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https://gitlab.com/libeigen/eigen.git
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a couple of improvements in the Autodiff module
This commit is contained in:
Gael Guennebaud
parent
c3823dce72
commit
801e601ff1
@ -64,32 +64,63 @@ void ei_make_coherent(const A& a, const B&b)
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* while derivatives are computed right away.
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*
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*/
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template<typename _DerType, bool Enable> struct ei_auto_diff_special_op;
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template<typename _DerType>
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class AutoDiffScalar
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: public ei_auto_diff_special_op
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<_DerType, !ei_is_same_type<typename ei_traits<typename ei_cleantype<_DerType>::type>::Scalar,
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typename NumTraits<typename ei_traits<typename ei_cleantype<_DerType>::type>::Scalar>::Real>::ret>
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{
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public:
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typedef ei_auto_diff_special_op
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<_DerType, !ei_is_same_type<typename ei_traits<typename ei_cleantype<_DerType>::type>::Scalar,
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typename NumTraits<typename ei_traits<typename ei_cleantype<_DerType>::type>::Scalar>::Real>::ret> Base;
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typedef typename ei_cleantype<_DerType>::type DerType;
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typedef typename ei_traits<DerType>::Scalar Scalar;
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typedef typename NumTraits<Scalar>::Real Real;
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inline AutoDiffScalar() {}
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using Base::operator+;
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using Base::operator*;
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inline AutoDiffScalar(const Scalar& value)
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/** Default constructor without any initialization. */
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AutoDiffScalar() {}
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/** Constructs an active scalar from its \a value,
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and initializes the \a nbDer derivatives such that it corresponds to the \a derNumber -th variable */
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AutoDiffScalar(const Scalar& value, int nbDer, int derNumber)
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: m_value(value), m_derivatives(DerType::Zero(nbDer))
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{
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m_derivatives.coeffRef(derNumber) = Scalar(1);
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}
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/** Conversion from a scalar constant to an active scalar.
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* The derivatives are set to zero. */
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explicit AutoDiffScalar(const Real& value)
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: m_value(value)
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{
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if(m_derivatives.size()>0)
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m_derivatives.setZero();
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}
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inline AutoDiffScalar(const Scalar& value, const DerType& der)
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/** Constructs an active scalar from its \a value and derivatives \a der */
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AutoDiffScalar(const Scalar& value, const DerType& der)
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: m_value(value), m_derivatives(der)
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{}
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template<typename OtherDerType>
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inline AutoDiffScalar(const AutoDiffScalar<OtherDerType>& other)
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AutoDiffScalar(const AutoDiffScalar<OtherDerType>& other)
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: m_value(other.value()), m_derivatives(other.derivatives())
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{}
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inline AutoDiffScalar(const AutoDiffScalar& other)
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friend std::ostream & operator << (std::ostream & s, const AutoDiffScalar& a)
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{
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return s << a.value();
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}
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AutoDiffScalar(const AutoDiffScalar& other)
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: m_value(other.value()), m_derivatives(other.derivatives())
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{}
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@ -119,14 +150,24 @@ class AutoDiffScalar
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inline const AutoDiffScalar<DerType&> operator+(const Scalar& other) const
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{
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return AutoDiffScalar<DerType>(m_value + other, m_derivatives);
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return AutoDiffScalar<DerType&>(m_value + other, m_derivatives);
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}
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friend inline const AutoDiffScalar<DerType&> operator+(const Scalar& a, const AutoDiffScalar& b)
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{
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return AutoDiffScalar<DerType>(a + b.value(), b.derivatives());
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return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives());
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}
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// inline const AutoDiffScalar<DerType&> operator+(const Real& other) const
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// {
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// return AutoDiffScalar<DerType&>(m_value + other, m_derivatives);
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// }
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// friend inline const AutoDiffScalar<DerType&> operator+(const Real& a, const AutoDiffScalar& b)
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// {
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// return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives());
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// }
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inline AutoDiffScalar& operator+=(const Scalar& other)
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{
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value() += other;
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@ -134,11 +175,11 @@ class AutoDiffScalar
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}
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template<typename OtherDerType>
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inline const AutoDiffScalar<typename MakeCwiseBinaryOp<ei_scalar_sum_op<Scalar>,DerType,typename ei_cleantype<OtherDerType>::type>::Type >
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inline const AutoDiffScalar<CwiseBinaryOp<ei_scalar_sum_op<Scalar>,DerType,typename ei_cleantype<OtherDerType>::type> >
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operator+(const AutoDiffScalar<OtherDerType>& other) const
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{
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ei_make_coherent(m_derivatives, other.derivatives());
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return AutoDiffScalar<typename MakeCwiseBinaryOp<ei_scalar_sum_op<Scalar>,DerType,typename ei_cleantype<OtherDerType>::type>::Type >(
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return AutoDiffScalar<CwiseBinaryOp<ei_scalar_sum_op<Scalar>,DerType,typename ei_cleantype<OtherDerType>::type> >(
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m_value + other.value(),
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m_derivatives + other.derivatives());
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}
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@ -152,11 +193,11 @@ class AutoDiffScalar
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}
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template<typename OtherDerType>
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inline const AutoDiffScalar<typename MakeCwiseBinaryOp<ei_scalar_difference_op<Scalar>, DerType,typename ei_cleantype<OtherDerType>::type>::Type >
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inline const AutoDiffScalar<CwiseBinaryOp<ei_scalar_difference_op<Scalar>, DerType,typename ei_cleantype<OtherDerType>::type> >
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operator-(const AutoDiffScalar<OtherDerType>& other) const
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{
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ei_make_coherent(m_derivatives, other.derivatives());
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return AutoDiffScalar<typename MakeCwiseBinaryOp<ei_scalar_difference_op<Scalar>, DerType,typename ei_cleantype<OtherDerType>::type>::Type >(
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return AutoDiffScalar<CwiseBinaryOp<ei_scalar_difference_op<Scalar>, DerType,typename ei_cleantype<OtherDerType>::type> >(
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m_value - other.value(),
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m_derivatives - other.derivatives());
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}
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@ -170,73 +211,105 @@ class AutoDiffScalar
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}
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template<typename OtherDerType>
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inline const AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_opposite_op<Scalar>, DerType>::Type >
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inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_opposite_op<Scalar>, DerType> >
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operator-() const
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{
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return AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_opposite_op<Scalar>, DerType>::Type >(
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return AutoDiffScalar<CwiseUnaryOp<ei_scalar_opposite_op<Scalar>, DerType> >(
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-m_value,
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-m_derivatives);
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}
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inline const AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type >
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inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >
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operator*(const Scalar& other) const
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{
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return AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type >(
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return AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >(
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m_value * other,
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(m_derivatives * other));
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}
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friend inline const AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type >
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friend inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >
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operator*(const Scalar& other, const AutoDiffScalar& a)
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{
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return AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type >(
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return AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >(
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a.value() * other,
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a.derivatives() * other);
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}
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inline const AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type >
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// inline const AutoDiffScalar<typename CwiseUnaryOp<ei_scalar_multiple_op<Real>, DerType>::Type >
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// operator*(const Real& other) const
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// {
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// return AutoDiffScalar<typename CwiseUnaryOp<ei_scalar_multiple_op<Real>, DerType>::Type >(
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// m_value * other,
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// (m_derivatives * other));
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// }
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//
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// friend inline const AutoDiffScalar<typename CwiseUnaryOp<ei_scalar_multiple_op<Real>, DerType>::Type >
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// operator*(const Real& other, const AutoDiffScalar& a)
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// {
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// return AutoDiffScalar<typename CwiseUnaryOp<ei_scalar_multiple_op<Real>, DerType>::Type >(
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// a.value() * other,
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// a.derivatives() * other);
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// }
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inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >
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operator/(const Scalar& other) const
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{
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return AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type >(
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return AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >(
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m_value / other,
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(m_derivatives * (Scalar(1)/other)));
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}
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friend inline const AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type >
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friend inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >
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operator/(const Scalar& other, const AutoDiffScalar& a)
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{
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return AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type >(
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return AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >(
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other / a.value(),
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a.derivatives() * (-Scalar(1)/other));
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}
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// inline const AutoDiffScalar<typename CwiseUnaryOp<ei_scalar_multiple_op<Real>, DerType>::Type >
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// operator/(const Real& other) const
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// {
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// return AutoDiffScalar<typename CwiseUnaryOp<ei_scalar_multiple_op<Real>, DerType>::Type >(
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// m_value / other,
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// (m_derivatives * (Real(1)/other)));
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// }
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//
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// friend inline const AutoDiffScalar<typename CwiseUnaryOp<ei_scalar_multiple_op<Real>, DerType>::Type >
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// operator/(const Real& other, const AutoDiffScalar& a)
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// {
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// return AutoDiffScalar<typename CwiseUnaryOp<ei_scalar_multiple_op<Real>, DerType>::Type >(
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// other / a.value(),
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// a.derivatives() * (-Real(1)/other));
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// }
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template<typename OtherDerType>
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inline const AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>,
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typename MakeCwiseBinaryOp<ei_scalar_difference_op<Scalar>,
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typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type,
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typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, typename ei_cleantype<OtherDerType>::type>::Type>::Type >::Type >
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inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>,
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CwiseBinaryOp<ei_scalar_difference_op<Scalar>,
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CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>,
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CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, typename ei_cleantype<OtherDerType>::type > > > >
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operator/(const AutoDiffScalar<OtherDerType>& other) const
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{
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ei_make_coherent(m_derivatives, other.derivatives());
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return AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>,
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typename MakeCwiseBinaryOp<ei_scalar_difference_op<Scalar>,
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typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type,
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typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, typename ei_cleantype<OtherDerType>::type>::Type>::Type >::Type >(
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return AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>,
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CwiseBinaryOp<ei_scalar_difference_op<Scalar>,
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CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>,
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CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, typename ei_cleantype<OtherDerType>::type > > > >(
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m_value / other.value(),
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((m_derivatives * other.value()) - (m_value * other.derivatives()))
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* (Scalar(1)/(other.value()*other.value())));
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}
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template<typename OtherDerType>
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inline const AutoDiffScalar<typename MakeCwiseBinaryOp<ei_scalar_sum_op<Scalar>,
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typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type,
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typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, typename ei_cleantype<OtherDerType>::type>::Type>::Type >
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inline const AutoDiffScalar<CwiseBinaryOp<ei_scalar_sum_op<Scalar>,
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CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>,
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CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, typename ei_cleantype<OtherDerType>::type> > >
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operator*(const AutoDiffScalar<OtherDerType>& other) const
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{
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ei_make_coherent(m_derivatives, other.derivatives());
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return AutoDiffScalar<typename MakeCwiseBinaryOp<ei_scalar_sum_op<Scalar>,
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typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type,
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typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, typename ei_cleantype<OtherDerType>::type>::Type>::Type >(
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return AutoDiffScalar<CwiseBinaryOp<ei_scalar_sum_op<Scalar>,
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CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>,
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CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, typename ei_cleantype<OtherDerType>::type > > >(
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m_value * other.value(),
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(m_derivatives * other.value()) + (m_value * other.derivatives()));
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}
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@ -260,6 +333,78 @@ class AutoDiffScalar
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};
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template<typename _DerType>
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struct ei_auto_diff_special_op<_DerType, true>
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// : ei_auto_diff_scalar_op<_DerType, typename NumTraits<Scalar>::Real,
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// ei_is_same_type<Scalar,typename NumTraits<Scalar>::Real>::ret>
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{
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typedef typename ei_cleantype<_DerType>::type DerType;
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typedef typename ei_traits<DerType>::Scalar Scalar;
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typedef typename NumTraits<Scalar>::Real Real;
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// typedef ei_auto_diff_scalar_op<_DerType, typename NumTraits<Scalar>::Real,
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// ei_is_same_type<Scalar,typename NumTraits<Scalar>::Real>::ret> Base;
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// using Base::operator+;
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// using Base::operator+=;
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// using Base::operator-;
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// using Base::operator-=;
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// using Base::operator*;
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// using Base::operator*=;
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const AutoDiffScalar<_DerType>& derived() const { return *static_cast<const AutoDiffScalar<_DerType>*>(this); }
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AutoDiffScalar<_DerType>& derived() { return *static_cast<AutoDiffScalar<_DerType>*>(this); }
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inline const AutoDiffScalar<DerType&> operator+(const Real& other) const
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{
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return AutoDiffScalar<DerType&>(derived().value() + other, derived().derivatives());
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}
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friend inline const AutoDiffScalar<DerType&> operator+(const Real& a, const AutoDiffScalar<_DerType>& b)
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{
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return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives());
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}
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inline AutoDiffScalar<_DerType>& operator+=(const Real& other)
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{
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derived().value() += other;
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return derived();
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}
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inline const AutoDiffScalar<typename CwiseUnaryOp<ei_scalar_multiple2_op<Scalar,Real>, DerType>::Type >
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operator*(const Real& other) const
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{
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return AutoDiffScalar<typename CwiseUnaryOp<ei_scalar_multiple2_op<Scalar,Real>, DerType>::Type >(
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derived().value() * other,
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derived().derivatives() * other);
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}
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friend inline const AutoDiffScalar<typename CwiseUnaryOp<ei_scalar_multiple2_op<Scalar,Real>, DerType>::Type >
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operator*(const Real& other, const AutoDiffScalar<_DerType>& a)
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{
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return AutoDiffScalar<typename CwiseUnaryOp<ei_scalar_multiple2_op<Scalar,Real>, DerType>::Type >(
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a.value() * other,
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a.derivatives() * other);
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}
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inline AutoDiffScalar<_DerType>& operator*=(const Scalar& other)
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{
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*this = *this * other;
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return derived();
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}
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};
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template<typename _DerType>
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struct ei_auto_diff_special_op<_DerType, false>
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{
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void operator*() const;
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void operator-() const;
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void operator+() const;
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};
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template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols, typename B>
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struct ei_make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>, B> {
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typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> A;
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@ -304,15 +449,31 @@ struct ei_make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRo
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}
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};
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template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols> struct ei_scalar_product_traits<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>,A_Scalar>
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{
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typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> ReturnType;
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};
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template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols> struct ei_scalar_product_traits<A_Scalar, Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> >
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{
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typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> ReturnType;
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};
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template<typename DerType, typename T>
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struct ei_scalar_product_traits<AutoDiffScalar<DerType>,T>
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{
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typedef AutoDiffScalar<DerType> ReturnType;
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};
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}
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#define EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(FUNC,CODE) \
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template<typename DerType> \
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inline const Eigen::AutoDiffScalar<typename Eigen::MakeCwiseUnaryOp<Eigen::ei_scalar_multiple_op<typename Eigen::ei_traits<DerType>::Scalar>, DerType>::Type > \
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inline const Eigen::AutoDiffScalar<Eigen::CwiseUnaryOp<Eigen::ei_scalar_multiple_op<typename Eigen::ei_traits<typename Eigen::ei_cleantype<DerType>::type>::Scalar>, typename Eigen::ei_cleantype<DerType>::type> > \
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FUNC(const Eigen::AutoDiffScalar<DerType>& x) { \
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using namespace Eigen; \
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typedef typename ei_traits<DerType>::Scalar Scalar; \
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typedef AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type > ReturnType; \
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typedef typename ei_traits<typename ei_cleantype<DerType>::type>::Scalar Scalar; \
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typedef AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, typename ei_cleantype<DerType>::type> > ReturnType; \
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CODE; \
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}
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@ -335,16 +496,16 @@ namespace std
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Scalar expx = std::exp(x.value());
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return ReturnType(expx,x.derivatives() * expx);)
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EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(ei_log,
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return ReturnType(std::log(x.value),x.derivatives() * (Scalar(1).x.value()));)
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EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(log,
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return ReturnType(std::log(x.value()),x.derivatives() * (Scalar(1)/x.value()));)
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template<typename DerType>
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inline const Eigen::AutoDiffScalar<typename Eigen::MakeCwiseUnaryOp<Eigen::ei_scalar_multiple_op<typename Eigen::ei_traits<DerType>::Scalar>, DerType>::Type >
|
||||
inline const Eigen::AutoDiffScalar<Eigen::CwiseUnaryOp<Eigen::ei_scalar_multiple_op<typename Eigen::ei_traits<DerType>::Scalar>, DerType> >
|
||||
pow(const Eigen::AutoDiffScalar<DerType>& x, typename Eigen::ei_traits<DerType>::Scalar y)
|
||||
{
|
||||
using namespace Eigen;
|
||||
typedef typename ei_traits<DerType>::Scalar Scalar;
|
||||
return AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType>::Type >(
|
||||
return AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<Scalar>, DerType> >(
|
||||
std::pow(x.value(),y),
|
||||
x.derivatives() * (y * std::pow(x.value(),y-1)));
|
||||
}
|
||||
@ -381,10 +542,10 @@ EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(ei_exp,
|
||||
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()));)
|
||||
return ReturnType(ei_log(x.value()),x.derivatives() * (Scalar(1)/x.value()));)
|
||||
|
||||
template<typename DerType>
|
||||
inline const AutoDiffScalar<typename MakeCwiseUnaryOp<ei_scalar_multiple_op<typename ei_traits<DerType>::Scalar>, DerType>::Type >
|
||||
inline const AutoDiffScalar<CwiseUnaryOp<ei_scalar_multiple_op<typename ei_traits<DerType>::Scalar>, DerType> >
|
||||
ei_pow(const AutoDiffScalar<DerType>& x, typename ei_traits<DerType>::Scalar y)
|
||||
{ return std::pow(x,y);}
|
||||
|
||||
@ -392,8 +553,9 @@ ei_pow(const AutoDiffScalar<DerType>& x, typename ei_traits<DerType>::Scalar y)
|
||||
|
||||
template<typename DerType> struct NumTraits<AutoDiffScalar<DerType> >
|
||||
{
|
||||
typedef typename DerType::Scalar Real;
|
||||
typedef typename NumTraits<typename DerType::Scalar>::Real Real;
|
||||
typedef AutoDiffScalar<DerType> FloatingPoint;
|
||||
typedef AutoDiffScalar<DerType>& Nested;
|
||||
enum {
|
||||
IsComplex = 0,
|
||||
HasFloatingPoint = 1,
|
||||
|
||||
@ -31,7 +31,7 @@ EIGEN_DONT_INLINE Scalar foo(const Scalar& x, const Scalar& y)
|
||||
// return x+std::sin(y);
|
||||
EIGEN_ASM_COMMENT("mybegin");
|
||||
return static_cast<Scalar>(x*2 - std::pow(x,2) + 2*std::sqrt(y*y) - 4 * std::sin(x) + 2 * std::cos(y) - std::exp(-0.5*x*x));
|
||||
// return x - y;//x*2 -std::pow(x,2);//(2*y/x);// - y*2;
|
||||
//return x+2*y*x;//x*2 -std::pow(x,2);//(2*y/x);// - y*2;
|
||||
EIGEN_ASM_COMMENT("myend");
|
||||
}
|
||||
|
||||
|
||||
Loading…
Reference in New Issue
Block a user