1// This file is part of Eigen, a lightweight C++ template library
2// for linear algebra.
3//
4// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
5//
6// This Source Code Form is subject to the terms of the Mozilla
7// Public License v. 2.0. If a copy of the MPL was not distributed
8// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9
10#include "main.h"
11#include <Eigen/Dense>
12
13#define NUMBER_DIRECTIONS 16
14#include <unsupported/Eigen/AdolcForward>
15
16template<typename Vector>
17EIGEN_DONT_INLINE typename Vector::Scalar foo(const Vector& p)
18{
19  typedef typename Vector::Scalar Scalar;
20  return (p-Vector(Scalar(-1),Scalar(1.))).norm() + (p.array().sqrt().abs() * p.array().sin()).sum() + p.dot(p);
21}
22
23template<typename _Scalar, int NX=Dynamic, int NY=Dynamic>
24struct TestFunc1
25{
26  typedef _Scalar Scalar;
27  enum {
28    InputsAtCompileTime = NX,
29    ValuesAtCompileTime = NY
30  };
31  typedef Matrix<Scalar,InputsAtCompileTime,1> InputType;
32  typedef Matrix<Scalar,ValuesAtCompileTime,1> ValueType;
33  typedef Matrix<Scalar,ValuesAtCompileTime,InputsAtCompileTime> JacobianType;
34
35  int m_inputs, m_values;
36
37  TestFunc1() : m_inputs(InputsAtCompileTime), m_values(ValuesAtCompileTime) {}
38  TestFunc1(int inputs, int values) : m_inputs(inputs), m_values(values) {}
39
40  int inputs() const { return m_inputs; }
41  int values() const { return m_values; }
42
43  template<typename T>
44  void operator() (const Matrix<T,InputsAtCompileTime,1>& x, Matrix<T,ValuesAtCompileTime,1>* _v) const
45  {
46    Matrix<T,ValuesAtCompileTime,1>& v = *_v;
47
48    v[0] = 2 * x[0] * x[0] + x[0] * x[1];
49    v[1] = 3 * x[1] * x[0] + 0.5 * x[1] * x[1];
50    if(inputs()>2)
51    {
52      v[0] += 0.5 * x[2];
53      v[1] += x[2];
54    }
55    if(values()>2)
56    {
57      v[2] = 3 * x[1] * x[0] * x[0];
58    }
59    if (inputs()>2 && values()>2)
60      v[2] *= x[2];
61  }
62
63  void operator() (const InputType& x, ValueType* v, JacobianType* _j) const
64  {
65    (*this)(x, v);
66
67    if(_j)
68    {
69      JacobianType& j = *_j;
70
71      j(0,0) = 4 * x[0] + x[1];
72      j(1,0) = 3 * x[1];
73
74      j(0,1) = x[0];
75      j(1,1) = 3 * x[0] + 2 * 0.5 * x[1];
76
77      if (inputs()>2)
78      {
79        j(0,2) = 0.5;
80        j(1,2) = 1;
81      }
82      if(values()>2)
83      {
84        j(2,0) = 3 * x[1] * 2 * x[0];
85        j(2,1) = 3 * x[0] * x[0];
86      }
87      if (inputs()>2 && values()>2)
88      {
89        j(2,0) *= x[2];
90        j(2,1) *= x[2];
91
92        j(2,2) = 3 * x[1] * x[0] * x[0];
93        j(2,2) = 3 * x[1] * x[0] * x[0];
94      }
95    }
96  }
97};
98
99template<typename Func> void adolc_forward_jacobian(const Func& f)
100{
101    typename Func::InputType x = Func::InputType::Random(f.inputs());
102    typename Func::ValueType y(f.values()), yref(f.values());
103    typename Func::JacobianType j(f.values(),f.inputs()), jref(f.values(),f.inputs());
104
105    jref.setZero();
106    yref.setZero();
107    f(x,&yref,&jref);
108//     std::cerr << y.transpose() << "\n\n";;
109//     std::cerr << j << "\n\n";;
110
111    j.setZero();
112    y.setZero();
113    AdolcForwardJacobian<Func> autoj(f);
114    autoj(x, &y, &j);
115//     std::cerr << y.transpose() << "\n\n";;
116//     std::cerr << j << "\n\n";;
117
118    VERIFY_IS_APPROX(y, yref);
119    VERIFY_IS_APPROX(j, jref);
120}
121
122void test_forward_adolc()
123{
124  adtl::setNumDir(NUMBER_DIRECTIONS);
125
126  for(int i = 0; i < g_repeat; i++) {
127    CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,2,2>()) ));
128    CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,2,3>()) ));
129    CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,3,2>()) ));
130    CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,3,3>()) ));
131    CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double>(3,3)) ));
132  }
133
134  {
135    // simple instanciation tests
136    Matrix<adtl::adouble,2,1> x;
137    foo(x);
138    Matrix<adtl::adouble,Dynamic,Dynamic> A(4,4);;
139    A.selfadjointView<Lower>().eigenvalues();
140  }
141}
142