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add an auto-diff module in unsupported. it is similar to adolc's forward

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mode but the advantage of using Eigen's expression template to compute
the derivatives (unless you nest an AutoDiffScalar into an Eigen's
matrix).
This commit is contained in:
Gael Guennebaud
2009-04-01 14:43:37 +00:00
parent 0f8e692b3f
commit 0170eb0dbe
8 changed files with 863 additions and 7 deletions
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23
unsupported/test/forward_adolc.cpp
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@@ -28,7 +28,7 @@
int adtl::ADOLC_numDir;
template<typename _Scalar, int NX, int NY>
template<typename _Scalar, int NX=Dynamic, int NY=Dynamic>
struct TestFunc1
{
typedef _Scalar Scalar;
@@ -39,6 +39,14 @@ struct TestFunc1
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
@@ -47,16 +55,16 @@ struct TestFunc1
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(NX>2)
if(inputs()>2)
{
v[0] += 0.5 * x[2];
v[1] += x[2];
}
if(NY>2)
if(values()>2)
{
v[2] = 3 * x[1] * x[0] * x[0];
}
if (NX>2 && NY>2)
if (inputs()>2 && values()>2)
v[2] *= x[2];
}
@@ -74,17 +82,17 @@ struct TestFunc1
j(0,1) = x[0];
j(1,1) = 3 * x[0] + 2 * 0.5 * x[1];
if (NX>2)
if (inputs()>2)
{
j(0,2) = 0.5;
j(1,2) = 1;
}
if(NY>2)
if(values()>2)
{
j(2,0) = 3 * x[1] * 2 * x[0];
j(2,1) = 3 * x[0] * x[0];
}
if (NX>2 && NY>2)
if (inputs()>2 && values()>2)
{
j(2,0) *= x[2];
j(2,1) *= x[2];
@@ -128,5 +136,6 @@ void test_forward_adolc()
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)) ));
}
}