10#ifndef EIGEN_ADLOC_FORWARD
11#define EIGEN_ADLOC_FORWARD
25#ifndef NUMBER_DIRECTIONS
26# define NUMBER_DIRECTIONS 2
28#include <adolc/adtl.h>
43#include "../../Eigen/Core"
71inline const adouble& conj(
const adouble& x) {
return x; }
72inline const adouble& real(
const adouble& x) {
return x; }
73inline adouble imag(
const adouble&) {
return 0.; }
74inline adouble abs(
const adouble& x) {
return fabs(x); }
75inline adouble abs2(
const adouble& x) {
return x*x; }
77inline bool (isinf)(
const adouble& x) {
return (Eigen::numext::isinf)(x.getValue()); }
78inline bool (isnan)(
const adouble& x) {
return (Eigen::numext::isnan)(x.getValue()); }
87 typedef adtl::adouble Real;
88 typedef adtl::adouble NonInteger;
89 typedef adtl::adouble Nested;
94 RequireInitialization = 1,
101template<
typename Functor>
class AdolcForwardJacobian :
public Functor
103 typedef adtl::adouble ActiveScalar;
106 AdolcForwardJacobian() : Functor() {}
107 AdolcForwardJacobian(
const Functor& f) : Functor(f) {}
110 template<
typename T0>
111 AdolcForwardJacobian(
const T0& a0) : Functor(a0) {}
112 template<
typename T0,
typename T1>
113 AdolcForwardJacobian(
const T0& a0,
const T1& a1) : Functor(a0, a1) {}
114 template<
typename T0,
typename T1,
typename T2>
115 AdolcForwardJacobian(
const T0& a0,
const T1& a1,
const T1& a2) : Functor(a0, a1, a2) {}
117 typedef typename Functor::InputType InputType;
118 typedef typename Functor::ValueType ValueType;
119 typedef typename Functor::JacobianType JacobianType;
121 typedef Matrix<ActiveScalar, InputType::SizeAtCompileTime, 1> ActiveInput;
122 typedef Matrix<ActiveScalar, ValueType::SizeAtCompileTime, 1> ActiveValue;
124 void operator() (
const InputType& x, ValueType* v, JacobianType* _jac)
const
129 Functor::operator()(x, v);
133 JacobianType& jac = *_jac;
135 ActiveInput ax = x.template cast<ActiveScalar>();
136 ActiveValue av(jac.rows());
138 for (
int j=0; j<jac.cols(); j++)
139 for (
int i=0; i<jac.cols(); i++)
140 ax[i].setADValue(j, i==j ? 1 : 0);
142 Functor::operator()(ax, &av);
144 for (
int i=0; i<jac.rows(); i++)
146 (*v)[i] = av[i].getValue();
147 for (
int j=0; j<jac.cols(); j++)
148 jac.coeffRef(i,j) = av[i].getADValue(j);
Namespace containing all symbols from the Eigen library.