gtsam
3rdparty
Eigen
unsupported
test
NumericalDiff.cpp
Go to the documentation of this file.
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
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#include <stdio.h>
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#include "
main.h
"
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#include <unsupported/Eigen/NumericalDiff>
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// Generic functor
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template
<
typename
_Scalar,
int
NX=Dynamic,
int
NY=Dynamic>
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struct
Functor
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{
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typedef
_Scalar
Scalar
;
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enum
{
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InputsAtCompileTime
= NX,
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ValuesAtCompileTime
= NY
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};
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typedef
Matrix<Scalar,InputsAtCompileTime,1>
InputType
;
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typedef
Matrix<Scalar,ValuesAtCompileTime,1>
ValueType
;
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typedef
Matrix<Scalar,ValuesAtCompileTime,InputsAtCompileTime>
JacobianType
;
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int
m_inputs
,
m_values
;
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Functor
() :
m_inputs
(
InputsAtCompileTime
),
m_values
(
ValuesAtCompileTime
) {}
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Functor
(
int
inputs_,
int
values_) :
m_inputs
(inputs_),
m_values
(values_) {}
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int
inputs
()
const
{
return
m_inputs
; }
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int
values
()
const
{
return
m_values
; }
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};
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struct
my_functor
:
Functor
<double>
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{
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my_functor
(
void
):
Functor
<double>(3,15) {}
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int
operator()
(
const
VectorXd &
x
, VectorXd &fvec)
const
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{
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double
tmp1, tmp2, tmp3;
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double
y
[15] = {1.4e-1, 1.8e-1, 2.2e-1, 2.5e-1, 2.9e-1, 3.2e-1, 3.5e-1,
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3.9e-1, 3.7e-1, 5.8e-1, 7.3e-1, 9.6e-1, 1.34, 2.1, 4.39};
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for
(
int
i
= 0;
i
<
values
();
i
++)
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{
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tmp1 =
i
+1;
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tmp2 = 16 -
i
- 1;
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tmp3 = (
i
>=8)? tmp2 : tmp1;
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fvec[
i
] =
y
[
i
] - (
x
[0] + tmp1/(
x
[1]*tmp2 +
x
[2]*tmp3));
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}
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return
0;
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}
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int
actual_df
(
const
VectorXd &
x
, MatrixXd &fjac)
const
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{
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double
tmp1, tmp2, tmp3, tmp4;
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for
(
int
i
= 0;
i
<
values
();
i
++)
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{
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tmp1 =
i
+1;
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tmp2 = 16 -
i
- 1;
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tmp3 = (
i
>=8)? tmp2 : tmp1;
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tmp4 = (
x
[1]*tmp2 +
x
[2]*tmp3); tmp4 = tmp4*tmp4;
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fjac(
i
,0) = -1;
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fjac(
i
,1) = tmp1*tmp2/tmp4;
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fjac(
i
,2) = tmp1*tmp3/tmp4;
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}
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return
0;
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}
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};
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void
test_forward
()
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{
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VectorXd
x
(3);
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MatrixXd jac(15,3);
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MatrixXd actual_jac(15,3);
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my_functor
functor;
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x
<< 0.082, 1.13, 2.35;
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// real one
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functor.
actual_df
(
x
, actual_jac);
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// std::cout << actual_jac << std::endl << std::endl;
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// using NumericalDiff
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NumericalDiff<my_functor>
numDiff(functor);
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numDiff.
df
(
x
, jac);
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// std::cout << jac << std::endl;
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VERIFY_IS_APPROX
(jac, actual_jac);
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}
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void
test_central
()
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{
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VectorXd
x
(3);
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MatrixXd jac(15,3);
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MatrixXd actual_jac(15,3);
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my_functor
functor;
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x
<< 0.082, 1.13, 2.35;
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// real one
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functor.
actual_df
(
x
, actual_jac);
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// using NumericalDiff
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NumericalDiff<my_functor,Central>
numDiff(functor);
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numDiff.
df
(
x
, jac);
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VERIFY_IS_APPROX
(jac, actual_jac);
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}
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EIGEN_DECLARE_TEST
(
NumericalDiff
)
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{
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CALL_SUBTEST
(
test_forward
());
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CALL_SUBTEST
(
test_central
());
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}
Functor::JacobianType
Matrix< Scalar, ValuesAtCompileTime, InputsAtCompileTime > JacobianType
Definition:
NumericalDiff.cpp:22
EIGEN_DECLARE_TEST
EIGEN_DECLARE_TEST(NumericalDiff)
Definition:
NumericalDiff.cpp:110
x
set noclip points set clip one set noclip two set bar set border lt lw set xdata set ydata set zdata set x2data set y2data set boxwidth set dummy x
Definition:
gnuplot_common_settings.hh:12
my_functor::actual_df
int actual_df(const VectorXd &x, MatrixXd &fjac) const
Definition:
NumericalDiff.cpp:53
test_forward
void test_forward()
Definition:
NumericalDiff.cpp:70
Functor::InputsAtCompileTime
@ InputsAtCompileTime
Definition:
NonLinearOptimization.cpp:121
Functor::Functor
Functor()
Definition:
NumericalDiff.cpp:26
Functor::Scalar
_Scalar Scalar
Definition:
NumericalDiff.cpp:15
Functor
Definition:
NonLinearOptimization.cpp:117
Functor::m_values
int m_values
Definition:
NumericalDiff.cpp:24
Eigen::NumericalDiff::df
int df(const InputType &_x, JacobianType &jac) const
Definition:
NumericalDiff.h:64
Eigen::NumericalDiff
Definition:
NumericalDiff.h:36
Functor::inputs
int inputs() const
Definition:
NumericalDiff.cpp:29
Functor::values
int values() const
Definition:
NumericalDiff.cpp:30
Functor::InputType
Matrix< Scalar, InputsAtCompileTime, 1 > InputType
Definition:
NumericalDiff.cpp:20
y
Scalar * y
Definition:
level1_cplx_impl.h:124
VERIFY_IS_APPROX
#define VERIFY_IS_APPROX(a, b)
Definition:
integer_types.cpp:15
my_functor::operator()
int operator()(const VectorXd &x, VectorXd &fvec) const
Definition:
NumericalDiff.cpp:37
my_functor
Definition:
NumericalDiff.cpp:34
Functor::ValueType
Matrix< Scalar, ValuesAtCompileTime, 1 > ValueType
Definition:
NumericalDiff.cpp:21
main.h
Functor::m_inputs
const int m_inputs
Definition:
NonLinearOptimization.cpp:128
my_functor::my_functor
my_functor(void)
Definition:
NumericalDiff.cpp:36
Eigen::Matrix
The matrix class, also used for vectors and row-vectors.
Definition:
3rdparty/Eigen/Eigen/src/Core/Matrix.h:178
test_central
void test_central()
Definition:
NumericalDiff.cpp:91
Functor::m_values
const int m_values
Definition:
NonLinearOptimization.cpp:128
Functor::ValuesAtCompileTime
@ ValuesAtCompileTime
Definition:
NonLinearOptimization.cpp:122
Functor::Functor
Functor(int inputs_, int values_)
Definition:
NumericalDiff.cpp:27
i
int i
Definition:
BiCGSTAB_step_by_step.cpp:9
CALL_SUBTEST
#define CALL_SUBTEST(FUNC)
Definition:
main.h:399
gtsam
Author(s):
autogenerated on Fri Nov 1 2024 03:33:51