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d046b9e97a
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Author SHA1 Message Date
Atgeirr Flø Rasmussen
d046b9e97a Completed simple block AD class. 2013-04-30 20:28:32 +02:00
Atgeirr Flø Rasmussen
d518b5c787 Initial work in progress on block AD class. 2013-04-30 16:15:40 +02:00
Atgeirr Flø Rasmussen
069e878b0e Completed basic version of AD vector class and test. 2013-04-30 16:15:00 +02:00
Bård Skaflestad
6ed2b129cb Implement constant() and variable() in terms of function() 
Specifically,

  - A constant is a function with zero derivative
  - A variable is a function with unit derivative with respect to
    itself.
 2013-04-30 13:41:13 +02:00
Bård Skaflestad
70996fb195 Remove two instances of EOL whitespace. 2013-04-30 13:35:34 +02:00
Bård Skaflestad
86eb29b4c3 variable(): Avoid memory overhead of identity constructor. 2013-04-30 12:48:02 +02:00
Bård Skaflestad
c276592ca5 Don't #include <iostream>. It's not needed. 2013-04-30 12:37:08 +02:00
Bård Skaflestad
06d2c078fa Use documented include statements for Eigen 2013-04-30 12:36:43 +02:00
Bård Skaflestad
134b9b1a7f Readjust whitespace to original conventions. 2013-04-30 11:52:03 +02:00
Atgeirr Flø Rasmussen
e2d8b77ec5 Initial vector AD type experimentation. 2013-04-30 11:48:04 +02:00
Atgeirr Flø Rasmussen
0bf693e8c0 Merge remote-tracking branch 'bska/master' 2013-04-30 11:07:13 +02:00
Atgeirr Flø Rasmussen
42cdfa27a0 Use named constructor pattern. 
Made AutoDiff::Forward constructor private.
Added static methods constant(), variable(x) and function(x, dx).
 2013-04-30 11:05:59 +02:00
Bård Skaflestad
6319c428a3 Don't return values from update operators. 
Statements like

   a = b += c

make no sense
 2013-04-30 10:47:00 +02:00
Bård Skaflestad
0ff3b721ee Rename members to better reflect purpose. 
Specifically,

  - x_  -> val_
  - dx_ -> der_
 2013-04-30 09:25:37 +02:00
Bård Skaflestad
e17447d6cd Add further test cases 
- Polynomials (including mixed mode arithmetic)
  - Cosines (including mixed mode arithmethic)
  - Square roots (including mixed mode arithmetic)
 2013-04-30 00:08:02 +02:00
Bård Skaflestad
011ab5ee93 Operator *=(): Use correct derivative chain rule 
Updating the derivative using '*=' is just plain wrong.
 2013-04-29 23:53:31 +02:00
Bård Skaflestad
72d6d32095 Don't use updated values for computing derivatives 
We must not overwrite the current evaluation point until all the
derivative values have been calculated.  Otherwise, the derivatives
will differ from that of the actual values.
 2013-04-29 23:28:49 +02:00
Bård Skaflestad
72e2b1f5ca Ignore executables. 2013-04-29 15:01:03 +02:00
Bård Skaflestad
a4cdbdc049 Add test cases for multiplication and division 
Helped uncover syntax error (misprint) fixed in commit 8105166.
 2013-04-29 14:52:38 +02:00
Bård Skaflestad
8105166c26 Fix misprint in Forward/Scalar case. 2013-04-29 14:51:28 +02:00
Bård Skaflestad
790f6a06b2 Add simple test cases 
- Initialisation
  - Addition (including mixed mode)
  - Subtraction (including mixed mode)
 2013-04-29 14:12:57 +02:00
Bård Skaflestad
b05f65ae70 Add simple library for automatic differentiation 
No build system or automatic test cases at this point.
 2013-04-29 13:39:57 +02:00
Bård Skaflestad
33f2623257 Ignore Emacs autosave files. 2013-04-29 13:39:26 +02:00
Bård Skaflestad
a3ae90635e Initial commit 2013-04-29 01:31:45 -07:00