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Boost-for-Android-Prebuilt/boost-1_72_0/include/boost/math/differentiation/autodiff.hpp

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// Copyright Matthew Pulver 2018 - 2019.
// Distributed under the Boost Software License, Version 1.0.
// (See accompanying file LICENSE_1_0.txt or copy at
// https://www.boost.org/LICENSE_1_0.txt)
#ifndef BOOST_MATH_DIFFERENTIATION_AUTODIFF_HPP
#define BOOST_MATH_DIFFERENTIATION_AUTODIFF_HPP
#include <boost/cstdfloat.hpp>
#include <boost/math/constants/constants.hpp>
#include <boost/math/special_functions.hpp>
#include <boost/math/tools/config.hpp>
#include <boost/math/tools/promotion.hpp>
#include <algorithm>
#include <array>
#include <cmath>
#include <functional>
#include <limits>
#include <numeric>
#include <ostream>
#include <tuple>
#include <type_traits>
namespace boost {
namespace math {
namespace differentiation {
// Automatic Differentiation v1
inline namespace autodiff_v1 {
namespace detail {
template <typename RealType, typename... RealTypes>
struct promote_args_n {
using type = typename tools::promote_args_2<RealType, typename promote_args_n<RealTypes...>::type>::type;
};
template <typename RealType>
struct promote_args_n<RealType> {
using type = typename tools::promote_arg<RealType>::type;
};
} // namespace detail
template <typename RealType, typename... RealTypes>
using promote = typename detail::promote_args_n<RealType, RealTypes...>::type;
namespace detail {
template <typename RealType, size_t Order>
class fvar;
template <typename T>
struct is_fvar_impl : std::false_type {};
template <typename RealType, size_t Order>
struct is_fvar_impl<fvar<RealType, Order>> : std::true_type {};
template <typename T>
using is_fvar = is_fvar_impl<decay_t<T>>;
template <typename RealType, size_t Order, size_t... Orders>
struct nest_fvar {
using type = fvar<typename nest_fvar<RealType, Orders...>::type, Order>;
};
template <typename RealType, size_t Order>
struct nest_fvar<RealType, Order> {
using type = fvar<RealType, Order>;
};
template <typename>
struct get_depth_impl : std::integral_constant<size_t, 0> {};
template <typename RealType, size_t Order>
struct get_depth_impl<fvar<RealType, Order>>
: std::integral_constant<size_t, get_depth_impl<RealType>::value + 1> {};
template <typename T>
using get_depth = get_depth_impl<decay_t<T>>;
template <typename>
struct get_order_sum_t : std::integral_constant<size_t, 0> {};
template <typename RealType, size_t Order>
struct get_order_sum_t<fvar<RealType, Order>>
: std::integral_constant<size_t, get_order_sum_t<RealType>::value + Order> {};
template <typename T>
using get_order_sum = get_order_sum_t<decay_t<T>>;
template <typename RealType>
struct get_root_type {
using type = RealType;
};
template <typename RealType, size_t Order>
struct get_root_type<fvar<RealType, Order>> {
using type = typename get_root_type<RealType>::type;
};
template <typename RealType, size_t Depth>
struct type_at {
using type = RealType;
};
template <typename RealType, size_t Order, size_t Depth>
struct type_at<fvar<RealType, Order>, Depth> {
using type = typename conditional<Depth == 0,
fvar<RealType, Order>,
typename type_at<RealType, Depth - 1>::type>::type;
};
template <typename RealType, size_t Depth>
using get_type_at = typename type_at<RealType, Depth>::type;
// Satisfies Boost's Conceptual Requirements for Real Number Types.
// https://www.boost.org/libs/math/doc/html/math_toolkit/real_concepts.html
template <typename RealType, size_t Order>
class fvar {
std::array<RealType, Order + 1> v;
public:
using root_type = typename get_root_type<RealType>::type; // RealType in the root fvar<RealType,Order>.
fvar() = default;
// Initialize a variable or constant.
fvar(root_type const&, bool const is_variable);
// RealType(cr) | RealType | RealType is copy constructible.
fvar(fvar const&) = default;
// Be aware of implicit casting from one fvar<> type to another by this copy constructor.
template <typename RealType2, size_t Order2>
fvar(fvar<RealType2, Order2> const&);
// RealType(ca) | RealType | RealType is copy constructible from the arithmetic types.
explicit fvar(root_type const&); // Initialize a constant. (No epsilon terms.)
template <typename RealType2>
fvar(RealType2 const& ca); // Supports any RealType2 for which static_cast<root_type>(ca) compiles.
// r = cr | RealType& | Assignment operator.
fvar& operator=(fvar const&) = default;
// r = ca | RealType& | Assignment operator from the arithmetic types.
// Handled by constructor that takes a single parameter of generic type.
// fvar& operator=(root_type const&); // Set a constant.
// r += cr | RealType& | Adds cr to r.
template <typename RealType2, size_t Order2>
fvar& operator+=(fvar<RealType2, Order2> const&);
// r += ca | RealType& | Adds ar to r.
fvar& operator+=(root_type const&);
// r -= cr | RealType& | Subtracts cr from r.
template <typename RealType2, size_t Order2>
fvar& operator-=(fvar<RealType2, Order2> const&);
// r -= ca | RealType& | Subtracts ca from r.
fvar& operator-=(root_type const&);
// r *= cr | RealType& | Multiplies r by cr.
template <typename RealType2, size_t Order2>
fvar& operator*=(fvar<RealType2, Order2> const&);
// r *= ca | RealType& | Multiplies r by ca.
fvar& operator*=(root_type const&);
// r /= cr | RealType& | Divides r by cr.
template <typename RealType2, size_t Order2>
fvar& operator/=(fvar<RealType2, Order2> const&);
// r /= ca | RealType& | Divides r by ca.
fvar& operator/=(root_type const&);
// -r | RealType | Unary Negation.
fvar operator-() const;
// +r | RealType& | Identity Operation.
fvar const& operator+() const;
// cr + cr2 | RealType | Binary Addition
template <typename RealType2, size_t Order2>
promote<fvar, fvar<RealType2, Order2>> operator+(fvar<RealType2, Order2> const&) const;
// cr + ca | RealType | Binary Addition
fvar operator+(root_type const&) const;
// ca + cr | RealType | Binary Addition
template <typename RealType2, size_t Order2>
friend fvar<RealType2, Order2> operator+(typename fvar<RealType2, Order2>::root_type const&,
fvar<RealType2, Order2> const&);
// cr - cr2 | RealType | Binary Subtraction
template <typename RealType2, size_t Order2>
promote<fvar, fvar<RealType2, Order2>> operator-(fvar<RealType2, Order2> const&) const;
// cr - ca | RealType | Binary Subtraction
fvar operator-(root_type const&) const;
// ca - cr | RealType | Binary Subtraction
template <typename RealType2, size_t Order2>
friend fvar<RealType2, Order2> operator-(typename fvar<RealType2, Order2>::root_type const&,
fvar<RealType2, Order2> const&);
// cr * cr2 | RealType | Binary Multiplication
template <typename RealType2, size_t Order2>
promote<fvar, fvar<RealType2, Order2>> operator*(fvar<RealType2, Order2> const&)const;
// cr * ca | RealType | Binary Multiplication
fvar operator*(root_type const&)const;
// ca * cr | RealType | Binary Multiplication
template <typename RealType2, size_t Order2>
friend fvar<RealType2, Order2> operator*(typename fvar<RealType2, Order2>::root_type const&,
fvar<RealType2, Order2> const&);
// cr / cr2 | RealType | Binary Subtraction
template <typename RealType2, size_t Order2>
promote<fvar, fvar<RealType2, Order2>> operator/(fvar<RealType2, Order2> const&) const;
// cr / ca | RealType | Binary Subtraction
fvar operator/(root_type const&) const;
// ca / cr | RealType | Binary Subtraction
template <typename RealType2, size_t Order2>
friend fvar<RealType2, Order2> operator/(typename fvar<RealType2, Order2>::root_type const&,
fvar<RealType2, Order2> const&);
// For all comparison overloads, only the root term is compared.
// cr == cr2 | bool | Equality Comparison
template <typename RealType2, size_t Order2>
bool operator==(fvar<RealType2, Order2> const&) const;
// cr == ca | bool | Equality Comparison
bool operator==(root_type const&) const;
// ca == cr | bool | Equality Comparison
template <typename RealType2, size_t Order2>
friend bool operator==(typename fvar<RealType2, Order2>::root_type const&, fvar<RealType2, Order2> const&);
// cr != cr2 | bool | Inequality Comparison
template <typename RealType2, size_t Order2>
bool operator!=(fvar<RealType2, Order2> const&) const;
// cr != ca | bool | Inequality Comparison
bool operator!=(root_type const&) const;
// ca != cr | bool | Inequality Comparison
template <typename RealType2, size_t Order2>
friend bool operator!=(typename fvar<RealType2, Order2>::root_type const&, fvar<RealType2, Order2> const&);
// cr <= cr2 | bool | Less than equal to.
template <typename RealType2, size_t Order2>
bool operator<=(fvar<RealType2, Order2> const&) const;
// cr <= ca | bool | Less than equal to.
bool operator<=(root_type const&) const;
// ca <= cr | bool | Less than equal to.
template <typename RealType2, size_t Order2>
friend bool operator<=(typename fvar<RealType2, Order2>::root_type const&, fvar<RealType2, Order2> const&);
// cr >= cr2 | bool | Greater than equal to.
template <typename RealType2, size_t Order2>
bool operator>=(fvar<RealType2, Order2> const&) const;
// cr >= ca | bool | Greater than equal to.
bool operator>=(root_type const&) const;
// ca >= cr | bool | Greater than equal to.
template <typename RealType2, size_t Order2>
friend bool operator>=(typename fvar<RealType2, Order2>::root_type const&, fvar<RealType2, Order2> const&);
// cr < cr2 | bool | Less than comparison.
template <typename RealType2, size_t Order2>
bool operator<(fvar<RealType2, Order2> const&) const;
// cr < ca | bool | Less than comparison.
bool operator<(root_type const&) const;
// ca < cr | bool | Less than comparison.
template <typename RealType2, size_t Order2>
friend bool operator<(typename fvar<RealType2, Order2>::root_type const&, fvar<RealType2, Order2> const&);
// cr > cr2 | bool | Greater than comparison.
template <typename RealType2, size_t Order2>
bool operator>(fvar<RealType2, Order2> const&) const;
// cr > ca | bool | Greater than comparison.
bool operator>(root_type const&) const;
// ca > cr | bool | Greater than comparison.
template <typename RealType2, size_t Order2>
friend bool operator>(typename fvar<RealType2, Order2>::root_type const&, fvar<RealType2, Order2> const&);
// Will throw std::out_of_range if Order < order.
template <typename... Orders>
get_type_at<RealType, sizeof...(Orders)> at(size_t order, Orders... orders) const;
template <typename... Orders>
get_type_at<fvar, sizeof...(Orders)> derivative(Orders... orders) const;
const RealType& operator[](size_t) const;
fvar inverse() const; // Multiplicative inverse.
fvar& negate(); // Negate and return reference to *this.
static constexpr size_t depth = get_depth<fvar>::value; // Number of nested std::array<RealType,Order>.
static constexpr size_t order_sum = get_order_sum<fvar>::value;
explicit operator root_type() const; // Must be explicit, otherwise overloaded operators are ambiguous.
template <typename T, typename = typename boost::enable_if<boost::is_arithmetic<decay_t<T>>>::type>
explicit operator T() const; // Must be explicit; multiprecision has trouble without the std::enable_if
fvar& set_root(root_type const&);
// Apply coefficients using horner method.
template <typename Func, typename Fvar, typename... Fvars>
promote<fvar<RealType, Order>, Fvar, Fvars...> apply_coefficients(size_t const order,
Func const& f,
Fvar const& cr,
Fvars&&... fvars) const;
template <typename Func>
fvar apply_coefficients(size_t const order, Func const& f) const;
// Use when function returns derivative(i)/factorial(i) and may have some infinite derivatives.
template <typename Func, typename Fvar, typename... Fvars>
promote<fvar<RealType, Order>, Fvar, Fvars...> apply_coefficients_nonhorner(size_t const order,
Func const& f,
Fvar const& cr,
Fvars&&... fvars) const;
template <typename Func>
fvar apply_coefficients_nonhorner(size_t const order, Func const& f) const;
// Apply derivatives using horner method.
template <typename Func, typename Fvar, typename... Fvars>
promote<fvar<RealType, Order>, Fvar, Fvars...> apply_derivatives(size_t const order,
Func const& f,
Fvar const& cr,
Fvars&&... fvars) const;
template <typename Func>
fvar apply_derivatives(size_t const order, Func const& f) const;
// Use when function returns derivative(i) and may have some infinite derivatives.
template <typename Func, typename Fvar, typename... Fvars>
promote<fvar<RealType, Order>, Fvar, Fvars...> apply_derivatives_nonhorner(size_t const order,
Func const& f,
Fvar const& cr,
Fvars&&... fvars) const;
template <typename Func>
fvar apply_derivatives_nonhorner(size_t const order, Func const& f) const;
private:
RealType epsilon_inner_product(size_t z0,
size_t isum0,
size_t m0,
fvar const& cr,
size_t z1,
size_t isum1,
size_t m1,
size_t j) const;
fvar epsilon_multiply(size_t z0, size_t isum0, fvar const& cr, size_t z1, size_t isum1) const;
fvar epsilon_multiply(size_t z0, size_t isum0, root_type const& ca) const;
fvar inverse_apply() const;
fvar& multiply_assign_by_root_type(bool is_root, root_type const&);
template <typename RealType2, size_t Orders2>
friend class fvar;
template <typename RealType2, size_t Order2>
friend std::ostream& operator<<(std::ostream&, fvar<RealType2, Order2> const&);
// C++11 Compatibility
#ifdef BOOST_NO_CXX17_IF_CONSTEXPR
template <typename RootType>
void fvar_cpp11(std::true_type, RootType const& ca, bool const is_variable);
template <typename RootType>
void fvar_cpp11(std::false_type, RootType const& ca, bool const is_variable);
template <typename... Orders>
get_type_at<RealType, sizeof...(Orders)> at_cpp11(std::true_type, size_t order, Orders... orders) const;
template <typename... Orders>
get_type_at<RealType, sizeof...(Orders)> at_cpp11(std::false_type, size_t order, Orders... orders) const;
template <typename SizeType>
fvar epsilon_multiply_cpp11(std::true_type,
SizeType z0,
size_t isum0,
fvar const& cr,
size_t z1,
size_t isum1) const;
template <typename SizeType>
fvar epsilon_multiply_cpp11(std::false_type,
SizeType z0,
size_t isum0,
fvar const& cr,
size_t z1,
size_t isum1) const;
template <typename SizeType>
fvar epsilon_multiply_cpp11(std::true_type, SizeType z0, size_t isum0, root_type const& ca) const;
template <typename SizeType>
fvar epsilon_multiply_cpp11(std::false_type, SizeType z0, size_t isum0, root_type const& ca) const;
template <typename RootType>
fvar& multiply_assign_by_root_type_cpp11(std::true_type, bool is_root, RootType const& ca);
template <typename RootType>
fvar& multiply_assign_by_root_type_cpp11(std::false_type, bool is_root, RootType const& ca);
template <typename RootType>
fvar& negate_cpp11(std::true_type, RootType const&);
template <typename RootType>
fvar& negate_cpp11(std::false_type, RootType const&);
template <typename RootType>
fvar& set_root_cpp11(std::true_type, RootType const& root);
template <typename RootType>
fvar& set_root_cpp11(std::false_type, RootType const& root);
#endif
};
// C++11 compatibility
#ifdef BOOST_NO_CXX17_IF_CONSTEXPR
#define BOOST_AUTODIFF_IF_CONSTEXPR
#else
#define BOOST_AUTODIFF_IF_CONSTEXPR constexpr
#endif
// Standard Library Support Requirements
// fabs(cr1) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> fabs(fvar<RealType, Order> const&);
// abs(cr1) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> abs(fvar<RealType, Order> const&);
// ceil(cr1) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> ceil(fvar<RealType, Order> const&);
// floor(cr1) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> floor(fvar<RealType, Order> const&);
// exp(cr1) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> exp(fvar<RealType, Order> const&);
// pow(cr, ca) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> pow(fvar<RealType, Order> const&, typename fvar<RealType, Order>::root_type const&);
// pow(ca, cr) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> pow(typename fvar<RealType, Order>::root_type const&, fvar<RealType, Order> const&);
// pow(cr1, cr2) | RealType
template <typename RealType1, size_t Order1, typename RealType2, size_t Order2>
promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>> pow(fvar<RealType1, Order1> const&,
fvar<RealType2, Order2> const&);
// sqrt(cr1) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> sqrt(fvar<RealType, Order> const&);
// log(cr1) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> log(fvar<RealType, Order> const&);
// frexp(cr1, &i) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> frexp(fvar<RealType, Order> const&, int*);
// ldexp(cr1, i) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> ldexp(fvar<RealType, Order> const&, int);
// cos(cr1) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> cos(fvar<RealType, Order> const&);
// sin(cr1) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> sin(fvar<RealType, Order> const&);
// asin(cr1) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> asin(fvar<RealType, Order> const&);
// tan(cr1) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> tan(fvar<RealType, Order> const&);
// atan(cr1) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> atan(fvar<RealType, Order> const&);
// atan2(cr, ca) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> atan2(fvar<RealType, Order> const&, typename fvar<RealType, Order>::root_type const&);
// atan2(ca, cr) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> atan2(typename fvar<RealType, Order>::root_type const&, fvar<RealType, Order> const&);
// atan2(cr1, cr2) | RealType
template <typename RealType1, size_t Order1, typename RealType2, size_t Order2>
promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>> atan2(fvar<RealType1, Order1> const&,
fvar<RealType2, Order2> const&);
// fmod(cr1,cr2) | RealType
template <typename RealType1, size_t Order1, typename RealType2, size_t Order2>
promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>> fmod(fvar<RealType1, Order1> const&,
fvar<RealType2, Order2> const&);
// round(cr1) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> round(fvar<RealType, Order> const&);
// iround(cr1) | int
template <typename RealType, size_t Order>
int iround(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
long lround(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
long long llround(fvar<RealType, Order> const&);
// trunc(cr1) | RealType
template <typename RealType, size_t Order>
fvar<RealType, Order> trunc(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
long double truncl(fvar<RealType, Order> const&);
// itrunc(cr1) | int
template <typename RealType, size_t Order>
int itrunc(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
long long lltrunc(fvar<RealType, Order> const&);
// Additional functions
template <typename RealType, size_t Order>
fvar<RealType, Order> acos(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
fvar<RealType, Order> acosh(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
fvar<RealType, Order> asinh(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
fvar<RealType, Order> atanh(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
fvar<RealType, Order> cosh(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
fvar<RealType, Order> digamma(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
fvar<RealType, Order> erf(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
fvar<RealType, Order> erfc(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
fvar<RealType, Order> lambert_w0(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
fvar<RealType, Order> lgamma(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
fvar<RealType, Order> sinc(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
fvar<RealType, Order> sinh(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
fvar<RealType, Order> tanh(fvar<RealType, Order> const&);
template <typename RealType, size_t Order>
fvar<RealType, Order> tgamma(fvar<RealType, Order> const&);
template <size_t>
struct zero : std::integral_constant<size_t, 0> {};
} // namespace detail
template <typename RealType, size_t Order, size_t... Orders>
using autodiff_fvar = typename detail::nest_fvar<RealType, Order, Orders...>::type;
template <typename RealType, size_t Order, size_t... Orders>
autodiff_fvar<RealType, Order, Orders...> make_fvar(RealType const& ca) {
return autodiff_fvar<RealType, Order, Orders...>(ca, true);
}
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
namespace detail {
template <typename RealType, size_t Order, size_t... Is>
auto make_fvar_for_tuple(std::index_sequence<Is...>, RealType const& ca) {
return make_fvar<RealType, zero<Is>::value..., Order>(ca);
}
template <typename RealType, size_t... Orders, size_t... Is, typename... RealTypes>
auto make_ftuple_impl(std::index_sequence<Is...>, RealTypes const&... ca) {
return std::make_tuple(make_fvar_for_tuple<RealType, Orders>(std::make_index_sequence<Is>{}, ca)...);
}
} // namespace detail
template <typename RealType, size_t... Orders, typename... RealTypes>
auto make_ftuple(RealTypes const&... ca) {
static_assert(sizeof...(Orders) == sizeof...(RealTypes),
"Number of Orders must match number of function parameters.");
return detail::make_ftuple_impl<RealType, Orders...>(std::index_sequence_for<RealTypes...>{}, ca...);
}
#endif
namespace detail {
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
template <typename RealType, size_t Order>
fvar<RealType, Order>::fvar(root_type const& ca, bool const is_variable) {
if constexpr (is_fvar<RealType>::value) {
v.front() = RealType(ca, is_variable);
if constexpr (0 < Order)
std::fill(v.begin() + 1, v.end(), static_cast<RealType>(0));
} else {
v.front() = ca;
if constexpr (0 < Order)
v[1] = static_cast<root_type>(static_cast<int>(is_variable));
if constexpr (1 < Order)
std::fill(v.begin() + 2, v.end(), static_cast<RealType>(0));
}
}
#endif
template <typename RealType, size_t Order>
template <typename RealType2, size_t Order2>
fvar<RealType, Order>::fvar(fvar<RealType2, Order2> const& cr) {
for (size_t i = 0; i <= (std::min)(Order, Order2); ++i)
v[i] = static_cast<RealType>(cr.v[i]);
if BOOST_AUTODIFF_IF_CONSTEXPR (Order2 < Order)
std::fill(v.begin() + (Order2 + 1), v.end(), static_cast<RealType>(0));
}
template <typename RealType, size_t Order>
fvar<RealType, Order>::fvar(root_type const& ca) : v{{static_cast<RealType>(ca)}} {}
// Can cause compiler error if RealType2 cannot be cast to root_type.
template <typename RealType, size_t Order>
template <typename RealType2>
fvar<RealType, Order>::fvar(RealType2 const& ca) : v{{static_cast<RealType>(ca)}} {}
/*
template<typename RealType, size_t Order>
fvar<RealType,Order>& fvar<RealType,Order>::operator=(root_type const& ca)
{
v.front() = static_cast<RealType>(ca);
if constexpr (0 < Order)
std::fill(v.begin()+1, v.end(), static_cast<RealType>(0));
return *this;
}
*/
template <typename RealType, size_t Order>
template <typename RealType2, size_t Order2>
fvar<RealType, Order>& fvar<RealType, Order>::operator+=(fvar<RealType2, Order2> const& cr) {
for (size_t i = 0; i <= (std::min)(Order, Order2); ++i)
v[i] += cr.v[i];
return *this;
}
template <typename RealType, size_t Order>
fvar<RealType, Order>& fvar<RealType, Order>::operator+=(root_type const& ca) {
v.front() += ca;
return *this;
}
template <typename RealType, size_t Order>
template <typename RealType2, size_t Order2>
fvar<RealType, Order>& fvar<RealType, Order>::operator-=(fvar<RealType2, Order2> const& cr) {
for (size_t i = 0; i <= Order; ++i)
v[i] -= cr.v[i];
return *this;
}
template <typename RealType, size_t Order>
fvar<RealType, Order>& fvar<RealType, Order>::operator-=(root_type const& ca) {
v.front() -= ca;
return *this;
}
template <typename RealType, size_t Order>
template <typename RealType2, size_t Order2>
fvar<RealType, Order>& fvar<RealType, Order>::operator*=(fvar<RealType2, Order2> const& cr) {
using diff_t = typename std::array<RealType, Order + 1>::difference_type;
promote<RealType, RealType2> const zero(0);
if BOOST_AUTODIFF_IF_CONSTEXPR (Order <= Order2)
for (size_t i = 0, j = Order; i <= Order; ++i, --j)
v[j] = std::inner_product(v.cbegin(), v.cend() - diff_t(i), cr.v.crbegin() + diff_t(i), zero);
else {
for (size_t i = 0, j = Order; i <= Order - Order2; ++i, --j)
v[j] = std::inner_product(cr.v.cbegin(), cr.v.cend(), v.crbegin() + diff_t(i), zero);
for (size_t i = Order - Order2 + 1, j = Order2 - 1; i <= Order; ++i, --j)
v[j] = std::inner_product(cr.v.cbegin(), cr.v.cbegin() + diff_t(j + 1), v.crbegin() + diff_t(i), zero);
}
return *this;
}
template <typename RealType, size_t Order>
fvar<RealType, Order>& fvar<RealType, Order>::operator*=(root_type const& ca) {
return multiply_assign_by_root_type(true, ca);
}
template <typename RealType, size_t Order>
template <typename RealType2, size_t Order2>
fvar<RealType, Order>& fvar<RealType, Order>::operator/=(fvar<RealType2, Order2> const& cr) {
using diff_t = typename std::array<RealType, Order + 1>::difference_type;
RealType const zero(0);
v.front() /= cr.v.front();
if BOOST_AUTODIFF_IF_CONSTEXPR (Order < Order2)
for (size_t i = 1, j = Order2 - 1, k = Order; i <= Order; ++i, --j, --k)
(v[i] -= std::inner_product(
cr.v.cbegin() + 1, cr.v.cend() - diff_t(j), v.crbegin() + diff_t(k), zero)) /= cr.v.front();
else if BOOST_AUTODIFF_IF_CONSTEXPR (0 < Order2)
for (size_t i = 1, j = Order2 - 1, k = Order; i <= Order; ++i, j && --j, --k)
(v[i] -= std::inner_product(
cr.v.cbegin() + 1, cr.v.cend() - diff_t(j), v.crbegin() + diff_t(k), zero)) /= cr.v.front();
else
for (size_t i = 1; i <= Order; ++i)
v[i] /= cr.v.front();
return *this;
}
template <typename RealType, size_t Order>
fvar<RealType, Order>& fvar<RealType, Order>::operator/=(root_type const& ca) {
std::for_each(v.begin(), v.end(), [&ca](RealType& x) { x /= ca; });
return *this;
}
template <typename RealType, size_t Order>
fvar<RealType, Order> fvar<RealType, Order>::operator-() const {
fvar<RealType, Order> retval(*this);
retval.negate();
return retval;
}
template <typename RealType, size_t Order>
fvar<RealType, Order> const& fvar<RealType, Order>::operator+() const {
return *this;
}
template <typename RealType, size_t Order>
template <typename RealType2, size_t Order2>
promote<fvar<RealType, Order>, fvar<RealType2, Order2>> fvar<RealType, Order>::operator+(
fvar<RealType2, Order2> const& cr) const {
promote<fvar<RealType, Order>, fvar<RealType2, Order2>> retval;
for (size_t i = 0; i <= (std::min)(Order, Order2); ++i)
retval.v[i] = v[i] + cr.v[i];
if BOOST_AUTODIFF_IF_CONSTEXPR (Order < Order2)
for (size_t i = Order + 1; i <= Order2; ++i)
retval.v[i] = cr.v[i];
else if BOOST_AUTODIFF_IF_CONSTEXPR (Order2 < Order)
for (size_t i = Order2 + 1; i <= Order; ++i)
retval.v[i] = v[i];
return retval;
}
template <typename RealType, size_t Order>
fvar<RealType, Order> fvar<RealType, Order>::operator+(root_type const& ca) const {
fvar<RealType, Order> retval(*this);
retval.v.front() += ca;
return retval;
}
template <typename RealType, size_t Order>
fvar<RealType, Order> operator+(typename fvar<RealType, Order>::root_type const& ca,
fvar<RealType, Order> const& cr) {
return cr + ca;
}
template <typename RealType, size_t Order>
template <typename RealType2, size_t Order2>
promote<fvar<RealType, Order>, fvar<RealType2, Order2>> fvar<RealType, Order>::operator-(
fvar<RealType2, Order2> const& cr) const {
promote<fvar<RealType, Order>, fvar<RealType2, Order2>> retval;
for (size_t i = 0; i <= (std::min)(Order, Order2); ++i)
retval.v[i] = v[i] - cr.v[i];
if BOOST_AUTODIFF_IF_CONSTEXPR (Order < Order2)
for (auto i = Order + 1; i <= Order2; ++i)
retval.v[i] = -cr.v[i];
else if BOOST_AUTODIFF_IF_CONSTEXPR (Order2 < Order)
for (auto i = Order2 + 1; i <= Order; ++i)
retval.v[i] = v[i];
return retval;
}
template <typename RealType, size_t Order>
fvar<RealType, Order> fvar<RealType, Order>::operator-(root_type const& ca) const {
fvar<RealType, Order> retval(*this);
retval.v.front() -= ca;
return retval;
}
template <typename RealType, size_t Order>
fvar<RealType, Order> operator-(typename fvar<RealType, Order>::root_type const& ca,
fvar<RealType, Order> const& cr) {
fvar<RealType, Order> mcr = -cr; // Has same address as retval in operator-() due to NRVO.
mcr += ca;
return mcr; // <-- This allows for NRVO. The following does not. --> return mcr += ca;
}
template <typename RealType, size_t Order>
template <typename RealType2, size_t Order2>
promote<fvar<RealType, Order>, fvar<RealType2, Order2>> fvar<RealType, Order>::operator*(
fvar<RealType2, Order2> const& cr) const {
using diff_t = typename std::array<RealType, Order + 1>::difference_type;
promote<RealType, RealType2> const zero(0);
promote<fvar<RealType, Order>, fvar<RealType2, Order2>> retval;
if BOOST_AUTODIFF_IF_CONSTEXPR (Order < Order2)
for (size_t i = 0, j = Order, k = Order2; i <= Order2; ++i, j && --j, --k)
retval.v[i] = std::inner_product(v.cbegin(), v.cend() - diff_t(j), cr.v.crbegin() + diff_t(k), zero);
else
for (size_t i = 0, j = Order2, k = Order; i <= Order; ++i, j && --j, --k)
retval.v[i] = std::inner_product(cr.v.cbegin(), cr.v.cend() - diff_t(j), v.crbegin() + diff_t(k), zero);
return retval;
}
template <typename RealType, size_t Order>
fvar<RealType, Order> fvar<RealType, Order>::operator*(root_type const& ca) const {
fvar<RealType, Order> retval(*this);
retval *= ca;
return retval;
}
template <typename RealType, size_t Order>
fvar<RealType, Order> operator*(typename fvar<RealType, Order>::root_type const& ca,
fvar<RealType, Order> const& cr) {
return cr * ca;
}
template <typename RealType, size_t Order>
template <typename RealType2, size_t Order2>
promote<fvar<RealType, Order>, fvar<RealType2, Order2>> fvar<RealType, Order>::operator/(
fvar<RealType2, Order2> const& cr) const {
using diff_t = typename std::array<RealType, Order + 1>::difference_type;
promote<RealType, RealType2> const zero(0);
promote<fvar<RealType, Order>, fvar<RealType2, Order2>> retval;
retval.v.front() = v.front() / cr.v.front();
if BOOST_AUTODIFF_IF_CONSTEXPR (Order < Order2) {
for (size_t i = 1, j = Order2 - 1; i <= Order; ++i, --j)
retval.v[i] =
(v[i] - std::inner_product(
cr.v.cbegin() + 1, cr.v.cend() - diff_t(j), retval.v.crbegin() + diff_t(j + 1), zero)) /
cr.v.front();
for (size_t i = Order + 1, j = Order2 - Order - 1; i <= Order2; ++i, --j)
retval.v[i] =
-std::inner_product(
cr.v.cbegin() + 1, cr.v.cend() - diff_t(j), retval.v.crbegin() + diff_t(j + 1), zero) /
cr.v.front();
} else if BOOST_AUTODIFF_IF_CONSTEXPR (0 < Order2)
for (size_t i = 1, j = Order2 - 1, k = Order; i <= Order; ++i, j && --j, --k)
retval.v[i] =
(v[i] - std::inner_product(
cr.v.cbegin() + 1, cr.v.cend() - diff_t(j), retval.v.crbegin() + diff_t(k), zero)) /
cr.v.front();
else
for (size_t i = 1; i <= Order; ++i)
retval.v[i] = v[i] / cr.v.front();
return retval;
}
template <typename RealType, size_t Order>
fvar<RealType, Order> fvar<RealType, Order>::operator/(root_type const& ca) const {
fvar<RealType, Order> retval(*this);
retval /= ca;
return retval;
}
template <typename RealType, size_t Order>
fvar<RealType, Order> operator/(typename fvar<RealType, Order>::root_type const& ca,
fvar<RealType, Order> const& cr) {
using diff_t = typename std::array<RealType, Order + 1>::difference_type;
fvar<RealType, Order> retval;
retval.v.front() = ca / cr.v.front();
if BOOST_AUTODIFF_IF_CONSTEXPR (0 < Order) {
RealType const zero(0);
for (size_t i = 1, j = Order - 1; i <= Order; ++i, --j)
retval.v[i] =
-std::inner_product(
cr.v.cbegin() + 1, cr.v.cend() - diff_t(j), retval.v.crbegin() + diff_t(j + 1), zero) /
cr.v.front();
}
return retval;
}
template <typename RealType, size_t Order>
template <typename RealType2, size_t Order2>
bool fvar<RealType, Order>::operator==(fvar<RealType2, Order2> const& cr) const {
return v.front() == cr.v.front();
}
template <typename RealType, size_t Order>
bool fvar<RealType, Order>::operator==(root_type const& ca) const {
return v.front() == ca;
}
template <typename RealType, size_t Order>
bool operator==(typename fvar<RealType, Order>::root_type const& ca, fvar<RealType, Order> const& cr) {
return ca == cr.v.front();
}
template <typename RealType, size_t Order>
template <typename RealType2, size_t Order2>
bool fvar<RealType, Order>::operator!=(fvar<RealType2, Order2> const& cr) const {
return v.front() != cr.v.front();
}
template <typename RealType, size_t Order>
bool fvar<RealType, Order>::operator!=(root_type const& ca) const {
return v.front() != ca;
}
template <typename RealType, size_t Order>
bool operator!=(typename fvar<RealType, Order>::root_type const& ca, fvar<RealType, Order> const& cr) {
return ca != cr.v.front();
}
template <typename RealType, size_t Order>
template <typename RealType2, size_t Order2>
bool fvar<RealType, Order>::operator<=(fvar<RealType2, Order2> const& cr) const {
return v.front() <= cr.v.front();
}
template <typename RealType, size_t Order>
bool fvar<RealType, Order>::operator<=(root_type const& ca) const {
return v.front() <= ca;
}
template <typename RealType, size_t Order>
bool operator<=(typename fvar<RealType, Order>::root_type const& ca, fvar<RealType, Order> const& cr) {
return ca <= cr.v.front();
}
template <typename RealType, size_t Order>
template <typename RealType2, size_t Order2>
bool fvar<RealType, Order>::operator>=(fvar<RealType2, Order2> const& cr) const {
return v.front() >= cr.v.front();
}
template <typename RealType, size_t Order>
bool fvar<RealType, Order>::operator>=(root_type const& ca) const {
return v.front() >= ca;
}
template <typename RealType, size_t Order>
bool operator>=(typename fvar<RealType, Order>::root_type const& ca, fvar<RealType, Order> const& cr) {
return ca >= cr.v.front();
}
template <typename RealType, size_t Order>
template <typename RealType2, size_t Order2>
bool fvar<RealType, Order>::operator<(fvar<RealType2, Order2> const& cr) const {
return v.front() < cr.v.front();
}
template <typename RealType, size_t Order>
bool fvar<RealType, Order>::operator<(root_type const& ca) const {
return v.front() < ca;
}
template <typename RealType, size_t Order>
bool operator<(typename fvar<RealType, Order>::root_type const& ca, fvar<RealType, Order> const& cr) {
return ca < cr.v.front();
}
template <typename RealType, size_t Order>
template <typename RealType2, size_t Order2>
bool fvar<RealType, Order>::operator>(fvar<RealType2, Order2> const& cr) const {
return v.front() > cr.v.front();
}
template <typename RealType, size_t Order>
bool fvar<RealType, Order>::operator>(root_type const& ca) const {
return v.front() > ca;
}
template <typename RealType, size_t Order>
bool operator>(typename fvar<RealType, Order>::root_type const& ca, fvar<RealType, Order> const& cr) {
return ca > cr.v.front();
}
/*** Other methods and functions ***/
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
// f : order -> derivative(order)/factorial(order)
// Use this when you have the polynomial coefficients, rather than just the derivatives. E.g. See atan2().
template <typename RealType, size_t Order>
template <typename Func, typename Fvar, typename... Fvars>
promote<fvar<RealType, Order>, Fvar, Fvars...> fvar<RealType, Order>::apply_coefficients(
size_t const order,
Func const& f,
Fvar const& cr,
Fvars&&... fvars) const {
fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
size_t i = (std::min)(order, order_sum);
promote<fvar<RealType, Order>, Fvar, Fvars...> accumulator = cr.apply_coefficients(
order - i, [&f, i](auto... indices) { return f(i, indices...); }, std::forward<Fvars>(fvars)...);
while (i--)
(accumulator *= epsilon) += cr.apply_coefficients(
order - i, [&f, i](auto... indices) { return f(i, indices...); }, std::forward<Fvars>(fvars)...);
return accumulator;
}
#endif
// f : order -> derivative(order)/factorial(order)
// Use this when you have the polynomial coefficients, rather than just the derivatives. E.g. See atan().
template <typename RealType, size_t Order>
template <typename Func>
fvar<RealType, Order> fvar<RealType, Order>::apply_coefficients(size_t const order, Func const& f) const {
fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
size_t i = (std::min)(order, order_sum);
#else // ODR-use of static constexpr
size_t i = order < order_sum ? order : order_sum;
#endif
fvar<RealType, Order> accumulator = f(i);
while (i--)
(accumulator *= epsilon) += f(i);
return accumulator;
}
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
// f : order -> derivative(order)
template <typename RealType, size_t Order>
template <typename Func, typename Fvar, typename... Fvars>
promote<fvar<RealType, Order>, Fvar, Fvars...> fvar<RealType, Order>::apply_coefficients_nonhorner(
size_t const order,
Func const& f,
Fvar const& cr,
Fvars&&... fvars) const {
fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
fvar<RealType, Order> epsilon_i = fvar<RealType, Order>(1); // epsilon to the power of i
promote<fvar<RealType, Order>, Fvar, Fvars...> accumulator = cr.apply_coefficients_nonhorner(
order,
[&f](auto... indices) { return f(0, static_cast<std::size_t>(indices)...); },
std::forward<Fvars>(fvars)...);
size_t const i_max = (std::min)(order, order_sum);
for (size_t i = 1; i <= i_max; ++i) {
epsilon_i = epsilon_i.epsilon_multiply(i - 1, 0, epsilon, 1, 0);
accumulator += epsilon_i.epsilon_multiply(
i,
0,
cr.apply_coefficients_nonhorner(
order - i,
[&f, i](auto... indices) { return f(i, static_cast<std::size_t>(indices)...); },
std::forward<Fvars>(fvars)...),
0,
0);
}
return accumulator;
}
#endif
// f : order -> coefficient(order)
template <typename RealType, size_t Order>
template <typename Func>
fvar<RealType, Order> fvar<RealType, Order>::apply_coefficients_nonhorner(size_t const order,
Func const& f) const {
fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
fvar<RealType, Order> epsilon_i = fvar<RealType, Order>(1); // epsilon to the power of i
fvar<RealType, Order> accumulator = fvar<RealType, Order>(f(0u));
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
size_t const i_max = (std::min)(order, order_sum);
#else // ODR-use of static constexpr
size_t const i_max = order < order_sum ? order : order_sum;
#endif
for (size_t i = 1; i <= i_max; ++i) {
epsilon_i = epsilon_i.epsilon_multiply(i - 1, 0, epsilon, 1, 0);
accumulator += epsilon_i.epsilon_multiply(i, 0, f(i));
}
return accumulator;
}
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
// f : order -> derivative(order)
template <typename RealType, size_t Order>
template <typename Func, typename Fvar, typename... Fvars>
promote<fvar<RealType, Order>, Fvar, Fvars...> fvar<RealType, Order>::apply_derivatives(
size_t const order,
Func const& f,
Fvar const& cr,
Fvars&&... fvars) const {
fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
size_t i = (std::min)(order, order_sum);
promote<fvar<RealType, Order>, Fvar, Fvars...> accumulator =
cr.apply_derivatives(
order - i, [&f, i](auto... indices) { return f(i, indices...); }, std::forward<Fvars>(fvars)...) /
factorial<root_type>(static_cast<unsigned>(i));
while (i--)
(accumulator *= epsilon) +=
cr.apply_derivatives(
order - i, [&f, i](auto... indices) { return f(i, indices...); }, std::forward<Fvars>(fvars)...) /
factorial<root_type>(static_cast<unsigned>(i));
return accumulator;
}
#endif
// f : order -> derivative(order)
template <typename RealType, size_t Order>
template <typename Func>
fvar<RealType, Order> fvar<RealType, Order>::apply_derivatives(size_t const order, Func const& f) const {
fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
size_t i = (std::min)(order, order_sum);
#else // ODR-use of static constexpr
size_t i = order < order_sum ? order : order_sum;
#endif
fvar<RealType, Order> accumulator = f(i) / factorial<root_type>(static_cast<unsigned>(i));
while (i--)
(accumulator *= epsilon) += f(i) / factorial<root_type>(static_cast<unsigned>(i));
return accumulator;
}
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
// f : order -> derivative(order)
template <typename RealType, size_t Order>
template <typename Func, typename Fvar, typename... Fvars>
promote<fvar<RealType, Order>, Fvar, Fvars...> fvar<RealType, Order>::apply_derivatives_nonhorner(
size_t const order,
Func const& f,
Fvar const& cr,
Fvars&&... fvars) const {
fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
fvar<RealType, Order> epsilon_i = fvar<RealType, Order>(1); // epsilon to the power of i
promote<fvar<RealType, Order>, Fvar, Fvars...> accumulator = cr.apply_derivatives_nonhorner(
order,
[&f](auto... indices) { return f(0, static_cast<std::size_t>(indices)...); },
std::forward<Fvars>(fvars)...);
size_t const i_max = (std::min)(order, order_sum);
for (size_t i = 1; i <= i_max; ++i) {
epsilon_i = epsilon_i.epsilon_multiply(i - 1, 0, epsilon, 1, 0);
accumulator += epsilon_i.epsilon_multiply(
i,
0,
cr.apply_derivatives_nonhorner(
order - i,
[&f, i](auto... indices) { return f(i, static_cast<std::size_t>(indices)...); },
std::forward<Fvars>(fvars)...) /
factorial<root_type>(static_cast<unsigned>(i)),
0,
0);
}
return accumulator;
}
#endif
// f : order -> derivative(order)
template <typename RealType, size_t Order>
template <typename Func>
fvar<RealType, Order> fvar<RealType, Order>::apply_derivatives_nonhorner(size_t const order,
Func const& f) const {
fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
fvar<RealType, Order> epsilon_i = fvar<RealType, Order>(1); // epsilon to the power of i
fvar<RealType, Order> accumulator = fvar<RealType, Order>(f(0u));
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
size_t const i_max = (std::min)(order, order_sum);
#else // ODR-use of static constexpr
size_t const i_max = order < order_sum ? order : order_sum;
#endif
for (size_t i = 1; i <= i_max; ++i) {
epsilon_i = epsilon_i.epsilon_multiply(i - 1, 0, epsilon, 1, 0);
accumulator += epsilon_i.epsilon_multiply(i, 0, f(i) / factorial<root_type>(static_cast<unsigned>(i)));
}
return accumulator;
}
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
// Can throw "std::out_of_range: array::at: __n (which is 7) >= _Nm (which is 7)"
template <typename RealType, size_t Order>
template <typename... Orders>
get_type_at<RealType, sizeof...(Orders)> fvar<RealType, Order>::at(size_t order, Orders... orders) const {
if constexpr (0 < sizeof...(Orders))
return v.at(order).at(static_cast<std::size_t>(orders)...);
else
return v.at(order);
}
#endif
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
// Can throw "std::out_of_range: array::at: __n (which is 7) >= _Nm (which is 7)"
template <typename RealType, size_t Order>
template <typename... Orders>
get_type_at<fvar<RealType, Order>, sizeof...(Orders)> fvar<RealType, Order>::derivative(
Orders... orders) const {
static_assert(sizeof...(Orders) <= depth,
"Number of parameters to derivative(...) cannot exceed fvar::depth.");
return at(static_cast<std::size_t>(orders)...) *
(... * factorial<root_type>(static_cast<unsigned>(orders)));
}
#endif
template <typename RealType, size_t Order>
const RealType& fvar<RealType, Order>::operator[](size_t i) const {
return v[i];
}
template <typename RealType, size_t Order>
RealType fvar<RealType, Order>::epsilon_inner_product(size_t z0,
size_t const isum0,
size_t const m0,
fvar<RealType, Order> const& cr,
size_t z1,
size_t const isum1,
size_t const m1,
size_t const j) const {
static_assert(is_fvar<RealType>::value, "epsilon_inner_product() must have 1 < depth.");
RealType accumulator = RealType();
auto const i0_max = m1 < j ? j - m1 : 0;
for (auto i0 = m0, i1 = j - m0; i0 <= i0_max; ++i0, --i1)
accumulator += v[i0].epsilon_multiply(z0, isum0 + i0, cr.v[i1], z1, isum1 + i1);
return accumulator;
}
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
template <typename RealType, size_t Order>
fvar<RealType, Order> fvar<RealType, Order>::epsilon_multiply(size_t z0,
size_t isum0,
fvar<RealType, Order> const& cr,
size_t z1,
size_t isum1) const {
using diff_t = typename std::array<RealType, Order + 1>::difference_type;
RealType const zero(0);
size_t const m0 = order_sum + isum0 < Order + z0 ? Order + z0 - (order_sum + isum0) : 0;
size_t const m1 = order_sum + isum1 < Order + z1 ? Order + z1 - (order_sum + isum1) : 0;
size_t const i_max = m0 + m1 < Order ? Order - (m0 + m1) : 0;
fvar<RealType, Order> retval = fvar<RealType, Order>();
if constexpr (is_fvar<RealType>::value)
for (size_t i = 0, j = Order; i <= i_max; ++i, --j)
retval.v[j] = epsilon_inner_product(z0, isum0, m0, cr, z1, isum1, m1, j);
else
for (size_t i = 0, j = Order; i <= i_max; ++i, --j)
retval.v[j] = std::inner_product(
v.cbegin() + diff_t(m0), v.cend() - diff_t(i + m1), cr.v.crbegin() + diff_t(i + m0), zero);
return retval;
}
#endif
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
// When called from outside this method, z0 should be non-zero. Otherwise if z0=0 then it will give an
// incorrect result of 0 when the root value is 0 and ca=inf, when instead the correct product is nan.
// If z0=0 then use the regular multiply operator*() instead.
template <typename RealType, size_t Order>
fvar<RealType, Order> fvar<RealType, Order>::epsilon_multiply(size_t z0,
size_t isum0,
root_type const& ca) const {
fvar<RealType, Order> retval(*this);
size_t const m0 = order_sum + isum0 < Order + z0 ? Order + z0 - (order_sum + isum0) : 0;
if constexpr (is_fvar<RealType>::value)
for (size_t i = m0; i <= Order; ++i)
retval.v[i] = retval.v[i].epsilon_multiply(z0, isum0 + i, ca);
else
for (size_t i = m0; i <= Order; ++i)
if (retval.v[i] != static_cast<RealType>(0))
retval.v[i] *= ca;
return retval;
}
#endif
template <typename RealType, size_t Order>
fvar<RealType, Order> fvar<RealType, Order>::inverse() const {
return static_cast<root_type>(*this) == 0 ? inverse_apply() : 1 / *this;
}
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
template <typename RealType, size_t Order>
fvar<RealType, Order>& fvar<RealType, Order>::negate() {
if constexpr (is_fvar<RealType>::value)
std::for_each(v.begin(), v.end(), [](RealType& r) { r.negate(); });
else
std::for_each(v.begin(), v.end(), [](RealType& a) { a = -a; });
return *this;
}
#endif
// This gives log(0.0) = depth(1)(-inf,inf,-inf,inf,-inf,inf)
// 1 / *this: log(0.0) = depth(1)(-inf,inf,-inf,-nan,-nan,-nan)
template <typename RealType, size_t Order>
fvar<RealType, Order> fvar<RealType, Order>::inverse_apply() const {
root_type derivatives[order_sum + 1]; // LCOV_EXCL_LINE This causes a false negative on lcov coverage test.
root_type const x0 = static_cast<root_type>(*this);
*derivatives = 1 / x0;
for (size_t i = 1; i <= order_sum; ++i)
derivatives[i] = -derivatives[i - 1] * i / x0;
return apply_derivatives_nonhorner(order_sum, [&derivatives](size_t j) { return derivatives[j]; });
}
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
template <typename RealType, size_t Order>
fvar<RealType, Order>& fvar<RealType, Order>::multiply_assign_by_root_type(bool is_root,
root_type const& ca) {
auto itr = v.begin();
if constexpr (is_fvar<RealType>::value) {
itr->multiply_assign_by_root_type(is_root, ca);
for (++itr; itr != v.end(); ++itr)
itr->multiply_assign_by_root_type(false, ca);
} else {
if (is_root || *itr != 0)
*itr *= ca; // Skip multiplication of 0 by ca=inf to avoid nan, except when is_root.
for (++itr; itr != v.end(); ++itr)
if (*itr != 0)
*itr *= ca;
}
return *this;
}
#endif
template <typename RealType, size_t Order>
fvar<RealType, Order>::operator root_type() const {
return static_cast<root_type>(v.front());
}
template <typename RealType, size_t Order>
template <typename T, typename>
fvar<RealType, Order>::operator T() const {
return static_cast<T>(static_cast<root_type>(v.front()));
}
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
template <typename RealType, size_t Order>
fvar<RealType, Order>& fvar<RealType, Order>::set_root(root_type const& root) {
if constexpr (is_fvar<RealType>::value)
v.front().set_root(root);
else
v.front() = root;
return *this;
}
#endif
// Standard Library Support Requirements
template <typename RealType, size_t Order>
fvar<RealType, Order> fabs(fvar<RealType, Order> const& cr) {
typename fvar<RealType, Order>::root_type const zero(0);
return cr < zero ? -cr
: cr == zero ? fvar<RealType, Order>() // Canonical fabs'(0) = 0.
: cr; // Propagate NaN.
}
template <typename RealType, size_t Order>
fvar<RealType, Order> abs(fvar<RealType, Order> const& cr) {
return fabs(cr);
}
template <typename RealType, size_t Order>
fvar<RealType, Order> ceil(fvar<RealType, Order> const& cr) {
using std::ceil;
return fvar<RealType, Order>(ceil(static_cast<typename fvar<RealType, Order>::root_type>(cr)));
}
template <typename RealType, size_t Order>
fvar<RealType, Order> floor(fvar<RealType, Order> const& cr) {
using std::floor;
return fvar<RealType, Order>(floor(static_cast<typename fvar<RealType, Order>::root_type>(cr)));
}
template <typename RealType, size_t Order>
fvar<RealType, Order> exp(fvar<RealType, Order> const& cr) {
using std::exp;
constexpr size_t order = fvar<RealType, Order>::order_sum;
using root_type = typename fvar<RealType, Order>::root_type;
root_type const d0 = exp(static_cast<root_type>(cr));
return cr.apply_derivatives(order, [&d0](size_t) { return d0; });
}
template <typename RealType, size_t Order>
fvar<RealType, Order> pow(fvar<RealType, Order> const& x,
typename fvar<RealType, Order>::root_type const& y) {
using std::pow;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const x0 = static_cast<root_type>(x);
root_type derivatives[order + 1]{pow(x0, y)};
for (size_t i = 0; i < order && y - i != 0; ++i)
derivatives[i + 1] = (y - i) * derivatives[i] / x0;
return x.apply_derivatives(order, [&derivatives](size_t i) { return derivatives[i]; });
}
template <typename RealType, size_t Order>
fvar<RealType, Order> pow(typename fvar<RealType, Order>::root_type const& x,
fvar<RealType, Order> const& y) {
BOOST_MATH_STD_USING
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const y0 = static_cast<root_type>(y);
root_type derivatives[order + 1];
*derivatives = pow(x, y0);
root_type const logx = log(x);
for (size_t i = 0; i < order; ++i)
derivatives[i + 1] = derivatives[i] * logx;
return y.apply_derivatives(order, [&derivatives](size_t i) { return derivatives[i]; });
}
template <typename RealType1, size_t Order1, typename RealType2, size_t Order2>
promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>> pow(fvar<RealType1, Order1> const& x,
fvar<RealType2, Order2> const& y) {
BOOST_MATH_STD_USING
using return_type = promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>>;
using root_type = typename return_type::root_type;
constexpr size_t order = return_type::order_sum;
root_type const x0 = static_cast<root_type>(x);
root_type const y0 = static_cast<root_type>(y);
root_type dxydx[order + 1]{pow(x0, y0)};
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return return_type(*dxydx);
else {
for (size_t i = 0; i < order && y0 - i != 0; ++i)
dxydx[i + 1] = (y0 - i) * dxydx[i] / x0;
std::array<fvar<root_type, order>, order + 1> lognx;
lognx.front() = fvar<root_type, order>(1);
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
lognx[1] = log(make_fvar<root_type, order>(x0));
#else // for compilers that compile this branch when order=0.
lognx[(std::min)(size_t(1), order)] = log(make_fvar<root_type, order>(x0));
#endif
for (size_t i = 1; i < order; ++i)
lognx[i + 1] = lognx[i] * lognx[1];
auto const f = [&dxydx, &lognx](size_t i, size_t j) {
size_t binomial = 1;
root_type sum = dxydx[i] * static_cast<root_type>(lognx[j]);
for (size_t k = 1; k <= i; ++k) {
(binomial *= (i - k + 1)) /= k; // binomial_coefficient(i,k)
sum += binomial * dxydx[i - k] * lognx[j].derivative(k);
}
return sum;
};
if (fabs(x0) < std::numeric_limits<root_type>::epsilon())
return x.apply_derivatives_nonhorner(order, f, y);
return x.apply_derivatives(order, f, y);
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> sqrt(fvar<RealType, Order> const& cr) {
using std::sqrt;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type derivatives[order + 1];
root_type const x = static_cast<root_type>(cr);
*derivatives = sqrt(x);
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(*derivatives);
else {
root_type numerator = 0.5;
root_type powers = 1;
#ifndef BOOST_NO_CXX17_IF_CONSTEXPR
derivatives[1] = numerator / *derivatives;
#else // for compilers that compile this branch when order=0.
derivatives[(std::min)(size_t(1), order)] = numerator / *derivatives;
#endif
using diff_t = typename std::array<RealType, Order + 1>::difference_type;
for (size_t i = 2; i <= order; ++i) {
numerator *= static_cast<root_type>(-0.5) * ((static_cast<diff_t>(i) << 1) - 3);
powers *= x;
derivatives[i] = numerator / (powers * *derivatives);
}
auto const f = [&derivatives](size_t i) { return derivatives[i]; };
if (cr < std::numeric_limits<root_type>::epsilon())
return cr.apply_derivatives_nonhorner(order, f);
return cr.apply_derivatives(order, f);
}
}
// Natural logarithm. If cr==0 then derivative(i) may have nans due to nans from inverse().
template <typename RealType, size_t Order>
fvar<RealType, Order> log(fvar<RealType, Order> const& cr) {
using std::log;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = log(static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
auto const d1 = make_fvar<root_type, order - 1>(static_cast<root_type>(cr)).inverse(); // log'(x) = 1 / x
return cr.apply_coefficients_nonhorner(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> frexp(fvar<RealType, Order> const& cr, int* exp) {
using std::exp2;
using std::frexp;
using root_type = typename fvar<RealType, Order>::root_type;
frexp(static_cast<root_type>(cr), exp);
return cr * static_cast<root_type>(exp2(-*exp));
}
template <typename RealType, size_t Order>
fvar<RealType, Order> ldexp(fvar<RealType, Order> const& cr, int exp) {
// argument to std::exp2 must be casted to root_type, otherwise std::exp2 returns double (always)
using std::exp2;
return cr * exp2(static_cast<typename fvar<RealType, Order>::root_type>(exp));
}
template <typename RealType, size_t Order>
fvar<RealType, Order> cos(fvar<RealType, Order> const& cr) {
BOOST_MATH_STD_USING
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = cos(static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
root_type const d1 = -sin(static_cast<root_type>(cr));
root_type const derivatives[4]{d0, d1, -d0, -d1};
return cr.apply_derivatives(order, [&derivatives](size_t i) { return derivatives[i & 3]; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> sin(fvar<RealType, Order> const& cr) {
BOOST_MATH_STD_USING
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = sin(static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
root_type const d1 = cos(static_cast<root_type>(cr));
root_type const derivatives[4]{d0, d1, -d0, -d1};
return cr.apply_derivatives(order, [&derivatives](size_t i) { return derivatives[i & 3]; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> asin(fvar<RealType, Order> const& cr) {
using std::asin;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = asin(static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
auto const d1 = sqrt((x *= x).negate() += 1).inverse(); // asin'(x) = 1 / sqrt(1-x*x).
return cr.apply_coefficients_nonhorner(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> tan(fvar<RealType, Order> const& cr) {
using std::tan;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = tan(static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
auto c = cos(make_fvar<root_type, order - 1>(static_cast<root_type>(cr)));
auto const d1 = (c *= c).inverse(); // tan'(x) = 1 / cos(x)^2
return cr.apply_coefficients_nonhorner(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> atan(fvar<RealType, Order> const& cr) {
using std::atan;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = atan(static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
auto const d1 = ((x *= x) += 1).inverse(); // atan'(x) = 1 / (x*x+1).
return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> atan2(fvar<RealType, Order> const& cr,
typename fvar<RealType, Order>::root_type const& ca) {
using std::atan2;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = atan2(static_cast<root_type>(cr), ca);
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
auto y = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
auto const d1 = ca / ((y *= y) += (ca * ca)); // (d/dy)atan2(y,x) = x / (y*y+x*x)
return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> atan2(typename fvar<RealType, Order>::root_type const& ca,
fvar<RealType, Order> const& cr) {
using std::atan2;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = atan2(ca, static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
auto const d1 = -ca / ((x *= x) += (ca * ca)); // (d/dx)atan2(y,x) = -y / (x*x+y*y)
return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
}
}
template <typename RealType1, size_t Order1, typename RealType2, size_t Order2>
promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>> atan2(fvar<RealType1, Order1> const& cr1,
fvar<RealType2, Order2> const& cr2) {
using std::atan2;
using return_type = promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>>;
using root_type = typename return_type::root_type;
constexpr size_t order = return_type::order_sum;
root_type const y = static_cast<root_type>(cr1);
root_type const x = static_cast<root_type>(cr2);
root_type const d00 = atan2(y, x);
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return return_type(d00);
else {
constexpr size_t order1 = fvar<RealType1, Order1>::order_sum;
constexpr size_t order2 = fvar<RealType2, Order2>::order_sum;
auto x01 = make_fvar<typename fvar<RealType2, Order2>::root_type, order2 - 1>(x);
auto const d01 = -y / ((x01 *= x01) += (y * y));
auto y10 = make_fvar<typename fvar<RealType1, Order1>::root_type, order1 - 1>(y);
auto x10 = make_fvar<typename fvar<RealType2, Order2>::root_type, 0, order2>(x);
auto const d10 = x10 / ((x10 * x10) + (y10 *= y10));
auto const f = [&d00, &d01, &d10](size_t i, size_t j) {
return i ? d10[i - 1][j] / i : j ? d01[j - 1] / j : d00;
};
return cr1.apply_coefficients(order, f, cr2);
}
}
template <typename RealType1, size_t Order1, typename RealType2, size_t Order2>
promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>> fmod(fvar<RealType1, Order1> const& cr1,
fvar<RealType2, Order2> const& cr2) {
using boost::math::trunc;
auto const numer = static_cast<typename fvar<RealType1, Order1>::root_type>(cr1);
auto const denom = static_cast<typename fvar<RealType2, Order2>::root_type>(cr2);
return cr1 - cr2 * trunc(numer / denom);
}
template <typename RealType, size_t Order>
fvar<RealType, Order> round(fvar<RealType, Order> const& cr) {
using boost::math::round;
return fvar<RealType, Order>(round(static_cast<typename fvar<RealType, Order>::root_type>(cr)));
}
template <typename RealType, size_t Order>
int iround(fvar<RealType, Order> const& cr) {
using boost::math::iround;
return iround(static_cast<typename fvar<RealType, Order>::root_type>(cr));
}
template <typename RealType, size_t Order>
long lround(fvar<RealType, Order> const& cr) {
using boost::math::lround;
return lround(static_cast<typename fvar<RealType, Order>::root_type>(cr));
}
template <typename RealType, size_t Order>
long long llround(fvar<RealType, Order> const& cr) {
using boost::math::llround;
return llround(static_cast<typename fvar<RealType, Order>::root_type>(cr));
}
template <typename RealType, size_t Order>
fvar<RealType, Order> trunc(fvar<RealType, Order> const& cr) {
using boost::math::trunc;
return fvar<RealType, Order>(trunc(static_cast<typename fvar<RealType, Order>::root_type>(cr)));
}
template <typename RealType, size_t Order>
long double truncl(fvar<RealType, Order> const& cr) {
using std::truncl;
return truncl(static_cast<typename fvar<RealType, Order>::root_type>(cr));
}
template <typename RealType, size_t Order>
int itrunc(fvar<RealType, Order> const& cr) {
using boost::math::itrunc;
return itrunc(static_cast<typename fvar<RealType, Order>::root_type>(cr));
}
template <typename RealType, size_t Order>
long long lltrunc(fvar<RealType, Order> const& cr) {
using boost::math::lltrunc;
return lltrunc(static_cast<typename fvar<RealType, Order>::root_type>(cr));
}
template <typename RealType, size_t Order>
std::ostream& operator<<(std::ostream& out, fvar<RealType, Order> const& cr) {
out << "depth(" << cr.depth << ")(" << cr.v.front();
for (size_t i = 1; i <= Order; ++i)
out << ',' << cr.v[i];
return out << ')';
}
// Additional functions
template <typename RealType, size_t Order>
fvar<RealType, Order> acos(fvar<RealType, Order> const& cr) {
using std::acos;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = acos(static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
auto const d1 = sqrt((x *= x).negate() += 1).inverse().negate(); // acos'(x) = -1 / sqrt(1-x*x).
return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> acosh(fvar<RealType, Order> const& cr) {
using boost::math::acosh;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = acosh(static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
auto const d1 = sqrt((x *= x) -= 1).inverse(); // acosh'(x) = 1 / sqrt(x*x-1).
return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> asinh(fvar<RealType, Order> const& cr) {
using boost::math::asinh;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = asinh(static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
auto const d1 = sqrt((x *= x) += 1).inverse(); // asinh'(x) = 1 / sqrt(x*x+1).
return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> atanh(fvar<RealType, Order> const& cr) {
using boost::math::atanh;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = atanh(static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
auto const d1 = ((x *= x).negate() += 1).inverse(); // atanh'(x) = 1 / (1-x*x)
return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> cosh(fvar<RealType, Order> const& cr) {
BOOST_MATH_STD_USING
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = cosh(static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
root_type const derivatives[2]{d0, sinh(static_cast<root_type>(cr))};
return cr.apply_derivatives(order, [&derivatives](size_t i) { return derivatives[i & 1]; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> digamma(fvar<RealType, Order> const& cr) {
using boost::math::digamma;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const x = static_cast<root_type>(cr);
root_type const d0 = digamma(x);
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
static_assert(order <= static_cast<size_t>((std::numeric_limits<int>::max)()),
"order exceeds maximum derivative for boost::math::polygamma().");
return cr.apply_derivatives(
order, [&x, &d0](size_t i) { return i ? boost::math::polygamma(static_cast<int>(i), x) : d0; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> erf(fvar<RealType, Order> const& cr) {
using boost::math::erf;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = erf(static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr)); // d1 = 2/sqrt(pi)*exp(-x*x)
auto const d1 = 2 * constants::one_div_root_pi<root_type>() * exp((x *= x).negate());
return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> erfc(fvar<RealType, Order> const& cr) {
using boost::math::erfc;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = erfc(static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr)); // erfc'(x) = -erf'(x)
auto const d1 = -2 * constants::one_div_root_pi<root_type>() * exp((x *= x).negate());
return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> lambert_w0(fvar<RealType, Order> const& cr) {
using std::exp;
using boost::math::lambert_w0;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type derivatives[order + 1];
*derivatives = lambert_w0(static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(*derivatives);
else {
root_type const expw = exp(*derivatives);
derivatives[1] = 1 / (static_cast<root_type>(cr) + expw);
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 1)
return cr.apply_derivatives_nonhorner(order, [&derivatives](size_t i) { return derivatives[i]; });
else {
using diff_t = typename std::array<RealType, Order + 1>::difference_type;
root_type d1powers = derivatives[1] * derivatives[1];
root_type const x = derivatives[1] * expw;
derivatives[2] = d1powers * (-1 - x);
std::array<root_type, order> coef{{-1, -1}}; // as in derivatives[2].
for (size_t n = 3; n <= order; ++n) {
coef[n - 1] = coef[n - 2] * -static_cast<root_type>(2 * n - 3);
for (size_t j = n - 2; j != 0; --j)
(coef[j] *= -static_cast<root_type>(n - 1)) -= (n + j - 2) * coef[j - 1];
coef[0] *= -static_cast<root_type>(n - 1);
d1powers *= derivatives[1];
derivatives[n] =
d1powers * std::accumulate(coef.crend() - diff_t(n - 1),
coef.crend(),
coef[n - 1],
[&x](root_type const& a, root_type const& b) { return a * x + b; });
}
return cr.apply_derivatives_nonhorner(order, [&derivatives](size_t i) { return derivatives[i]; });
}
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> lgamma(fvar<RealType, Order> const& cr) {
using std::lgamma;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const x = static_cast<root_type>(cr);
root_type const d0 = lgamma(x);
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(d0);
else {
static_assert(order <= static_cast<size_t>((std::numeric_limits<int>::max)()) + 1,
"order exceeds maximum derivative for boost::math::polygamma().");
return cr.apply_derivatives(
order, [&x, &d0](size_t i) { return i ? boost::math::polygamma(static_cast<int>(i - 1), x) : d0; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> sinc(fvar<RealType, Order> const& cr) {
if (cr != 0)
return sin(cr) / cr;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type taylor[order + 1]{1}; // sinc(0) = 1
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(*taylor);
else {
for (size_t n = 2; n <= order; n += 2)
taylor[n] = (1 - static_cast<int>(n & 2)) / factorial<root_type>(static_cast<unsigned>(n + 1));
return cr.apply_coefficients_nonhorner(order, [&taylor](size_t i) { return taylor[i]; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> sinh(fvar<RealType, Order> const& cr) {
BOOST_MATH_STD_USING
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
root_type const d0 = sinh(static_cast<root_type>(cr));
if BOOST_AUTODIFF_IF_CONSTEXPR (fvar<RealType, Order>::order_sum == 0)
return fvar<RealType, Order>(d0);
else {
root_type const derivatives[2]{d0, cosh(static_cast<root_type>(cr))};
return cr.apply_derivatives(order, [&derivatives](size_t i) { return derivatives[i & 1]; });
}
}
template <typename RealType, size_t Order>
fvar<RealType, Order> tanh(fvar<RealType, Order> const& cr) {
fvar<RealType, Order> retval = exp(cr * 2);
fvar<RealType, Order> const denom = retval + 1;
(retval -= 1) /= denom;
return retval;
}
template <typename RealType, size_t Order>
fvar<RealType, Order> tgamma(fvar<RealType, Order> const& cr) {
using std::tgamma;
using root_type = typename fvar<RealType, Order>::root_type;
constexpr size_t order = fvar<RealType, Order>::order_sum;
if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
return fvar<RealType, Order>(tgamma(static_cast<root_type>(cr)));
else {
if (cr < 0)
return constants::pi<root_type>() / (sin(constants::pi<root_type>() * cr) * tgamma(1 - cr));
return exp(lgamma(cr)).set_root(tgamma(static_cast<root_type>(cr)));
}
}
} // namespace detail
} // namespace autodiff_v1
} // namespace differentiation
} // namespace math
} // namespace boost
namespace std {
// boost::math::tools::digits<RealType>() is handled by this std::numeric_limits<> specialization,
// and similarly for max_value, min_value, log_max_value, log_min_value, and epsilon.
template <typename RealType, size_t Order>
class numeric_limits<boost::math::differentiation::detail::fvar<RealType, Order>>
: public numeric_limits<typename boost::math::differentiation::detail::fvar<RealType, Order>::root_type> {
};
} // namespace std
namespace boost {
namespace math {
namespace tools {
namespace detail {
template <typename RealType, std::size_t Order>
using autodiff_fvar_type = differentiation::detail::fvar<RealType, Order>;
template <typename RealType, std::size_t Order>
using autodiff_root_type = typename autodiff_fvar_type<RealType, Order>::root_type;
} // namespace detail
// See boost/math/tools/promotion.hpp
template <typename RealType0, size_t Order0, typename RealType1, size_t Order1>
struct promote_args_2<detail::autodiff_fvar_type<RealType0, Order0>,
detail::autodiff_fvar_type<RealType1, Order1>> {
using type = detail::autodiff_fvar_type<typename promote_args_2<RealType0, RealType1>::type,
#ifndef BOOST_NO_CXX14_CONSTEXPR
(std::max)(Order0, Order1)>;
#else
Order0<Order1 ? Order1 : Order0>;
#endif
};
template <typename RealType, size_t Order>
struct promote_args<detail::autodiff_fvar_type<RealType, Order>> {
using type = detail::autodiff_fvar_type<typename promote_args<RealType>::type, Order>;
};
template <typename RealType0, size_t Order0, typename RealType1>
struct promote_args_2<detail::autodiff_fvar_type<RealType0, Order0>, RealType1> {
using type = detail::autodiff_fvar_type<typename promote_args_2<RealType0, RealType1>::type, Order0>;
};
template <typename RealType0, typename RealType1, size_t Order1>
struct promote_args_2<RealType0, detail::autodiff_fvar_type<RealType1, Order1>> {
using type = detail::autodiff_fvar_type<typename promote_args_2<RealType0, RealType1>::type, Order1>;
};
template <typename destination_t, typename RealType, std::size_t Order>
inline BOOST_MATH_CONSTEXPR destination_t real_cast(detail::autodiff_fvar_type<RealType, Order> const& from_v)
BOOST_NOEXCEPT_IF(BOOST_MATH_IS_FLOAT(destination_t) && BOOST_MATH_IS_FLOAT(RealType)) {
return real_cast<destination_t>(static_cast<detail::autodiff_root_type<RealType, Order>>(from_v));
}
} // namespace tools
namespace policies {
template <class Policy, std::size_t Order>
using fvar_t = differentiation::detail::fvar<Policy, Order>;
template <class Policy, std::size_t Order>
struct evaluation<fvar_t<float, Order>, Policy> {
using type = fvar_t<typename conditional<Policy::promote_float_type::value, double, float>::type, Order>;
};
template <class Policy, std::size_t Order>
struct evaluation<fvar_t<double, Order>, Policy> {
using type =
fvar_t<typename conditional<Policy::promote_double_type::value, long double, double>::type, Order>;
};
} // namespace policies
} // namespace math
} // namespace boost
#ifdef BOOST_NO_CXX17_IF_CONSTEXPR
#include "autodiff_cpp11.hpp"
#endif
#endif // BOOST_MATH_DIFFERENTIATION_AUTODIFF_HPP