DerivativesCppadJIT.h

Go to the documentation of this file.

/**********************************************************************************************************************
This file is part of the Control Toolbox (https://github.com/ethz-adrl/control-toolbox), copyright by ETH Zurich.
Licensed under the BSD-2 license (see LICENSE file in main directory)
**********************************************************************************************************************/

#pragma once

#ifdef CPPADCG

#include <ct/core/types/AutoDiff.h>
#include <ct/core/internal/autodiff/CGHelpers.h>
#include <ct/core/math/Derivatives.h>
#include <ct/core/math/DerivativesCppadSettings.h>

#include <cppad/cg/model/llvm/llvm.hpp>

namespace ct {
namespace core {



template <int IN_DIM, int OUT_DIM>
class DerivativesCppadJIT : public Derivatives<IN_DIM, OUT_DIM, double>  // double on purpose!
{
public:
    EIGEN_MAKE_ALIGNED_OPERATOR_NEW

    using CG_SCALAR = ADCGScalar;         
    using CG_VALUE_TYPE = ADCGValueType;  

    using IN_TYPE_CG = Eigen::Matrix<CG_SCALAR, IN_DIM, 1>;    
    using OUT_TYPE_CG = Eigen::Matrix<CG_SCALAR, OUT_DIM, 1>;  

    using IN_TYPE_D = Eigen::Matrix<double, IN_DIM, 1>;         
    using OUT_TYPE_D = Eigen::Matrix<double, OUT_DIM, 1>;       
    using JAC_TYPE_D = Eigen::Matrix<double, OUT_DIM, IN_DIM>;  
    using JAC_TYPE_ROW_MAJOR = Eigen::Matrix<double, OUT_DIM, IN_DIM, Eigen::RowMajor>;  
    using HES_TYPE_D = Eigen::Matrix<double, IN_DIM, IN_DIM>;
    using HES_TYPE_ROW_MAJOR = Eigen::Matrix<double, IN_DIM, IN_DIM, Eigen::RowMajor>;


    using FUN_TYPE_CG = std::function<OUT_TYPE_CG(const IN_TYPE_CG&)>;  
    using DerivativesBase = Derivatives<IN_DIM, OUT_DIM>;

    DerivativesCppadJIT(FUN_TYPE_CG& f, int inputDim = IN_DIM, int outputDim = OUT_DIM);

    DerivativesCppadJIT(const DerivativesCppadJIT& arg);



    void update(FUN_TYPE_CG& f, const size_t inputDim = IN_DIM, const size_t outputDim = OUT_DIM);

    virtual ~DerivativesCppadJIT() = default;

    DerivativesCppadJIT* clone() const;

    virtual OUT_TYPE_D forwardZero(const Eigen::VectorXd& x);

    virtual JAC_TYPE_D jacobian(const Eigen::VectorXd& x);

    virtual void sparseJacobian(const Eigen::VectorXd& x,
        Eigen::VectorXd& jac,
        Eigen::VectorXi& iRow,
        Eigen::VectorXi& jCol);

    virtual Eigen::VectorXd sparseJacobianValues(const Eigen::VectorXd& x);


    virtual HES_TYPE_D hessian(const Eigen::VectorXd& x, const Eigen::VectorXd& lambda);

    virtual void sparseHessian(const Eigen::VectorXd& x,
        const Eigen::VectorXd& lambda,
        Eigen::VectorXd& hes,
        Eigen::VectorXi& iRow,
        Eigen::VectorXi& jCol);


    virtual Eigen::VectorXd sparseHessianValues(const Eigen::VectorXd& x, const Eigen::VectorXd& lambda);


    Eigen::Matrix<bool, Eigen::Dynamic, Eigen::Dynamic> getSparsityPatternJacobian();

    Eigen::Matrix<bool, Eigen::Dynamic, Eigen::Dynamic> getSparsityPatternHessian();



    void getSparsityPatternJacobian(Eigen::VectorXi& rows, Eigen::VectorXi& columns);

    size_t getNumNonZerosJacobian();

    size_t getNumNonZerosHessian();


    void getSparsityPatternHessian(Eigen::VectorXi& rows, Eigen::VectorXi& columns);



    void compileJIT(const DerivativesCppadSettings& settings,
        const std::string& libName = "unnamedLib",
        bool verbose = false);

    const std::shared_ptr<CppAD::cg::DynamicLib<double>> getDynamicLib();

#ifdef LLVM_VERSION_MAJOR
    const std::shared_ptr<CppAD::cg::LlvmModelLibrary<double>> getLlvmLib();
#endif

protected:
    void recordCg();

    std::function<OUT_TYPE_CG(const IN_TYPE_CG&)> cgStdFun_;  

    int inputDim_;   
    int outputDim_;  

    CppAD::ADFun<CG_VALUE_TYPE> cgCppadFun_;  

    bool compiled_;        
    std::string libName_;  

    std::vector<size_t> sparsityRowsJacobian_;
    std::vector<size_t> sparsityColsJacobian_;
    std::vector<size_t> sparsityRowsHessian_;
    std::vector<size_t> sparsityColsHessian_;

    Eigen::VectorXi sparsityRowsJacobianEigen_;
    Eigen::VectorXi sparsityColsJacobianEigen_;
    Eigen::VectorXi sparsityRowsHessianEigen_;
    Eigen::VectorXi sparsityColsHessianEigen_;
    CppAD::cg::GccCompiler<double> compiler_;  
    CppAD::cg::ClangCompiler<double> compilerClang_;
    std::shared_ptr<CppAD::cg::DynamicLib<double>> dynamicLib_;          
    std::shared_ptr<CppAD::cg::GenericModel<double>> model_;             
#ifdef LLVM_VERSION_MAJOR
    std::shared_ptr<CppAD::cg::LlvmModelLibrary<double>> llvmModelLib_;  
#endif
};


} /* namespace core */
} /* namespace ct */

#endif

#include "DerivativesCppadJIT-impl.h"