mirror of
https://gitlab.com/libeigen/eigen.git
synced 2025-04-12 19:20:36 +08:00
add a proof of concept autodiff jacobian helper class based on adolc
with unit test and FindAdolc cmake module
This commit is contained in:
Gael Guennebaud
parent
170128770a
commit
40774c625e
@ -92,13 +92,13 @@ set(INCLUDE_INSTALL_DIR
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add_subdirectory(Eigen)
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add_subdirectory(doc)
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if(EIGEN_BUILD_TESTS)
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include(CTest)
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add_subdirectory(test)
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endif(EIGEN_BUILD_TESTS)
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add_subdirectory(doc)
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add_subdirectory(unsupported)
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if(EIGEN_BUILD_DEMOS)
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@ -108,3 +108,7 @@ endif(EIGEN_BUILD_DEMOS)
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if(EIGEN_BUILD_BTL)
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add_subdirectory(bench/btl)
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endif(EIGEN_BUILD_BTL)
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if(EIGEN_BUILD_TESTS)
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ei_testing_print_summary()
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endif(EIGEN_BUILD_TESTS)
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@ -10,6 +10,11 @@ macro(ei_add_target_property target prop value)
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endmacro(ei_add_target_property)
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macro(ei_add_property prop value)
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get_property(previous GLOBAL PROPERTY ${prop})
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set_property(GLOBAL PROPERTY ${prop} "${previous}${value}")
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endmacro(ei_add_property)
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# Macro to add a test
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#
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# the unique parameter testname must correspond to a file
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@ -73,7 +78,90 @@ macro(ei_add_test testname)
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if(WIN32)
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add_test(${testname} "${targetname}")
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else(WIN32)
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add_test(${testname} "${CMAKE_CURRENT_SOURCE_DIR}/runtest.sh" "${testname}")
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add_test(${testname} "${Eigen_SOURCE_DIR}/test/runtest.sh" "${testname}")
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endif(WIN32)
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endmacro(ei_add_test)
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# print a summary of the different options
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macro(ei_testing_print_summary)
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message("************************************************************")
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message("*** Eigen's unit tests configuration summary ***")
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message("************************************************************")
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get_property(EIGEN_TESTING_SUMMARY GLOBAL PROPERTY EIGEN_TESTING_SUMMARY)
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get_property(EIGEN_TESTED_BACKENDS GLOBAL PROPERTY EIGEN_TESTED_BACKENDS)
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get_property(EIGEN_MISSING_BACKENDS GLOBAL PROPERTY EIGEN_MISSING_BACKENDS)
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message("Enabled backends: ${EIGEN_TESTED_BACKENDS}")
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message("Disabled backends: ${EIGEN_MISSING_BACKENDS}")
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if(EIGEN_TEST_SSE2)
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message("SSE2: ON")
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else(EIGEN_TEST_SSE2)
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message("SSE2: AUTO")
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endif(EIGEN_TEST_SSE2)
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if(EIGEN_TEST_SSE3)
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message("SSE3: ON")
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else(EIGEN_TEST_SSE3)
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message("SSE3: AUTO")
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endif(EIGEN_TEST_SSE3)
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if(EIGEN_TEST_SSSE3)
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message("SSSE3: ON")
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else(EIGEN_TEST_SSSE3)
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message("SSSE3: AUTO")
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endif(EIGEN_TEST_SSSE3)
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if(EIGEN_TEST_ALTIVEC)
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message("Altivec: ON")
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else(EIGEN_TEST_ALTIVEC)
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message("Altivec: AUTO")
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endif(EIGEN_TEST_ALTIVEC)
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if(EIGEN_TEST_NO_EXPLICIT_VECTORIZATION)
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message("Explicit vec: OFF")
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else(EIGEN_TEST_NO_EXPLICIT_VECTORIZATION)
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message("Explicit vec: AUTO")
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endif(EIGEN_TEST_NO_EXPLICIT_VECTORIZATION)
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message("\n${EIGEN_TESTING_SUMMARY}")
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# message("CXX: ${CMAKE_CXX_COMPILER}")
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# if(CMAKE_COMPILER_IS_GNUCXX)
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# execute_process(COMMAND ${CMAKE_CXX_COMPILER} --version COMMAND head -n 1 OUTPUT_VARIABLE EIGEN_CXX_VERSION_STRING OUTPUT_STRIP_TRAILING_WHITESPACE)
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# message("CXX_VERSION: ${EIGEN_CXX_VERSION_STRING}")
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# endif(CMAKE_COMPILER_IS_GNUCXX)
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# message("CXX_FLAGS: ${CMAKE_CXX_FLAGS}")
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# message("Sparse lib flags: ${SPARSE_LIBS}")
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message("************************************************************")
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endmacro(ei_testing_print_summary)
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macro(ei_init_testing)
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define_property(GLOBAL PROPERTY EIGEN_TESTED_BACKENDS BRIEF_DOCS " " FULL_DOCS " ")
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define_property(GLOBAL PROPERTY EIGEN_MISSING_BACKENDS BRIEF_DOCS " " FULL_DOCS " ")
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define_property(GLOBAL PROPERTY EIGEN_TESTING_SUMMARY BRIEF_DOCS " " FULL_DOCS " ")
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set_property(GLOBAL PROPERTY EIGEN_TESTED_BACKENDS "")
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set_property(GLOBAL PROPERTY EIGEN_MISSING_BACKENDS "")
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set_property(GLOBAL PROPERTY EIGEN_TESTING_SUMMARY "")
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endmacro(ei_init_testing)
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if(CMAKE_COMPILER_IS_GNUCXX)
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if(CMAKE_SYSTEM_NAME MATCHES Linux)
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set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -g2")
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set(CMAKE_CXX_FLAGS_RELWITHDEBINFO "${CMAKE_CXX_FLAGS_RELWITHDEBINFO} -O2 -g2")
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set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_RELEASE} -fno-inline-functions")
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set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -O0 -g2")
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endif(CMAKE_SYSTEM_NAME MATCHES Linux)
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set(EI_OFLAG "-O2")
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# MSVC fails with:
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# cl : Command line warning D9025 : overriding '/Od' with '/O2'
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# cl : Command line error D8016 : '/RTC1' and '/O2' command-line options are incompatible
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# elseif(MSVC)
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# set(EI_OFLAG "/O2")
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else(CMAKE_COMPILER_IS_GNUCXX)
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set(EI_OFLAG "")
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endif(CMAKE_COMPILER_IS_GNUCXX)
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20
cmake/FindAdolc.cmake
Normal file
20
cmake/FindAdolc.cmake
Normal file
@ -0,0 +1,20 @@
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if (ADOLC_INCLUDES AND ADOLC_LIBRARIES)
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set(ADOLC_FIND_QUIETLY TRUE)
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endif (ADOLC_INCLUDES AND ADOLC_LIBRARIES)
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find_path(ADOLC_INCLUDES
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NAMES
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adolc/adouble.h
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PATHS
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$ENV{ADOLCDIR}
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${INCLUDE_INSTALL_DIR}
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)
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find_library(ADOLC_LIBRARIES adolc PATHS $ENV{ADOLCDIR} ${LIB_INSTALL_DIR})
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include(FindPackageHandleStandardArgs)
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find_package_handle_standard_args(ADOLC DEFAULT_MSG
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ADOLC_INCLUDES ADOLC_LIBRARIES)
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mark_as_advanced(ADOLC_INCLUDES ADOLC_LIBRARIES)
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@ -1,4 +1,8 @@
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include(EigenTesting)
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enable_testing()
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ei_init_testing()
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find_package(GSL)
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if(GSL_FOUND AND GSL_VERSION_MINOR LESS 9)
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set(GSL_FOUND "")
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@ -6,22 +10,22 @@ endif(GSL_FOUND AND GSL_VERSION_MINOR LESS 9)
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if(GSL_FOUND)
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add_definitions("-DHAS_GSL" ${GSL_DEFINITIONS})
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include_directories(${GSL_INCLUDE_DIR})
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ei_add_property(EIGEN_TESTED_BACKENDS "GSL, ")
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else(GSL_FOUND)
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ei_add_property(EIGEN_MISSING_BACKENDS "GSL, ")
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set(GSL_LIBRARIES " ")
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endif(GSL_FOUND)
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set(SPARSE_LIBS "")
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set(EIGEN_TESTED_BACKENDS "")
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set(EIGEN_MISSING_BACKENDS "")
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find_package(Taucs)
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if(TAUCS_FOUND)
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add_definitions("-DEIGEN_TAUCS_SUPPORT")
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include_directories(${TAUCS_INCLUDES})
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set(SPARSE_LIBS ${SPARSE_LIBS} ${TAUCS_LIBRARIES})
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set(EIGEN_TESTED_BACKENDS ${EIGEN_TESTED_BACKENDS} Taucs)
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ei_add_property(EIGEN_TESTED_BACKENDS "Taucs, ")
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else(TAUCS_FOUND)
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set(EIGEN_MISSING_BACKENDS ${EIGEN_MISSING_BACKENDS} Taucs)
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ei_add_property(EIGEN_MISSING_BACKENDS "Taucs, ")
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endif(TAUCS_FOUND)
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find_package(Cholmod)
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@ -29,9 +33,9 @@ if(CHOLMOD_FOUND)
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add_definitions("-DEIGEN_CHOLMOD_SUPPORT")
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include_directories(${CHOLMOD_INCLUDES})
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set(SPARSE_LIBS ${SPARSE_LIBS} ${CHOLMOD_LIBRARIES})
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set(EIGEN_TESTED_BACKENDS ${EIGEN_TESTED_BACKENDS} Cholmod)
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ei_add_property(EIGEN_TESTED_BACKENDS "Cholmod, ")
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else(CHOLMOD_FOUND)
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set(EIGEN_MISSING_BACKENDS ${EIGEN_MISSING_BACKENDS} Cholmod)
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ei_add_property(EIGEN_MISSING_BACKENDS "Cholmod, ")
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endif(CHOLMOD_FOUND)
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find_package(Umfpack)
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@ -39,9 +43,9 @@ if(UMFPACK_FOUND)
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add_definitions("-DEIGEN_UMFPACK_SUPPORT")
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include_directories(${UMFPACK_INCLUDES})
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set(SPARSE_LIBS ${SPARSE_LIBS} ${UMFPACK_LIBRARIES})
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set(EIGEN_TESTED_BACKENDS ${EIGEN_TESTED_BACKENDS} UmfPack)
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ei_add_property(EIGEN_TESTED_BACKENDS "UmfPack, ")
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else(UMFPACK_FOUND)
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set(EIGEN_MISSING_BACKENDS ${EIGEN_MISSING_BACKENDS} UmfPack)
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ei_add_property(EIGEN_MISSING_BACKENDS "UmfPack, ")
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endif(UMFPACK_FOUND)
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find_package(SuperLU)
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@ -49,18 +53,18 @@ if(SUPERLU_FOUND)
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add_definitions("-DEIGEN_SUPERLU_SUPPORT")
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include_directories(${SUPERLU_INCLUDES})
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set(SPARSE_LIBS ${SPARSE_LIBS} ${SUPERLU_LIBRARIES})
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set(EIGEN_TESTED_BACKENDS ${EIGEN_TESTED_BACKENDS} SuperLU)
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ei_add_property(EIGEN_TESTED_BACKENDS "SuperLU, ")
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else(SUPERLU_FOUND)
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set(EIGEN_MISSING_BACKENDS ${EIGEN_MISSING_BACKENDS} SuperLU)
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ei_add_property(EIGEN_MISSING_BACKENDS "SuperLU, ")
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endif(SUPERLU_FOUND)
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find_package(GoogleHash)
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if(GOOGLEHASH_FOUND)
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add_definitions("-DEIGEN_GOOGLEHASH_SUPPORT")
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include_directories(${GOOGLEHASH_INCLUDES})
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set(EIGEN_TESTED_BACKENDS ${EIGEN_TESTED_BACKENDS} GoogleHash)
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ei_add_property(EIGEN_TESTED_BACKENDS "GoogleHash, ")
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else(GOOGLEHASH_FOUND)
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set(EIGEN_MISSING_BACKENDS ${EIGEN_MISSING_BACKENDS} GoogleHash)
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ei_add_property(EIGEN_MISSING_BACKENDS "GoogleHash, ")
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endif(GOOGLEHASH_FOUND)
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option(EIGEN_TEST_NOQT "Disable Qt support in unit tests" OFF)
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@ -69,33 +73,12 @@ if(NOT EIGEN_TEST_NOQT)
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endif(NOT EIGEN_TEST_NOQT)
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if(QT4_FOUND)
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include(${QT_USE_FILE})
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set(EIGEN_TESTED_BACKENDS ${EIGEN_TESTED_BACKENDS} "Qt4 support")
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ei_add_property(EIGEN_TESTED_BACKENDS "Qt4 support, ")
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else(QT4_FOUND)
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set(EIGEN_MISSING_BACKENDS ${EIGEN_MISSING_BACKENDS} "Qt4 support")
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ei_add_property(EIGEN_MISSING_BACKENDS "Qt4 support, ")
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endif(QT4_FOUND)
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if(CMAKE_COMPILER_IS_GNUCXX)
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if(CMAKE_SYSTEM_NAME MATCHES Linux)
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set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -g2")
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set(CMAKE_CXX_FLAGS_RELWITHDEBINFO "${CMAKE_CXX_FLAGS_RELWITHDEBINFO} -O2 -g2")
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set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_RELEASE} -fno-inline-functions")
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set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -O0 -g2")
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endif(CMAKE_SYSTEM_NAME MATCHES Linux)
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set(EI_OFLAG "-O2")
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# MSVC fails with:
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# cl : Command line warning D9025 : overriding '/Od' with '/O2'
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# cl : Command line error D8016 : '/RTC1' and '/O2' command-line options are incompatible
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# elseif(MSVC)
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# set(EI_OFLAG "/O2")
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else(CMAKE_COMPILER_IS_GNUCXX)
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set(EI_OFLAG "")
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endif(CMAKE_COMPILER_IS_GNUCXX)
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include(EigenTesting)
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enable_testing()
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if(TEST_LIB)
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add_definitions("-DEIGEN_EXTERN_INSTANTIATIONS=1")
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endif(TEST_LIB)
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@ -154,55 +137,13 @@ ei_add_test(sparse_product)
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ei_add_test(sparse_solvers " " "${SPARSE_LIBS}")
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ei_add_test(reverse)
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# print a summary of the different options
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message("************************************************************")
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message("*** Eigen's unit tests configuration summary ***")
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message("************************************************************")
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if(GSL_FOUND)
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message("Comparison with GSL: ON")
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else(GSL_FOUND)
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message("Comparison with GSL: OFF")
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endif(GSL_FOUND)
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message("Enabled backends: ${EIGEN_TESTED_BACKENDS}")
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message("Disabled backends: ${EIGEN_MISSING_BACKENDS}")
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if(EIGEN_TEST_SSE2)
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message("SSE2: ON")
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else(EIGEN_TEST_SSE2)
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message("SSE2: AUTO")
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endif(EIGEN_TEST_SSE2)
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if(EIGEN_TEST_SSE3)
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message("SSE3: ON")
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else(EIGEN_TEST_SSE3)
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message("SSE3: AUTO")
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endif(EIGEN_TEST_SSE3)
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if(EIGEN_TEST_SSSE3)
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message("SSSE3: ON")
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else(EIGEN_TEST_SSSE3)
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message("SSSE3: AUTO")
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endif(EIGEN_TEST_SSSE3)
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if(EIGEN_TEST_ALTIVEC)
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message("Altivec: ON")
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else(EIGEN_TEST_ALTIVEC)
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message("Altivec: AUTO")
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endif(EIGEN_TEST_ALTIVEC)
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if(EIGEN_TEST_NO_EXPLICIT_VECTORIZATION)
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message("Explicit vec: OFF")
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else(EIGEN_TEST_NO_EXPLICIT_VECTORIZATION)
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message("Explicit vec: AUTO")
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endif(EIGEN_TEST_NO_EXPLICIT_VECTORIZATION)
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message("CXX: ${CMAKE_CXX_COMPILER}")
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ei_add_property(EIGEN_TESTING_SUMMARY "CXX: ${CMAKE_CXX_COMPILER}\n")
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if(CMAKE_COMPILER_IS_GNUCXX)
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execute_process(COMMAND ${CMAKE_CXX_COMPILER} --version COMMAND head -n 1 OUTPUT_VARIABLE EIGEN_CXX_VERSION_STRING OUTPUT_STRIP_TRAILING_WHITESPACE)
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message("CXX_VERSION: ${EIGEN_CXX_VERSION_STRING}")
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ei_add_property(EIGEN_TESTING_SUMMARY "CXX_VERSION: ${EIGEN_CXX_VERSION_STRING}\n")
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endif(CMAKE_COMPILER_IS_GNUCXX)
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message("CXX_FLAGS: ${CMAKE_CXX_FLAGS}")
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message("Sparse lib flags: ${SPARSE_LIBS}")
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ei_add_property(EIGEN_TESTING_SUMMARY "CXX_FLAGS: ${CMAKE_CXX_FLAGS}\n")
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ei_add_property(EIGEN_TESTING_SUMMARY "Sparse lib flags: ${SPARSE_LIBS}\n")
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message("************************************************************")
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@ -2,7 +2,6 @@
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add_subdirectory(Eigen)
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if(EIGEN_BUILD_TESTS)
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include(CTest)
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add_subdirectory(test)
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endif(EIGEN_BUILD_TESTS)
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@ -98,9 +98,9 @@ namespace adtl {
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}
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namespace Eigen { namespace unsupported { /*@}*/ } }
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namespace Eigen {
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template<> struct EigenNumTraits<adtl::adouble>
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template<> struct NumTraits<adtl::adouble>
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{
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typedef adtl::adouble Real;
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typedef adtl::adouble FloatingPoint;
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@ -113,4 +113,60 @@ template<> struct EigenNumTraits<adtl::adouble>
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};
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};
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template<typename Functor> class AdolcForwardJacobian : public Functor
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{
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typedef adtl::adouble ActiveScalar;
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public:
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AdolcForwardJacobian() : Functor() {}
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AdolcForwardJacobian(const Functor& f) : Functor(f) {}
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// forward constructors
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template<typename T0>
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AdolcForwardJacobian(const T0& a0) : Functor(a0) {}
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template<typename T0, typename T1>
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AdolcForwardJacobian(const T0& a0, const T1& a1) : Functor(a0, a1) {}
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template<typename T0, typename T1, typename T2>
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AdolcForwardJacobian(const T0& a0, const T1& a1, const T1& a2) : Functor(a0, a1, a2) {}
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typedef typename Functor::InputType InputType;
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typedef typename Functor::ValueType ValueType;
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typedef typename Functor::JacobianType JacobianType;
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typedef Matrix<ActiveScalar, InputType::SizeAtCompileTime, 1> ActiveInput;
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typedef Matrix<ActiveScalar, ValueType::SizeAtCompileTime, 1> ActiveValue;
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void operator() (const InputType& x, ValueType* v, JacobianType* _jac) const
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{
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ei_assert(v!=0);
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if (!_jac)
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{
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Functor::operator()(x, v);
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return;
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}
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JacobianType& jac = *_jac;
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ActiveInput ax = x.template cast<ActiveScalar>();
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ActiveValue av(jac.rows());
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for (int j=0; j<jac.cols(); j++)
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for (int i=0; i<jac.cols(); i++)
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ax[i].setADValue(j, i==j ? 1 : 0);
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Functor::operator()(ax, &av);
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for (int i=0; i<jac.rows(); i++)
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{
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(*v)[i] = av[i].getValue();
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for (int j=0; j<jac.cols(); j++)
|
||||
jac.coeffRef(i,j) = av[i].getADValue(j);
|
||||
}
|
||||
}
|
||||
protected:
|
||||
|
||||
};
|
||||
|
||||
}
|
||||
|
||||
#endif // EIGEN_ADLOC_FORWARD
|
||||
|
||||
@ -1,6 +1,16 @@
|
||||
|
||||
enable_testing()
|
||||
|
||||
include(EigenTesting)
|
||||
|
||||
# ei_add_test(foo "CXXFLAGS" "libs")
|
||||
enable_testing()
|
||||
|
||||
find_package(Adolc)
|
||||
|
||||
include_directories(../../test)
|
||||
|
||||
if(ADOLC_FOUND)
|
||||
include_directories(${ADOLC_INCLUDES})
|
||||
ei_add_property(EIGEN_TESTED_BACKENDS "Adolc")
|
||||
ei_add_test(forward_adolc " " ${ADOLC_LIBRARIES})
|
||||
else(ADOLC_FOUND)
|
||||
ei_add_property(EIGEN_MISSING_BACKENDS "Adolc")
|
||||
endif(ADOLC_FOUND)
|
||||
132
unsupported/test/forward_adolc.cpp
Normal file
132
unsupported/test/forward_adolc.cpp
Normal file
@ -0,0 +1,132 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra. Eigen itself is part of the KDE project.
|
||||
//
|
||||
// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
|
||||
//
|
||||
// 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 <http://www.gnu.org/licenses/>.
|
||||
|
||||
#include "main.h"
|
||||
#define NUMBER_DIRECTIONS 16
|
||||
#include <unsupported/Eigen/AdolcForward>
|
||||
|
||||
int adtl::ADOLC_numDir;
|
||||
|
||||
template<typename _Scalar, int NX, int NY>
|
||||
struct TestFunc1
|
||||
{
|
||||
typedef _Scalar Scalar;
|
||||
enum {
|
||||
InputsAtCompileTime = NX,
|
||||
ValuesAtCompileTime = NY
|
||||
};
|
||||
typedef Matrix<Scalar,InputsAtCompileTime,1> InputType;
|
||||
typedef Matrix<Scalar,ValuesAtCompileTime,1> ValueType;
|
||||
typedef Matrix<Scalar,ValuesAtCompileTime,InputsAtCompileTime> JacobianType;
|
||||
|
||||
template<typename T>
|
||||
void operator() (const Matrix<T,InputsAtCompileTime,1>& x, Matrix<T,ValuesAtCompileTime,1>* _v) const
|
||||
{
|
||||
Matrix<T,ValuesAtCompileTime,1>& v = *_v;
|
||||
|
||||
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)
|
||||
{
|
||||
v[0] += 0.5 * x[2];
|
||||
v[1] += x[2];
|
||||
}
|
||||
if(NY>2)
|
||||
{
|
||||
v[2] = 3 * x[1] * x[0] * x[0];
|
||||
}
|
||||
if (NX>2 && NY>2)
|
||||
v[2] *= x[2];
|
||||
}
|
||||
|
||||
void operator() (const InputType& x, ValueType* v, JacobianType* _j) const
|
||||
{
|
||||
(*this)(x, v);
|
||||
|
||||
if(_j)
|
||||
{
|
||||
JacobianType& j = *_j;
|
||||
|
||||
j(0,0) = 4 * x[0] + x[1];
|
||||
j(1,0) = 3 * x[1];
|
||||
|
||||
j(0,1) = x[0];
|
||||
j(1,1) = 3 * x[0] + 2 * 0.5 * x[1];
|
||||
|
||||
if (NX>2)
|
||||
{
|
||||
j(0,2) = 0.5;
|
||||
j(1,2) = 1;
|
||||
}
|
||||
if(NY>2)
|
||||
{
|
||||
j(2,0) = 3 * x[1] * 2 * x[0];
|
||||
j(2,1) = 3 * x[0] * x[0];
|
||||
}
|
||||
if (NX>2 && NY>2)
|
||||
{
|
||||
j(2,0) *= x[2];
|
||||
j(2,1) *= x[2];
|
||||
|
||||
j(2,2) = 3 * x[1] * x[0] * x[0];
|
||||
j(2,2) = 3 * x[1] * x[0] * x[0];
|
||||
}
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
template<typename Func> void adolc_forward_jacobian(const Func& f)
|
||||
{
|
||||
typename Func::InputType x = Func::InputType::Random();
|
||||
typename Func::ValueType y, yref;
|
||||
typename Func::JacobianType j, jref;
|
||||
|
||||
jref.setZero();
|
||||
yref.setZero();
|
||||
f(x,&yref,&jref);
|
||||
// std::cerr << y.transpose() << "\n\n";;
|
||||
// std::cerr << j << "\n\n";;
|
||||
|
||||
j.setZero();
|
||||
y.setZero();
|
||||
AdolcForwardJacobian<Func> autoj(f);
|
||||
autoj(x, &y, &j);
|
||||
// std::cerr << y.transpose() << "\n\n";;
|
||||
// std::cerr << j << "\n\n";;
|
||||
|
||||
VERIFY_IS_APPROX(y, yref);
|
||||
VERIFY_IS_APPROX(j, jref);
|
||||
}
|
||||
|
||||
void test_forward_adolc()
|
||||
{
|
||||
adtl::ADOLC_numDir = NUMBER_DIRECTIONS;
|
||||
|
||||
for(int i = 0; i < g_repeat; i++) {
|
||||
CALL_SUBTEST(( adolc_forward_jacobian(TestFunc1<double,2,2>()) ));
|
||||
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>()) ));
|
||||
}
|
||||
}
|
||||
Loading…
x
Reference in New Issue
Block a user