9 #ifndef EIGEN_AUTODIFF_CHAIN_HESSIAN_SPARSE_H_ 10 #define EIGEN_AUTODIFF_CHAIN_HESSIAN_SPARSE_H_ 18 template <
typename Functor>
25 #if EIGEN_HAS_VARIADIC_TEMPLATES 26 template <
typename... T>
31 template <
typename T0>
35 template <
typename T0,
typename T1>
39 template <
typename T0,
typename T1,
typename T2>
47 typedef typename ValueType::Scalar
Scalar;
61 typedef typename JacobianType::Index
Index;
71 typedef Matrix<OuterActiveScalar, InputsAtCompileTime, 1>
ActiveInput;
72 typedef Matrix<OuterActiveScalar, ValuesAtCompileTime, 1>
ActiveValue;
74 #if EIGEN_HAS_VARIADIC_TEMPLATES 78 void operator()(
const InputType &x, ValueType &v)
const 83 template <
typename... ParamsType>
84 void operator()(
const InputType &
x, ValueType &v,
const ParamsType &... Params)
const 89 template <
typename... ParamsType>
90 void operator()(
const InputType &x, ValueType &v, JacobianType &jac,
const ParamsType &... Params)
const 93 autoj(x, v, jac, Params...);
96 template <
typename... ParamsType>
97 void operator()(
const InputType &x, ValueType &v, JacobianType &jac,
const InputJacobianType &ijac,
98 const ParamsType &... Params)
const 101 autoj(x, v, jac, ijac, Params...);
104 template <
typename... ParamsType>
105 void operator()(
const InputType &x, ValueType &v, JacobianType &jac, HessianType &hess,
const ParamsType &... Params)
const 107 this->
operator()(x, v, jac, hess,
nullptr,
nullptr, Params...);
110 template <
typename... ParamsType>
111 void operator()(
const InputType &x, ValueType &v, JacobianType &jac, HessianType &hess,
const InputJacobianType &ijac,
const InputHessianType &ihess,
112 const ParamsType &... Params)
const 114 this->
operator()(x, v, jac, hess, &ijac, &ihess, Params...);
118 template <
typename... ParamsType>
119 void operator()(
const InputType &x, ValueType &v, JacobianType &jac, HessianType &hess,
const InputJacobianType *_ijac = 0,
const InputHessianType *_ihess = 0,
120 const ParamsType &... Params)
const 128 void operator()(
const InputType &x, ValueType &v, JacobianType &jac)
const 134 void operator()(
const InputType &x, ValueType &v, JacobianType &jac,
const InputJacobianType &ijac)
const 137 autoj(x, v, jac, ijac);
140 void operator()(
const InputType &x, ValueType &v, JacobianType &jac, HessianType &hess)
const 142 this->
operator()(x, v, jac, hess,
nullptr,
nullptr);
145 void operator()(
const InputType &x, ValueType &v, JacobianType &jac, HessianType &hess,
const InputJacobianType &ijac,
const InputHessianType &ihess)
const 147 this->
operator()(x, v, jac, hess, &ijac, &ihess);
150 void operator()(
const InputType &x, ValueType &v, JacobianType &jac = 0, HessianType &hess,
const InputJacobianType *_ijac = 0,
const InputHessianType *_ihess = 0) const
153 ActiveInput ax = x.template cast<OuterActiveScalar>();
154 ActiveValue av(jac.rows());
157 eigen_assert((_ijac && _ihess) || (!_ijac && !_ihess));
161 eigen_assert(x.rows() == jac.cols());
163 for (Index j = 0; j < jac.rows(); ++j)
165 av[j].derivatives().resize(x.rows());
166 av[j].derivatives().reserve(x.rows());
167 for (Index k = 0; k < x.rows(); ++k)
168 av[j].derivatives().insert(k).derivatives().resize(x.rows());
171 for (Index i = 0; i < x.rows(); ++i)
173 ax[i].derivatives().resize(x.rows());
174 ax[i].derivatives().insert(i) = 1.0;
175 ax[i].value().derivatives().resize(x.rows());
176 ax[i].value().derivatives().insert(i) = 1.0;
177 ax[i].derivatives().coeffRef(i).derivatives().resize(x.rows());
183 const InputJacobianType &ijac = *_ijac;
184 const InputHessianType &ihess = *_ihess;
186 eigen_assert(x.rows() == ihess.rows());
187 eigen_assert(ijac.cols() == ihess[0].rows() && ijac.cols() == ihess[0].cols());
189 for (Index j = 0; j < jac.rows(); ++j)
191 av[j].derivatives().resize(ijac.cols());
192 av[j].derivatives().reserve(ijac.cols());
193 for (Index k = 0; k < ijac.cols(); ++k)
194 av[j].derivatives().insert(k).derivatives().resize(ijac.cols());
197 for (Index i = 0; i < x.rows(); ++i)
199 ax[i].derivatives().resize(ijac.cols());
200 ax[i].derivatives() = ijac.row(i);
201 ax[i].value().derivatives().resize(ijac.cols());
202 ax[i].value().derivatives() = ijac.row(i);
203 for (Index k = 0; k < ijac.cols(); ++k)
205 ax[i].derivatives().coeffRef(k).derivatives() = ihess[i].row(k);
210 #if EIGEN_HAS_VARIADIC_TEMPLATES 211 Functor::operator()(ax, av, Params...);
213 Functor::operator()(ax, av);
216 Index cols = _ijac ? _ijac->cols() : x.rows();
218 hess.resize(jac.rows());
219 for (Index i = 0; i < jac.rows(); ++i)
220 hess[i].resize(cols, cols);
223 for (
int i = 0; i < jac.rows(); ++i)
225 v[i] = av[i].value().value();
226 for (JacobianInnerIteratorType it(av[i].derivatives(), 0); it; ++it)
228 jac.insert(i, it.row()) = av[i].value().derivatives().coeffRef(it.row());
229 for (HessianInnerIteratorType ith(av[i].derivatives().coeffRef(it.row()).derivatives(), 0); ith; ++ith)
231 hess[i].insert(it.row(), ith.row()) = av[i].derivatives().coeffRef(it.row()).derivatives().coeffRef(ith.row());
240 #endif // EIGEN_AUTODIFF_CHAIN_HESSIAN_SPARSE_H_
AutoDiffChainHessianSparse(const T0 &a0)
void operator()(const InputType &x, ValueType &v, JacobianType &jac) const
FunctorBase< double, Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic > Functor
Functor::InputType InputType
OuterDerivativeType::InnerIterator JacobianInnerIteratorType
SparseVector< Scalar > InnerDerivativeType
InnerDerivativeType::InnerIterator HessianInnerIteratorType
Array< SparseMatrix< Scalar >, ValuesAtCompileTime, 1 > HessianType
AutoDiffScalar< OuterDerivativeType > OuterActiveScalar
AutoDiffChainHessianSparse(const T0 &a0, const T1 &a1, const T2 &a2)
Matrix< OuterActiveScalar, ValuesAtCompileTime, 1 > ActiveValue
void operator()(const InputType &x, ValueType &v, JacobianType &jac, HessianType &hess, const InputJacobianType &ijac, const InputHessianType &ihess) const
void operator()(const InputType &x, ValueType &v, JacobianType &jac, const InputJacobianType &ijac) const
SparseVector< InnerActiveScalar > OuterDerivativeType
Array< SparseMatrix< Scalar >, InputsAtCompileTime, 1 > InputHessianType
AutoDiffChainHessianSparse(const Functor &f)
AutoDiffChainHessianSparse()
void operator()(const InputType &x, ValueType &v, JacobianType &jac=0, HessianType &hess, const InputJacobianType *_ijac=0, const InputHessianType *_ihess=0) const
void operator()(const InputType &x, ValueType &v, JacobianType &jac, HessianType &hess) const
SparseMatrix< Scalar > InputJacobianType
Matrix< OuterActiveScalar, InputsAtCompileTime, 1 > ActiveInput
EIGEN_STRONG_INLINE void operator()(const InputType &x, ValueType &v) const
AutoDiffChainHessianSparse(const T0 &a0, const T1 &a1)
SparseMatrix< Scalar > JacobianType
JacobianType::Index Index
AutoDiffScalar< InnerDerivativeType > InnerActiveScalar
Functor::ValueType ValueType