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add a proof of concept autodiff jacobian helper class based on adolc

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with unit test and FindAdolc cmake module
This commit is contained in:
Gael Guennebaud
2009-02-27 16:19:13 +00:00
parent 170128770a
commit 40774c625e
8 changed files with 341 additions and 91 deletions
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60
unsupported/Eigen/AdolcForward
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@@ -98,9 +98,9 @@ namespace adtl {
}
namespace Eigen { namespace unsupported { /*@}*/ } }
namespace Eigen {
template<> struct EigenNumTraits<adtl::adouble>
template<> struct NumTraits<adtl::adouble>
{
typedef adtl::adouble Real;
typedef adtl::adouble FloatingPoint;
@@ -113,4 +113,60 @@ template<> struct EigenNumTraits<adtl::adouble>
};
};
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
{
ei_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