DerType>::type, typename Eigen::internal::traits<typename Eigen::internal::remove_all<DerType>::type>::Scalar, product) > \ FUNC(const Eigen::AutoDiffScalar<DerType>& x) { \ using namespace Eigen; \ EIGEN_UNUSED typedef typename Eigen::internal::traits<typename Eigen::internal::remove_all<DerType>::type>::Scalar Scalar; \ CODE; \ } template<typename DerType> inline const AutoDiffScalar<DerType>& conj(const AutoDiffScalar<DerType>& x) { return x; } template<typename DerType> inline const AutoDiffScalar<DerType>& real(const AutoDiffScalar<DerType>& x) { return x; } template<typename DerType> inline typename DerType::Scalar imag(const AutoDiffScalar<DerType>&) { return 0.; } template<typename DerType, typename T> inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (min)(const AutoDiffScalar<DerType>& x, const T& y) { typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS; return (x <= y ? ADS(x) : ADS(y)); } template<typename DerType, typename T> inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (max)(const AutoDiffScalar<DerType>& x, const T& y) { typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS; return (x >= y ? ADS(x) : ADS(y)); } template<typename DerType, typename T> inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (min)(const T& x, const AutoDiffScalar<DerType>& y) { typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS; return (x < y ? ADS(x) : ADS(y)); } template<typename DerType, typename T> inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (max)(const T& x, const AutoDiffScalar<DerType>& y) { typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS; return (x > y ? ADS(x) : ADS(y)); } template<typename DerType> inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (min)(const AutoDiffScalar<DerType>& x, const AutoDiffScalar<DerType>& y) { return (x.value() < y.value() ? x : y); } template<typename DerType> inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (max)(const AutoDiffScalar<DerType>& x, const AutoDiffScalar<DerType>& y) { return (x.value() >= y.value() ? x : y); } EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs, using std::abs; return Eigen::MakeAutoDiffScalar(abs(x.value()), x.derivatives() * (x.value()<0 ? -1 : 1) );) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs2, using numext::abs2; return Eigen::MakeAutoDiffScalar(abs2(x.value()), x.derivatives() * (Scalar(2)*x.value()));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sqrt, using std::sqrt; Scalar sqrtx = sqrt(x.value()); return Eigen::MakeAutoDiffScalar(sqrtx,x.derivatives() * (Scalar(0.5) / sqrtx));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(cos, using std::cos; using std::sin; return Eigen::MakeAutoDiffScalar(cos(x.value()), x.derivatives() * (-sin(x.value())));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sin, using std::sin; using std::cos; return Eigen::MakeAutoDiffScalar(sin(x.value()),x.derivatives() * cos(x.value()));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(exp, using std::exp; Scalar expx = exp(x.value()); return Eigen::MakeAutoDiffScalar(expx,x.derivatives() * expx);) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(log, using std::log; return Eigen::MakeAutoDiffScalar(log(x.value()),x.derivatives() * (Scalar(1)/x.value()));) template<typename DerType> inline const Eigen::AutoDiffScalar< EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename internal::remove_all<DerType>::type,typename internal::traits<typename internal::remove_all<DerType>::type>::Scalar,product) > pow(const Eigen::AutoDiffScalar<DerType> &x, const typename internal::traits<typename internal::remove_all<DerType>::type>::Scalar &y) { using namespace Eigen; using std::pow; return Eigen::MakeAutoDiffScalar(pow(x.value(),y), x.derivatives() * (y * pow(x.value(),y-1))); } template<typename DerTypeA,typename DerTypeB> inline const AutoDiffScalar<Matrix<typename internal::traits<typename internal::remove_all<DerTypeA>::type>::Scalar,Dynamic,1> > atan2(const AutoDiffScalar<DerTypeA>& a, const AutoDiffScalar<DerTypeB>& b) { using std::atan2; typedef typename internal::traits<typename internal::remove_all<DerTypeA>::type>::Scalar Scalar; typedef AutoDiffScalar<Matrix<Scalar,Dynamic,1> > PlainADS; PlainADS ret; ret.value() = atan2(a.value(), b.value()); Scalar squared_hypot = a.value() * a.value() + b.value() * b.value(); // if (squared_hypot==0) the derivation is undefined and the following results in a NaN: ret.derivatives() = (a.derivatives() * b.value() - a.value() * b.derivatives()) / squared_hypot; return ret; } EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(tan, using std::tan; using std::cos; return Eigen::MakeAutoDiffScalar(tan(x.value()),x.derivatives() * (Scalar(1)/numext::abs2(cos(x.value()))));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(asin, using std::sqrt; using std::asin; return Eigen::MakeAutoDiffScalar(asin(x.value()),x.derivatives() * (Scalar(1)/sqrt(1-numext::abs2(x.value()))));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(acos, using std::sqrt; using std::acos; return Eigen::MakeAutoDiffScalar(acos(x.value()),x.derivatives() * (Scalar(-1)/sqrt(1-numext::abs2(x.value()))));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(tanh, using std::cosh; using std::tanh; return Eigen::MakeAutoDiffScalar(tanh(x.value()),x.derivatives() * (Scalar(1)/numext::abs2(cosh(x.value()))));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sinh, using std::sinh; using std::cosh; return Eigen::MakeAutoDiffScalar(sinh(x.value()),x.derivatives() * cosh(x.value()));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(cosh, using std::sinh; using std::cosh; return Eigen::MakeAutoDiffScalar(cosh(x.value()),x.derivatives() * sinh(x.value()));) #undef EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY template<typename DerType> struct NumTraits<AutoDiffScalar<DerType> > : NumTraits< typename NumTraits<typename internal::remove_all<DerType>::type::Scalar>::Real > { typedef typename internal::remove_all<DerType>::type DerTypeCleaned; typedef AutoDiffScalar<Matrix<typename NumTraits<typename DerTypeCleaned::Scalar>::Real,DerTypeCleaned::RowsAtCompileTime,DerTypeCleaned::ColsAtCompileTime, 0, DerTypeCleaned::MaxRowsAtCompileTime, DerTypeCleaned::MaxColsAtCompileTime> > Real; typedef AutoDiffScalar<DerType> NonInteger; typedef AutoDiffScalar<DerType> Nested; typedef typename NumTraits<typename DerTypeCleaned::Scalar>::Literal Literal; enum{ RequireInitialization = 1 }; }; } namespace std { template <typename T> class numeric_limits<Eigen::AutoDiffScalar<T> > : public numeric_limits<typename T::Scalar> {}; } // namespace std #endif // EIGEN_AUTODIFF_SCALAR_H