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<div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="comment">// -*- coding: utf-8</span></div>
<div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="comment">// vim: set fileencoding=utf-8</span></div>
<div class="line"><a name="l00003"></a><span class="lineno"> 3</span> </div>
<div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="comment">// This file is part of Eigen, a lightweight C++ template library</span></div>
<div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment">// for linear algebra.</span></div>
<div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="comment">//</span></div>
<div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment">// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org></span></div>
<div class="line"><a name="l00008"></a><span class="lineno"> 8</span> <span class="comment">//</span></div>
<div class="line"><a name="l00009"></a><span class="lineno"> 9</span> <span class="comment">// This Source Code Form is subject to the terms of the Mozilla</span></div>
<div class="line"><a name="l00010"></a><span class="lineno"> 10</span> <span class="comment">// Public License v. 2.0. If a copy of the MPL was not distributed</span></div>
<div class="line"><a name="l00011"></a><span class="lineno"> 11</span> <span class="comment">// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.</span></div>
<div class="line"><a name="l00012"></a><span class="lineno"> 12</span> </div>
<div class="line"><a name="l00013"></a><span class="lineno"> 13</span> <span class="preprocessor">#ifndef EIGEN_NUMERICAL_DIFF_H</span></div>
<div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="preprocessor"></span><span class="preprocessor">#define EIGEN_NUMERICAL_DIFF_H</span></div>
<div class="line"><a name="l00015"></a><span class="lineno"> 15</span> <span class="preprocessor"></span></div>
<div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="keyword">namespace </span>Eigen { </div>
<div class="line"><a name="l00017"></a><span class="lineno"> 17</span> </div>
<div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="keyword">enum</span> NumericalDiffMode {</div>
<div class="line"><a name="l00019"></a><span class="lineno"> 19</span>  Forward,</div>
<div class="line"><a name="l00020"></a><span class="lineno"> 20</span>  Central</div>
<div class="line"><a name="l00021"></a><span class="lineno"> 21</span> };</div>
<div class="line"><a name="l00022"></a><span class="lineno"> 22</span> </div>
<div class="line"><a name="l00023"></a><span class="lineno"> 23</span> </div>
<div class="line"><a name="l00035"></a><span class="lineno"> 35</span> <span class="keyword">template</span><<span class="keyword">typename</span> _Functor, NumericalDiffMode mode=Forward></div>
<div class="line"><a name="l00036"></a><span class="lineno"><a class="line" href="classEigen_1_1NumericalDiff.html"> 36</a></span> <span class="keyword">class </span><a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a> : <span class="keyword">public</span> _Functor</div>
<div class="line"><a name="l00037"></a><span class="lineno"> 37</span> {</div>
<div class="line"><a name="l00038"></a><span class="lineno"> 38</span> <span class="keyword">public</span>:</div>
<div class="line"><a name="l00039"></a><span class="lineno"> 39</span>  <span class="keyword">typedef</span> _Functor Functor;</div>
<div class="line"><a name="l00040"></a><span class="lineno"> 40</span>  <span class="keyword">typedef</span> <span class="keyword">typename</span> Functor::Scalar Scalar;</div>
<div class="line"><a name="l00041"></a><span class="lineno"> 41</span>  <span class="keyword">typedef</span> <span class="keyword">typename</span> Functor::InputType InputType;</div>
<div class="line"><a name="l00042"></a><span class="lineno"> 42</span>  <span class="keyword">typedef</span> <span class="keyword">typename</span> Functor::ValueType ValueType;</div>
<div class="line"><a name="l00043"></a><span class="lineno"> 43</span>  <span class="keyword">typedef</span> <span class="keyword">typename</span> Functor::JacobianType JacobianType;</div>
<div class="line"><a name="l00044"></a><span class="lineno"> 44</span> </div>
<div class="line"><a name="l00045"></a><span class="lineno"> 45</span>  <a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a>(Scalar _epsfcn=0.) : Functor(), epsfcn(_epsfcn) {}</div>
<div class="line"><a name="l00046"></a><span class="lineno"> 46</span>  <a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a>(<span class="keyword">const</span> Functor& f, Scalar _epsfcn=0.) : Functor(f), epsfcn(_epsfcn) {}</div>
<div class="line"><a name="l00047"></a><span class="lineno"> 47</span> </div>
<div class="line"><a name="l00048"></a><span class="lineno"> 48</span>  <span class="comment">// forward constructors</span></div>
<div class="line"><a name="l00049"></a><span class="lineno"> 49</span>  <span class="keyword">template</span><<span class="keyword">typename</span> T0></div>
<div class="line"><a name="l00050"></a><span class="lineno"> 50</span>  <a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a>(<span class="keyword">const</span> T0& a0) : Functor(a0), epsfcn(0) {}</div>
<div class="line"><a name="l00051"></a><span class="lineno"> 51</span>  <span class="keyword">template</span><<span class="keyword">typename</span> T0, <span class="keyword">typename</span> T1></div>
<div class="line"><a name="l00052"></a><span class="lineno"> 52</span>  <a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a>(<span class="keyword">const</span> T0& a0, <span class="keyword">const</span> T1& a1) : Functor(a0, a1), epsfcn(0) {}</div>
<div class="line"><a name="l00053"></a><span class="lineno"> 53</span>  <span class="keyword">template</span><<span class="keyword">typename</span> T0, <span class="keyword">typename</span> T1, <span class="keyword">typename</span> T2></div>
<div class="line"><a name="l00054"></a><span class="lineno"> 54</span>  <a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a>(<span class="keyword">const</span> T0& a0, <span class="keyword">const</span> T1& a1, <span class="keyword">const</span> T2& a2) : Functor(a0, a1, a2), epsfcn(0) {}</div>
<div class="line"><a name="l00055"></a><span class="lineno"> 55</span> </div>
<div class="line"><a name="l00056"></a><span class="lineno"> 56</span>  <span class="keyword">enum</span> {</div>
<div class="line"><a name="l00057"></a><span class="lineno"> 57</span>  InputsAtCompileTime = Functor::InputsAtCompileTime,</div>
<div class="line"><a name="l00058"></a><span class="lineno"> 58</span>  ValuesAtCompileTime = Functor::ValuesAtCompileTime</div>
<div class="line"><a name="l00059"></a><span class="lineno"> 59</span>  };</div>
<div class="line"><a name="l00060"></a><span class="lineno"> 60</span> </div>
<div class="line"><a name="l00064"></a><span class="lineno"><a class="line" href="classEigen_1_1NumericalDiff.html#ac3679efec954f93be463dcdca49283bf"> 64</a></span>  <span class="keywordtype">int</span> <a class="code" href="classEigen_1_1NumericalDiff.html#ac3679efec954f93be463dcdca49283bf">df</a>(<span class="keyword">const</span> InputType& _x, JacobianType &jac)<span class="keyword"> const</span></div>
<div class="line"><a name="l00065"></a><span class="lineno"> 65</span> <span class="keyword"> </span>{</div>
<div class="line"><a name="l00066"></a><span class="lineno"> 66</span>  <span class="keyword">using</span> std::sqrt;</div>
<div class="line"><a name="l00067"></a><span class="lineno"> 67</span>  <span class="keyword">using</span> std::abs;</div>
<div class="line"><a name="l00068"></a><span class="lineno"> 68</span>  <span class="comment">/* Local variables */</span></div>
<div class="line"><a name="l00069"></a><span class="lineno"> 69</span>  Scalar h;</div>
<div class="line"><a name="l00070"></a><span class="lineno"> 70</span>  <span class="keywordtype">int</span> nfev=0;</div>
<div class="line"><a name="l00071"></a><span class="lineno"> 71</span>  <span class="keyword">const</span> <span class="keyword">typename</span> InputType::Index n = _x.size();</div>
<div class="line"><a name="l00072"></a><span class="lineno"> 72</span>  <span class="keyword">const</span> Scalar eps = sqrt(((std::max)(epsfcn,NumTraits<Scalar>::epsilon() )));</div>
<div class="line"><a name="l00073"></a><span class="lineno"> 73</span>  ValueType val1, val2;</div>
<div class="line"><a name="l00074"></a><span class="lineno"> 74</span>  InputType x = _x;</div>
<div class="line"><a name="l00075"></a><span class="lineno"> 75</span>  <span class="comment">// TODO : we should do this only if the size is not already known</span></div>
<div class="line"><a name="l00076"></a><span class="lineno"> 76</span>  val1.resize(Functor::values());</div>
<div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  val2.resize(Functor::values());</div>
<div class="line"><a name="l00078"></a><span class="lineno"> 78</span> </div>
<div class="line"><a name="l00079"></a><span class="lineno"> 79</span>  <span class="comment">// initialization</span></div>
<div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  <span class="keywordflow">switch</span>(mode) {</div>
<div class="line"><a name="l00081"></a><span class="lineno"> 81</span>  <span class="keywordflow">case</span> Forward:</div>
<div class="line"><a name="l00082"></a><span class="lineno"> 82</span>  <span class="comment">// compute f(x)</span></div>
<div class="line"><a name="l00083"></a><span class="lineno"> 83</span>  Functor::operator()(x, val1); nfev++;</div>
<div class="line"><a name="l00084"></a><span class="lineno"> 84</span>  <span class="keywordflow">break</span>;</div>
<div class="line"><a name="l00085"></a><span class="lineno"> 85</span>  <span class="keywordflow">case</span> Central:</div>
<div class="line"><a name="l00086"></a><span class="lineno"> 86</span>  <span class="comment">// do nothing</span></div>
<div class="line"><a name="l00087"></a><span class="lineno"> 87</span>  <span class="keywordflow">break</span>;</div>
<div class="line"><a name="l00088"></a><span class="lineno"> 88</span>  <span class="keywordflow">default</span>:</div>
<div class="line"><a name="l00089"></a><span class="lineno"> 89</span>  eigen_assert(<span class="keyword">false</span>);</div>
<div class="line"><a name="l00090"></a><span class="lineno"> 90</span>  };</div>
<div class="line"><a name="l00091"></a><span class="lineno"> 91</span> </div>
<div class="line"><a name="l00092"></a><span class="lineno"> 92</span>  <span class="comment">// Function Body</span></div>
<div class="line"><a name="l00093"></a><span class="lineno"> 93</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0; j < n; ++j) {</div>
<div class="line"><a name="l00094"></a><span class="lineno"> 94</span>  h = eps * abs(x[j]);</div>
<div class="line"><a name="l00095"></a><span class="lineno"> 95</span>  <span class="keywordflow">if</span> (h == 0.) {</div>
<div class="line"><a name="l00096"></a><span class="lineno"> 96</span>  h = eps;</div>
<div class="line"><a name="l00097"></a><span class="lineno"> 97</span>  }</div>
<div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  <span class="keywordflow">switch</span>(mode) {</div>
<div class="line"><a name="l00099"></a><span class="lineno"> 99</span>  <span class="keywordflow">case</span> Forward:</div>
<div class="line"><a name="l00100"></a><span class="lineno"> 100</span>  x[j] += h;</div>
<div class="line"><a name="l00101"></a><span class="lineno"> 101</span>  Functor::operator()(x, val2);</div>
<div class="line"><a name="l00102"></a><span class="lineno"> 102</span>  nfev++;</div>
<div class="line"><a name="l00103"></a><span class="lineno"> 103</span>  x[j] = _x[j];</div>
<div class="line"><a name="l00104"></a><span class="lineno"> 104</span>  jac.col(j) = (val2-val1)/h;</div>
<div class="line"><a name="l00105"></a><span class="lineno"> 105</span>  <span class="keywordflow">break</span>;</div>
<div class="line"><a name="l00106"></a><span class="lineno"> 106</span>  <span class="keywordflow">case</span> Central:</div>
<div class="line"><a name="l00107"></a><span class="lineno"> 107</span>  x[j] += h;</div>
<div class="line"><a name="l00108"></a><span class="lineno"> 108</span>  Functor::operator()(x, val2); nfev++;</div>
<div class="line"><a name="l00109"></a><span class="lineno"> 109</span>  x[j] -= 2*h;</div>
<div class="line"><a name="l00110"></a><span class="lineno"> 110</span>  Functor::operator()(x, val1); nfev++;</div>
<div class="line"><a name="l00111"></a><span class="lineno"> 111</span>  x[j] = _x[j];</div>
<div class="line"><a name="l00112"></a><span class="lineno"> 112</span>  jac.col(j) = (val2-val1)/(2*h);</div>
<div class="line"><a name="l00113"></a><span class="lineno"> 113</span>  <span class="keywordflow">break</span>;</div>
<div class="line"><a name="l00114"></a><span class="lineno"> 114</span>  <span class="keywordflow">default</span>:</div>
<div class="line"><a name="l00115"></a><span class="lineno"> 115</span>  eigen_assert(<span class="keyword">false</span>);</div>
<div class="line"><a name="l00116"></a><span class="lineno"> 116</span>  };</div>
<div class="line"><a name="l00117"></a><span class="lineno"> 117</span>  }</div>
<div class="line"><a name="l00118"></a><span class="lineno"> 118</span>  <span class="keywordflow">return</span> nfev;</div>
<div class="line"><a name="l00119"></a><span class="lineno"> 119</span>  }</div>
<div class="line"><a name="l00120"></a><span class="lineno"> 120</span> <span class="keyword">private</span>:</div>
<div class="line"><a name="l00121"></a><span class="lineno"> 121</span>  Scalar epsfcn;</div>
<div class="line"><a name="l00122"></a><span class="lineno"> 122</span> </div>
<div class="line"><a name="l00123"></a><span class="lineno"> 123</span>  <a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a>& operator=(<span class="keyword">const</span> <a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a>&);</div>
<div class="line"><a name="l00124"></a><span class="lineno"> 124</span> };</div>
<div class="line"><a name="l00125"></a><span class="lineno"> 125</span> </div>
<div class="line"><a name="l00126"></a><span class="lineno"> 126</span> } <span class="comment">// end namespace Eigen</span></div>
<div class="line"><a name="l00127"></a><span class="lineno"> 127</span> </div>
<div class="line"><a name="l00128"></a><span class="lineno"> 128</span> <span class="comment">//vim: ai ts=4 sts=4 et sw=4</span></div>
<div class="line"><a name="l00129"></a><span class="lineno"> 129</span> <span class="preprocessor">#endif // EIGEN_NUMERICAL_DIFF_H</span></div>
<div class="line"><a name="l00130"></a><span class="lineno"> 130</span> <span class="preprocessor"></span></div>
<div class="ttc" id="classEigen_1_1NumericalDiff_html_ac3679efec954f93be463dcdca49283bf"><div class="ttname"><a href="classEigen_1_1NumericalDiff.html#ac3679efec954f93be463dcdca49283bf">Eigen::NumericalDiff::df</a></div><div class="ttdeci">int df(const InputType &_x, JacobianType &jac) const </div><div class="ttdef"><b>Definition:</b> NumericalDiff.h:64</div></div>
<div class="ttc" id="classEigen_1_1NumericalDiff_html"><div class="ttname"><a href="classEigen_1_1NumericalDiff.html">Eigen::NumericalDiff</a></div><div class="ttdef"><b>Definition:</b> NumericalDiff.h:36</div></div>
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