Example #1
0
EvaluationMX::EvaluationMX(const FX& fcn, const std::vector<MX> &arg) : fcn_(fcn) {
      
  // Number inputs and outputs
  int num_in = fcn.getNumInputs();
  int num_out = fcn.getNumOutputs();

  // All dependencies of the function
  vector<MX> d = arg;
  d.resize(num_in);

  setDependencies(d);
  setSparsity(CRSSparsity(1, 1, true));
}
Example #2
0
void EvaluationMX::create(const FX& fcn, const std::vector<MX> &arg,
    std::vector<MX> &res, const std::vector<std::vector<MX> > &fseed,
    std::vector<std::vector<MX> > &fsens,
    const std::vector<std::vector<MX> > &aseed,
    std::vector<std::vector<MX> > &asens, bool output_given) {

  // Number inputs and outputs
  int num_in = fcn.getNumInputs();
  int num_out = fcn.getNumOutputs();

  // Number of directional derivatives
  int nfdir = fseed.size();
  int nadir = aseed.size();

  // Create the evaluation node
  MX ev;
  if(nfdir>0 || nadir>0){
    // Create derivative function
    Derivative dfcn(fcn,nfdir,nadir);
    stringstream ss;
    ss << "der_" << fcn.getOption("name") << "_" << nfdir << "_" << nadir;
    dfcn.setOption("verbose",fcn.getOption("verbose"));
    dfcn.setOption("name",ss.str());
    dfcn.init();
    
    // All inputs
    vector<MX> darg;
    darg.reserve(num_in*(1+nfdir) + num_out*nadir);
    darg.insert(darg.end(),arg.begin(),arg.end());
    
    // Forward seeds
    for(int dir=0; dir<nfdir; ++dir){
      darg.insert(darg.end(),fseed[dir].begin(),fseed[dir].end());
    }
    
    // Adjoint seeds
    for(int dir=0; dir<nadir; ++dir){
      darg.insert(darg.end(),aseed[dir].begin(),aseed[dir].end());
    }
    
    ev.assignNode(new EvaluationMX(dfcn, darg));
  } else {
    ev.assignNode(new EvaluationMX(fcn, arg));
  }

  // Output index
  int ind = 0;

  // Create the output nodes corresponding to the nondifferented function
  res.resize(num_out);
  for (int i = 0; i < num_out; ++i, ++ind) {
    if(!output_given){
      if(!fcn.output(i).empty()){
        res[i].assignNode(new OutputNode(ev, ind));
      } else {
        res[i] = MX();
      }
    }
  }

  // Forward sensitivities
  fsens.resize(nfdir);
  for(int dir = 0; dir < nfdir; ++dir){
    fsens[dir].resize(num_out);
    for (int i = 0; i < num_out; ++i, ++ind) {
      if (!fcn.output(i).empty()){
        fsens[dir][i].assignNode(new OutputNode(ev, ind));
      } else {
        fsens[dir][i] = MX();
      }
    }
  }

  // Adjoint sensitivities
  asens.resize(nadir);
  for (int dir = 0; dir < nadir; ++dir) {
    asens[dir].resize(num_in);
    for (int i = 0; i < num_in; ++i, ++ind) {
      if (!fcn.input(i).empty()) {
        asens[dir][i].assignNode(new OutputNode(ev, ind));
      } else {
        asens[dir][i] = MX();
      }
    }
  }
}