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authorNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
committerNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
commiteda5bc26f44ee9a6f83dcf8c91f17296d7fc509d (patch)
treebc2efa38ff4e350f9a111ac87065cd7ae9a911c7 /src/EigenUnsupported/AdolcForward
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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>
+//
+// 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_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 https://projects.coin-or.org/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/adtl.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 {
+
+/**
+ * \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 https://projects.coin-or.org/ADOL-C for more information.
+ * It mainly consists in:
+ * - a struct Eigen::NumTraits<adtl::adouble> specialization
+ * - overloads of internal::* 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
+
+// Eigen's require a few additional functions which must be defined in the same namespace
+// than the custom scalar type own namespace
+namespace adtl {
+
+inline const adouble& conj(const adouble& x) { return x; }
+inline const adouble& real(const adouble& x) { return x; }
+inline adouble imag(const adouble&) { return 0.; }
+inline adouble abs(const adouble& x) { return fabs(x); }
+inline adouble abs2(const adouble& x) { return x*x; }
+
+inline bool (isinf)(const adouble& x) { return (Eigen::numext::isinf)(x.getValue()); }
+inline bool (isnan)(const adouble& x) { return (Eigen::numext::isnan)(x.getValue()); }
+
+}
+
+namespace Eigen {
+
+template<> struct NumTraits<adtl::adouble>
+ : NumTraits<double>
+{
+ typedef adtl::adouble Real;
+ typedef adtl::adouble NonInteger;
+ typedef adtl::adouble Nested;
+ enum {
+ IsComplex = 0,
+ IsInteger = 0,
+ IsSigned = 1,
+ RequireInitialization = 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
+ {
+ eigen_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