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00001 #ifndef ADREAL_H 00002 #define ADREAL_H 00003 00004 #include "DenseSerialVector.h" 00005 00006 00007 namespace Sundance 00008 { 00009 using namespace TSF; 00010 00011 /**\ingroup Numerical 00012 * First-order automatic differentiation of a multivariable function. 00013 * @author Kevin Long 00014 */ 00015 00016 class ADReal 00017 { 00018 public: 00019 /** Create an ADReal with value and gradient = 0 */ 00020 ADReal() : value_(0), gradient_(0){;} 00021 /** Create an ADReal object that varies linearly with 00022 * one coordinate direction */ 00023 ADReal(double value, int direction, int spatialDimension) 00024 : value_(value), gradient_(spatialDimension, 0.0) 00025 { 00026 gradient_[direction] = 1.0; 00027 } 00028 /** Create a constant-valued ADReal object in a multidimensional space */ 00029 ADReal(double value, int spatialDimension) 00030 : value_(value), gradient_(spatialDimension, 0.0) 00031 {;} 00032 00033 /** unary minus */ 00034 ADReal operator-() const ; 00035 /** reflexive addition */ 00036 ADReal& operator+=(const ADReal& other) ; 00037 /** reflexive subtraction */ 00038 ADReal& operator-=(const ADReal& other) ; 00039 /** reflexive multiplication */ 00040 ADReal& operator*=(const ADReal& other) ; 00041 /** reflexive division */ 00042 ADReal& operator/=(const ADReal& other) ; 00043 00044 /** reflexive scalar addition */ 00045 ADReal& operator+=(const double& scalar) ; 00046 /** reflexive scalar subtraction */ 00047 ADReal& operator-=(const double& scalar) ; 00048 /** reflexive scalar multiplication */ 00049 ADReal& operator*=(const double& scalar) ; 00050 /** reflexive scalar division */ 00051 ADReal& operator/=(const double& scalar) ; 00052 00053 /** addition */ 00054 ADReal operator+(const ADReal& other) const ; 00055 /** subtraction */ 00056 ADReal operator-(const ADReal& other) const ; 00057 /** multiplication */ 00058 ADReal operator*(const ADReal& other) const ; 00059 /** division */ 00060 ADReal operator/(const ADReal& other) const ; 00061 00062 /** scalar addition */ 00063 ADReal operator+(const double& scalar) const ; 00064 /** scalar subtraction */ 00065 ADReal operator-(const double& scalar) const ; 00066 /** scalar multiplication */ 00067 ADReal operator*(const double& scalar) const ; 00068 /** scalar division */ 00069 ADReal operator/(const double& scalar) const ; 00070 00071 /** get the value */ 00072 const double& value() const {return value_;} 00073 /** get the gradient */ 00074 const DenseSerialVector& gradient() const {return gradient_;} 00075 00076 void reciprocate() ; 00077 00078 static bool unitTest() ; 00079 private: 00080 double value_; 00081 DenseSerialVector gradient_; 00082 }; 00083 00084 ADReal operator+(const double& scalar, 00085 const ADReal& a); 00086 ADReal operator-(const double& scalar, 00087 const ADReal& a); 00088 ADReal operator*(const double& scalar, 00089 const ADReal& a); 00090 ADReal operator/(const double& scalar, 00091 const ADReal& a); 00092 00093 00094 } 00095 00096 00097 00098 #endif 00099 00100 00101