* \file test_eigen Dual number Eigen integration tests
*
* (c)2019 Michael Tesch. tesch1@gmail.com
*/
#include "type_name.hpp"
#include <duals/dual_eigen>
#include <Eigen/Dense>
#include <fstream>
#include <Eigen/Sparse>
#include <Eigen/StdVector>
#include <unsupported/Eigen/MatrixFunctions>
#include <unsupported/Eigen/AutoDiff>
#include "eexpokit/padm.hpp"
#include "gtest/gtest.h"
using duals::rpart;
using duals::dpart;
using duals::dualf;
using duals::duald;
using duals::dualld;
using duals::hyperdualf;
using duals::hyperduald;
using duals::hyperdualld;
using duals::is_dual;
using duals::is_complex;
using duals::dual_traits;
using namespace duals::literals;
typedef std::complex<double> complexd;
typedef std::complex<float> complexf;
typedef std::complex<duald> cduald;
typedef std::complex<dualf> cdualf;
template <class eT, int N=Eigen::Dynamic, int K = N> using emtx = Eigen::Matrix<eT, N, K>;
template <class eT> using smtx = Eigen::SparseMatrix<eT>;
template <int N=2, int K = N> using ecf = Eigen::Matrix<complexf, N, K> ;
template <int N=2, int K = N> using edf = Eigen::Matrix<dualf, N, K> ;
template <int N=2, int K = N> using ecdf = Eigen::Matrix<cdualf, N, K> ;
#define _EXPECT_TRUE(...) {typedef __VA_ARGS__ tru; EXPECT_TRUE(tru::value); static_assert(tru::value, "sa"); }
#define _EXPECT_FALSE(...) {typedef __VA_ARGS__ fal; EXPECT_FALSE(fal::value); static_assert(!fal::value, "sa"); }
#define QUOTE(...) STRFY(__VA_ARGS__)
#define STRFY(...) #__VA_ARGS__
template <class DerivedA, typename ReturnT = typename DerivedA::PlainObject>
ReturnT
expm4(const Eigen::EigenBase<DerivedA> & A_,
typename DerivedA::RealScalar mn
= std::numeric_limits<typename DerivedA::RealScalar>::epsilon() * 10
)
{
typedef typename DerivedA::RealScalar Real;
using std::isfinite;
using std::pow;
const DerivedA & A = A_.derived();
int maxt = std::numeric_limits<Real>::digits;
int s = (int)log2(rpart(A.derived().norm())) + 1;
s = std::max(0, s);
auto B = A * pow(Real(2), -s);
ReturnT R(A.rows(), A.cols());
R.setIdentity();
R += B;
ReturnT S = B;
int ni = 0;
for (int ii = 2; ii < maxt; ii++) {
ni++;
S = Real(1.0/ii) * S * B;
R += S;
auto Sn = S.norm();
if (!isfinite(Sn)) {
std::cout << "expm() non-finite norm:" << Sn << " at " << ii << "\n";
std::cout << " |R| = " << R.norm() << " s=" << s << "\n"
<< " |A| = " << rpart(A.real().norm()) << "\n"
<< " |A/2^s|=" << rpart(A.real().norm()/pow(2,s)) << "\n";
break;
}
if (Sn < mn)
break;
if (ii == maxt - 1) {
std::cout << "expm() didn't converge in " << maxt << " |S| = " << Sn << "\n";
throw std::invalid_argument("no converge");
}
}
for (; s; s--)
R = R * R;
return R;
}
template <class T, int NN = 30, class DT = dual<T> >
void dexpm() {
T tol = NN * NN * 1000 * Eigen::NumTraits<T>::epsilon();
#define N2 2*NN
emtx<T,NN> A = emtx<T,NN>::Random();
emtx<T,NN> V = emtx<T,NN>::Random();
emtx<T,NN> dA1,dA2,dA3,eA1,eA2,eA3,C;
emtx<T,N2> AVA = emtx<T,N2>::Zero();
AVA.block( 0, 0,NN,NN) = A;
AVA.block( 0,NN,NN,NN) = V;
AVA.block(NN,NN,NN,NN) = A;
AVA = AVA.exp();
eA1 = AVA.block(0,0,NN,NN);
dA1 = AVA.block(0,NN,NN,NN);
emtx<DT, NN> a,b,c;
a = A + DT(0,1) * V;
b = expm4(a);
eA2 = rpart(b);
dA2 = dpart(b);
eA3 = rpart(c);
dA3 = dpart(c);
#if 0
std::ofstream A_(type_name<T>().str() + std::to_string(NN) + "A.dat");
A_ << A;
std::ofstream V_(type_name<T>().str() + std::to_string(NN) + "V.dat");
V_ << V;
std::ofstream _(type_name<T>().str() + std::to_string(NN) + "_.dat");
_ << "A=" << A << "\n";
_ << "V=" << V << "\n";
_ << "eA1=" << eA1 << "\n";
_ << "dA1=" << dA1 << "\n";
_ << "b=" << b << "\n";
_ << "c=" << c << "\n";
_ << "C=" << C << "\n";
std::cout << "a:" << type_name<decltype(a)>() << "\n";
#endif
EXPECT_LT((eA1 - eA2).norm(), tol) << "eA1=" << eA1.block(0,0,std::min(4,NN),std::min(4,NN)) << "\n"
<< "eA2=" << eA2.block(0,0,std::min(4,NN),std::min(4,NN)) << "\n"
<< "b=" << b.block(0,0,std::min(4,NN),std::min(4,NN)) << "\n";
EXPECT_LT((dA1 - dA2).norm(), tol) << "dA1=" << dA1.block(0,0,std::min(4,NN),std::min(4,NN)) << "\n"
<< "dA2=" << dA2.block(0,0,std::min(4,NN),std::min(4,NN)) << "\n"
<< "b=" << b.block(0,0,std::min(4,NN),std::min(4,NN)) << "\n";
#if 0
EXPECT_LT((eA1 - eA3).norm(), tol) << "eA1=" << eA1.block(0,0,std::min(4,NN),std::min(4,NN)) << "\n"
<< "eA3=" << eA3.block(0,0,std::min(4,NN),std::min(4,NN)) << "\n"
<< "c=" << c.block(0,0,std::min(4,NN),std::min(4,NN)) << "\n";
EXPECT_LT((dA1 - dA3).norm(), tol) << "dA1=" << dA1.block(0,0,std::min(4,NN),std::min(4,NN)) << "\n"
<< "dA3=" << dA3.block(0,0,std::min(4,NN),std::min(4,NN)) << "\n"
<< "c=" << c.block(0,0,std::min(4,NN),std::min(4,NN)) << "\n";
#endif
}
#if defined(PHASE_1)
TEST(dexpm, float2) { dexpm<float,2>(); }
TEST(dexpm, float4) { dexpm<float,4>(); }
#elif defined(PHASE_2)
TEST(dexpm, double2) { dexpm<double,2>(); }
TEST(dexpm, double4) { dexpm<double,4>(); }
#endif
int main(int argc, char **argv)
{
std::ptrdiff_t l1, l2, l3;
Eigen::internal::manage_caching_sizes(Eigen::GetAction, &l1, &l2, &l3);
std::cout << "l1=" << l1 << " l2=" << l2 << " l3=" << l3 << "\n";
std::cout << "OPT_FLAGS=" << QUOTE(OPT_FLAGS) << "\n";
std::cout << "INSTRUCTIONSET=" << Eigen::SimdInstructionSetsInUse() << "\n";
::testing::InitGoogleTest(&argc, argv);
std::cout.precision(20);
std::cerr.precision(20);
return RUN_ALL_TESTS();
}