Tagged union, lightweight
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390842e1f7
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ce2dcaeb3b
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@ -33,6 +33,54 @@ typedef std::map<Key, Matrix> JacobianMap;
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//-----------------------------------------------------------------------------
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struct JacobianTrace {
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class Pointer {
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enum {
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Constant, Leaf, Function
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} type;
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union {
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Key key;
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JacobianTrace* ptr;
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} content;
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public:
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/// Pointer always starts out as a Constant
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Pointer() :
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type(Constant) {
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}
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~Pointer() {
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if (type == Function)
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delete content.ptr;
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}
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void setLeaf(Key key) {
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type = Leaf;
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content.key = key;
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}
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void setFunction(JacobianTrace* trace) {
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type = Function;
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content.ptr = trace;
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}
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// Either add to Jacobians (Leaf) or propagate (Function)
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template<class T>
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void reverseAD(JacobianMap& jacobians) const {
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if (type == Function)
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content.ptr->reverseAD(jacobians);
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else if (type == Leaf) {
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size_t n = T::Dim();
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jacobians[content.key] = Eigen::MatrixXd::Identity(n, n);
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}
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}
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// Either add to Jacobians (Leaf) or propagate (Function)
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void reverseAD(const Matrix& dTdA, JacobianMap& jacobians) const {
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if (type == Function)
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content.ptr->reverseAD(dTdA, jacobians);
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else if (type == Leaf) {
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JacobianMap::iterator it = jacobians.find(content.key);
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if (it != jacobians.end())
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it->second += dTdA;
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else
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jacobians[content.key] = dTdA;
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}
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}
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};
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virtual ~JacobianTrace() {
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}
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virtual void reverseAD(JacobianMap& jacobians) const = 0;
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@ -41,7 +89,7 @@ struct JacobianTrace {
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// void reverseAD(const JacobianFT& dFdT, JacobianMap& jacobians) const {
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};
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typedef JacobianTrace* TracePtr;
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typedef JacobianTrace::Pointer TracePtr;
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//template <class Derived>
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//struct TypedTrace {
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@ -225,20 +273,8 @@ public:
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return Augmented<T>(constant_);
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}
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/// Trace structure for reverse AD
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struct Trace: public JacobianTrace {
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/// If the expression is just a constant, we do nothing
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virtual void reverseAD(JacobianMap& jacobians) const {
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}
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/// Base case: we simply ignore the given df/dT
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virtual void reverseAD(const Matrix& dFdT, JacobianMap& jacobians) const {
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}
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};
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/// Construct an execution trace for reverse AD
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virtual T traceExecution(const Values& values, TracePtr& p) const {
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Trace* trace = new Trace();
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p = static_cast<TracePtr>(trace);
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return constant_;
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}
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};
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@ -281,29 +317,9 @@ public:
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return Augmented<T>(values.at<T>(key_), key_);
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}
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/// Trace structure for reverse AD
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struct Trace: public JacobianTrace {
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Key key;
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/// If the expression is just a leaf, we just insert an identity matrix
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virtual void reverseAD(JacobianMap& jacobians) const {
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size_t n = T::Dim();
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jacobians[key] = Eigen::MatrixXd::Identity(n, n);
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}
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/// Base case: given df/dT, add it jacobians with correct key and we are done
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virtual void reverseAD(const Matrix& dFdT, JacobianMap& jacobians) const {
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JacobianMap::iterator it = jacobians.find(key);
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if (it != jacobians.end())
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it->second += dFdT;
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else
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jacobians[key] = dFdT;
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}
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};
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/// Construct an execution trace for reverse AD
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virtual T traceExecution(const Values& values, TracePtr& p) const {
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Trace* trace = new Trace();
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p = static_cast<TracePtr>(trace);
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trace->key = key_;
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p.setLeaf(key_);
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return values.at<T>(key_);
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}
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@ -362,22 +378,21 @@ public:
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TracePtr trace;
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JacobianTA dTdA;
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virtual ~Trace() {
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delete trace;
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}
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/// Start the reverse AD process
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virtual void reverseAD(JacobianMap& jacobians) const {
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trace->reverseAD(dTdA, jacobians);
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trace.reverseAD(dTdA, jacobians);
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}
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/// Given df/dT, multiply in dT/dA and continue reverse AD process
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virtual void reverseAD(const Matrix& dFdT, JacobianMap& jacobians) const {
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trace->reverseAD(dFdT * dTdA, jacobians);
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trace.reverseAD(dFdT * dTdA, jacobians);
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}
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};
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/// Construct an execution trace for reverse AD
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virtual T traceExecution(const Values& values, TracePtr& p) const {
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Trace* trace = new Trace();
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p = static_cast<TracePtr>(trace);
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p.setFunction(trace);
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A a = this->expressionA_->traceExecution(values, trace->trace);
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return function_(a, trace->dTdA);
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}
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@ -451,25 +466,23 @@ public:
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JacobianTA1 dTdA1;
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JacobianTA2 dTdA2;
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virtual ~Trace() {
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delete trace1;
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delete trace2;
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}
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/// Start the reverse AD process
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virtual void reverseAD(JacobianMap& jacobians) const {
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trace1->reverseAD(dTdA1, jacobians);
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trace2->reverseAD(dTdA2, jacobians);
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trace1.reverseAD(dTdA1, jacobians);
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trace2.reverseAD(dTdA2, jacobians);
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}
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/// Given df/dT, multiply in dT/dA and continue reverse AD process
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virtual void reverseAD(const Matrix& dFdT, JacobianMap& jacobians) const {
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trace1->reverseAD(dFdT * dTdA1, jacobians);
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trace2->reverseAD(dFdT * dTdA2, jacobians);
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trace1.reverseAD(dFdT * dTdA1, jacobians);
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trace2.reverseAD(dFdT * dTdA2, jacobians);
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}
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};
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/// Construct an execution trace for reverse AD
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virtual T traceExecution(const Values& values, TracePtr& p) const {
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Trace* trace = new Trace();
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p = static_cast<TracePtr>(trace);
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p.setFunction(trace);
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A1 a1 = this->expressionA1_->traceExecution(values, trace->trace1);
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A2 a2 = this->expressionA2_->traceExecution(values, trace->trace2);
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return function_(a1, a2, trace->dTdA1, trace->dTdA2);
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@ -558,28 +571,25 @@ public:
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JacobianTA2 dTdA2;
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JacobianTA3 dTdA3;
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virtual ~Trace() {
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delete trace1;
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delete trace2;
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delete trace3;
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}
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/// Start the reverse AD process
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virtual void reverseAD(JacobianMap& jacobians) const {
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trace1->reverseAD(dTdA1, jacobians);
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trace2->reverseAD(dTdA2, jacobians);
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trace3->reverseAD(dTdA3, jacobians);
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trace1.reverseAD(dTdA1, jacobians);
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trace2.reverseAD(dTdA2, jacobians);
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trace3.reverseAD(dTdA3, jacobians);
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}
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/// Given df/dT, multiply in dT/dA and continue reverse AD process
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virtual void reverseAD(const Matrix& dFdT, JacobianMap& jacobians) const {
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trace1->reverseAD(dFdT * dTdA1, jacobians);
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trace2->reverseAD(dFdT * dTdA2, jacobians);
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trace3->reverseAD(dFdT * dTdA3, jacobians);
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trace1.reverseAD(dFdT * dTdA1, jacobians);
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trace2.reverseAD(dFdT * dTdA2, jacobians);
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trace3.reverseAD(dFdT * dTdA3, jacobians);
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}
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};
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/// Construct an execution trace for reverse AD
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virtual T traceExecution(const Values& values, TracePtr& p) const {
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Trace* trace = new Trace();
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p = static_cast<TracePtr>(trace);
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p.setFunction(trace);
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A1 a1 = this->expressionA1_->traceExecution(values, trace->trace1);
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A2 a2 = this->expressionA2_->traceExecution(values, trace->trace2);
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A3 a3 = this->expressionA3_->traceExecution(values, trace->trace3);
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@ -117,11 +117,10 @@ public:
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Augmented<T> augmented(const Values& values) const {
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#define REVERSE_AD
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#ifdef REVERSE_AD
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TracePtr trace;
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T value = root_->traceExecution(values,trace);
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JacobianTrace::Pointer pointer;
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T value = root_->traceExecution(values,pointer);
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Augmented<T> augmented(value);
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trace->reverseAD(augmented.jacobians());
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delete trace;
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pointer.reverseAD<T>(augmented.jacobians());
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return augmented;
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#else
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return root_->forward(values);
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