cppad/basic.cpp

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//
// Copyright (c) 2018-2019 CNRS INRIA
//
 
#include "pinocchio/autodiff/cppad.hpp"
#include <cppad/speed/det_by_minor.hpp>
 
#include <boost/variant.hpp> // to avoid C99 warnings
 
#include <iostream>
 
#include <boost/test/unit_test.hpp>
#include <boost/utility/binary.hpp>
 
BOOST_AUTO_TEST_SUITE(BOOST_TEST_MODULE)
 
BOOST_AUTO_TEST_CASE(test_example1_cppad)
{
  using CppAD::AD;
  using CppAD::NearEqual;
  using Eigen::Dynamic;
  using Eigen::Matrix;
  //
  typedef Matrix<AD<double>, Dynamic, 1> eigen_vector;
  //
  // some temporary indices
  size_t i, j;
 
  // domain and range space vectors
  size_t n = 10, m = n;
  eigen_vector a_x(n), a_y(m);
 
  // set and declare independent variables and start tape recording
  for (j = 0; j < n; j++)
  {
    a_x[(Eigen::DenseIndex)j] = double(1 + j);
  }
  CppAD::Independent(a_x);
 
  // evaluate a component wise function
  a_y = a_x.array() + a_x.array().sin();
 
  // create f: x -> y and stop tape recording
  CppAD::ADFun<double> f(a_x, a_y);
 
  // compute the derivative of y w.r.t x using CppAD
  CPPAD_TESTVECTOR(double) x(n);
  for (j = 0; j < n; j++)
  {
    x[j] = double(j) + 1.0 / double(j + 1);
  }
  CPPAD_TESTVECTOR(double) jac = f.Jacobian(x);
 
  // check Jacobian
  double eps = 100. * CppAD::numeric_limits<double>::epsilon();
  for (i = 0; i < m; i++)
  {
    for (j = 0; j < n; j++)
    {
      double check = 1.0 + cos(x[i]);
      if (i != j)
        check = 0.0;
      BOOST_CHECK(NearEqual(jac[i * n + j], check, eps, eps));
    }
  }
}
 
BOOST_AUTO_TEST_CASE(test_example2_cppad)
{
  using CppAD::AD;
  using CppAD::NearEqual;
  using Eigen::Dynamic;
  using Eigen::Matrix;
  //
  typedef Matrix<double, Dynamic, Dynamic> eigen_matrix;
  typedef Matrix<AD<double>, Dynamic, Dynamic> eigen_ad_matrix;
  //
  typedef Matrix<double, Dynamic, 1> eigen_vector;
  typedef Matrix<AD<double>, Dynamic, 1> eigen_ad_vector;
  // some temporary indices
  size_t i, j;
 
  // domain and range space vectors
  size_t size = 3, n = size * size, m = 1;
  eigen_ad_vector a_x(n), a_y(m);
  eigen_vector x(n);
 
  // set and declare independent variables and start tape recording
  for (i = 0; i < size; i++)
  {
    for (j = 0; j < size; j++)
    { // lower triangular matrix
      a_x[(Eigen::DenseIndex)(i * size + j)] = x[(Eigen::DenseIndex)(i * size + j)] = 0.0;
      if (j <= i)
        a_x[(Eigen::DenseIndex)(i * size + j)] = x[(Eigen::DenseIndex)(i * size + j)] =
          double(1 + i + j);
    }
  }
  CppAD::Independent(a_x);
 
  // copy independent variable vector to a matrix
  eigen_ad_matrix a_X(size, size);
  eigen_matrix X(size, size);
  for (i = 0; i < size; i++)
  {
    for (j = 0; j < size; j++)
    {
      X((Eigen::DenseIndex)i, (Eigen::DenseIndex)j) = x[(Eigen::DenseIndex)(i * size + j)];
      // If we used a_X(i, j) = X(i, j), a_X would not depend on a_x.
      a_X((Eigen::DenseIndex)i, (Eigen::DenseIndex)j) = a_x[(Eigen::DenseIndex)(i * size + j)];
    }
  }
 
  // Compute the log of determinant of X
  a_y[0] = log(a_X.determinant());
 
  // create f: x -> y and stop tape recording
  CppAD::ADFun<double> f(a_x, a_y);
 
  // check function value
  double eps = 100. * CppAD::numeric_limits<double>::epsilon();
  CppAD::det_by_minor<double> det(size);
  BOOST_CHECK(NearEqual(Value(a_y[0]), log(det(x)), eps, eps));
 
  // compute the derivative of y w.r.t x using CppAD
  eigen_vector jac = f.Jacobian(x);
 
  // check the derivative using the formula
  // d/dX log(det(X)) = transpose( inv(X) )
  eigen_matrix inv_X = X.inverse();
  for (i = 0; i < size; i++)
  {
    for (j = 0; j < size; j++)
      BOOST_CHECK(NearEqual(
        jac[(Eigen::DenseIndex)(i * size + j)], inv_X((Eigen::DenseIndex)j, (Eigen::DenseIndex)i),
        eps, eps));
  }
}
 
BOOST_AUTO_TEST_CASE(test_sincos)
{
  using CppAD::AD;
  using CppAD::NearEqual;
  double eps99 = 99.0 * std::numeric_limits<double>::epsilon();
 
  typedef AD<double> AD_double;
 
  double x0 = 1.;
  CPPAD_TESTVECTOR(AD_double) x(1), y(1), z(1);
  x[0] = x0;
  CppAD::Independent(x);
 
  y[0] = CppAD::cos(x[0]);
  BOOST_CHECK(NearEqual(y[0], std::cos(x0), eps99, eps99));
  CppAD::ADFun<double> fcos(x, y);
 
  CPPAD_TESTVECTOR(double) x_eval(1);
  x_eval[0] = x0;
  CPPAD_TESTVECTOR(double) dy(1);
  dy = fcos.Jacobian(x_eval);
  BOOST_CHECK(NearEqual(dy[0], -std::sin(x0), eps99, eps99));
 
  CppAD::Independent(x);
  z[0] = CppAD::sin(x[0]);
  BOOST_CHECK(NearEqual(z[0], std::sin(x0), eps99, eps99));
 
  CppAD::ADFun<double> fsin(x, z);
 
  CPPAD_TESTVECTOR(double) dz(1);
  dz = fsin.Jacobian(x_eval);
  BOOST_CHECK(NearEqual(dz[0], std::cos(x0), eps99, eps99));
}
 
BOOST_AUTO_TEST_CASE(test_eigen_min)
{
  using CppAD::AD;
 
  typedef double Scalar;
  typedef AD<double> ADScalar;
  Eigen::Matrix<ADScalar, Eigen::Dynamic, 1> ad_X;
  Eigen::Matrix<ADScalar, Eigen::Dynamic, 1> ad_Y;
  ad_X.resize(2);
  ad_Y.resize(2);
 
  Eigen::Vector2d x_test(-1, 1);
  Eigen::Vector2d y_test = x_test.array().min(Scalar(0.));
 
  CppAD::Independent(ad_X);
  // Function
  ad_Y = ad_X.array().min(Scalar(0.));
  CppAD::ADFun<Scalar> ad_fun(ad_X, ad_Y);
 
  CPPAD_TESTVECTOR(Scalar) x((size_t)2);
  Eigen::Map<Eigen::Vector2d>(x.data(), 2, 1) = x_test;
 
  CPPAD_TESTVECTOR(Scalar) y = ad_fun.Forward(0, x);
 
  BOOST_CHECK(Eigen::Map<Eigen::Vector2d>(y.data(), 2, 1).isApprox(y_test));
}
 
BOOST_AUTO_TEST_CASE(test_eigen_max)
{
  using CppAD::AD;
 
  typedef double Scalar;
  typedef AD<double> ADScalar;
  Eigen::Matrix<ADScalar, Eigen::Dynamic, 1> ad_X;
  Eigen::Matrix<ADScalar, Eigen::Dynamic, 1> ad_Y;
  ad_X.resize(2);
  ad_Y.resize(2);
 
  Eigen::Vector2d x_test(-1, 1);
  Eigen::Vector2d y_test = x_test.array().max(Scalar(0.));
 
  CppAD::Independent(ad_X);
  // Function
  ad_Y = ad_X.array().max(Scalar(0.));
  CppAD::ADFun<Scalar> ad_fun(ad_X, ad_Y);
 
  CPPAD_TESTVECTOR(Scalar) x((size_t)2);
  Eigen::Map<Eigen::Vector2d>(x.data(), 2, 1) = x_test;
 
  CPPAD_TESTVECTOR(Scalar) y = ad_fun.Forward(0, x);
 
  BOOST_CHECK(Eigen::Map<Eigen::Vector2d>(y.data(), 2, 1).isApprox(y_test));
}
 
BOOST_AUTO_TEST_CASE(test_eigen_support)
{
  using namespace CppAD;
 
  // use a special object for source code generation
  typedef AD<double> ADScalar;
 
  typedef Eigen::Matrix<ADScalar, Eigen::Dynamic, 1> ADVector;
 
  ADVector vec_zero(ADVector::Zero(100));
  BOOST_CHECK(vec_zero.isZero());
 
  ADVector vec_ones(100);
  vec_ones.fill(1);
  BOOST_CHECK(vec_ones.isOnes());
}
 
BOOST_AUTO_TEST_CASE(test_abs)
{
  CppAD::AD<double> ad_value;
  ad_value = -1.;
  abs(ad_value);
}
 
BOOST_AUTO_TEST_CASE(test_atan2)
{
  CppAD::AD<double> theta, x, y;
  x = pinocchio::math::cos(theta);
  y = pinocchio::math::sin(theta);
 
  pinocchio::math::atan2(y, x);
}
 
BOOST_AUTO_TEST_SUITE_END()