Move eigen to third party (#282)

* remove useless statement * Add eigen to third_party dir * remove reducdant lines
2026-05-06 15:40:33 +08:00 · 2022-09-26 19:24:02 +08:00
parent 36eb6fbba6
commit 355382ad63
1781 changed files with 420576 additions and 71 deletions
@@ -0,0 +1,103 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
+
+#include <stdio.h>
+
+#include <unsupported/Eigen/NumericalDiff>
+#include "main.h"
+
+// Generic functor
+template <typename _Scalar, int NX = Dynamic, int NY = Dynamic>
+struct Functor {
+  typedef _Scalar Scalar;
+  enum { InputsAtCompileTime = NX, ValuesAtCompileTime = NY };
+  typedef Matrix<Scalar, InputsAtCompileTime, 1> InputType;
+  typedef Matrix<Scalar, ValuesAtCompileTime, 1> ValueType;
+  typedef Matrix<Scalar, ValuesAtCompileTime, InputsAtCompileTime> JacobianType;
+
+  int m_inputs, m_values;
+
+  Functor() : m_inputs(InputsAtCompileTime), m_values(ValuesAtCompileTime) {}
+  Functor(int inputs_, int values_) : m_inputs(inputs_), m_values(values_) {}
+
+  int inputs() const { return m_inputs; }
+  int values() const { return m_values; }
+};
+
+struct my_functor : Functor<double> {
+  my_functor(void) : Functor<double>(3, 15) {}
+  int operator()(const VectorXd &x, VectorXd &fvec) const {
+    double tmp1, tmp2, tmp3;
+    double y[15] = {1.4e-1, 1.8e-1, 2.2e-1, 2.5e-1, 2.9e-1,
+                    3.2e-1, 3.5e-1, 3.9e-1, 3.7e-1, 5.8e-1,
+                    7.3e-1, 9.6e-1, 1.34,   2.1,    4.39};
+
+    for (int i = 0; i < values(); i++) {
+      tmp1 = i + 1;
+      tmp2 = 16 - i - 1;
+      tmp3 = (i >= 8) ? tmp2 : tmp1;
+      fvec[i] = y[i] - (x[0] + tmp1 / (x[1] * tmp2 + x[2] * tmp3));
+    }
+    return 0;
+  }
+
+  int actual_df(const VectorXd &x, MatrixXd &fjac) const {
+    double tmp1, tmp2, tmp3, tmp4;
+    for (int i = 0; i < values(); i++) {
+      tmp1 = i + 1;
+      tmp2 = 16 - i - 1;
+      tmp3 = (i >= 8) ? tmp2 : tmp1;
+      tmp4 = (x[1] * tmp2 + x[2] * tmp3);
+      tmp4 = tmp4 * tmp4;
+      fjac(i, 0) = -1;
+      fjac(i, 1) = tmp1 * tmp2 / tmp4;
+      fjac(i, 2) = tmp1 * tmp3 / tmp4;
+    }
+    return 0;
+  }
+};
+
+void test_forward() {
+  VectorXd x(3);
+  MatrixXd jac(15, 3);
+  MatrixXd actual_jac(15, 3);
+  my_functor functor;
+
+  x << 0.082, 1.13, 2.35;
+
+  // real one
+  functor.actual_df(x, actual_jac);
+  //    std::cout << actual_jac << std::endl << std::endl;
+
+  // using NumericalDiff
+  NumericalDiff<my_functor> numDiff(functor);
+  numDiff.df(x, jac);
+  //    std::cout << jac << std::endl;
+
+  VERIFY_IS_APPROX(jac, actual_jac);
+}
+
+void test_central() {
+  VectorXd x(3);
+  MatrixXd jac(15, 3);
+  MatrixXd actual_jac(15, 3);
+  my_functor functor;
+
+  x << 0.082, 1.13, 2.35;
+
+  // real one
+  functor.actual_df(x, actual_jac);
+
+  // using NumericalDiff
+  NumericalDiff<my_functor, Central> numDiff(functor);
+  numDiff.df(x, jac);
+
+  VERIFY_IS_APPROX(jac, actual_jac);
+}
+
+EIGEN_DECLARE_TEST(NumericalDiff) {
+  CALL_SUBTEST(test_forward());
+  CALL_SUBTEST(test_central());
+}