autodiff_scalar.h

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 
// Added support for SparseVector DerType
// Modification on lines 23, 552-585, 739-755, 806-819
 
#ifndef EIGEN_AUTODIFF_SCALAR_H_
#define EIGEN_AUTODIFF_SCALAR_H_
 
enum
{
    AUTODIFF_IS_SUPPORTED_ONLY_WITH_EIGEN_3_3_0_OR_ABOVE = 666
};
 
EIGEN_STATIC_ASSERT(EIGEN_VERSION_AT_LEAST(3, 3, 0), AUTODIFF_IS_SUPPORTED_ONLY_WITH_EIGEN_3_3_0_OR_ABOVE)
 
#include <Eigen/SparseCore>
 
namespace Eigen
{
namespace internal
{
template <typename A, typename B>
struct make_coherent_impl
{
    static void run(A&, B&) {}
};
 
// resize a to match b is a.size()==0, and conversely.
template <typename A, typename B>
void make_coherent(const A& a, const B& b)
{
    make_coherent_impl<A, B>::run(a.const_cast_derived(), b.const_cast_derived());
}
 
template <typename _DerType, bool Enable>
struct auto_diff_special_op;
 
}  // end namespace internal
 
template <typename _DerType>
class AutoDiffScalar;
 
template <typename NewDerType>
inline AutoDiffScalar<NewDerType> MakeAutoDiffScalar(const typename NewDerType::Scalar& value, const NewDerType& der)
{
    return AutoDiffScalar<NewDerType>(value, der);
}
 
//  \class AutoDiffScalar
//  \brief A scalar type replacement with automatic differentation capability
//
//  \param _DerType the vector type used to store/represent the derivatives. The base scalar type
//                  as well as the number of derivatives to compute are determined from this type.
//                  Typical choices include, e.g., \c Vector4f for 4 derivatives, or \c VectorXf
//                  if the number of derivatives is not known at compile time, and/or, the number
//                  of derivatives is large.
//                  Note that _DerType can also be a reference (e.g., \c VectorXf&) to wrap a
//                  existing vector into an AutoDiffScalar.
//                  Finally, _DerType can also be any Eigen compatible expression.
//
//  This class represents a scalar value while tracking its respective derivatives using Eigen's expression
//  template mechanism.
//
//  It supports the following list of global math function:
//   - std::abs, std::sqrt, std::pow, std::exp, std::log, std::sin, std::cos,
//   - internal::abs, internal::sqrt, numext::pow, internal::exp, internal::log, internal::sin, internal::cos,
//   - internal::conj, internal::real, internal::imag, numext::abs2.
//
//  AutoDiffScalar can be used as the scalar type of an Eigen::Matrix object. However,
//  in that case, the expression template mechanism only occurs at the top Matrix level,
//  while derivatives are computed right away.
 
template <typename _DerType>
class AutoDiffScalar
    : public internal::auto_diff_special_op<_DerType, !internal::is_same<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar,
                                                                         typename NumTraits<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar>::Real>::value>
{
public:
    typedef internal::auto_diff_special_op<_DerType, !internal::is_same<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar,
                                                                        typename NumTraits<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar>::Real>::value>
        Base;
    typedef typename internal::remove_all<_DerType>::type DerType;
    typedef typename internal::traits<DerType>::Scalar Scalar;
    typedef typename NumTraits<Scalar>::Real Real;
 
    using Base::operator+;
    using Base::operator*;
 
    AutoDiffScalar() {}
    AutoDiffScalar(const Scalar& value, int nbDer, int derNumber)
        : m_value(value), m_derivatives(DerType::Zero(nbDer))
    {
        m_derivatives.coeffRef(derNumber) = Scalar(1);
    }
 
    /*explicit*/ AutoDiffScalar(const Real& value)
        : m_value(value)
    {
        if (m_derivatives.size() > 0)
            m_derivatives.setZero();
    }
 
    AutoDiffScalar(const Scalar& value, const DerType& der)
        : m_value(value), m_derivatives(der)
    {
    }
 
    template <typename OtherDerType>
    AutoDiffScalar(const AutoDiffScalar<OtherDerType>& other
#ifndef EIGEN_PARSED_BY_DOXYGEN
                   ,
                   typename internal::enable_if<
                       internal::is_same<Scalar, typename internal::traits<typename internal::remove_all<OtherDerType>::type>::Scalar>::value && internal::is_convertible<OtherDerType, DerType>::value, void*>::type = 0
#endif
                   )
        : m_value(other.value()), m_derivatives(other.derivatives())
    {
    }
 
    friend std::ostream& operator<<(std::ostream& s, const AutoDiffScalar& a)
    {
        return s << a.value();
    }
 
    AutoDiffScalar(const AutoDiffScalar& other)
        : m_value(other.value()), m_derivatives(other.derivatives())
    {
    }
 
    template <typename OtherDerType>
    inline AutoDiffScalar& operator=(const AutoDiffScalar<OtherDerType>& other)
    {
        m_value = other.value();
        m_derivatives = other.derivatives();
        return *this;
    }
 
    inline AutoDiffScalar& operator=(const AutoDiffScalar& other)
    {
        m_value = other.value();
        m_derivatives = other.derivatives();
        return *this;
    }
 
    inline AutoDiffScalar& operator=(const Scalar& other)
    {
        m_value = other;
        if (m_derivatives.size() > 0)
            m_derivatives.setZero();
        return *this;
    }
 
    //     inline operator const Scalar& () const { return m_value; }
    //     inline operator Scalar& () { return m_value; }
 
    inline const Scalar& value() const { return m_value; }
    inline Scalar& value() { return m_value; }
    inline const DerType& derivatives() const { return m_derivatives; }
    inline DerType& derivatives() { return m_derivatives; }
    inline bool operator<(const Scalar& other) const { return m_value < other; }
    inline bool operator<=(const Scalar& other) const { return m_value <= other; }
    inline bool operator>(const Scalar& other) const { return m_value > other; }
    inline bool operator>=(const Scalar& other) const { return m_value >= other; }
    inline bool operator==(const Scalar& other) const { return m_value == other; }
    inline bool operator!=(const Scalar& other) const { return m_value != other; }
    friend inline bool operator<(const Scalar& a, const AutoDiffScalar& b) { return a < b.value(); }
    friend inline bool operator<=(const Scalar& a, const AutoDiffScalar& b) { return a <= b.value(); }
    friend inline bool operator>(const Scalar& a, const AutoDiffScalar& b) { return a > b.value(); }
    friend inline bool operator>=(const Scalar& a, const AutoDiffScalar& b) { return a >= b.value(); }
    friend inline bool operator==(const Scalar& a, const AutoDiffScalar& b) { return a == b.value(); }
    friend inline bool operator!=(const Scalar& a, const AutoDiffScalar& b) { return a != b.value(); }
    template <typename OtherDerType>
    inline bool operator<(const AutoDiffScalar<OtherDerType>& b) const
    {
        return m_value < b.value();
    }
    template <typename OtherDerType>
    inline bool operator<=(const AutoDiffScalar<OtherDerType>& b) const
    {
        return m_value <= b.value();
    }
    template <typename OtherDerType>
    inline bool operator>(const AutoDiffScalar<OtherDerType>& b) const
    {
        return m_value > b.value();
    }
    template <typename OtherDerType>
    inline bool operator>=(const AutoDiffScalar<OtherDerType>& b) const
    {
        return m_value >= b.value();
    }
    template <typename OtherDerType>
    inline bool operator==(const AutoDiffScalar<OtherDerType>& b) const
    {
        return m_value == b.value();
    }
    template <typename OtherDerType>
    inline bool operator!=(const AutoDiffScalar<OtherDerType>& b) const
    {
        return m_value != b.value();
    }
 
    inline const AutoDiffScalar<DerType&> operator+(const Scalar& other) const
    {
        return AutoDiffScalar<DerType&>(m_value + other, m_derivatives);
    }
 
    friend inline const AutoDiffScalar<DerType&> operator+(const Scalar& a, const AutoDiffScalar& b)
    {
        return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives());
    }
 
    //     inline const AutoDiffScalar<DerType&> operator+(const Real& other) const
    //     {
    //       return AutoDiffScalar<DerType&>(m_value + other, m_derivatives);
    //     }
 
    //     friend inline const AutoDiffScalar<DerType&> operator+(const Real& a, const AutoDiffScalar& b)
    //     {
    //       return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives());
    //     }
 
    inline AutoDiffScalar& operator+=(const Scalar& other)
    {
        value() += other;
        return *this;
    }
 
    template <typename OtherDerType>
    inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>, const DerType, const typename internal::remove_all<OtherDerType>::type>>
    operator+(const AutoDiffScalar<OtherDerType>& other) const
    {
        internal::make_coherent(m_derivatives, other.derivatives());
        return AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>, const DerType, const typename internal::remove_all<OtherDerType>::type>>(
            m_value + other.value(),
            m_derivatives + other.derivatives());
    }
 
    template <typename OtherDerType>
    inline AutoDiffScalar&
    operator+=(const AutoDiffScalar<OtherDerType>& other)
    {
        (*this) = (*this) + other;
        return *this;
    }
 
    inline const AutoDiffScalar<DerType&> operator-(const Scalar& b) const
    {
        return AutoDiffScalar<DerType&>(m_value - b, m_derivatives);
    }
 
    friend inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType>>
    operator-(const Scalar& a, const AutoDiffScalar& b)
    {
        return AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType>>(a - b.value(), -b.derivatives());
    }
 
    inline AutoDiffScalar& operator-=(const Scalar& other)
    {
        value() -= other;
        return *this;
    }
 
    template <typename OtherDerType>
    inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_difference_op<Scalar>, const DerType, const typename internal::remove_all<OtherDerType>::type>>
    operator-(const AutoDiffScalar<OtherDerType>& other) const
    {
        internal::make_coherent(m_derivatives, other.derivatives());
        return AutoDiffScalar<CwiseBinaryOp<internal::scalar_difference_op<Scalar>, const DerType, const typename internal::remove_all<OtherDerType>::type>>(
            m_value - other.value(),
            m_derivatives - other.derivatives());
    }
 
    template <typename OtherDerType>
    inline AutoDiffScalar&
    operator-=(const AutoDiffScalar<OtherDerType>& other)
    {
        this = *this - other;
        return *this;
    }
 
    inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType>>
    operator-() const
    {
        return AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType>>(
            -m_value,
            -m_derivatives);
    }
 
    inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType, Scalar, product)>
    operator*(const Scalar& other) const
    {
        return MakeAutoDiffScalar(m_value * other, m_derivatives * other);
    }
 
    friend inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType, Scalar, product)>
    operator*(const Scalar& other, const AutoDiffScalar& a)
    {
        return MakeAutoDiffScalar(a.value() * other, a.derivatives() * other);
    }
 
    //     inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
    //     operator*(const Real& other) const
    //     {
    //       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
    //         m_value * other,
    //         (m_derivatives * other));
    //     }
    //
    //     friend inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
    //     operator*(const Real& other, const AutoDiffScalar& a)
    //     {
    //       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
    //         a.value() * other,
    //         a.derivatives() * other);
    //     }
 
    inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType, Scalar, product)>
    operator/(const Scalar& other) const
    {
        return MakeAutoDiffScalar(m_value / other, (m_derivatives * (Scalar(1) / other)));
    }
 
    friend inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType, Scalar, product)>
    operator/(const Scalar& other, const AutoDiffScalar& a)
    {
        return MakeAutoDiffScalar(other / a.value(), a.derivatives() * (Scalar(-other) / (a.value() * a.value())));
    }
 
    //     inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
    //     operator/(const Real& other) const
    //     {
    //       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
    //         m_value / other,
    //         (m_derivatives * (Real(1)/other)));
    //     }
    //
    //     friend inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
    //     operator/(const Real& other, const AutoDiffScalar& a)
    //     {
    //       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
    //         other / a.value(),
    //         a.derivatives() * (-Real(1)/other));
    //     }
 
    template <typename OtherDerType>
    inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(
        CwiseBinaryOp<internal::scalar_difference_op<Scalar> EIGEN_COMMA const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType, Scalar, product) EIGEN_COMMA const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename internal::remove_all<OtherDerType>::type, Scalar, product)>, Scalar, product)>
    operator/(const AutoDiffScalar<OtherDerType>& other) const
    {
        internal::make_coherent(m_derivatives, other.derivatives());
        return MakeAutoDiffScalar(
            m_value / other.value(),
            ((m_derivatives * other.value()) - (other.derivatives() * m_value)) * (Scalar(1) / (other.value() * other.value())));
    }
 
    template <typename OtherDerType>
    inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>,
                                              const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType, Scalar, product),
                                              const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename internal::remove_all<OtherDerType>::type, Scalar, product)>>
    operator*(const AutoDiffScalar<OtherDerType>& other) const
    {
        internal::make_coherent(m_derivatives, other.derivatives());
        return MakeAutoDiffScalar(
            m_value * other.value(),
            (m_derivatives * other.value()) + (other.derivatives() * m_value));
    }
 
    inline AutoDiffScalar& operator*=(const Scalar& other)
    {
        this = *this * other;
        return *this;
    }
 
    template <typename OtherDerType>
    inline AutoDiffScalar& operator*=(const AutoDiffScalar<OtherDerType>& other)
    {
        this = *this * other;
        return *this;
    }
 
    inline AutoDiffScalar& operator/=(const Scalar& other)
    {
        this = *this / other;
        return *this;
    }
 
    template <typename OtherDerType>
    inline AutoDiffScalar& operator/=(const AutoDiffScalar<OtherDerType>& other)
    {
        this = *this / other;
        return *this;
    }
 
protected:
    Scalar m_value;
    DerType m_derivatives;
};
 
namespace internal
{
template <typename _DerType>
struct auto_diff_special_op<_DerType, true>
//   : auto_diff_scalar_op<_DerType, typename NumTraits<Scalar>::Real,
//                            is_same<Scalar,typename NumTraits<Scalar>::Real>::value>
{
    typedef typename remove_all<_DerType>::type DerType;
    typedef typename traits<DerType>::Scalar Scalar;
    typedef typename NumTraits<Scalar>::Real Real;
 
    //   typedef auto_diff_scalar_op<_DerType, typename NumTraits<Scalar>::Real,
    //                            is_same<Scalar,typename NumTraits<Scalar>::Real>::value> Base;
 
    //   using Base::operator+;
    //   using Base::operator+=;
    //   using Base::operator-;
    //   using Base::operator-=;
    //   using Base::operator*;
    //   using Base::operator*=;
 
    const AutoDiffScalar<_DerType>& derived() const { return *static_cast<const AutoDiffScalar<_DerType>*>(this); }
    AutoDiffScalar<_DerType>& derived() { return *static_cast<AutoDiffScalar<_DerType>*>(this); }
    inline const AutoDiffScalar<DerType&> operator+(const Real& other) const
    {
        return AutoDiffScalar<DerType&>(derived().value() + other, derived().derivatives());
    }
 
    friend inline const AutoDiffScalar<DerType&> operator+(const Real& a, const AutoDiffScalar<_DerType>& b)
    {
        return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives());
    }
 
    inline AutoDiffScalar<_DerType>& operator+=(const Real& other)
    {
        derived().value() += other;
        return derived();
    }
 
    inline const AutoDiffScalar<typename CwiseUnaryOp<bind2nd_op<scalar_product_op<Scalar, Real>>, DerType>::Type>
    operator*(const Real& other) const
    {
        return AutoDiffScalar<typename CwiseUnaryOp<bind2nd_op<scalar_product_op<Scalar, Real>>, DerType>::Type>(
            derived().value() * other,
            derived().derivatives() * other);
    }
 
    friend inline const AutoDiffScalar<typename CwiseUnaryOp<bind1st_op<scalar_product_op<Real, Scalar>>, DerType>::Type>
    operator*(const Real& other, const AutoDiffScalar<_DerType>& a)
    {
        return AutoDiffScalar<typename CwiseUnaryOp<bind1st_op<scalar_product_op<Real, Scalar>>, DerType>::Type>(
            a.value() * other,
            a.derivatives() * other);
    }
 
    inline AutoDiffScalar<_DerType>& operator*=(const Scalar& other)
    {
        this = *this * other;
        return derived();
    }
};
 
template <typename _DerType>
struct auto_diff_special_op<_DerType, false>
{
    void operator*() const;
    void operator-() const;
    void operator+() const;
};
 
template <typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols, typename B>
struct make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>, B>
{
    typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> A;
    static void run(A& a, B& b)
    {
        if ((A_Rows == Dynamic || A_Cols == Dynamic) && (a.size() == 0))
        {
            a.resize(b.size());
            a.setZero();
        }
        eigen_assert(a.size() == b.size() && "Eigen::AutoDiffScalar: derivatives are not compatible.");
    }
};
 
template <typename A, typename B_Scalar, int B_Rows, int B_Cols, int B_Options, int B_MaxRows, int B_MaxCols>
struct make_coherent_impl<A, Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols>>
{
    typedef Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> B;
    static void run(A& a, B& b)
    {
        if ((B_Rows == Dynamic || B_Cols == Dynamic) && (b.size() == 0))
        {
            b.resize(a.size());
            b.setZero();
        }
        eigen_assert(a.size() == b.size() && "Eigen::AutoDiffScalar: derivatives are not compatible.");
    }
};
 
template <typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols,
          typename B_Scalar, int B_Rows, int B_Cols, int B_Options, int B_MaxRows, int B_MaxCols>
struct make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>,
                          Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols>>
{
    typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> A;
    typedef Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> B;
    static void run(A& a, B& b)
    {
        if ((A_Rows == Dynamic || A_Cols == Dynamic) && (a.size() == 0))
        {
            a.resize(b.size());
            a.setZero();
        }
        else if ((B_Rows == Dynamic || B_Cols == Dynamic) && (b.size() == 0))
        {
            b.resize(a.size());
            b.setZero();
        }
        eigen_assert(a.size() == b.size() && "Eigen::AutoDiffScalar: derivatives are not compatible.");
    }
};
 
template <typename A_Scalar, int A_Options, typename A_Index, typename B>
struct make_coherent_impl<SparseVector<A_Scalar, A_Options, A_Index>, B>
{
    typedef SparseVector<A_Scalar, A_Options, A_Index> A;
    static void run(A& a, B& b)
    {
        if (a.size() == 0)
        {
            a.resize(b.size());
        }
        eigen_assert(a.size() == b.size() && "Eigen::AutoDiffScalar: derivatives are not compatible.");
    }
};
 
template <typename A, typename B_Scalar, int B_Options, typename B_Index>
struct make_coherent_impl<A, SparseVector<B_Scalar, B_Options, B_Index>>
{
    typedef SparseVector<B_Scalar, B_Options, B_Index> B;
    static void run(A& a, B& b)
    {
        if (b.size() == 0)
        {
            b.resize(a.size());
        }
        eigen_assert(a.size() == b.size() && "Eigen::AutoDiffScalar: derivatives are not compatible.");
    }
};
 
template <typename A_Scalar, int A_Options, typename A_Index,
          typename B_Scalar, int B_Options, typename B_Index>
struct make_coherent_impl<SparseVector<A_Scalar, A_Options, A_Index>,
                          SparseVector<B_Scalar, B_Options, B_Index>>
{
    typedef SparseVector<A_Scalar, A_Options, A_Index> A;
    typedef SparseVector<B_Scalar, B_Options, B_Index> B;
    static void run(A& a, B& b)
    {
        if (a.size() == 0)
        {
            a.resize(b.size());
        }
        else if (b.size() == 0)
        {
            b.resize(a.size());
        }
        eigen_assert(a.size() == b.size() && "Eigen::AutoDiffScalar: derivatives are not compatible.");
    }
};
 
}  // end namespace internal
 
template <typename DerType, typename BinOp>
struct ScalarBinaryOpTraits<AutoDiffScalar<DerType>, typename DerType::Scalar, BinOp>
{
    typedef AutoDiffScalar<DerType> ReturnType;
};
 
template <typename DerType, typename BinOp>
struct ScalarBinaryOpTraits<typename DerType::Scalar, AutoDiffScalar<DerType>, BinOp>
{
    typedef AutoDiffScalar<DerType> ReturnType;
};
 
// The following is an attempt to let Eigen's known about expression template, but that's more tricky!
 
// template<typename DerType, typename BinOp>
// struct ScalarBinaryOpTraits<AutoDiffScalar<DerType>,AutoDiffScalar<DerType>, BinOp>
// {
//   enum { Defined = 1 };
//   typedef AutoDiffScalar<typename DerType::PlainObject> ReturnType;
// };
//
// template<typename DerType1,typename DerType2, typename BinOp>
// struct ScalarBinaryOpTraits<AutoDiffScalar<DerType1>,AutoDiffScalar<DerType2>, BinOp>
// {
//   enum { Defined = 1 };//internal::is_same<typename DerType1::Scalar,typename DerType2::Scalar>::value };
//   typedef AutoDiffScalar<typename DerType1::PlainObject> ReturnType;
// };
 
#define EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(FUNC, CODE)                                                                                                                                                      \
    template <typename DerType>                                                                                                                                                                              \
    inline const Eigen::AutoDiffScalar<                                                                                                                                                                      \
        EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename Eigen::internal::remove_all<DerType>::type, typename Eigen::internal::traits<typename Eigen::internal::remove_all<DerType>::type>::Scalar, product)> \
    FUNC(const Eigen::AutoDiffScalar<DerType>& x)                                                                                                                                                            \
    {                                                                                                                                                                                                        \
        using namespace Eigen;                                                                                                                                                                               \
        typedef typename Eigen::internal::traits<typename Eigen::internal::remove_all<DerType>::type>::Scalar Scalar;                                                                                        \
        EIGEN_UNUSED_VARIABLE(sizeof(Scalar));                                                                                                                                                               \
        CODE;                                                                                                                                                                                                \
    }
 
template <typename DerType>
inline const AutoDiffScalar<DerType>& conj(const AutoDiffScalar<DerType>& x)
{
    return x;
}
template <typename DerType>
inline const AutoDiffScalar<DerType>& real(const AutoDiffScalar<DerType>& x)
{
    return x;
}
template <typename DerType>
inline typename DerType::Scalar imag(const AutoDiffScalar<DerType>&)
{
    return 0.;
}
template <typename DerType, typename T>
inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject>(min)(const AutoDiffScalar<DerType>& x, const T& y)
{
    typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS;
    return (x <= y ? ADS(x) : ADS(y));
}
template <typename DerType, typename T>
inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject>(max)(const AutoDiffScalar<DerType>& x, const T& y)
{
    typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS;
    return (x >= y ? ADS(x) : ADS(y));
}
template <typename DerType, typename T>
inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject>(min)(const T& x, const AutoDiffScalar<DerType>& y)
{
    typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS;
    return (x < y ? ADS(x) : ADS(y));
}
template <typename DerType, typename T>
inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject>(max)(const T& x, const AutoDiffScalar<DerType>& y)
{
    typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS;
    return (x > y ? ADS(x) : ADS(y));
}
template <typename DerType>
inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject>(min)(const AutoDiffScalar<DerType>& x, const AutoDiffScalar<DerType>& y)
{
    return (x.value() < y.value() ? x : y);
}
template <typename DerType>
inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject>(max)(const AutoDiffScalar<DerType>& x, const AutoDiffScalar<DerType>& y)
{
    return (x.value() >= y.value() ? x : y);
}
 
EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs,
                                    using std::abs;
                                    return Eigen::MakeAutoDiffScalar(abs(x.value()), x.derivatives() * (x.value() < 0 ? -1 : 1));)
 
EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs2,
                                    using numext::abs2;
                                    return Eigen::MakeAutoDiffScalar(abs2(x.value()), x.derivatives() * (Scalar(2) * x.value()));)
 
EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sqrt,
                                    using std::sqrt;
                                    Scalar sqrtx = sqrt(x.value());
                                    return Eigen::MakeAutoDiffScalar(sqrtx, x.derivatives() * (Scalar(0.5) / sqrtx));)
 
EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(cos,
                                    using std::cos;
                                    using std::sin;
                                    return Eigen::MakeAutoDiffScalar(cos(x.value()), x.derivatives() * (-sin(x.value())));)
 
EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sin,
                                    using std::sin;
                                    using std::cos;
                                    return Eigen::MakeAutoDiffScalar(sin(x.value()), x.derivatives() * cos(x.value()));)
 
EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(exp,
                                    using std::exp;
                                    Scalar expx = exp(x.value());
                                    return Eigen::MakeAutoDiffScalar(expx, x.derivatives() * expx);)
 
EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(log,
                                    using std::log;
                                    return Eigen::MakeAutoDiffScalar(log(x.value()), x.derivatives() * (Scalar(1) / x.value()));)
 
template <typename DerType>
inline const Eigen::AutoDiffScalar<
    EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename internal::remove_all<DerType>::type, typename internal::traits<typename internal::remove_all<DerType>::type>::Scalar, product)>
pow(const Eigen::AutoDiffScalar<DerType>& x, const typename internal::traits<typename internal::remove_all<DerType>::type>::Scalar& y)
{
    using namespace Eigen;
    using std::pow;
    return Eigen::MakeAutoDiffScalar(pow(x.value(), y), x.derivatives() * (y * pow(x.value(), y - 1)));
}
 
template <typename DerTypeA, typename DerTypeB>
inline const AutoDiffScalar<Matrix<typename internal::traits<typename internal::remove_all<DerTypeA>::type>::Scalar, Dynamic, 1>>
atan2(const AutoDiffScalar<DerTypeA>& a, const AutoDiffScalar<DerTypeB>& b)
{
    using std::atan2;
    typedef typename internal::traits<typename internal::remove_all<DerTypeA>::type>::Scalar Scalar;
    typedef AutoDiffScalar<Matrix<Scalar, Dynamic, 1>> PlainADS;
    PlainADS ret;
    ret.value() = atan2(a.value(), b.value());
 
    Scalar squared_hypot = a.value() * a.value() + b.value() * b.value();
 
    // if (squared_hypot==0) the derivation is undefined and the following results in a NaN:
    ret.derivatives() = (a.derivatives() * b.value() - a.value() * b.derivatives()) / squared_hypot;
 
    return ret;
}
 
template <typename DerTypeA, typename DerTypeB>
inline const AutoDiffScalar<SparseVector<typename internal::traits<typename internal::remove_all<DerTypeA>::type>::Scalar>>
atan2(const AutoDiffScalar<DerTypeA>& a, const AutoDiffScalar<DerTypeB>& b)
{
    using std::atan2;
    typedef typename internal::traits<typename internal::remove_all<DerTypeA>::type>::Scalar Scalar;
    typedef AutoDiffScalar<SparseVector<Scalar>> PlainADS;
    PlainADS ret;
    ret.value() = atan2(a.value(), b.value());
 
    Scalar squared_hypot = a.value() * a.value() + b.value() * b.value();
 
    // if (squared_hypot==0) the derivation is undefined and the following results in a NaN:
    ret.derivatives() = (a.derivatives() * b.value() - a.value() * b.derivatives()) / squared_hypot;
 
    return ret;
}
 
EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(tan,
                                    using std::tan;
                                    using std::cos;
                                    return Eigen::MakeAutoDiffScalar(tan(x.value()), x.derivatives() * (Scalar(1) / numext::abs2(cos(x.value()))));)
 
EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(asin,
                                    using std::sqrt;
                                    using std::asin;
                                    return Eigen::MakeAutoDiffScalar(asin(x.value()), x.derivatives() * (Scalar(1) / sqrt(1 - numext::abs2(x.value()))));)
 
EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(acos,
                                    using std::sqrt;
                                    using std::acos;
                                    return Eigen::MakeAutoDiffScalar(acos(x.value()), x.derivatives() * (Scalar(-1) / sqrt(1 - numext::abs2(x.value()))));)
 
EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(tanh,
                                    using std::cosh;
                                    using std::tanh;
                                    return Eigen::MakeAutoDiffScalar(tanh(x.value()), x.derivatives() * (Scalar(1) / numext::abs2(cosh(x.value()))));)
 
EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sinh,
                                    using std::sinh;
                                    using std::cosh;
                                    return Eigen::MakeAutoDiffScalar(sinh(x.value()), x.derivatives() * cosh(x.value()));)
 
EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(cosh,
                                    using std::sinh;
                                    using std::cosh;
                                    return Eigen::MakeAutoDiffScalar(cosh(x.value()), x.derivatives() * sinh(x.value()));)
 
#undef EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY
 
template <typename DerType>
struct NumTraits<AutoDiffScalar<DerType>>
    : NumTraits<typename NumTraits<typename internal::remove_all<DerType>::type::Scalar>::Real>
{
    typedef typename internal::remove_all<DerType>::type DerTypeCleaned;
    typedef AutoDiffScalar<Matrix<typename NumTraits<typename DerTypeCleaned::Scalar>::Real, DerTypeCleaned::RowsAtCompileTime, DerTypeCleaned::ColsAtCompileTime,
                                  0, DerTypeCleaned::MaxRowsAtCompileTime, DerTypeCleaned::MaxColsAtCompileTime>>
        Real;
    typedef AutoDiffScalar<DerType> NonInteger;
    typedef AutoDiffScalar<DerType> Nested;
    typedef typename NumTraits<typename DerTypeCleaned::Scalar>::Literal Literal;
    enum
    {
        RequireInitialization = 1
    };
};
 
template <typename DerType_>
struct NumTraits<AutoDiffScalar<SparseVector<DerType_>>>
    : NumTraits<typename NumTraits<typename internal::remove_all<SparseVector<DerType_>>::type::Scalar>::Real>
{
    typedef typename internal::remove_all<SparseVector<DerType_>>::type DerTypeCleaned;
    typedef AutoDiffScalar<SparseVector<typename NumTraits<typename DerTypeCleaned::Scalar>::Real, DerTypeCleaned::Options, typename DerTypeCleaned::StorageIndex>> Real;
    typedef AutoDiffScalar<SparseVector<DerType_>> NonInteger;
    typedef AutoDiffScalar<SparseVector<DerType_>> Nested;
    typedef typename NumTraits<typename DerTypeCleaned::Scalar>::Literal Literal;
    enum
    {
        RequireInitialization = 1
    };
};
}  // namespace Eigen
 
namespace std
{
template <typename T>
class numeric_limits<Eigen::AutoDiffScalar<T>>
    : public numeric_limits<typename T::Scalar>
{
};
 
template <typename T>
class numeric_limits<Eigen::AutoDiffScalar<T&>>
    : public numeric_limits<typename T::Scalar>
{
};
}  // namespace std
 
#endif  // EIGEN_AUTODIFF_SCALAR_H_