Jacobian using Auto-Diff Codegeneration. More...

#include <DerivativesCppadCG.h>

Public Types
typedef ADCGValueType	CG_VALUE_TYPE
	autodiff scalar type More...

typedef Eigen::Matrix< CG_SCALAR, IN_DIM, 1 >	IN_TYPE_CG
	function input vector type More...

typedef Eigen::Matrix< CG_SCALAR, OUT_DIM, 1 >	OUT_TYPE_CG
	function output vector type More...

typedef Eigen::Matrix< bool, IN_DIM, OUT_DIM >	Sparsity
	Sparsity pattern type. More...

typedef Eigen::Matrix< bool, IN_DIM, IN_DIM >	HessianSparsity

typedef std::function< OUT_TYPE_CG(const IN_TYPE_CG &)>	FUN_TYPE_CG
	function type More...

Public Member Functions
	DerivativesCppadCG (FUN_TYPE_CG &f, int inputDim=IN_DIM, int outputDim=OUT_DIM)
	Contructs the derivatives for codegeneration using a FUN_TYPE_CG function. More...

	DerivativesCppadCG (const DerivativesCppadCG &arg)
	copy constructor More...

virtual	~DerivativesCppadCG ()=default
	destructor More...

DerivativesCppadCG *	clone () const
	deep cloning of Jacobian More...

void	generateJacobianSource (const std::string &derivativeName, const std::string &outputDir=ct::core::CODEGEN_OUTPUT_DIR, const std::string &templateDir=ct::core::CODEGEN_TEMPLATE_DIR, const std::string &ns1="core", const std::string &ns2="generated", const Sparsity &sparsity=Sparsity::Ones(), bool useReverse=true, bool ignoreZero=true)
	Generates code for computing the Jacobian and writes it to file. More...

void	generateForwardZeroSource (const std::string &forwardZeroName, const std::string &outputDir=ct::core::CODEGEN_OUTPUT_DIR, const std::string &templateDir=ct::core::CODEGEN_TEMPLATE_DIR, const std::string &ns1="core", const std::string &ns2="generated", bool ignoreZero=true)
	Generates code for computing the zero-order derivative and writes it to file. More...

void	generateHessianSource (const std::string &derivativeName, const std::string &outputDir=ct::core::CODEGEN_OUTPUT_DIR, const std::string &templateDir=ct::core::CODEGEN_TEMPLATE_DIR, const std::string &ns1="core", const std::string &ns2="generated", const HessianSparsity &sparsity=HessianSparsity::Ones(), bool useReverse=true, bool ignoreZero=true)
	Generates code for computing the Hessian and writes it to file. More...

Public Attributes
EIGEN_MAKE_ALIGNED_OPERATOR_NEW typedef ADCGScalar	CG_SCALAR
	CG_SCALAR type. More...

Detailed Description

template<int IN_DIM, int OUT_DIM>
class ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >

Jacobian using Auto-Diff Codegeneration.

Uses Auto-Diff code generation to compute the Jacobian $J(x_s) = \frac{df}{dx} |_{x=x_s}$ of a regular vector-valued mathematical function $ y = f(x) $ .

x has IN_DIM dimension and y has OUT_DIM dimension. Thus, they can be scalar functions (IN_DIM = 1, OUT_DIM = 1), fixed or variable size (IN_DIM = -1, OUT_DIM = -1) functions.

Note: In fact, this class is called Jacobian but computes also zero order derivatives

Template Parameters

IN_DIM	Input dimensionality of the function (use Eigen::Dynamic (-1) for dynamic size)
OUT_DIM	Output dimensionailty of the function (use Eigen::Dynamic (-1) for dynamic size)

Member Typedef Documentation

template<int IN_DIM, int OUT_DIM>

typedef ADCGValueType ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::CG_VALUE_TYPE

autodiff scalar type

template<int IN_DIM, int OUT_DIM>

typedef Eigen::Matrix<CG_SCALAR, IN_DIM, 1> ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::IN_TYPE_CG

function input vector type

template<int IN_DIM, int OUT_DIM>

typedef Eigen::Matrix<CG_SCALAR, OUT_DIM, 1> ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::OUT_TYPE_CG

function output vector type

template<int IN_DIM, int OUT_DIM>

typedef Eigen::Matrix<bool, IN_DIM, OUT_DIM> ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::Sparsity

Sparsity pattern type.

template<int IN_DIM, int OUT_DIM>

typedef Eigen::Matrix<bool, IN_DIM, IN_DIM> ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::HessianSparsity

template<int IN_DIM, int OUT_DIM>

typedef std::function<OUT_TYPE_CG(const IN_TYPE_CG&)> ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::FUN_TYPE_CG

function type

Constructor & Destructor Documentation

template<int IN_DIM, int OUT_DIM>

ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::DerivativesCppadCG	(	FUN_TYPE_CG &	f,
		int	inputDim = `IN_DIM`,
		int	outputDim = `OUT_DIM`
	)

inline

Contructs the derivatives for codegeneration using a FUN_TYPE_CG function.

Warning: If IN_DIM and/our OUT_DIM are set to dynamic (-1), then the actual dimensions of x and y have to be passed here.

Parameters

	f	The function to be autodiffed
[in]	inputDim	inputDim input dimension, must be specified if template parameter IN_DIM is -1 (dynamic)
[in]	outputDim	outputDim output dimension, must be specified if template parameter IN_DIM is -1 (dynamic)

template<int IN_DIM, int OUT_DIM>

ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::DerivativesCppadCG ( const DerivativesCppadCG< IN_DIM, OUT_DIM > & arg )

inline

copy constructor

References ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::~DerivativesCppadCG().

template<int IN_DIM, int OUT_DIM>

virtual ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::~DerivativesCppadCG ( )

virtualdefault

destructor

Referenced by ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::DerivativesCppadCG().

Member Function Documentation

template<int IN_DIM, int OUT_DIM>

DerivativesCppadCG* ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::clone ( ) const

inline

deep cloning of Jacobian

template<int IN_DIM, int OUT_DIM>

void ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::generateJacobianSource	(	const std::string &	derivativeName,
		const std::string &	outputDir = `ct::core::CODEGEN_OUTPUT_DIR`,
		const std::string &	templateDir = `ct::core::CODEGEN_TEMPLATE_DIR`,
		const std::string &	ns1 = `"core"`,
		const std::string &	ns2 = `"generated"`,
		const Sparsity &	sparsity = `Sparsity::Ones()`,
		bool	useReverse = `true`,
		bool	ignoreZero = `true`
	)

inline

Generates code for computing the Jacobian and writes it to file.

This function is optional and can be used if you want to generate code for a Jacobian and write it to file. This can be useful to pre-compile Jacobians rather than compiling them at runtime using compileJIT(). This function can make use of a template file in which the keyword "AUTOGENERATED_CODE_PLACEHOLDER" is replaced with the autogenerated code.

Parameters

derivativeName	name of the resulting Jacobian class
outputDir	output directory
templateDir	directory in which template file is located
ns1	first namespace layer of the Jacobian class
ns2	second namespace layer of the Jacobian class
sparsity	sparsity pattern to generate sparse Jacobian
useReverse	if true, uses Auto-Diff reverse mode, otherwise uses forward mode
ignoreZero	do not assign 0 to sparse entries or zero entries

References ct::core::internal::CGHelpers::generateJacobianSource(), and ct::core::internal::SparsityPattern::initPattern().

template<int IN_DIM, int OUT_DIM>

void ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::generateForwardZeroSource	(	const std::string &	forwardZeroName,
		const std::string &	outputDir = `ct::core::CODEGEN_OUTPUT_DIR`,
		const std::string &	templateDir = `ct::core::CODEGEN_TEMPLATE_DIR`,
		const std::string &	ns1 = `"core"`,
		const std::string &	ns2 = `"generated"`,
		bool	ignoreZero = `true`
	)

inline

Generates code for computing the zero-order derivative and writes it to file.

This function is optional and can be used if you want to generate code for a zero-order derivative, i.e. the function itself and write it to file. While it seems weird at first to regenerate code from existing code, this can help to speed up complex computations. Generating source code can be useful to pre-compile the zero order dynamics rather than compiling them at runtime using compileJIT(). This function can make use of a template file in which the keyword "AUTOGENERATED_CODE_PLACEHOLDER" is replaced with the autogenerated code.

Parameters

forwardZeroName	name of the resulting class
outputDir	output directory
templateDir	directory in which template file is located
ns1	first namespace layer of the class
ns2	second namespace layer of the class
ignoreZero	do not assign 0 to sparse entries or zero entries

References ct::core::internal::CGHelpers::generateForwardZeroSource().

template<int IN_DIM, int OUT_DIM>

void ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::generateHessianSource	(	const std::string &	derivativeName,
		const std::string &	outputDir = `ct::core::CODEGEN_OUTPUT_DIR`,
		const std::string &	templateDir = `ct::core::CODEGEN_TEMPLATE_DIR`,
		const std::string &	ns1 = `"core"`,
		const std::string &	ns2 = `"generated"`,
		const HessianSparsity &	sparsity = `HessianSparsity::Ones()`,
		bool	useReverse = `true`,
		bool	ignoreZero = `true`
	)

inline

Generates code for computing the Hessian and writes it to file.

This function is optional and can be used if you want to generate code for a hessian, i.e. the function itself and write it to file. While it seems weird at first to regenerate code from existing code, this can help to speed up complex computations. Generating source code can be useful to pre-compile the hessian dynamics rather than compiling them at runtime using compileJIT(). This function can make use of a template file in which the keyword "AUTOGENERATED_CODE_PLACEHOLDER" is replaced with the autogenerated code.

Parameters

derivativeName	name of the resulting class
outputDir	output directory
templateDir	directory in which template file is located
ns1	first namespace layer of the class
ns2	second namespace layer of the class
sparsity	sparsity pattern to generate sparse Jacobian
useReverse	if true, uses Auto-Diff reverse mode, otherwise uses forward mode
ignoreZero	do not assign 0 to sparse entries or zero entries

References ct::core::internal::CGHelpers::generateHessianSource(), ct::core::internal::SparsityPattern::initPattern(), ct::core::internal::CGHelpers::parseFile(), ct::core::internal::CGHelpers::replaceAll(), ct::core::internal::CGHelpers::replaceOnce(), ct::core::internal::CGHelpers::writeFile(), x, and y.

Member Data Documentation

template<int IN_DIM, int OUT_DIM>

EIGEN_MAKE_ALIGNED_OPERATOR_NEW typedef ADCGScalar ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >::CG_SCALAR

CG_SCALAR type.

The documentation for this class was generated from the following file:

/home/adrl/code/src/control-toolbox/ct_core/include/ct/core/math/DerivativesCppadCG.h

Public Types

Public Member Functions

Public Attributes

Detailed Description

template<int IN_DIM, int OUT_DIM> class ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<int IN_DIM, int OUT_DIM>
class ct::core::DerivativesCppadCG< IN_DIM, OUT_DIM >