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Pulled latest updates from trunk

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This commit is contained in:
Benoit Steiner 2015-11-05 14:30:02 -08:00
commit fbcf8cc8c1
8 changed files with 87 additions and 28 deletions
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12
Eigen/src/Core/arch/AVX/PacketMath.h
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@ -182,14 +182,14 @@ template<> EIGEN_STRONG_INLINE Packet4d pmin<Packet4d>(const Packet4d& a, const
template<> EIGEN_STRONG_INLINE Packet8f pmax<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_max_ps(a,b); }
template<> EIGEN_STRONG_INLINE Packet4d pmax<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_max_pd(a,b); }
template<> EIGEN_STRONG_INLINE Packet4f pround<Packet8f>(const Packet8f& a) { return _mm256_round_ps(a, 0); }
template<> EIGEN_STRONG_INLINE Packet2d pround<Packet4d>(const Packet4d& a) { return _mm256_round_pd(a, 0); }
template<> EIGEN_STRONG_INLINE Packet8f pround<Packet8f>(const Packet8f& a) { return _mm256_round_ps(a, _MM_FROUND_CUR_DIRECTION); }
template<> EIGEN_STRONG_INLINE Packet4d pround<Packet4d>(const Packet4d& a) { return _mm256_round_pd(a, _MM_FROUND_CUR_DIRECTION); }
template<> EIGEN_STRONG_INLINE Packet4f pceil<Packet8f>(const Packet8f& a) { return _mm256_ceil_ps(a); }
template<> EIGEN_STRONG_INLINE Packet2d pceil<Packet4d>(const Packet4d& a) { return _mm256_ceil_pd(a); }
template<> EIGEN_STRONG_INLINE Packet8f pceil<Packet8f>(const Packet8f& a) { return _mm256_ceil_ps(a); }
template<> EIGEN_STRONG_INLINE Packet4d pceil<Packet4d>(const Packet4d& a) { return _mm256_ceil_pd(a); }
template<> EIGEN_STRONG_INLINE Packet4f pfloor<Packet8f>(const Packet8f& a) { return _mm256_floor_ps(a); }
template<> EIGEN_STRONG_INLINE Packet2d pfloor<Packet4d>(const Packet4d& a) { return _mm256_floor_pd(a); }
template<> EIGEN_STRONG_INLINE Packet8f pfloor<Packet8f>(const Packet8f& a) { return _mm256_floor_ps(a); }
template<> EIGEN_STRONG_INLINE Packet4d pfloor<Packet4d>(const Packet4d& a) { return _mm256_floor_pd(a); }
template<> EIGEN_STRONG_INLINE Packet8f pand<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_and_ps(a,b); }
template<> EIGEN_STRONG_INLINE Packet4d pand<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_and_pd(a,b); }

6
Eigen/src/Core/arch/SSE/PacketMath.h
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@ -109,9 +109,10 @@ template<> struct packet_traits<float> : default_packet_traits
HasExp = 1,
HasSqrt = 1,
HasRsqrt = 1,
HasBlend = 1,
HasBlend = 1
#ifdef EIGEN_VECTORIZE_SSE4_1
,
HasRound = 1,
HasFloor = 1,
HasCeil = 1
@ -132,9 +133,10 @@ template<> struct packet_traits<double> : default_packet_traits
HasExp = 1,
HasSqrt = 1,
HasRsqrt = 1,
HasBlend = 1,
HasBlend = 1
#ifdef EIGEN_VECTORIZE_SSE4_1
,
HasRound = 1,
HasFloor = 1,
HasCeil = 1

7
cmake/FindSPQR.cmake
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@ -26,7 +26,12 @@ if(SPQR_LIBRARIES)
find_library(SUITESPARSE_LIBRARY SuiteSparse PATHS $ENV{SPQRDIR} ${LIB_INSTALL_DIR})
if (SUITESPARSE_LIBRARY)
set(SPQR_LIBRARIES ${SPQR_LIBRARIES} ${SUITESPARSE_LIBRARY})
endif (SUITESPARSE_LIBRARY)
endif()
find_library(CHOLMOD_LIBRARY cholmod PATHS $ENV{UMFPACK_LIBDIR} $ENV{UMFPACKDIR} ${LIB_INSTALL_DIR})
if(CHOLMOD_LIBRARY)
set(SPQR_LIBRARIES ${SPQR_LIBRARIES} ${CHOLMOD_LIBRARY})
endif()
endif(SPQR_LIBRARIES)

21
cmake/FindUmfpack.cmake
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@ -20,24 +20,29 @@ find_library(UMFPACK_LIBRARIES umfpack PATHS $ENV{UMFPACKDIR} ${LIB_INSTALL_DIR}
if(UMFPACK_LIBRARIES)
if (NOT UMFPACK_LIBDIR)
if(NOT UMFPACK_LIBDIR)
get_filename_component(UMFPACK_LIBDIR ${UMFPACK_LIBRARIES} PATH)
endif(NOT UMFPACK_LIBDIR)
find_library(COLAMD_LIBRARY colamd PATHS ${UMFPACK_LIBDIR} $ENV{UMFPACKDIR} ${LIB_INSTALL_DIR})
if (COLAMD_LIBRARY)
if(COLAMD_LIBRARY)
set(UMFPACK_LIBRARIES ${UMFPACK_LIBRARIES} ${COLAMD_LIBRARY})
endif (COLAMD_LIBRARY)
endif ()
find_library(AMD_LIBRARY amd PATHS ${UMFPACK_LIBDIR} $ENV{UMFPACKDIR} ${LIB_INSTALL_DIR})
if (AMD_LIBRARY)
if(AMD_LIBRARY)
set(UMFPACK_LIBRARIES ${UMFPACK_LIBRARIES} ${AMD_LIBRARY})
endif (AMD_LIBRARY)
endif ()
find_library(SUITESPARSE_LIBRARY SuiteSparse PATHS ${UMFPACK_LIBDIR} $ENV{UMFPACKDIR} ${LIB_INSTALL_DIR})
if (SUITESPARSE_LIBRARY)
if(SUITESPARSE_LIBRARY)
set(UMFPACK_LIBRARIES ${UMFPACK_LIBRARIES} ${SUITESPARSE_LIBRARY})
endif (SUITESPARSE_LIBRARY)
endif ()
find_library(CHOLMOD_LIBRARY cholmod PATHS $ENV{UMFPACK_LIBDIR} $ENV{UMFPACKDIR} ${LIB_INSTALL_DIR})
if(CHOLMOD_LIBRARY)
set(UMFPACK_LIBRARIES ${UMFPACK_LIBRARIES} ${CHOLMOD_LIBRARY})
endif()
endif(UMFPACK_LIBRARIES)
@ -45,4 +50,4 @@ include(FindPackageHandleStandardArgs)
find_package_handle_standard_args(UMFPACK DEFAULT_MSG
UMFPACK_INCLUDES UMFPACK_LIBRARIES)
mark_as_advanced(UMFPACK_INCLUDES UMFPACK_LIBRARIES AMD_LIBRARY COLAMD_LIBRARY SUITESPARSE_LIBRARY)
mark_as_advanced(UMFPACK_INCLUDES UMFPACK_LIBRARIES AMD_LIBRARY COLAMD_LIBRARY CHOLMOD_LIBRARY SUITESPARSE_LIBRARY)

12
test/packetmath.cpp
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@ -29,7 +29,7 @@ template<typename Scalar> bool areApproxAbs(const Scalar* a, const Scalar* b, in
{
if (!isApproxAbs(a[i],b[i],refvalue))
{
std::cout << "[" << Map<const Matrix<Scalar,1,Dynamic> >(a,size) << "]" << " != " << Map<const Matrix<Scalar,1,Dynamic> >(b,size) << "\n";
std::cout << "ref: [" << Map<const Matrix<Scalar,1,Dynamic> >(a,size) << "]" << " != vec: [" << Map<const Matrix<Scalar,1,Dynamic> >(b,size) << "]\n";
return false;
}
}
@ -42,7 +42,7 @@ template<typename Scalar> bool areApprox(const Scalar* a, const Scalar* b, int s
{
if (a[i]!=b[i] && !internal::isApprox(a[i],b[i]))
{
std::cout << "[" << Map<const Matrix<Scalar,1,Dynamic> >(a,size) << "]" << " != " << Map<const Matrix<Scalar,1,Dynamic> >(b,size) << "\n";
std::cout << "ref: [" << Map<const Matrix<Scalar,1,Dynamic> >(a,size) << "]" << " != vec: [" << Map<const Matrix<Scalar,1,Dynamic> >(b,size) << "]\n";
return false;
}
}
@ -296,10 +296,6 @@ template<typename Scalar> void packetmath_real()
EIGEN_ALIGN_MAX Scalar data2[PacketTraits::size*4];
EIGEN_ALIGN_MAX Scalar ref[PacketTraits::size*4];
CHECK_CWISE1_IF(PacketTraits::HasRound, std::round, internal::pround);
CHECK_CWISE1_IF(PacketTraits::HasCeil, std::ceil, internal::pceil);
CHECK_CWISE1_IF(PacketTraits::HasFloor, std::floor, internal::pfloor);
for (int i=0; i<size; ++i)
{
data1[i] = internal::random<Scalar>(-1,1) * std::pow(Scalar(10), internal::random<Scalar>(-3,3));
@ -308,6 +304,10 @@ template<typename Scalar> void packetmath_real()
CHECK_CWISE1_IF(PacketTraits::HasSin, std::sin, internal::psin);
CHECK_CWISE1_IF(PacketTraits::HasCos, std::cos, internal::pcos);
CHECK_CWISE1_IF(PacketTraits::HasTan, std::tan, internal::ptan);
CHECK_CWISE1_IF(PacketTraits::HasRound, numext::round, internal::pround);
CHECK_CWISE1_IF(PacketTraits::HasCeil, numext::ceil, internal::pceil);
CHECK_CWISE1_IF(PacketTraits::HasFloor, numext::floor, internal::pfloor);
for (int i=0; i<size; ++i)
{

2
test/product_small.cpp
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@ -58,7 +58,7 @@ void test_product_small()
}
{
Eigen::Matrix<double, 100, 100> A, B, C;
Eigen::Matrix<double, 10, 10> A, B, C;
A.setRandom();
C = A;
for(int k=0; k<79; ++k)

2
unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h
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@ -629,7 +629,7 @@ template<typename DerType> struct NumTraits<AutoDiffScalar<DerType> >
typedef AutoDiffScalar<Matrix<typename NumTraits<typename DerType::Scalar>::Real,DerType::RowsAtCompileTime,DerType::ColsAtCompileTime,
DerType::Options, DerType::MaxRowsAtCompileTime, DerType::MaxColsAtCompileTime> > Real;
typedef AutoDiffScalar<DerType> NonInteger;
typedef AutoDiffScalar<DerType>& Nested;
typedef AutoDiffScalar<DerType> Nested;
enum{
RequireInitialization = 1
};

53
unsupported/test/autodiff.cpp
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@ -129,6 +129,7 @@ template<typename Func> void forward_jacobian(const Func& f)
// TODO also check actual derivatives!
template <int>
void test_autodiff_scalar()
{
Vector2f p = Vector2f::Random();
@ -140,6 +141,7 @@ void test_autodiff_scalar()
}
// TODO also check actual derivatives!
template <int>
void test_autodiff_vector()
{
Vector2f p = Vector2f::Random();
@ -153,6 +155,7 @@ void test_autodiff_vector()
VERIFY_IS_APPROX(res.value(), foo(p));
}
template <int>
void test_autodiff_jacobian()
{
CALL_SUBTEST(( forward_jacobian(TestFunc1<double,2,2>()) ));
@ -162,12 +165,56 @@ void test_autodiff_jacobian()
CALL_SUBTEST(( forward_jacobian(TestFunc1<double>(3,3)) ));
}
template <int>
void test_autodiff_hessian()
{
typedef AutoDiffScalar<VectorXd> AD;
typedef Matrix<AD,Eigen::Dynamic,1> VectorAD;
typedef AutoDiffScalar<VectorAD> ADD;
typedef Matrix<ADD,Eigen::Dynamic,1> VectorADD;
VectorADD x(2);
double s1 = internal::random<double>(), s2 = internal::random<double>(), s3 = internal::random<double>(), s4 = internal::random<double>();
x(0).value()=s1;
x(1).value()=s2;
//set unit vectors for the derivative directions (partial derivatives of the input vector)
x(0).derivatives().resize(2);
x(0).derivatives().setZero();
x(0).derivatives()(0)= 1;
x(1).derivatives().resize(2);
x(1).derivatives().setZero();
x(1).derivatives()(1)=1;
//repeat partial derivatives for the inner AutoDiffScalar
x(0).value().derivatives() = VectorXd::Unit(2,0);
x(1).value().derivatives() = VectorXd::Unit(2,1);
//set the hessian matrix to zero
for(int idx=0; idx<2; idx++) {
x(0).derivatives()(idx).derivatives() = VectorXd::Zero(2);
x(1).derivatives()(idx).derivatives() = VectorXd::Zero(2);
}
ADD y = sin(AD(s3)*x(0) + AD(s4)*x(1));
VERIFY_IS_APPROX(y.value().derivatives()(0), y.derivatives()(0).value());
VERIFY_IS_APPROX(y.value().derivatives()(1), y.derivatives()(1).value());
VERIFY_IS_APPROX(y.value().derivatives()(0), s3*std::cos(s1*s3+s2*s4));
VERIFY_IS_APPROX(y.value().derivatives()(1), s4*std::cos(s1*s3+s2*s4));
VERIFY_IS_APPROX(y.derivatives()(0).derivatives(), -std::sin(s1*s3+s2*s4)*Vector2d(s3*s3,s4*s3));
VERIFY_IS_APPROX(y.derivatives()(1).derivatives(), -std::sin(s1*s3+s2*s4)*Vector2d(s3*s4,s4*s4));
}
void test_autodiff()
{
for(int i = 0; i < g_repeat; i++) {
CALL_SUBTEST_1( test_autodiff_scalar() );
CALL_SUBTEST_2( test_autodiff_vector() );
CALL_SUBTEST_3( test_autodiff_jacobian() );
CALL_SUBTEST_1( test_autodiff_scalar<1>() );
CALL_SUBTEST_2( test_autodiff_vector<1>() );
CALL_SUBTEST_3( test_autodiff_jacobian<1>() );
CALL_SUBTEST_4( test_autodiff_hessian<1>() );
}
}