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Completed basic version of AD vector class and test.

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This commit is contained in:
Atgeirr Flø Rasmussen 2013-04-30 16:15:00 +02:00
parent 6ed2b129cb
commit 069e878b0e
2 changed files with 67 additions and 14 deletions
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58
AutoDiffVec.hpp
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@ -31,9 +31,11 @@ namespace AutoDiff
class ForwardVec
{
public:
/// Underlying types for scalar vectors and jacobians.
typedef Eigen::Array<Scalar, Eigen::Dynamic, 1> V;
typedef Eigen::SparseMatrix<Scalar> M;
/// Named constructor pattern used here.
static ForwardVec constant(const V& val)
{
return ForwardVec(val);
@ -43,6 +45,9 @@ namespace AutoDiff
{
ForwardVec ret(val);
// typedef Eigen::DiagonalMatrix<Scalar, Eigen::Dynamic> D;
// D ones = V::Ones(val.size()).matrix().asDiagonal();
// ret.jac_ = ones;
ret.jac_.reserve(Eigen::VectorXi::Constant(val.size(), 1));
for (typename M::Index row = 0; row < val.size(); ++row) {
ret.jac_.insert(row, row) = Scalar(1.0);
@ -56,6 +61,48 @@ namespace AutoDiff
return ForwardVec(val, jac);
}
/// Operators.
ForwardVec operator+(const ForwardVec& rhs)
{
return function(val_ + rhs.val_, jac_ + rhs.jac_);
}
/// Operators.
ForwardVec operator-(const ForwardVec& rhs)
{
return function(val_ - rhs.val_, jac_ - rhs.jac_);
}
/// Operators.
ForwardVec operator*(const ForwardVec& rhs)
{
typedef Eigen::DiagonalMatrix<Scalar, Eigen::Dynamic> D;
D D1 = val_.matrix().asDiagonal();
D D2 = rhs.val_.matrix().asDiagonal();
return function(val_ * rhs.val_, D2*jac_ + D1*rhs.jac_);
}
/// Operators.
ForwardVec operator/(const ForwardVec& rhs)
{
typedef Eigen::DiagonalMatrix<Scalar, Eigen::Dynamic> D;
D D1 = val_.matrix().asDiagonal();
D D2 = rhs.val_.matrix().asDiagonal();
D D3 = std::pow(rhs.val_, -2).matrix().asDiagonal();
return function(val_ / rhs.val_, D3 * (D2*jac_ - D1*rhs.jac_));
}
/// I/O.
template <class Ostream>
Ostream&
print(Ostream& os) const
{
os << "val =\n" << val_ << "\n\njac =\n" << jac_ << "\n";
return os;
}
private:
explicit ForwardVec(const V& val)
: val_(val), jac_(val.size(), val.size())
{
@ -66,17 +113,6 @@ namespace AutoDiff
{
}
template <class Ostream>
Ostream&
print(Ostream& os) const
{
os << "val =\n" << val_ << "\n\njac =\n" << jac_ << "\n";
return os;
}
private:
V val_;
M jac_;
};

23
test_vec.cpp
View File

@ -25,12 +25,29 @@ int main()
typedef AutoDiff::ForwardVec<double> ADV;
ADV::V v(3);
v << 1.0, 2.2, 3.4;
std::cout << v << std::endl;
ADV a = ADV::constant(v);
ADV::V v2(3);
v2 << 0.2, 1.2, 13.4;
// std::cout << v << std::endl;
ADV a = ADV::constant(v2);
ADV x = ADV::variable(v);
ADV::M jac(3,3);
jac.insert(0, 0) = 1.0;
ADV f = ADV::function(v, jac);
std::cout << a << "\n\n" << x << "\n\n" << f << std::endl;
ADV xpx = x + x;
std::cout << xpx;
ADV xpxpa = x + x + a;
std::cout << xpxpa;
std::cout << xpxpa - xpx;
ADV sqx = x * x;
std::cout << sqx;
ADV sqxdx = sqx / x;
std::cout << sqxdx;
// std::cout << a << "\n\n" << x << "\n\n" << f << std::endl;
}