8#include <initializer_list>
9#include <source_location>
15#include <gch/small_vector.hpp>
17#include "sleipnir/autodiff/expression.hpp"
18#include "sleipnir/autodiff/expression_graph.hpp"
19#include "sleipnir/autodiff/expression_type.hpp"
20#include "sleipnir/autodiff/sleipnir_base.hpp"
21#include "sleipnir/util/assert.hpp"
22#include "sleipnir/util/concepts.hpp"
24#ifndef SLEIPNIR_DISABLE_DIAGNOSTICS
25#include "sleipnir/util/print.hpp"
32template <
typename Scalar>
37template <
typename Scalar>
38VariableMatrix<Scalar> gradient_tree(
39 const detail::ExpressionGraph<Scalar>& top_list,
40 const VariableMatrix<Scalar>& wrt);
44template <
typename Scalar,
int UpLo = Eigen::Lower | Eigen::Upper>
45 requires(UpLo == Eigen::Lower) || (UpLo == (Eigen::Lower | Eigen::Upper))
48template <
typename Scalar>
54template <
typename Scalar_>
72 : expr{detail::make_expression_ptr<detail::ConstantExpression<
Scalar>>(
80 slp_assert(
value.rows() == 1 &&
value.cols() == 1);
88 : expr{detail::make_expression_ptr<detail::ConstantExpression<
Scalar>>(
96 : expr{detail::make_expression_ptr<detail::ConstantExpression<
Scalar>>(
108 : expr{std::
move(expr)} {}
116 detail::make_expression_ptr<detail::ConstantExpression<Scalar>>(
value);
117 m_graph_initialized =
false;
126#ifndef SLEIPNIR_DISABLE_DIAGNOSTICS
127 if (!expr->is_leaf) {
128 auto location = std::source_location::current();
131 "WARNING: {}:{}: {}: Modified the value of a dependent variable",
142 if (!m_graph_initialized) {
143 m_graph = detail::topological_sort(expr);
144 m_graph_initialized =
true;
146 detail::update_values(m_graph);
155 ExpressionType
type()
const {
return expr->type(); }
162 template <ScalarLike LHS, SleipnirScalarLike<Scalar> RHS>
172 template <SleipnirScalarLike<Scalar> LHS, ScalarLike RHS>
184 return Variable{lhs.expr * rhs.expr};
203 return Variable{lhs.expr / rhs.expr};
222 return Variable{lhs.expr + rhs.expr};
241 return Variable{lhs.expr - rhs.expr};
270 detail::make_expression_ptr<detail::DecisionVariableExpression<Scalar>>();
274 detail::ExpressionGraph<Scalar> m_graph;
277 bool m_graph_initialized =
false;
279 template <
typename Scalar>
281 template <
typename Scalar>
283 template <
typename Scalar>
285 template <
typename Scalar>
287 template <
typename Scalar>
290 template <
typename Scalar>
293 template <
typename Scalar>
296 template <
typename Scalar>
298 template <
typename Scalar>
300 template <
typename Scalar>
302 template <
typename Scalar>
304 template <
typename Scalar>
306 template <
typename Scalar>
309 template <
typename Scalar>
312 template <
typename Scalar>
315 template <
typename Scalar>
317 std::type_identity_t<
bool (*)(
Scalar a,
Scalar b)> cond,
320 template <
typename Scalar>
322 template <
typename Scalar>
324 template <
typename Scalar>
327 template <
typename Scalar>
330 template <
typename Scalar>
333 template <
typename Scalar>
336 template <
typename Scalar>
339 template <
typename Scalar>
342 template <
typename Scalar>
345 template <
typename Scalar>
348 template <
typename Scalar>
351 template <
typename Scalar>
353 template <
typename Scalar>
355 template <
typename Scalar>
357 template <
typename Scalar>
359 template <
typename Scalar>
361 template <
typename Scalar>
363 template <
typename Scalar>
368 template <
typename Scalar>
370 const detail::ExpressionGraph<Scalar>&
top_list,
372 template <
typename Scalar,
int UpLo>
373 requires(
UpLo == Eigen::Lower) || (
UpLo == (Eigen::Lower | Eigen::Upper))
375 template <
typename Scalar>
379template <
template <
typename>
typename T,
typename Scalar>
380 requires SleipnirMatrixLike<T<Scalar>, Scalar>
381Variable(T<Scalar>) -> Variable<Scalar>;
383template <std::
floating_po
int T>
384Variable(T) -> Variable<T>;
386template <std::
integral T>
387Variable(T) -> Variable<T>;
393template <
typename Scalar>
394Variable<Scalar> abs(
const Variable<Scalar>& x) {
395 return Variable{detail::abs(x.expr)};
402template <
typename Scalar>
403Variable<Scalar> acos(
const Variable<Scalar>& x) {
404 return Variable{detail::acos(x.expr)};
411template <
typename Scalar>
412Variable<Scalar> asin(
const Variable<Scalar>& x) {
413 return Variable{detail::asin(x.expr)};
420template <
typename Scalar>
421Variable<Scalar> atan(
const Variable<Scalar>& x) {
422 return Variable{detail::atan(x.expr)};
430template <
typename Scalar>
431Variable<Scalar> atan2(
const ScalarLike
auto& y,
const Variable<Scalar>& x) {
432 return Variable{detail::atan2(Variable<Scalar>(y).expr, x.expr)};
440template <
typename Scalar>
441Variable<Scalar> atan2(
const Variable<Scalar>& y,
const ScalarLike
auto& x) {
442 return Variable{detail::atan2(y.expr, Variable<Scalar>(x).expr)};
450template <
typename Scalar>
451Variable<Scalar> atan2(
const Variable<Scalar>& y,
const Variable<Scalar>& x) {
452 return Variable{detail::atan2(y.expr, x.expr)};
459template <
typename Scalar>
460Variable<Scalar> cbrt(
const Variable<Scalar>& x) {
461 return Variable{detail::cbrt(x.expr)};
468template <
typename Scalar>
469Variable<Scalar> cos(
const Variable<Scalar>& x) {
470 return Variable{detail::cos(x.expr)};
477template <
typename Scalar>
478Variable<Scalar> cosh(
const Variable<Scalar>& x) {
479 return Variable{detail::cosh(x.expr)};
486template <
typename Scalar>
487Variable<Scalar> erf(
const Variable<Scalar>& x) {
488 return Variable{detail::erf(x.expr)};
495template <
typename Scalar>
496Variable<Scalar> exp(
const Variable<Scalar>& x) {
497 return Variable{detail::exp(x.expr)};
505template <
typename Scalar>
506Variable<Scalar> hypot(
const ScalarLike
auto& x,
const Variable<Scalar>& y) {
507 return Variable{detail::hypot(Variable<Scalar>(x).expr, y.expr)};
515template <
typename Scalar>
516Variable<Scalar> hypot(
const Variable<Scalar>& x,
const ScalarLike
auto& y) {
517 return Variable{detail::hypot(x.expr, Variable<Scalar>(y).expr)};
525template <
typename Scalar>
526Variable<Scalar> hypot(
const Variable<Scalar>& x,
const Variable<Scalar>& y) {
527 return Variable{detail::hypot(x.expr, y.expr)};
542template <
typename Scalar>
543Variable<Scalar> if_else(
544 std::type_identity_t<
bool (*)(Scalar a, Scalar b)> cond,
545 const Variable<Scalar>& a,
const Variable<Scalar>& b,
546 const Variable<Scalar>& t,
const Variable<Scalar>& f) {
547 return Variable{detail::if_else(cond, a.expr, b.expr, t.expr, f.expr)};
554template <
typename Scalar>
555Variable<Scalar> log(
const Variable<Scalar>& x) {
556 return Variable{detail::log(x.expr)};
563template <
typename Scalar>
564Variable<Scalar> log10(
const Variable<Scalar>& x) {
565 return Variable{detail::log10(x.expr)};
575template <
typename Scalar>
576Variable<Scalar> max(
const ScalarLike
auto& a,
const Variable<Scalar>& b) {
577 return Variable{detail::max(Variable<Scalar>(a).expr, b.expr)};
587template <
typename Scalar>
588Variable<Scalar> max(
const Variable<Scalar>& a,
const ScalarLike
auto& b) {
589 return Variable{detail::max(a.expr, Variable<Scalar>(b).expr)};
599template <
typename Scalar>
600Variable<Scalar> max(
const Variable<Scalar>& a,
const Variable<Scalar>& b) {
601 return Variable{detail::max(a.expr, b.expr)};
611template <
typename Scalar>
612Variable<Scalar> min(
const ScalarLike
auto& a,
const Variable<Scalar>& b) {
613 return Variable{detail::min(Variable<Scalar>(a).expr, b.expr)};
623template <
typename Scalar>
624Variable<Scalar> min(
const Variable<Scalar>& a,
const ScalarLike
auto& b) {
625 return Variable{detail::min(a.expr, Variable<Scalar>(b).expr)};
635template <
typename Scalar>
636Variable<Scalar> min(
const Variable<Scalar>& a,
const Variable<Scalar>& b) {
637 return Variable{detail::min(a.expr, b.expr)};
645template <
typename Scalar>
646Variable<Scalar> pow(
const ScalarLike
auto& base,
647 const Variable<Scalar>& power) {
648 return Variable{detail::pow(Variable<Scalar>(base).expr, power.expr)};
656template <
typename Scalar>
657Variable<Scalar> pow(
const Variable<Scalar>& base,
658 const ScalarLike
auto& power) {
659 return Variable{detail::pow(base.expr, Variable<Scalar>(power).expr)};
667template <
typename Scalar>
668Variable<Scalar> pow(
const Variable<Scalar>& base,
669 const Variable<Scalar>& power) {
670 return Variable{detail::pow(base.expr, power.expr)};
677template <
typename Scalar>
678Variable<Scalar> sign(
const Variable<Scalar>& x) {
679 return Variable{detail::sign(x.expr)};
686template <
typename Scalar>
687Variable<Scalar> sin(
const Variable<Scalar>& x) {
688 return Variable{detail::sin(x.expr)};
695template <
typename Scalar>
696Variable<Scalar> sinh(
const Variable<Scalar>& x) {
697 return Variable{detail::sinh(x.expr)};
704template <
typename Scalar>
705Variable<Scalar> sqrt(
const Variable<Scalar>& x) {
706 return Variable{detail::sqrt(x.expr)};
713template <
typename Scalar>
714Variable<Scalar> tan(
const Variable<Scalar>& x) {
715 return Variable{detail::tan(x.expr)};
722template <
typename Scalar>
723Variable<Scalar> tanh(
const Variable<Scalar>& x) {
724 return Variable{detail::tanh(x.expr)};
733template <
typename Scalar>
734Variable<Scalar> hypot(
const Variable<Scalar>& x,
const Variable<Scalar>& y,
735 const Variable<Scalar>& z) {
736 return Variable{detail::hypot(x.expr, y.expr, z.expr)};
744template <
typename Scalar, ScalarLike LHS, ScalarLike RHS>
745 requires SleipnirScalarLike<LHS, Scalar> || SleipnirScalarLike<RHS, Scalar>
746auto make_constraints(LHS&& lhs, RHS&& rhs) {
747 gch::small_vector<Variable<Scalar>> constraints;
748 constraints.emplace_back(lhs - rhs);
753template <
typename Scalar, ScalarLike LHS, MatrixLike RHS>
754 requires SleipnirScalarLike<LHS, Scalar> || SleipnirMatrixLike<RHS, Scalar>
755auto make_constraints(LHS&& lhs, RHS&& rhs) {
756 gch::small_vector<Variable<Scalar>> constraints;
757 constraints.reserve(rhs.rows() * rhs.cols());
759 for (
int row = 0; row < rhs.rows(); ++row) {
760 for (
int col = 0; col < rhs.cols(); ++col) {
762 constraints.emplace_back(lhs - rhs[row, col]);
769template <
typename Scalar, MatrixLike LHS, ScalarLike RHS>
770 requires SleipnirMatrixLike<LHS, Scalar> || SleipnirScalarLike<RHS, Scalar>
771auto make_constraints(LHS&& lhs, RHS&& rhs) {
772 gch::small_vector<Variable<Scalar>> constraints;
773 constraints.reserve(lhs.rows() * lhs.cols());
775 for (
int row = 0; row < lhs.rows(); ++row) {
776 for (
int col = 0; col < lhs.cols(); ++col) {
778 constraints.emplace_back(lhs[row, col] - rhs);
785template <
typename Scalar, MatrixLike LHS, MatrixLike RHS>
786 requires SleipnirMatrixLike<LHS, Scalar> || SleipnirMatrixLike<RHS, Scalar>
787auto make_constraints(LHS&& lhs, RHS&& rhs) {
788 slp_assert(lhs.rows() == rhs.rows() && lhs.cols() == rhs.cols());
790 gch::small_vector<Variable<Scalar>> constraints;
791 constraints.reserve(lhs.rows() * lhs.cols());
793 for (
int row = 0; row < lhs.rows(); ++row) {
794 for (
int col = 0; col < lhs.cols(); ++col) {
796 constraints.emplace_back(lhs[row, col] - rhs[row, col]);
806template <
typename Scalar>
819 elem.constraints.end());
833 elem.constraints.end());
844 template <
typename LHS,
typename RHS>
863template <
typename Scalar>
876 elem.constraints.end());
890 elem.constraints.end());
902 template <
typename LHS,
typename RHS>
922template <
typename LHS,
typename RHS>
923 requires(ScalarLike<LHS> || MatrixLike<LHS>) && SleipnirType<LHS> &&
924 (ScalarLike<RHS> || MatrixLike<RHS>) && (!SleipnirType<RHS>)
925auto operator==(LHS&& lhs, RHS&& rhs) {
926 return EqualityConstraints<typename std::decay_t<LHS>::Scalar>{lhs, rhs};
933template <
typename LHS,
typename RHS>
934 requires(ScalarLike<LHS> || MatrixLike<LHS>) && (!SleipnirType<LHS>) &&
935 (ScalarLike<RHS> || MatrixLike<RHS>) && SleipnirType<RHS>
936auto operator==(LHS&& lhs, RHS&& rhs) {
937 return EqualityConstraints<typename std::decay_t<RHS>::Scalar>{lhs, rhs};
944template <
typename LHS,
typename RHS>
945 requires(ScalarLike<LHS> || MatrixLike<LHS>) && SleipnirType<LHS> &&
946 (ScalarLike<RHS> || MatrixLike<RHS>) && SleipnirType<RHS>
947auto operator==(LHS&& lhs, RHS&& rhs) {
948 return EqualityConstraints<typename std::decay_t<LHS>::Scalar>{lhs, rhs};
956template <
typename LHS,
typename RHS>
957 requires(ScalarLike<LHS> || MatrixLike<LHS>) &&
958 (ScalarLike<RHS> || MatrixLike<RHS>) &&
959 (SleipnirType<LHS> || SleipnirType<RHS>)
960auto operator<(LHS&& lhs, RHS&& rhs) {
969template <
typename LHS,
typename RHS>
970 requires(ScalarLike<LHS> || MatrixLike<LHS>) &&
971 (ScalarLike<RHS> || MatrixLike<RHS>) &&
972 (SleipnirType<LHS> || SleipnirType<RHS>)
973auto operator<=(LHS&& lhs, RHS&& rhs) {
982template <
typename LHS,
typename RHS>
983 requires(ScalarLike<LHS> || MatrixLike<LHS>) &&
984 (ScalarLike<RHS> || MatrixLike<RHS>) &&
985 (SleipnirType<LHS> || SleipnirType<RHS>)
986auto operator>(LHS&& lhs, RHS&& rhs) {
995template <
typename LHS,
typename RHS>
996 requires(ScalarLike<LHS> || MatrixLike<LHS>) && SleipnirType<LHS> &&
997 (ScalarLike<RHS> || MatrixLike<RHS>) && (!SleipnirType<RHS>)
998auto operator>=(LHS&& lhs, RHS&& rhs) {
999 return InequalityConstraints<typename std::decay_t<LHS>::Scalar>{lhs, rhs};
1007template <
typename LHS,
typename RHS>
1008 requires(ScalarLike<LHS> || MatrixLike<LHS>) && (!SleipnirType<LHS>) &&
1009 (ScalarLike<RHS> || MatrixLike<RHS>) && SleipnirType<RHS>
1010auto operator>=(LHS&& lhs, RHS&& rhs) {
1011 return InequalityConstraints<typename std::decay_t<RHS>::Scalar>{lhs, rhs};
1019template <
typename LHS,
typename RHS>
1020 requires(ScalarLike<LHS> || MatrixLike<LHS>) && SleipnirType<LHS> &&
1021 (ScalarLike<RHS> || MatrixLike<RHS>) && SleipnirType<RHS>
1022auto operator>=(LHS&& lhs, RHS&& rhs) {
1023 return InequalityConstraints<typename std::decay_t<LHS>::Scalar>{lhs, rhs};
1031template <
typename L,
typename X,
typename U>
1032 requires(ScalarLike<L> || MatrixLike<L>) && SleipnirType<X> &&
1033 (ScalarLike<U> || MatrixLike<U>)
1034auto bounds(L&& l, X&& x, U&& u) {
1035 return InequalityConstraints{l <= x, x <= u};
1046template <
typename Scalar>
1047struct NumTraits<slp::Variable<Scalar>> : NumTraits<Scalar> {
1058 static constexpr int IsComplex = 0;
1060 static constexpr int IsInteger = 0;
1062 static constexpr int IsSigned = 1;
1064 static constexpr int RequireInitialization = 1;
1066 static constexpr int ReadCost = 1;
1068 static constexpr int AddCost = 3;
1070 static constexpr int MulCost = 3;
Definition hessian.hpp:35
Definition intrusive_shared_ptr.hpp:27
Definition jacobian.hpp:31
Definition sleipnir_base.hpp:9
Definition variable.hpp:55
ExpressionType type() const
Definition variable.hpp:155
friend Variable< Scalar > operator*(const LHS &lhs, const RHS &rhs)
Definition variable.hpp:163
Variable(const detail::ExpressionPtr< Scalar > &expr)
Definition variable.hpp:102
Variable< Scalar > & operator/=(const Variable< Scalar > &rhs)
Definition variable.hpp:210
Variable< Scalar > & operator*=(const Variable< Scalar > &rhs)
Definition variable.hpp:191
friend Variable< Scalar > operator+(const Variable< Scalar > &lhs, const Variable< Scalar > &rhs)
Definition variable.hpp:220
void set_value(Scalar value)
Definition variable.hpp:125
friend Variable< Scalar > operator/(const Variable< Scalar > &lhs, const Variable< Scalar > &rhs)
Definition variable.hpp:201
Variable(std::floating_point auto value)
Definition variable.hpp:87
constexpr Variable(detail::ExpressionPtr< Scalar > &&expr)
Definition variable.hpp:107
friend Variable< Scalar > operator+(const Variable< Scalar > &lhs)
Definition variable.hpp:263
Variable(Scalar value)
Definition variable.hpp:70
constexpr Variable(std::nullptr_t)
Constructs an empty Variable.
Definition variable.hpp:64
Variable< Scalar > & operator=(ScalarLike auto value)
Definition variable.hpp:114
Variable()=default
Constructs a linear Variable with a value of zero.
friend Variable< Scalar > operator-(const Variable< Scalar > &lhs)
Definition variable.hpp:256
friend Variable< Scalar > operator*(const Variable< Scalar > &lhs, const Variable< Scalar > &rhs)
Definition variable.hpp:182
Variable(std::integral auto value)
Definition variable.hpp:95
Variable(SleipnirMatrixLike< Scalar > auto value)
Definition variable.hpp:79
Variable< Scalar > & operator+=(const Variable< Scalar > &rhs)
Definition variable.hpp:229
Scalar_ Scalar
Scalar type alias.
Definition variable.hpp:58
Scalar value()
Definition variable.hpp:141
Variable< Scalar > & operator-=(const Variable< Scalar > &rhs)
Definition variable.hpp:248
friend Variable< Scalar > operator-(const Variable< Scalar > &lhs, const Variable< Scalar > &rhs)
Definition variable.hpp:239
Definition concepts.hpp:18
Definition concepts.hpp:24
Definition concepts.hpp:33
Definition concepts.hpp:15
Definition variable.hpp:807
EqualityConstraints(LHS &&lhs, RHS &&rhs)
Definition variable.hpp:848
EqualityConstraints(std::initializer_list< EqualityConstraints > equality_constraints)
Definition variable.hpp:815
gch::small_vector< Variable< Scalar > > constraints
A vector of scalar equality constraints.
Definition variable.hpp:809
EqualityConstraints(const std::vector< EqualityConstraints > &equality_constraints)
Definition variable.hpp:829
Definition variable.hpp:864
gch::small_vector< Variable< Scalar > > constraints
A vector of scalar inequality constraints.
Definition variable.hpp:866
InequalityConstraints(LHS &&lhs, RHS &&rhs)
Definition variable.hpp:906
InequalityConstraints(const std::vector< InequalityConstraints > &inequality_constraints)
Definition variable.hpp:886
InequalityConstraints(std::initializer_list< InequalityConstraints > inequality_constraints)
Definition variable.hpp:872