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/* -------------------------------------------------------------------------- *
* Simbody(tm) Example: Differentiator *
* -------------------------------------------------------------------------- *
* This is part of the SimTK biosimulation toolkit originating from *
* Simbios, the NIH National Center for Physics-Based Simulation of *
* Biological Structures at Stanford, funded under the NIH Roadmap for *
* Medical Research, grant U54 GM072970. See https://simtk.org/home/simbody. *
* *
* Portions copyright (c) 2006-12 Stanford University and the Authors. *
* Authors: Michael Sherman *
* Contributors: *
* *
* Licensed under the Apache License, Version 2.0 (the "License"); you may *
* not use this file except in compliance with the License. You may obtain a *
* copy of the License at http://www.apache.org/licenses/LICENSE-2.0. *
* *
* Unless required by applicable law or agreed to in writing, software *
* distributed under the License is distributed on an "AS IS" BASIS, *
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. *
* See the License for the specific language governing permissions and *
* limitations under the License. *
* -------------------------------------------------------------------------- */
/**@file
* This is a test program which uses the Differentiator class in various ways.
*/
//#define SimTK_USE_STATIC_LIBRARIES
#include "SimTKmath.h"
// Just so we can get the version number:
#include "SimTKlapack.h"
#include <cstdio>
#include <iostream>
using namespace SimTK;
// This is a system of functions of a particular set of parameters (state).
// The underlying function wants time also, so we provide that as data in
// the concrete class. Time should be set prior to calculation of the Jacobian.
class MyVectorFunc : public Differentiator::JacobianFunction {
public:
MyVectorFunc(int nf, int ny)
: Differentiator::JacobianFunction(nf,ny), time(0) { }
void setTime(Real t) {time=t;}
Real getTime() const {return time;}
// Must provide this pure virtual function.
int f(const Vector& y, Vector& fy) const override;
private:
Real time;
};
// This is a single scalar function of a vector of parameters.
class MyObjectiveFunc : public Differentiator::GradientFunction {
public:
MyObjectiveFunc(int ny)
: Differentiator::GradientFunction(ny), time(0) { }
void setTime(Real t) {time=t;}
Real getTime() const {return time;}
// Must provide this pure virtual function.
int f(const Vector& y, Real& fy) const override;
private:
Real time;
};
// This represents a generic scalar function of a scalar parameter,
// where the actual function has a simple C signature.
class GenericScalarFunc : public Differentiator::ScalarFunction {
typedef Real (*CFunc)(Real);
public:
GenericScalarFunc(CFunc cf)
: Differentiator::ScalarFunction(), cp(cf) { }
// Must provide this pure virtual function.
int f(Real x, Real& fx) const override {
fx = cp(x);
return 0;
}
CFunc cp;
};
#define PREC double
class SinOmegaX : public Differentiator::ScalarFunction {
public:
SinOmegaX(Real omega, Real acc)
: ScalarFunction(acc), w(omega)
{
}
Real calc(Real x) const {
return std::sin(w*x);
}
Real calcD1(Real x) const {
return w*std::cos(w*x);
}
Real calcD2(Real x) const {
return -w*w*std::sin(w*x);
}
// Must provide this virtual function.
int f(Real x, Real& fx) const override {
volatile PREC ffx = (PREC)calc(x);
fx = ffx;
return 0; // success
}
private:
const Real w;
};
class Cubic : public Differentiator::ScalarFunction {
public:
// ax^3+bx^2+cx+d
Cubic(Real aa, Real bb, Real cc, Real dd, Real acc)
: ScalarFunction(acc), a(aa),b(bb),c(cc),d(dd)
{
}
Real calc(Real x) const {
return (a*x*x*x + b*x*x + c*x + d)*std::exp(a*x);
}
Real calcD1(Real x) const {
return (3*a*x*x+2*b*x+c)*std::exp(a*x) + a*calc(x);
}
Real calcD2(Real x) const {
return (6*a*x+2*b)*std::exp(a*x) + (3*a*x*x+2*b*x+c)*a*std::exp(a*x)
+ a*calcD1(x);
}
// Must provide this virtual function.
int f(Real x, Real& fx) const override {
volatile PREC ffx = (PREC)calc(x);
fx = ffx;
return 0; // success
}
private:
const Real a, b, c, d;
};
static void doSinOmegaExample() {
for (int digits=0; digits<=41; ++digits) {
Real acc;
if (digits < 40) acc = std::pow(10., -(digits/(1.5*sizeof(double)/sizeof(PREC))));
else if (digits==40) acc=SimTK::NTraits<PREC>::getSignificant();
else if (digits==41) acc=SimTK::NTraits<PREC>::getEps();
const Real w = .01;
SinOmegaX func(w, acc);
//Cubic func(-1,-2,3,4, acc);
Differentiator dsin3x(func);
const int NEntries = 1000;
const Real offs =0.1;
const Real increment = (Real)SimTK_PI/NEntries;
//printf("%8s %12s %12s %12s\n",
// "x", "3cos3x", "err1", "err2");
Real err1rms=0, err1max=0, err2rms=0, err2max=0;
for (int i=0; i < NEntries; ++i) {
const Real x = offs + i*increment;
if (digits==0) printf("%12g %12g %12g\n", func.calc(x), func.calcD1(x), func.calcD2(x));
const Real analytic = func.calcD1(x);
const Real approx1st = dsin3x.calcDerivative(x);
const Real approx2nd = dsin3x.calcDerivative(x, Differentiator::CentralDifference);
const Real err1 = std::abs((approx1st-analytic)/analytic);
const Real err2 = std::abs((approx2nd-analytic)/analytic);
err1rms += err1*err1; err2rms += err2*err2;
if (err1 > err1max) err1max=err1;
if (err2 > err2max) err2max=err2;
//printf("%8g %12g %12.3e %12.3e\n",
// x, analytic, err1, err2);
}
printf("%.3e: err1: max=%.3e, rms=%.3e err2: max=%.3e, rms=%.3e\n",
acc, err1max, std::sqrt(err1rms/NEntries), err2max, std::sqrt(err2rms/NEntries));
}
exit(0);
};
static void showSimTKAboutInfo() {
int major,minor,build;
char out[100];
const char* keylist[] = { "version", "library", "type", "debug", "authors", "copyright", "svn_revision", 0 };
#ifdef TEST_LAPACK_VERSION
SimTK_version_SimTKlapack(&major,&minor,&build);
std::printf("==> SimTKlapack library version: %d.%d.%d\n", major, minor, build);
std::printf(" SimTK_about_SimTKlapack():\n");
for (const char** p = keylist; *p; ++p) {
SimTK_about_SimTKlapack(*p, 100, out);
std::printf(" about(%s)='%s'\n", *p, out);
}
#endif
SimTK_version_SimTKcommon(&major,&minor,&build);
std::printf("==> SimTKcommon library version: %d.%d.%d\n", major, minor, build);
std::printf(" SimTK_about_SimTKcommon():\n");
for (const char** p = keylist; *p; ++p) {
SimTK_about_SimTKcommon(*p, 100, out);
std::printf(" about(%s)='%s'\n", *p, out);
}
SimTK_version_simmath(&major,&minor,&build);
std::printf("==> SimTKmath library version: %d.%d.%d\n", major, minor, build);
std::printf(" SimTK_about_simmath():\n");
for (const char** p = keylist; *p; ++p) {
SimTK_about_simmath(*p, 100, out);
std::printf(" about(%s)='%s'\n", *p, out);
}
std::printf("\n");
}
static Real mysin(Real x) {
return std::sin(x);
}
static Real mycos(Real x) {
return std::cos(x);
}
int main() {
showSimTKAboutInfo();
doSinOmegaExample();
Vector yy, yp;
yy.resize(4);
yp.resize(4);
/* Initialize y */
yy[0] = 1.0; /* x */
yy[1] = 0.0; /* y */
yy[2] = 0.0; /* xd */
yy[3] = 0.0; /* yd */
// Define a scalar, vector, and system of functions.
GenericScalarFunc gf(mysin);
MyObjectiveFunc sf(4);
MyVectorFunc vf(4,4);
vf.setEstimatedAccuracy(1e-6); // claim reduced accuracy (6 digits)
// Create differentiators for each of the functions.
Differentiator dsin(gf,Differentiator::CentralDifference); // use calcDerivative()
Differentiator gradf(sf); // use calcGradient()
Differentiator df(vf); // use calcJacobian()
int returnValue = 0; // assume success
try {
gradf.setDefaultMethod(Differentiator::ForwardDifference);
df.setDefaultMethod(Differentiator::UnspecifiedMethod);
printf("dsin default method: %s\n", Differentiator::getMethodName(dsin.getDefaultMethod()));
printf("gradf default method: %s\n", Differentiator::getMethodName(gradf.getDefaultMethod()));
printf("df default method: %s\n", Differentiator::getMethodName(df.getDefaultMethod()));
const Real ang = SimTK_PI/8;
std::cout << "sin(x)=" << mysin(ang) << std::endl;
std::cout << "d sin(x)/dx=" << dsin.calcDerivative(ang) << std::endl;
std::cout << "cos(x)=" << mycos(ang) << std::endl;
const Real rp[] = {.01,.02,.03,-.14};
Vector delta_y(4,rp);
Vector y0 = yy+delta_y; // don't start right at 0
printf("Func gf: nf=%d np=%d estacc=%g\n",
gf.getNumFunctions(), gf.getNumParameters(), gf.getEstimatedAccuracy());
printf("Func sf: nf=%d np=%d estacc=%g\n",
sf.getNumFunctions(), sf.getNumParameters(), sf.getEstimatedAccuracy());
printf("Func vf: nf=%d np=%d estacc=%g\n",
vf.getNumFunctions(), vf.getNumParameters(), vf.getEstimatedAccuracy());
Real sfy0, sfyd;
sf.f(y0, sfy0); // calculate unperturbed value
Vector grad1;
gradf.calcGradient(y0, sfy0, grad1);
Vector grad2;
gradf.calcGradient(y0, sfy0, grad2, Differentiator::CentralDifference);
std::cout << "sf(y0)=" << sfy0 << std::endl;
std::cout << "order 1 grad(sf)=" << grad1 << std::endl;
std::cout << "order 2 grad(sf)=" << grad2 << std::endl;
sf.f(y0+delta_y, sfyd);
std::cout << "sf(y0+dy)=" << sfyd << std::endl;
std::cout << "sf(y0)+~grad1*dy=" << sfy0 + ~grad1*delta_y << std::endl;
std::cout << "err @order1=" << std::abs(sfyd-(sfy0 + ~grad1*delta_y)) << std::endl;
std::cout << "err @order2=" << std::abs(sfyd-(sfy0 + ~grad2*delta_y)) << std::endl;
vf.f(y0, yp);
Matrix dfdy;
df.calcJacobian(y0,yp,dfdy);
const Matrix dfdy2 = df.calcJacobian(y0, Differentiator::CentralDifference);
std::cout << "vf(" << y0 << ")=" << yp << std::endl;
std::cout << "order " << df.getDefaultMethod()
<< " df/dy=" << dfdy;
std::cout << "2nd order dfdy: " << dfdy2;
Vector yp2(4);
vf.f(y0+2*delta_y, yp2);
std::cout << "f(y0+dy)=" << yp2 << std::endl;
std::cout << "1 f(y0)+(df/dy)dy=" << yp+dfdy*2*delta_y << std::endl;
std::cout << "2 f(y0)+(f/dy)dy=" << yp+dfdy2*2*delta_y << std::endl;
std::cout << std::setprecision(16);
std::cout << "1 err=" << (yp2-(yp+dfdy*2*delta_y)).norm() << std::endl;
std::cout << "2 err=" << (yp2-(yp+dfdy2*2*delta_y)).norm() << std::endl;
}
catch (const std::exception& e) {
std::cout << "Differentiator.cpp caught exception:";
std::cout << e.what() << std::endl;
}
printf("dsin stats: ndiffs=%d nfail=%d nfcalls=%d\n",
dsin.getNumDifferentiations(), dsin.getNumDifferentiationFailures(),
dsin.getNumCallsToUserFunction());
printf("gradf stats: ndiffs=%d nfail=%d nfcalls=%d\n",
gradf.getNumDifferentiations(), gradf.getNumDifferentiationFailures(),
gradf.getNumCallsToUserFunction());
printf("df stats: ndiffs=%d nfail=%d nfcalls=%d\n",
df.getNumDifferentiations(), df.getNumDifferentiationFailures(),
df.getNumCallsToUserFunction());
printf("gf stats: nCalls=%d, nFailures=%d\n",
gf.getNumCalls(), gf.getNumFailures());
printf("sf stats: nCalls=%d, nFailures=%d\n",
sf.getNumCalls(), sf.getNumFailures());
printf("vf stats: nCalls=%d, nFailures=%d\n",
vf.getNumCalls(), vf.getNumFailures());
vf.resetAllStatistics();
printf("vf after reset: nCalls=%d, nFailures=%d\n",
vf.getNumCalls(), vf.getNumFailures());
return 0;
}
// Here is our system of equations, representing a pendulum. We'll
// use the system as-is for calculating a Jacobian, and use its
// norm for testing gradient calculation.
static int pendODE(Real t, const Vector& yy, Vector& fy)
{
Real x, y, xd, yd, g, tmp;
g = 13.7503716373294544;
x = yy[0];
y = yy[1];
xd = yy[2];
yd = yy[3];
tmp = xd*xd + yd*yd - g*y;
fy[0] = xd;
fy[1] = yd;
fy[2] = -x*tmp;
fy[3] = -y*tmp - g;
return 0;
}
// Implement the virtual method for a JacobianFunction.
int MyVectorFunc::f(const Vector& yy, Vector& fy) const
{
return pendODE(getTime(), yy, fy);
}
// Implement the virtual function for a GradientFunction.
int MyObjectiveFunc::f(const Vector& yy, Real& fy) const
{
Vector tmp(4);
const int res = pendODE(getTime(), yy, tmp);
fy = tmp.norm();
return res;
}
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