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Diffstat (limited to 'eigen/unsupported/test/autodiff.cpp')
-rw-r--r-- | eigen/unsupported/test/autodiff.cpp | 184 |
1 files changed, 184 insertions, 0 deletions
diff --git a/eigen/unsupported/test/autodiff.cpp b/eigen/unsupported/test/autodiff.cpp new file mode 100644 index 0000000..7c112a1 --- /dev/null +++ b/eigen/unsupported/test/autodiff.cpp @@ -0,0 +1,184 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2009 Gael Guennebaud <g.gael@free.fr> +// +// This Source Code Form is subject to the terms of the Mozilla +// Public License v. 2.0. If a copy of the MPL was not distributed +// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. + +#include "main.h" +#include <unsupported/Eigen/AutoDiff> + +template<typename Scalar> +EIGEN_DONT_INLINE Scalar foo(const Scalar& x, const Scalar& y) +{ + using namespace std; +// return x+std::sin(y); + EIGEN_ASM_COMMENT("mybegin"); + return static_cast<Scalar>(x*2 - pow(x,2) + 2*sqrt(y*y) - 4 * sin(x) + 2 * cos(y) - exp(-0.5*x*x)); + //return x+2*y*x;//x*2 -std::pow(x,2);//(2*y/x);// - y*2; + EIGEN_ASM_COMMENT("myend"); +} + +template<typename Vector> +EIGEN_DONT_INLINE typename Vector::Scalar foo(const Vector& p) +{ + typedef typename Vector::Scalar Scalar; + return (p-Vector(Scalar(-1),Scalar(1.))).norm() + (p.array() * p.array()).sum() + p.dot(p); +} + +template<typename _Scalar, int NX=Dynamic, int NY=Dynamic> +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; + + 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 + { + 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(inputs()>2) + { + v[0] += 0.5 * x[2]; + v[1] += x[2]; + } + if(values()>2) + { + v[2] = 3 * x[1] * x[0] * x[0]; + } + if (inputs()>2 && values()>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 (inputs()>2) + { + j(0,2) = 0.5; + j(1,2) = 1; + } + if(values()>2) + { + j(2,0) = 3 * x[1] * 2 * x[0]; + j(2,1) = 3 * x[0] * x[0]; + } + if (inputs()>2 && values()>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 forward_jacobian(const Func& f) +{ + typename Func::InputType x = Func::InputType::Random(f.inputs()); + typename Func::ValueType y(f.values()), yref(f.values()); + typename Func::JacobianType j(f.values(),f.inputs()), jref(f.values(),f.inputs()); + + jref.setZero(); + yref.setZero(); + f(x,&yref,&jref); +// std::cerr << y.transpose() << "\n\n";; +// std::cerr << j << "\n\n";; + + j.setZero(); + y.setZero(); + AutoDiffJacobian<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); +} + + +// TODO also check actual derivatives! +void test_autodiff_scalar() +{ + Vector2f p = Vector2f::Random(); + typedef AutoDiffScalar<Vector2f> AD; + AD ax(p.x(),Vector2f::UnitX()); + AD ay(p.y(),Vector2f::UnitY()); + AD res = foo<AD>(ax,ay); + VERIFY_IS_APPROX(res.value(), foo(p.x(),p.y())); +} + +// TODO also check actual derivatives! +void test_autodiff_vector() +{ + Vector2f p = Vector2f::Random(); + typedef AutoDiffScalar<Vector2f> AD; + typedef Matrix<AD,2,1> VectorAD; + VectorAD ap = p.cast<AD>(); + ap.x().derivatives() = Vector2f::UnitX(); + ap.y().derivatives() = Vector2f::UnitY(); + + AD res = foo<VectorAD>(ap); + VERIFY_IS_APPROX(res.value(), foo(p)); +} + +void test_autodiff_jacobian() +{ + CALL_SUBTEST(( forward_jacobian(TestFunc1<double,2,2>()) )); + CALL_SUBTEST(( forward_jacobian(TestFunc1<double,2,3>()) )); + CALL_SUBTEST(( forward_jacobian(TestFunc1<double,3,2>()) )); + CALL_SUBTEST(( forward_jacobian(TestFunc1<double,3,3>()) )); + CALL_SUBTEST(( forward_jacobian(TestFunc1<double>(3,3)) )); +} + +double bug_1222() { + typedef Eigen::AutoDiffScalar<Eigen::Vector3d> AD; + const double _cv1_3 = 1.0; + const AD chi_3 = 1.0; + // this line did not work, because operator+ returns ADS<DerType&>, which then cannot be converted to ADS<DerType> + const AD denom = chi_3 + _cv1_3; + return denom.value(); +} + +void test_autodiff() +{ + for(int i = 0; i < g_repeat; i++) { + CALL_SUBTEST_1( test_autodiff_scalar() ); + CALL_SUBTEST_2( test_autodiff_vector() ); + CALL_SUBTEST_3( test_autodiff_jacobian() ); + } + + bug_1222(); +} + |