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eb9b62697e
With this, any or all of the input vector element may have an empty jacobian vector. Any element with a non-empty jacobian vector must still have the same block pattern.
638 lines
19 KiB
C++
638 lines
19 KiB
C++
/*
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Copyright 2013 SINTEF ICT, Applied Mathematics.
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This file is part of the Open Porous Media project (OPM).
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OPM is free software: you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation, either version 3 of the License, or
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(at your option) any later version.
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OPM is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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You should have received a copy of the GNU General Public License
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along with OPM. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef OPM_AUTODIFFHELPERS_HEADER_INCLUDED
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#define OPM_AUTODIFFHELPERS_HEADER_INCLUDED
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#include <opm/autodiff/AutoDiffBlock.hpp>
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#include <opm/autodiff/GridHelpers.hpp>
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#include <opm/core/grid.h>
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#include <opm/core/utility/ErrorMacros.hpp>
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#include <iostream>
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#include <vector>
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namespace Opm
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{
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// -------------------- class HelperOps --------------------
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/// Contains vectors and sparse matrices that represent subsets or
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/// operations on (AD or regular) vectors of data.
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struct HelperOps
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{
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typedef AutoDiffBlock<double>::M M;
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typedef AutoDiffBlock<double>::V V;
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/// A list of internal faces.
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typedef Eigen::Array<int, Eigen::Dynamic, 1> IFaces;
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IFaces internal_faces;
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/// Extract for each internal face the difference of its adjacent cells' values (first - second).
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M ngrad;
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/// Extract for each face the difference of its adjacent cells' values (second - first).
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M grad;
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/// Extract for each face the average of its adjacent cells' values.
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M caver;
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/// Extract for each cell the sum of its adjacent interior faces' (signed) values.
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M div;
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/// Extract for each face the difference of its adjacent cells' values (first - second).
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/// For boundary faces, one of the entries per row (corresponding to the outside) is zero.
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M fullngrad;
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/// Extract for each cell the sum of all its adjacent faces' (signed) values.
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M fulldiv;
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/// Constructs all helper vectors and matrices.
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template<class Grid>
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HelperOps(const Grid& grid)
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{
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using namespace AutoDiffGrid;
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const int nc = numCells(grid);
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const int nf = numFaces(grid);
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// Define some neighbourhood-derived helper arrays.
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typedef Eigen::Array<int, Eigen::Dynamic, 2, Eigen::RowMajor> TwoColInt;
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TwoColInt nbi;
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extractInternalFaces(grid, internal_faces, nbi);
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int num_internal=internal_faces.size();
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// std::cout << "nbi = \n" << nbi << std::endl;
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// Create matrices.
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ngrad.resize(num_internal, nc);
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caver.resize(num_internal, nc);
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typedef Eigen::Triplet<double> Tri;
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std::vector<Tri> ngrad_tri;
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std::vector<Tri> caver_tri;
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ngrad_tri.reserve(2*num_internal);
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caver_tri.reserve(2*num_internal);
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for (int i = 0; i < num_internal; ++i) {
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ngrad_tri.emplace_back(i, nbi(i,0), 1.0);
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ngrad_tri.emplace_back(i, nbi(i,1), -1.0);
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caver_tri.emplace_back(i, nbi(i,0), 0.5);
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caver_tri.emplace_back(i, nbi(i,1), 0.5);
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}
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ngrad.setFromTriplets(ngrad_tri.begin(), ngrad_tri.end());
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caver.setFromTriplets(caver_tri.begin(), caver_tri.end());
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grad = -ngrad;
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div = ngrad.transpose();
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std::vector<Tri> fullngrad_tri;
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fullngrad_tri.reserve(2*nf);
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typename ADFaceCellTraits<Grid>::Type nb=faceCellsToEigen(grid);
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for (int i = 0; i < nf; ++i) {
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if (nb(i,0) >= 0) {
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fullngrad_tri.emplace_back(i, nb(i,0), 1.0);
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}
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if (nb(i,1) >= 0) {
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fullngrad_tri.emplace_back(i, nb(i,1), -1.0);
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}
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}
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fullngrad.resize(nf, nc);
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fullngrad.setFromTriplets(fullngrad_tri.begin(), fullngrad_tri.end());
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fulldiv = fullngrad.transpose();
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}
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};
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// -------------------- upwinding helper class --------------------
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/// Upwind selection in absence of counter-current flow (i.e.,
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/// without effects of gravity and/or capillary pressure).
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template <typename Scalar>
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class UpwindSelector {
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public:
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typedef AutoDiffBlock<Scalar> ADB;
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template<class Grid>
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UpwindSelector(const Grid& g,
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const HelperOps& h,
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const typename ADB::V& ifaceflux)
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{
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using namespace AutoDiffGrid;
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typedef HelperOps::IFaces::Index IFIndex;
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const IFIndex nif = h.internal_faces.size();
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typename ADFaceCellTraits<Grid>::Type
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face_cells = faceCellsToEigen(g);
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assert(nif == ifaceflux.size());
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// Define selector structure.
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typedef typename Eigen::Triplet<Scalar> Triplet;
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std::vector<Triplet> s; s.reserve(nif);
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for (IFIndex iface = 0; iface < nif; ++iface) {
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const int f = h.internal_faces[iface];
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const int c1 = face_cells(f,0);
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const int c2 = face_cells(f,1);
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assert ((c1 >= 0) && (c2 >= 0));
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// Select upwind cell.
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const int c = (ifaceflux[iface] >= 0) ? c1 : c2;
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s.push_back(Triplet(iface, c, Scalar(1)));
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}
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// Assemble explicit selector operator.
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select_.resize(nif, numCells(g));
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select_.setFromTriplets(s.begin(), s.end());
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}
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/// Apply selector to multiple per-cell quantities.
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std::vector<ADB>
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select(const std::vector<ADB>& xc) const
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{
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// Absence of counter-current flow means that the same
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// selector applies to all quantities, 'x', defined per
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// cell.
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std::vector<ADB> xf; xf.reserve(xc.size());
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for (typename std::vector<ADB>::const_iterator
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b = xc.begin(), e = xc.end(); b != e; ++b)
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{
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xf.push_back(select_ * (*b));
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}
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return xf;
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}
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/// Apply selector to single per-cell ADB quantity.
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ADB select(const ADB& xc) const
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{
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return select_*xc;
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}
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/// Apply selector to single per-cell constant quantity.
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typename ADB::V select(const typename ADB::V& xc) const
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{
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return (select_*xc.matrix()).array();
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}
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private:
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typename ADB::M select_;
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};
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namespace {
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template <typename Scalar, class IntVec>
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typename AutoDiffBlock<Scalar>::M
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constructSupersetSparseMatrix(const int full_size, const IntVec& indices)
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{
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const int subset_size = indices.size();
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typename AutoDiffBlock<Scalar>::M mat(full_size, subset_size);
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mat.reserve(Eigen::VectorXi::Constant(subset_size, 1));
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for (int i = 0; i < subset_size; ++i) {
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mat.insert(indices[i], i) = 1;
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}
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return mat;
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}
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} // anon namespace
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/// Returns x(indices).
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template <typename Scalar, class IntVec>
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Eigen::Array<Scalar, Eigen::Dynamic, 1>
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subset(const Eigen::Array<Scalar, Eigen::Dynamic, 1>& x,
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const IntVec& indices)
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{
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typedef typename Eigen::Array<Scalar, Eigen::Dynamic, 1>::Index Index;
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const Index size = indices.size();
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Eigen::Array<Scalar, Eigen::Dynamic, 1> ret( size );
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for( Index i=0; i<size; ++i )
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ret[ i ] = x[ indices[ i ] ];
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return std::move(ret);
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}
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/// Returns x(indices).
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template <typename Scalar, class IntVec>
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AutoDiffBlock<Scalar>
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subset(const AutoDiffBlock<Scalar>& x,
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const IntVec& indices)
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{
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const typename AutoDiffBlock<Scalar>::M sub
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= constructSupersetSparseMatrix<Scalar>(x.value().size(), indices).transpose();
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return sub * x;
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}
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/// Returns v where v(indices) == x, v(!indices) == 0 and v.size() == n.
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template <typename Scalar, class IntVec>
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AutoDiffBlock<Scalar>
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superset(const AutoDiffBlock<Scalar>& x,
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const IntVec& indices,
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const int n)
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{
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return constructSupersetSparseMatrix<Scalar>(n, indices) * x;
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}
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/// Returns v where v(indices) == x, v(!indices) == 0 and v.size() == n.
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template <typename Scalar, class IntVec>
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Eigen::Array<Scalar, Eigen::Dynamic, 1>
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superset(const Eigen::Array<Scalar, Eigen::Dynamic, 1>& x,
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const IntVec& indices,
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const int n)
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{
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return constructSupersetSparseMatrix<Scalar>(n, indices) * x.matrix();
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}
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/// Construct square sparse matrix with the
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/// elements of d on the diagonal.
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/// Need to mark this as inline since it is defined in a header and not a template.
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inline
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AutoDiffBlock<double>::M
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spdiag(const AutoDiffBlock<double>::V& d)
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{
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typedef AutoDiffBlock<double>::M M;
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const int n = d.size();
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M mat(n, n);
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mat.reserve(Eigen::ArrayXi::Ones(n, 1));
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for (M::Index i = 0; i < n; ++i) {
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mat.insert(i, i) = d[i];
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}
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return mat;
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}
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/// Selection. Choose first of two elements if selection basis element is nonnegative.
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template <typename Scalar>
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class Selector {
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public:
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typedef AutoDiffBlock<Scalar> ADB;
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enum CriterionForLeftElement { GreaterEqualZero, GreaterZero, Zero, NotEqualZero, LessZero, LessEqualZero };
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Selector(const typename ADB::V& selection_basis,
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CriterionForLeftElement crit = GreaterEqualZero)
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{
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// Define selector structure.
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const int n = selection_basis.size();
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// Over-reserving so we do not have to count.
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left_elems_.reserve(n);
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right_elems_.reserve(n);
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for (int i = 0; i < n; ++i) {
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bool chooseleft = false;
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switch (crit) {
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case GreaterEqualZero:
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chooseleft = selection_basis[i] >= 0.0;
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break;
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case GreaterZero:
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chooseleft = selection_basis[i] > 0.0;
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break;
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case Zero:
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chooseleft = selection_basis[i] == 0.0;
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break;
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case NotEqualZero:
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chooseleft = selection_basis[i] != 0.0;
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break;
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case LessZero:
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chooseleft = selection_basis[i] < 0.0;
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break;
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case LessEqualZero:
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chooseleft = selection_basis[i] <= 0.0;
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break;
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default:
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OPM_THROW(std::logic_error, "No such criterion: " << crit);
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}
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if (chooseleft) {
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left_elems_.push_back(i);
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} else {
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right_elems_.push_back(i);
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}
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}
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}
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/// Apply selector to ADB quantities.
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ADB select(const ADB& x1, const ADB& x2) const
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{
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if (right_elems_.empty()) {
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return x1;
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} else if (left_elems_.empty()) {
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return x2;
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} else {
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return superset(subset(x1, left_elems_), left_elems_, x1.size())
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+ superset(subset(x2, right_elems_), right_elems_, x2.size());
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}
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}
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/// Apply selector to ADB quantities.
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typename ADB::V select(const typename ADB::V& x1, const typename ADB::V& x2) const
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{
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if (right_elems_.empty()) {
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return x1;
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} else if (left_elems_.empty()) {
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return x2;
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} else {
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return superset(subset(x1, left_elems_), left_elems_, x1.size())
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+ superset(subset(x2, right_elems_), right_elems_, x2.size());
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}
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}
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private:
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std::vector<int> left_elems_;
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std::vector<int> right_elems_;
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};
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/// Returns the input expression, but with all Jacobians collapsed to one.
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template <class Matrix>
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inline
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void
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collapseJacs(const AutoDiffBlock<double>& x, Matrix& jacobian)
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{
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typedef AutoDiffBlock<double> ADB;
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const int nb = x.numBlocks();
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typedef Eigen::Triplet<double> Tri;
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int nnz = 0;
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for (int block = 0; block < nb; ++block) {
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nnz += x.derivative()[block].nonZeros();
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}
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std::vector<Tri> t;
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t.reserve(nnz);
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int block_col_start = 0;
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for (int block = 0; block < nb; ++block) {
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const ADB::M& jac = x.derivative()[block];
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for (ADB::M::Index k = 0; k < jac.outerSize(); ++k) {
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for (ADB::M::InnerIterator i(jac, k); i ; ++i) {
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t.push_back(Tri(i.row(),
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i.col() + block_col_start,
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i.value()));
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}
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}
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block_col_start += jac.cols();
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}
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// Build final jacobian.
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jacobian = Matrix(x.size(), block_col_start);
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jacobian.setFromTriplets(t.begin(), t.end());
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}
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/// Returns the input expression, but with all Jacobians collapsed to one.
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inline
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AutoDiffBlock<double>
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collapseJacs(const AutoDiffBlock<double>& x)
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{
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typedef AutoDiffBlock<double> ADB;
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// Build final jacobian.
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std::vector<ADB::M> jacs(1);
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collapseJacs( x, jacs[ 0 ] );
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ADB::V val = x.value();
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return ADB::function(std::move(val), std::move(jacs));
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}
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/// Returns the vertical concatenation [ x; y ] of the inputs.
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inline
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AutoDiffBlock<double>
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vertcat(const AutoDiffBlock<double>& x,
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const AutoDiffBlock<double>& y)
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{
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const int nx = x.size();
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const int ny = y.size();
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const int n = nx + ny;
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std::vector<int> xind(nx);
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for (int i = 0; i < nx; ++i) {
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xind[i] = i;
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}
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std::vector<int> yind(ny);
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for (int i = 0; i < ny; ++i) {
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yind[i] = nx + i;
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}
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return superset(x, xind, n) + superset(y, yind, n);
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}
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/// Returns the vertical concatenation [ x[0]; x[1]; ...; x[n-1] ] of the inputs.
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/// This function also collapses the Jacobian matrices into one like collapsJacs().
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inline
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AutoDiffBlock<double>
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vertcatCollapseJacs(const std::vector<AutoDiffBlock<double> >& x)
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{
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typedef AutoDiffBlock<double> ADB;
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if (x.empty()) {
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return ADB::null();
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}
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// Count sizes, nonzeros.
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const int nx = x.size();
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int size = 0;
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int nnz = 0;
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int elem_with_deriv = -1;
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int num_blocks = 0;
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for (int elem = 0; elem < nx; ++elem) {
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size += x[elem].size();
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if (x[elem].derivative().empty()) {
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// No nnz contributions from this element.
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continue;
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} else {
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if (elem_with_deriv == -1) {
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elem_with_deriv = elem;
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num_blocks = x[elem].numBlocks();
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}
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}
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if (x[elem].blockPattern() != x[elem_with_deriv].blockPattern()) {
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OPM_THROW(std::runtime_error, "vertcatCollapseJacs(): all arguments must have the same block pattern");
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}
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for (int block = 0; block < num_blocks; ++block) {
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nnz += x[elem].derivative()[block].nonZeros();
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}
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}
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int num_cols = 0;
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for (int block = 0; block < num_blocks; ++block) {
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num_cols += x[elem_with_deriv].derivative()[block].cols();
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}
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// Build value for result.
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ADB::V val(size);
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int pos = 0;
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for (int elem = 0; elem < nx; ++elem) {
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const int loc_size = x[elem].size();
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val.segment(pos, loc_size) = x[elem].value();
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pos += loc_size;
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}
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assert(pos == size);
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// Return a constant if we have no derivatives at all.
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if (num_blocks == 0) {
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return ADB::constant(std::move(val));
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}
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// Set up for batch insertion of all Jacobian elements.
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typedef Eigen::Triplet<double> Tri;
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std::vector<Tri> t;
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t.reserve(nnz);
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int block_row_start = 0;
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for (int elem = 0; elem < nx; ++elem) {
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int block_col_start = 0;
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if (!x[elem].derivative().empty()) {
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for (int block = 0; block < num_blocks; ++block) {
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const ADB::M& jac = x[elem].derivative()[block];
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for (ADB::M::Index k = 0; k < jac.outerSize(); ++k) {
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for (ADB::M::InnerIterator i(jac, k); i ; ++i) {
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t.push_back(Tri(i.row() + block_row_start,
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i.col() + block_col_start,
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i.value()));
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}
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}
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block_col_start += jac.cols();
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}
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}
|
|
block_row_start += x[elem].size();
|
|
}
|
|
|
|
// Build final jacobian.
|
|
std::vector<ADB::M> jac(1);
|
|
jac[0] = Eigen::SparseMatrix<double>(size, num_cols);
|
|
jac[0].reserve(nnz);
|
|
jac[0].setFromTriplets(t.begin(), t.end());
|
|
|
|
// Use move semantics to return result efficiently.
|
|
return ADB::function(std::move(val), std::move(jac));
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
class Span
|
|
{
|
|
public:
|
|
explicit Span(const int num)
|
|
: num_(num),
|
|
stride_(1),
|
|
start_(0)
|
|
{
|
|
}
|
|
Span(const int num, const int stride, const int start)
|
|
: num_(num),
|
|
stride_(stride),
|
|
start_(start)
|
|
{
|
|
}
|
|
int operator[](const int i) const
|
|
{
|
|
assert(i >= 0 && i < num_);
|
|
return start_ + i*stride_;
|
|
}
|
|
int size() const
|
|
{
|
|
return num_;
|
|
}
|
|
|
|
|
|
class SpanIterator
|
|
{
|
|
public:
|
|
SpanIterator(const Span* span, const int index)
|
|
: span_(span),
|
|
index_(index)
|
|
{
|
|
}
|
|
SpanIterator operator++()
|
|
{
|
|
++index_;
|
|
return *this;
|
|
}
|
|
SpanIterator operator++(int)
|
|
{
|
|
SpanIterator before_increment(*this);
|
|
++index_;
|
|
return before_increment;
|
|
}
|
|
bool operator<(const SpanIterator& rhs) const
|
|
{
|
|
assert(span_ == rhs.span_);
|
|
return index_ < rhs.index_;
|
|
}
|
|
bool operator==(const SpanIterator& rhs) const
|
|
{
|
|
assert(span_ == rhs.span_);
|
|
return index_ == rhs.index_;
|
|
}
|
|
bool operator!=(const SpanIterator& rhs) const
|
|
{
|
|
assert(span_ == rhs.span_);
|
|
return index_ != rhs.index_;
|
|
}
|
|
int operator*()
|
|
{
|
|
return (*span_)[index_];
|
|
}
|
|
private:
|
|
const Span* span_;
|
|
int index_;
|
|
};
|
|
|
|
typedef SpanIterator iterator;
|
|
typedef SpanIterator const_iterator;
|
|
|
|
SpanIterator begin() const
|
|
{
|
|
return SpanIterator(this, 0);
|
|
}
|
|
|
|
SpanIterator end() const
|
|
{
|
|
return SpanIterator(this, num_);
|
|
}
|
|
|
|
bool operator==(const Span& rhs)
|
|
{
|
|
return num_ == rhs.num_ && start_ == rhs.start_ && stride_ == rhs.stride_;
|
|
}
|
|
|
|
private:
|
|
const int num_;
|
|
const int stride_;
|
|
const int start_;
|
|
};
|
|
|
|
|
|
|
|
/// Return a vector of (-1.0, 0.0 or 1.0), depending on sign per element.
|
|
inline Eigen::ArrayXd sign (const Eigen::ArrayXd& x)
|
|
{
|
|
const int n = x.size();
|
|
Eigen::ArrayXd retval(n);
|
|
for (int i = 0; i < n; ++i) {
|
|
retval[i] = x[i] < 0.0 ? -1.0 : (x[i] > 0.0 ? 1.0 : 0.0);
|
|
}
|
|
return retval;
|
|
}
|
|
|
|
} // namespace Opm
|
|
|
|
#endif // OPM_AUTODIFFHELPERS_HEADER_INCLUDED
|