use crate::{Derivative, DualNum, DualNumFloat};
use nalgebra::allocator::Allocator;
use nalgebra::{Const, DefaultAllocator, Dim, Dyn, OMatrix, OVector, SMatrix, U1};
use num_traits::{Float, FloatConst, FromPrimitive, Inv, Num, One, Signed, Zero};
use std::convert::Infallible;
use std::fmt;
use std::iter::{Product, Sum};
use std::marker::PhantomData;
use std::ops::{
Add, AddAssign, Div, DivAssign, Mul, MulAssign, Neg, Rem, RemAssign, Sub, SubAssign,
};
#[derive(PartialEq, Eq, Clone, Debug)]
pub struct HyperDualVec<T: DualNum<F>, F, M: Dim, N: Dim>
where
DefaultAllocator: Allocator<T, M> + Allocator<T, M, N> + Allocator<T, U1, N>,
{
pub re: T,
pub eps1: Derivative<T, F, M, U1>,
pub eps2: Derivative<T, F, U1, N>,
pub eps1eps2: Derivative<T, F, M, N>,
f: PhantomData<F>,
}
impl<T: DualNum<F> + Copy, F: Copy, const M: usize, const N: usize> Copy
for HyperDualVec<T, F, Const<M>, Const<N>>
{
}
pub type HyperDualVec32<M, N> = HyperDualVec<f32, f32, M, N>;
pub type HyperDualVec64<M, N> = HyperDualVec<f64, f64, M, N>;
pub type HyperDualSVec32<const M: usize, const N: usize> =
HyperDualVec<f32, f32, Const<M>, Const<N>>;
pub type HyperDualSVec64<const M: usize, const N: usize> =
HyperDualVec<f64, f64, Const<M>, Const<N>>;
pub type HyperDualDVec32 = HyperDualVec<f32, f32, Dyn, Dyn>;
pub type HyperDualDVec64 = HyperDualVec<f64, f64, Dyn, Dyn>;
pub type HyperDual<T, F> = HyperDualVec<T, F, U1, U1>;
pub type HyperDual32 = HyperDual<f32, f32>;
pub type HyperDual64 = HyperDual<f64, f64>;
impl<T: DualNum<F>, F, M: Dim, N: Dim> HyperDualVec<T, F, M, N>
where
DefaultAllocator: Allocator<T, M> + Allocator<T, M, N> + Allocator<T, U1, N>,
{
#[inline]
pub fn new(
re: T,
eps1: Derivative<T, F, M, U1>,
eps2: Derivative<T, F, U1, N>,
eps1eps2: Derivative<T, F, M, N>,
) -> Self {
Self {
re,
eps1,
eps2,
eps1eps2,
f: PhantomData,
}
}
}
impl<T: DualNum<F>, F> HyperDual<T, F> {
#[inline]
pub fn new_scalar(re: T, eps1: T, eps2: T, eps1eps2: T) -> Self {
Self::new(
re,
Derivative::some(SMatrix::from_element(eps1)),
Derivative::some(SMatrix::from_element(eps2)),
Derivative::some(SMatrix::from_element(eps1eps2)),
)
}
#[inline]
pub fn derivative1(mut self) -> Self {
self.eps1 = Derivative::derivative();
self
}
#[inline]
pub fn derivative2(mut self) -> Self {
self.eps2 = Derivative::derivative();
self
}
}
impl<T: DualNum<F>, F, M: Dim, N: Dim> HyperDualVec<T, F, M, N>
where
DefaultAllocator: Allocator<T, M> + Allocator<T, M, N> + Allocator<T, U1, N>,
{
#[inline]
pub fn from_re(re: T) -> Self {
Self::new(
re,
Derivative::none(),
Derivative::none(),
Derivative::none(),
)
}
}
pub fn second_partial_derivative<G, T: DualNum<F>, F>(g: G, x: T, y: T) -> (T, T, T, T)
where
G: FnOnce(HyperDual<T, F>, HyperDual<T, F>) -> HyperDual<T, F>,
{
try_second_partial_derivative(|x, y| Ok::<_, Infallible>(g(x, y)), x, y).unwrap()
}
pub fn try_second_partial_derivative<G, T: DualNum<F>, F, E>(
g: G,
x: T,
y: T,
) -> Result<(T, T, T, T), E>
where
G: FnOnce(HyperDual<T, F>, HyperDual<T, F>) -> Result<HyperDual<T, F>, E>,
{
let x = HyperDual::from_re(x).derivative1();
let y = HyperDual::from_re(y).derivative2();
g(x, y).map(|r| (r.re, r.eps1.unwrap(), r.eps2.unwrap(), r.eps1eps2.unwrap()))
}
#[allow(clippy::type_complexity)]
pub fn partial_hessian<G, T: DualNum<F>, F: DualNumFloat, M: Dim, N: Dim>(
g: G,
x: OVector<T, M>,
y: OVector<T, N>,
) -> (T, OVector<T, M>, OVector<T, N>, OMatrix<T, M, N>)
where
G: FnOnce(
OVector<HyperDualVec<T, F, M, N>, M>,
OVector<HyperDualVec<T, F, M, N>, N>,
) -> HyperDualVec<T, F, M, N>,
DefaultAllocator: Allocator<T, N>
+ Allocator<T, M>
+ Allocator<T, M, N>
+ Allocator<T, U1, N>
+ Allocator<HyperDualVec<T, F, M, N>, M>
+ Allocator<HyperDualVec<T, F, M, N>, N>,
{
try_partial_hessian(|x, y| Ok::<_, Infallible>(g(x, y)), x, y).unwrap()
}
#[allow(clippy::type_complexity)]
pub fn try_partial_hessian<G, T: DualNum<F>, F: DualNumFloat, E, M: Dim, N: Dim>(
g: G,
x: OVector<T, M>,
y: OVector<T, N>,
) -> Result<(T, OVector<T, M>, OVector<T, N>, OMatrix<T, M, N>), E>
where
G: FnOnce(
OVector<HyperDualVec<T, F, M, N>, M>,
OVector<HyperDualVec<T, F, M, N>, N>,
) -> Result<HyperDualVec<T, F, M, N>, E>,
DefaultAllocator: Allocator<T, N>
+ Allocator<T, M>
+ Allocator<T, M, N>
+ Allocator<T, U1, N>
+ Allocator<HyperDualVec<T, F, M, N>, M>
+ Allocator<HyperDualVec<T, F, M, N>, N>,
{
let mut x = x.map(HyperDualVec::from_re);
let mut y = y.map(HyperDualVec::from_re);
let (m, _) = x.shape_generic();
for (i, xi) in x.iter_mut().enumerate() {
xi.eps1 = Derivative::derivative_generic(m, U1, i)
}
let (n, _) = y.shape_generic();
for (i, yi) in y.iter_mut().enumerate() {
yi.eps2 = Derivative::derivative_generic(U1, n, i)
}
g(x, y).map(|r| {
(
r.re,
r.eps1.unwrap_generic(m, U1),
r.eps2.unwrap_generic(U1, n).transpose(),
r.eps1eps2.unwrap_generic(m, n),
)
})
}
impl<T: DualNum<F>, F: Float, M: Dim, N: Dim> HyperDualVec<T, F, M, N>
where
DefaultAllocator: Allocator<T, M> + Allocator<T, M, N> + Allocator<T, U1, N>,
{
#[inline]
fn chain_rule(&self, f0: T, f1: T, f2: T) -> Self {
Self::new(
f0,
&self.eps1 * f1.clone(),
&self.eps2 * f1.clone(),
&self.eps1eps2 * f1 + &self.eps1 * &self.eps2 * f2,
)
}
}
impl<'a, 'b, T: DualNum<F>, F: Float, M: Dim, N: Dim> Mul<&'a HyperDualVec<T, F, M, N>>
for &'b HyperDualVec<T, F, M, N>
where
DefaultAllocator: Allocator<T, M> + Allocator<T, M, N> + Allocator<T, U1, N>,
{
type Output = HyperDualVec<T, F, M, N>;
#[inline]
fn mul(self, other: &HyperDualVec<T, F, M, N>) -> HyperDualVec<T, F, M, N> {
HyperDualVec::new(
self.re.clone() * other.re.clone(),
&other.eps1 * self.re.clone() + &self.eps1 * other.re.clone(),
&other.eps2 * self.re.clone() + &self.eps2 * other.re.clone(),
&other.eps1eps2 * self.re.clone()
+ &self.eps1 * &other.eps2
+ &other.eps1 * &self.eps2
+ &self.eps1eps2 * other.re.clone(),
)
}
}
impl<'a, 'b, T: DualNum<F>, F: Float, M: Dim, N: Dim> Div<&'a HyperDualVec<T, F, M, N>>
for &'b HyperDualVec<T, F, M, N>
where
DefaultAllocator: Allocator<T, M> + Allocator<T, M, N> + Allocator<T, U1, N>,
{
type Output = HyperDualVec<T, F, M, N>;
#[inline]
fn div(self, other: &HyperDualVec<T, F, M, N>) -> HyperDualVec<T, F, M, N> {
let inv = other.re.recip();
let inv2 = inv.clone() * &inv;
HyperDualVec::new(
self.re.clone() * &inv,
(&self.eps1 * other.re.clone() - &other.eps1 * self.re.clone()) * inv2.clone(),
(&self.eps2 * other.re.clone() - &other.eps2 * self.re.clone()) * inv2.clone(),
&self.eps1eps2 * inv.clone()
- (&other.eps1eps2 * self.re.clone()
+ &self.eps1 * &other.eps2
+ &other.eps1 * &self.eps2)
* inv2.clone()
+ &other.eps1
* &other.eps2
* ((T::one() + T::one()) * self.re.clone() * inv2 * inv),
)
}
}
impl<T: DualNum<F>, F: fmt::Display, M: Dim, N: Dim> fmt::Display for HyperDualVec<T, F, M, N>
where
DefaultAllocator: Allocator<T, M> + Allocator<T, M, N> + Allocator<T, U1, N>,
{
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
write!(f, "{}", self.re)?;
self.eps1.fmt(f, "ε1")?;
self.eps2.fmt(f, "ε2")?;
self.eps1eps2.fmt(f, "ε1ε2")
}
}
impl_second_derivatives!(HyperDualVec, [eps1, eps2, eps1eps2], [M, N]);
impl_dual!(HyperDualVec, [eps1, eps2, eps1eps2], [M, N]);