// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Gael Guennebaud // // Eigen is free software; you can redistribute it and/or // modify it under the terms of the GNU Lesser General Public // License as published by the Free Software Foundation; either // version 3 of the License, or (at your option) any later version. // // Alternatively, you can redistribute it and/or // modify it under the terms of the GNU General Public License as // published by the Free Software Foundation; either version 2 of // the License, or (at your option) any later version. // // Eigen is distributed in the hope that it will be useful, but WITHOUT ANY // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS // FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the // GNU General Public License for more details. // // You should have received a copy of the GNU Lesser General Public // License and a copy of the GNU General Public License along with // Eigen. If not, see . #ifndef EIGEN_AUTODIFF_SCALAR_H #define EIGEN_AUTODIFF_SCALAR_H namespace Eigen { template struct ei_make_coherent_impl { static void run(A& a, B& b) {} }; // resize a to match b is a.size()==0, and conversely. template void ei_make_coherent(const A& a, const B&b) { ei_make_coherent_impl::run(a.const_cast_derived(), b.const_cast_derived()); } /** \class AutoDiffScalar * \brief A scalar type replacement with automatic differentation capability * * \param _DerType the vector type used to store/represent the derivatives. The base scalar type * as well as the number of derivatives to compute are determined from this type. * Typical choices include, e.g., \c Vector4f for 4 derivatives, or \c VectorXf * if the number of derivatives is not known at compile time, and/or, the number * of derivatives is large. * Note that _DerType can also be a reference (e.g., \c VectorXf&) to wrap a * existing vector into an AutoDiffScalar. * Finally, _DerType can also be any Eigen compatible expression. * * This class represents a scalar value while tracking its respective derivatives using Eigen's expression * template mechanism. * * It supports the following list of global math function: * - std::abs, std::sqrt, std::pow, std::exp, std::log, std::sin, std::cos, * - ei_abs, ei_sqrt, ei_pow, ei_exp, ei_log, ei_sin, ei_cos, * - ei_conj, ei_real, ei_imag, ei_abs2. * * AutoDiffScalar can be used as the scalar type of an Eigen::Matrix object. However, * in that case, the expression template mechanism only occurs at the top Matrix level, * while derivatives are computed right away. * */ template class AutoDiffScalar { public: typedef typename ei_cleantype<_DerType>::type DerType; typedef typename ei_traits::Scalar Scalar; inline AutoDiffScalar() {} inline AutoDiffScalar(const Scalar& value) : m_value(value) { if(m_derivatives.size()>0) m_derivatives.setZero(); } inline AutoDiffScalar(const Scalar& value, const DerType& der) : m_value(value), m_derivatives(der) {} template inline AutoDiffScalar(const AutoDiffScalar& other) : m_value(other.value()), m_derivatives(other.derivatives()) {} inline AutoDiffScalar(const AutoDiffScalar& other) : m_value(other.value()), m_derivatives(other.derivatives()) {} template inline AutoDiffScalar& operator=(const AutoDiffScalar& other) { m_value = other.value(); m_derivatives = other.derivatives(); return *this; } inline AutoDiffScalar& operator=(const AutoDiffScalar& other) { m_value = other.value(); m_derivatives = other.derivatives(); return *this; } // inline operator const Scalar& () const { return m_value; } // inline operator Scalar& () { return m_value; } inline const Scalar& value() const { return m_value; } inline Scalar& value() { return m_value; } inline const DerType& derivatives() const { return m_derivatives; } inline DerType& derivatives() { return m_derivatives; } inline const AutoDiffScalar operator+(const Scalar& other) const { return AutoDiffScalar(m_value + other, m_derivatives); } friend inline const AutoDiffScalar operator+(const Scalar& a, const AutoDiffScalar& b) { return AutoDiffScalar(a + b.value(), b.derivatives()); } inline AutoDiffScalar& operator+=(const Scalar& other) { value() += other; return *this; } template inline const AutoDiffScalar,DerType,typename ei_cleantype::type>::Type > operator+(const AutoDiffScalar& other) const { ei_make_coherent(m_derivatives, other.derivatives()); return AutoDiffScalar,DerType,typename ei_cleantype::type>::Type >( m_value + other.value(), m_derivatives + other.derivatives()); } template inline AutoDiffScalar& operator+=(const AutoDiffScalar& other) { (*this) = (*this) + other; return *this; } template inline const AutoDiffScalar, DerType,typename ei_cleantype::type>::Type > operator-(const AutoDiffScalar& other) const { ei_make_coherent(m_derivatives, other.derivatives()); return AutoDiffScalar, DerType,typename ei_cleantype::type>::Type >( m_value - other.value(), m_derivatives - other.derivatives()); } template inline AutoDiffScalar& operator-=(const AutoDiffScalar& other) { *this = *this - other; return *this; } template inline const AutoDiffScalar, DerType>::Type > operator-() const { return AutoDiffScalar, DerType>::Type >( -m_value, -m_derivatives); } inline const AutoDiffScalar, DerType>::Type > operator*(const Scalar& other) const { return AutoDiffScalar, DerType>::Type >( m_value * other, (m_derivatives * other)); } friend inline const AutoDiffScalar, DerType>::Type > operator*(const Scalar& other, const AutoDiffScalar& a) { return AutoDiffScalar, DerType>::Type >( a.value() * other, a.derivatives() * other); } inline const AutoDiffScalar, DerType>::Type > operator/(const Scalar& other) const { return AutoDiffScalar, DerType>::Type >( m_value / other, (m_derivatives * (Scalar(1)/other))); } friend inline const AutoDiffScalar, DerType>::Type > operator/(const Scalar& other, const AutoDiffScalar& a) { return AutoDiffScalar, DerType>::Type >( other / a.value(), a.derivatives() * (-Scalar(1)/other)); } template inline const AutoDiffScalar, typename MakeNestByValue, typename MakeNestByValue, DerType>::Type>::Type, typename MakeNestByValue, typename ei_cleantype::type>::Type>::Type >::Type >::Type >::Type > operator/(const AutoDiffScalar& other) const { ei_make_coherent(m_derivatives, other.derivatives()); return AutoDiffScalar, typename MakeNestByValue, typename MakeNestByValue, DerType>::Type>::Type, typename MakeNestByValue, typename ei_cleantype::type>::Type>::Type >::Type >::Type >::Type >( m_value / other.value(), ((m_derivatives * other.value()).nestByValue() - (m_value * other.derivatives()).nestByValue()).nestByValue() * (Scalar(1)/(other.value()*other.value()))); } template inline const AutoDiffScalar, typename MakeNestByValue, DerType>::Type>::Type, typename MakeNestByValue, typename ei_cleantype::type>::Type>::Type >::Type > operator*(const AutoDiffScalar& other) const { ei_make_coherent(m_derivatives, other.derivatives()); return AutoDiffScalar, typename MakeNestByValue, DerType>::Type>::Type, typename MakeNestByValue, typename ei_cleantype::type>::Type>::Type >::Type >( m_value * other.value(), (m_derivatives * other.value()).nestByValue() + (m_value * other.derivatives()).nestByValue()); } inline AutoDiffScalar& operator*=(const Scalar& other) { *this = *this * other; return *this; } template inline AutoDiffScalar& operator*=(const AutoDiffScalar& other) { *this = *this * other; return *this; } protected: Scalar m_value; DerType m_derivatives; }; template struct ei_make_coherent_impl, B> { typedef Matrix A; static void run(A& a, B& b) { if((A_Rows==Dynamic || A_Cols==Dynamic) && (a.size()==0)) { a.resize(b.size()); a.setZero(); } } }; template struct ei_make_coherent_impl > { typedef Matrix B; static void run(A& a, B& b) { if((B_Rows==Dynamic || B_Cols==Dynamic) && (b.size()==0)) { b.resize(a.size()); b.setZero(); } } }; template struct ei_make_coherent_impl, Matrix > { typedef Matrix A; typedef Matrix B; static void run(A& a, B& b) { if((A_Rows==Dynamic || A_Cols==Dynamic) && (a.size()==0)) { a.resize(b.size()); a.setZero(); } else if((B_Rows==Dynamic || B_Cols==Dynamic) && (b.size()==0)) { b.resize(a.size()); b.setZero(); } } }; } #define EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(FUNC,CODE) \ template \ inline const Eigen::AutoDiffScalar::Scalar>, DerType>::Type > \ FUNC(const Eigen::AutoDiffScalar& x) { \ using namespace Eigen; \ typedef typename ei_traits::Scalar Scalar; \ typedef AutoDiffScalar, DerType>::Type > ReturnType; \ CODE; \ } namespace std { EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs, return ReturnType(std::abs(x.value()), x.derivatives() * (sign(x.value())));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sqrt, Scalar sqrtx = std::sqrt(x.value()); return ReturnType(sqrtx,x.derivatives() * (Scalar(0.5) / sqrtx));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(cos, return ReturnType(std::cos(x.value()), x.derivatives() * (-std::sin(x.value())));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sin, return ReturnType(std::sin(x.value()),x.derivatives() * std::cos(x.value()));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(exp, Scalar expx = std::exp(x.value()); return ReturnType(expx,x.derivatives() * expx);) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(ei_log, return ReturnType(std::log(x.value),x.derivatives() * (Scalar(1).x.value()));) template inline const Eigen::AutoDiffScalar::Scalar>, DerType>::Type > pow(const Eigen::AutoDiffScalar& x, typename Eigen::ei_traits::Scalar y) { using namespace Eigen; typedef typename ei_traits::Scalar Scalar; return AutoDiffScalar, DerType>::Type >( std::pow(x.value(),y), x.derivatives() * (y * std::pow(x.value(),y-1))); } } namespace Eigen { template inline const AutoDiffScalar& ei_conj(const AutoDiffScalar& x) { return x; } template inline const AutoDiffScalar& ei_real(const AutoDiffScalar& x) { return x; } template inline typename DerType::Scalar ei_imag(const AutoDiffScalar&) { return 0.; } EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(ei_abs, return ReturnType(ei_abs(x.value()), x.derivatives() * (sign(x.value())));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(ei_abs2, return ReturnType(ei_abs2(x.value()), x.derivatives() * (Scalar(2)*x.value()));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(ei_sqrt, Scalar sqrtx = ei_sqrt(x.value()); return ReturnType(sqrtx,x.derivatives() * (Scalar(0.5) / sqrtx));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(ei_cos, return ReturnType(ei_cos(x.value()), x.derivatives() * (-ei_sin(x.value())));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(ei_sin, return ReturnType(ei_sin(x.value()),x.derivatives() * ei_cos(x.value()));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(ei_exp, Scalar expx = ei_exp(x.value()); return ReturnType(expx,x.derivatives() * expx);) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(ei_log, return ReturnType(ei_log(x.value),x.derivatives() * (Scalar(1).x.value()));) template inline const AutoDiffScalar::Scalar>, DerType>::Type > ei_pow(const AutoDiffScalar& x, typename ei_traits::Scalar y) { return std::pow(x,y);} #undef EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY template struct NumTraits > { typedef typename DerType::Scalar Real; typedef AutoDiffScalar FloatingPoint; enum { IsComplex = 0, HasFloatingPoint = 1, ReadCost = 1, AddCost = 1, MulCost = 1 }; }; } #endif // EIGEN_AUTODIFF_SCALAR_H