/* Copyright 2013 SINTEF ICT, Applied Mathematics. Copyright 2016 IRIS AS This file is part of the Open Porous Media project (OPM). OPM is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. OPM is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with OPM. If not, see . */ #include #define BOOST_TEST_MODULE AutoDiffBlockTest #include #include #include #include using namespace Opm; namespace { template bool operator ==(const Eigen::SparseMatrix& A, const Eigen::SparseMatrix& B) { // Two SparseMatrices are equal if // 0) They have the same ordering (enforced by equal types) // 1) They have the same outer and inner dimensions // 2) They have the same number of non-zero elements // 3) They have the same sparsity structure // 4) The non-zero elements are equal // 1) Outer and inner dimensions bool eq = (A.outerSize() == B.outerSize()); eq = eq && (A.innerSize() == B.innerSize()); // 2) Equal number of non-zero elements eq = eq && (A.nonZeros() == B.nonZeros()); for (typename Eigen::SparseMatrix::Index k0 = 0, kend = A.outerSize(); eq && (k0 < kend); ++k0) { for (typename Eigen::SparseMatrix::InnerIterator iA(A, k0), iB(B, k0); eq && (iA && iB); ++iA, ++iB) { // 3) Sparsity structure eq = (iA.row() == iB.row()) && (iA.col() == iB.col()); // 4) Equal non-zero elements eq = eq && (iA.value() == iB.value()); } } return eq; // Note: Investigate implementing this operator as // return A.cwiseNotEqual(B).count() == 0; } bool operator==(const AutoDiffMatrix& lhs, const AutoDiffMatrix& rhs) { Eigen::SparseMatrix lhs_s, rhs_s; lhs.toSparse(lhs_s); rhs.toSparse(rhs_s); return lhs_s == rhs_s; } void checkClose(const AutoDiffBlock& lhs, const AutoDiffBlock& rhs, double tolerance) { BOOST_CHECK(lhs.value().isApprox(rhs.value(), tolerance)); auto lhs_d = lhs.derivative(); auto rhs_d = rhs.derivative(); Eigen::SparseMatrix lhs_s, rhs_s; //If lhs has no derivatives, make sure all rhs derivatives are zero if (lhs_d.size() == 0) { for (size_t i=0; i ADB; ADB::V v(3); v << 0.2, 1.2, 13.4; ADB a = ADB::constant(v); BOOST_REQUIRE(a.value().matrix() == v.matrix()); const std::vector& J = a.derivative(); for (std::vector::const_iterator b = J.begin(), e = J.end(); b != e; ++b) { BOOST_REQUIRE(b->nonZeros() == 0); } } BOOST_AUTO_TEST_CASE(VariableInitialisation) { typedef AutoDiffBlock ADB; std::vector blocksizes = { 3, 1, 2 }; ADB::V v(3); v << 1.0, 2.2, 3.4; enum { FirstVar = 0, SecondVar = 1, ThirdVar = 2 }; ADB x = ADB::variable(FirstVar, v, blocksizes); BOOST_REQUIRE(x.value().matrix() == v.matrix()); const std::vector& J = x.derivative(); BOOST_REQUIRE(J[0].nonZeros() == v.size()); const ADB::M& d = J[0]; for (int i=0; i::const_iterator b = J.begin() + 1, e = J.end(); b != e; ++b) { BOOST_REQUIRE(b->nonZeros() == 0); } } BOOST_AUTO_TEST_CASE(FunctionInitialisation) { typedef AutoDiffBlock ADB; std::vector blocksizes = { 3, 1, 2 }; std::vector::size_type num_blocks = blocksizes.size(); enum { FirstVar = 0, SecondVar = 1, ThirdVar = 2 }; ADB::V v(3); v << 1.0, 2.2, 3.4; std::vector jacs(num_blocks); for (std::vector::size_type j = 0; j < num_blocks; ++j) { Eigen::SparseMatrix sm(blocksizes[FirstVar], blocksizes[j]); sm.insert(0,0) = -1.0; jacs[j] = ADB::M(sm); } ADB::V v_copy(v); std::vector jacs_copy(jacs); ADB f = ADB::function(std::move(v_copy), std::move(jacs_copy)); BOOST_REQUIRE(f.value().matrix() == v.matrix()); const std::vector& J = f.derivative(); for (std::vector::const_iterator bf = J.begin(), ef = J.end(), bj = jacs.begin(); bf != ef; ++bf, ++bj) { BOOST_CHECK(*bf == *bj); } } BOOST_AUTO_TEST_CASE(Addition) { typedef AutoDiffBlock ADB; std::vector blocksizes = { 3, 1, 2 }; ADB::V va(3); va << 0.2, 1.2, 13.4; ADB::V vx(3); vx << 1.0, 2.2, 3.4; enum { FirstVar = 0, SecondVar = 1, ThirdVar = 2 }; ADB a = ADB::constant(va, blocksizes); ADB x = ADB::variable(FirstVar, vx, blocksizes); ADB xpx = x + x; BOOST_CHECK_EQUAL(xpx.value().cwiseNotEqual(2 * x.value()).count(), 0); const std::vector& J1x = x .derivative(); const std::vector& J2x = xpx.derivative(); BOOST_CHECK_EQUAL(J1x.size(), J2x.size()); for (std::vector::const_iterator j1b = J1x.begin(), j1e = J1x.end(), j2b = J2x.begin(); j1b != j1e; ++j1b, ++j2b) { BOOST_CHECK(*j2b == ADB::M((*j1b) * 2)); } ADB::V r = 2*x.value() + a.value(); ADB xpxpa = x + x + a; BOOST_CHECK_EQUAL(xpxpa.value().cwiseNotEqual(r).count(), 0); const std::vector& J3 = xpxpa.derivative(); for (std::vector::const_iterator j1b = J1x.begin(), j1e = J1x.end(), j3b = J3.begin(); j1b != j1e; ++j1b, ++j3b) { BOOST_CHECK(*j3b == ADB::M((*j1b) * 2)); } } BOOST_AUTO_TEST_CASE(AssignAddSubtractOperators) { typedef AutoDiffBlock ADB; // Basic testing of += and -=. ADB::V vx(3); vx << 0.2, 1.2, 13.4; ADB::V vy(3); vy << 1.0, 2.2, 3.4; std::vector vals{ vx, vy }; std::vector vars = ADB::variables(vals); const ADB x = vars[0]; const ADB y = vars[1]; ADB z = x; z += y; ADB sum = x + y; const double tolerance = 1e-14; checkClose(z, sum, tolerance); z -= y; checkClose(z, x, tolerance); // Testing the case when the left hand side has empty() jacobian. ADB yconst = ADB::constant(vy); z = yconst; z -= x; ADB diff = yconst - x; checkClose(z, diff, tolerance); z += x; checkClose(z, yconst, tolerance); } BOOST_AUTO_TEST_CASE(Pow) { typedef AutoDiffBlock ADB; // Basic testing of derivatives ADB::V vx(3); vx << 0.2, 1.2, 13.4; ADB::V vy(3); vy << 2.0, 3.0, 0.5; std::vector vals{ vx, vy }; std::vector vars = ADB::variables(vals); const ADB x = vars[0]; const ADB y = vars[1]; const double tolerance = 1e-14; // test exp = double const ADB xx = x * x; ADB xxpow2 = Opm::pow(x,2.0); checkClose(xxpow2, xx, tolerance); const ADB xy = x * y; const ADB xxyy = xy * xy; ADB xypow2 = Opm::pow(xy,2.0); checkClose(xypow2, xxyy, tolerance); const ADB xxx = x * x * x; ADB xpow3 = Opm::pow(x,3.0); checkClose(xpow3, xxx, tolerance); ADB xpowhalf = Opm::pow(x,0.5); ADB::V x_sqrt(3); x_sqrt << 0.447214 , 1.095445 , 3.6606; for (int i = 0 ; i < 3; ++i){ BOOST_CHECK_CLOSE(xpowhalf.value()[i], x_sqrt[i], 1e-4); } // test exp = ADB::V ADB xpowyval = Opm::pow(x,y.value()); // each of the component of y is tested in the test above // we compare with the results from the above tests. ADB::V pick1(3); pick1 << 1,0,0; ADB::V pick2(3); pick2 << 0,1,0; ADB::V pick3(3); pick3 << 0,0,1; ADB compare = pick1 * xx + pick2 * xxx + pick3 * xpowhalf; checkClose(xpowyval, compare, tolerance); // test exponent = ADB::V and base = ADB ADB xvalpowy = Opm::pow(x.value(),y); // the value should be equal to xpowyval // the first jacobian should be trivial // the second jacobian is hand calculated // log(0.2)*0.2^2.0, log(1.2) * 1.2^3.0, log(13.4) * 13.4^0.5 ADB::V jac2(3); jac2 << -0.0643775165 , 0.315051650 , 9.50019208855; for (int i = 0 ; i < 3; ++i){ BOOST_CHECK_CLOSE(xvalpowy.value()[i], xpowyval.value()[i], tolerance); BOOST_CHECK_CLOSE(xvalpowy.derivative()[0].coeff(i,i), 0.0, tolerance); BOOST_CHECK_CLOSE(xvalpowy.derivative()[1].coeff(i,i), jac2[i], 1e-4); } // test exp = ADB ADB xpowy = Opm::pow(x,y); // the first jacobian should be equal to the xpowyval // the second jacobian should be equal to the xvalpowy for (int i = 0 ; i < 3; ++i){ BOOST_CHECK_CLOSE(xpowy.value()[i], xpowyval.value()[i], tolerance); BOOST_CHECK_CLOSE(xpowy.derivative()[0].coeff(i,i), xpowyval.derivative()[0].coeff(i,i), tolerance); BOOST_CHECK_CLOSE(xpowy.derivative()[1].coeff(i,i), xvalpowy.derivative()[1].coeff(i,i), tolerance); } }