aboutsummaryrefslogtreecommitdiff
path: root/unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h
diff options
context:
space:
mode:
Diffstat (limited to 'unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h')
-rw-r--r--unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h83
1 files changed, 83 insertions, 0 deletions
diff --git a/unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h b/unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h
new file mode 100644
index 000000000..1a61e3367
--- /dev/null
+++ b/unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h
@@ -0,0 +1,83 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_AUTODIFF_JACOBIAN_H
+#define EIGEN_AUTODIFF_JACOBIAN_H
+
+namespace Eigen
+{
+
+template<typename Functor> class AutoDiffJacobian : public Functor
+{
+public:
+ AutoDiffJacobian() : Functor() {}
+ AutoDiffJacobian(const Functor& f) : Functor(f) {}
+
+ // forward constructors
+ template<typename T0>
+ AutoDiffJacobian(const T0& a0) : Functor(a0) {}
+ template<typename T0, typename T1>
+ AutoDiffJacobian(const T0& a0, const T1& a1) : Functor(a0, a1) {}
+ template<typename T0, typename T1, typename T2>
+ AutoDiffJacobian(const T0& a0, const T1& a1, const T2& a2) : Functor(a0, a1, a2) {}
+
+ enum {
+ InputsAtCompileTime = Functor::InputsAtCompileTime,
+ ValuesAtCompileTime = Functor::ValuesAtCompileTime
+ };
+
+ typedef typename Functor::InputType InputType;
+ typedef typename Functor::ValueType ValueType;
+ typedef typename Functor::JacobianType JacobianType;
+ typedef typename JacobianType::Scalar Scalar;
+ typedef typename JacobianType::Index Index;
+
+ typedef Matrix<Scalar,InputsAtCompileTime,1> DerivativeType;
+ typedef AutoDiffScalar<DerivativeType> ActiveScalar;
+
+
+ typedef Matrix<ActiveScalar, InputsAtCompileTime, 1> ActiveInput;
+ typedef Matrix<ActiveScalar, ValuesAtCompileTime, 1> ActiveValue;
+
+ void operator() (const InputType& x, ValueType* v, JacobianType* _jac=0) const
+ {
+ eigen_assert(v!=0);
+ if (!_jac)
+ {
+ Functor::operator()(x, v);
+ return;
+ }
+
+ JacobianType& jac = *_jac;
+
+ ActiveInput ax = x.template cast<ActiveScalar>();
+ ActiveValue av(jac.rows());
+
+ if(InputsAtCompileTime==Dynamic)
+ for (Index j=0; j<jac.rows(); j++)
+ av[j].derivatives().resize(this->inputs());
+
+ for (Index i=0; i<jac.cols(); i++)
+ ax[i].derivatives() = DerivativeType::Unit(this->inputs(),i);
+
+ Functor::operator()(ax, &av);
+
+ for (Index i=0; i<jac.rows(); i++)
+ {
+ (*v)[i] = av[i].value();
+ jac.row(i) = av[i].derivatives();
+ }
+ }
+protected:
+
+};
+
+}
+
+#endif // EIGEN_AUTODIFF_JACOBIAN_H