// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2009 Gael Guennebaud // // 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 defines some very stupid macros: #if defined(malloc) # undef malloc #endif #if defined(calloc) # undef calloc #endif #if defined(realloc) # undef realloc #endif #include 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 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 * \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; } } namespace Eigen { template<> struct NumTraits : NumTraits { 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 class AdolcForwardJacobian : public Functor { typedef adtl::adouble ActiveScalar; public: AdolcForwardJacobian() : Functor() {} AdolcForwardJacobian(const Functor& f) : Functor(f) {} // forward constructors template AdolcForwardJacobian(const T0& a0) : Functor(a0) {} template AdolcForwardJacobian(const T0& a0, const T1& a1) : Functor(a0, a1) {} template 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 ActiveInput; typedef Matrix 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(); ActiveValue av(jac.rows()); for (int j=0; j