autodiff.hpp 81 KB

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  1. // Copyright Matthew Pulver 2018 - 2019.
  2. // Distributed under the Boost Software License, Version 1.0.
  3. // (See accompanying file LICENSE_1_0.txt or copy at
  4. // https://www.boost.org/LICENSE_1_0.txt)
  5. #ifndef BOOST_MATH_DIFFERENTIATION_AUTODIFF_HPP
  6. #define BOOST_MATH_DIFFERENTIATION_AUTODIFF_HPP
  7. #include <boost/cstdfloat.hpp>
  8. #include <boost/math/constants/constants.hpp>
  9. #include <boost/math/special_functions/trunc.hpp>
  10. #include <boost/math/special_functions/round.hpp>
  11. #include <boost/math/special_functions/acosh.hpp>
  12. #include <boost/math/special_functions/asinh.hpp>
  13. #include <boost/math/special_functions/atanh.hpp>
  14. #include <boost/math/special_functions/digamma.hpp>
  15. #include <boost/math/special_functions/polygamma.hpp>
  16. #include <boost/math/special_functions/erf.hpp>
  17. #include <boost/math/special_functions/lambert_w.hpp>
  18. #include <boost/math/tools/config.hpp>
  19. #include <boost/math/tools/promotion.hpp>
  20. #include <algorithm>
  21. #include <array>
  22. #include <cmath>
  23. #include <functional>
  24. #include <limits>
  25. #include <numeric>
  26. #include <ostream>
  27. #include <tuple>
  28. #include <type_traits>
  29. namespace boost {
  30. namespace math {
  31. namespace differentiation {
  32. // Automatic Differentiation v1
  33. inline namespace autodiff_v1 {
  34. namespace detail {
  35. template <typename RealType, typename... RealTypes>
  36. struct promote_args_n {
  37. using type = typename tools::promote_args_2<RealType, typename promote_args_n<RealTypes...>::type>::type;
  38. };
  39. template <typename RealType>
  40. struct promote_args_n<RealType> {
  41. using type = typename tools::promote_arg<RealType>::type;
  42. };
  43. } // namespace detail
  44. template <typename RealType, typename... RealTypes>
  45. using promote = typename detail::promote_args_n<RealType, RealTypes...>::type;
  46. namespace detail {
  47. template <typename RealType, size_t Order>
  48. class fvar;
  49. template <typename T>
  50. struct is_fvar_impl : std::false_type {};
  51. template <typename RealType, size_t Order>
  52. struct is_fvar_impl<fvar<RealType, Order>> : std::true_type {};
  53. template <typename T>
  54. using is_fvar = is_fvar_impl<typename std::decay<T>::type>;
  55. template <typename RealType, size_t Order, size_t... Orders>
  56. struct nest_fvar {
  57. using type = fvar<typename nest_fvar<RealType, Orders...>::type, Order>;
  58. };
  59. template <typename RealType, size_t Order>
  60. struct nest_fvar<RealType, Order> {
  61. using type = fvar<RealType, Order>;
  62. };
  63. template <typename>
  64. struct get_depth_impl : std::integral_constant<size_t, 0> {};
  65. template <typename RealType, size_t Order>
  66. struct get_depth_impl<fvar<RealType, Order>>
  67. : std::integral_constant<size_t, get_depth_impl<RealType>::value + 1> {};
  68. template <typename T>
  69. using get_depth = get_depth_impl<typename std::decay<T>::type>;
  70. template <typename>
  71. struct get_order_sum_t : std::integral_constant<size_t, 0> {};
  72. template <typename RealType, size_t Order>
  73. struct get_order_sum_t<fvar<RealType, Order>>
  74. : std::integral_constant<size_t, get_order_sum_t<RealType>::value + Order> {};
  75. template <typename T>
  76. using get_order_sum = get_order_sum_t<typename std::decay<T>::type>;
  77. template <typename RealType>
  78. struct get_root_type {
  79. using type = RealType;
  80. };
  81. template <typename RealType, size_t Order>
  82. struct get_root_type<fvar<RealType, Order>> {
  83. using type = typename get_root_type<RealType>::type;
  84. };
  85. template <typename RealType, size_t Depth>
  86. struct type_at {
  87. using type = RealType;
  88. };
  89. template <typename RealType, size_t Order, size_t Depth>
  90. struct type_at<fvar<RealType, Order>, Depth> {
  91. using type = typename conditional<Depth == 0,
  92. fvar<RealType, Order>,
  93. typename type_at<RealType, Depth - 1>::type>::type;
  94. };
  95. template <typename RealType, size_t Depth>
  96. using get_type_at = typename type_at<RealType, Depth>::type;
  97. // Satisfies Boost's Conceptual Requirements for Real Number Types.
  98. // https://www.boost.org/libs/math/doc/html/math_toolkit/real_concepts.html
  99. template <typename RealType, size_t Order>
  100. class fvar {
  101. std::array<RealType, Order + 1> v;
  102. public:
  103. using root_type = typename get_root_type<RealType>::type; // RealType in the root fvar<RealType,Order>.
  104. fvar() = default;
  105. // Initialize a variable or constant.
  106. fvar(root_type const&, bool const is_variable);
  107. // RealType(cr) | RealType | RealType is copy constructible.
  108. fvar(fvar const&) = default;
  109. // Be aware of implicit casting from one fvar<> type to another by this copy constructor.
  110. template <typename RealType2, size_t Order2>
  111. fvar(fvar<RealType2, Order2> const&);
  112. // RealType(ca) | RealType | RealType is copy constructible from the arithmetic types.
  113. explicit fvar(root_type const&); // Initialize a constant. (No epsilon terms.)
  114. template <typename RealType2>
  115. fvar(RealType2 const& ca); // Supports any RealType2 for which static_cast<root_type>(ca) compiles.
  116. // r = cr | RealType& | Assignment operator.
  117. fvar& operator=(fvar const&) = default;
  118. // r = ca | RealType& | Assignment operator from the arithmetic types.
  119. // Handled by constructor that takes a single parameter of generic type.
  120. // fvar& operator=(root_type const&); // Set a constant.
  121. // r += cr | RealType& | Adds cr to r.
  122. template <typename RealType2, size_t Order2>
  123. fvar& operator+=(fvar<RealType2, Order2> const&);
  124. // r += ca | RealType& | Adds ar to r.
  125. fvar& operator+=(root_type const&);
  126. // r -= cr | RealType& | Subtracts cr from r.
  127. template <typename RealType2, size_t Order2>
  128. fvar& operator-=(fvar<RealType2, Order2> const&);
  129. // r -= ca | RealType& | Subtracts ca from r.
  130. fvar& operator-=(root_type const&);
  131. // r *= cr | RealType& | Multiplies r by cr.
  132. template <typename RealType2, size_t Order2>
  133. fvar& operator*=(fvar<RealType2, Order2> const&);
  134. // r *= ca | RealType& | Multiplies r by ca.
  135. fvar& operator*=(root_type const&);
  136. // r /= cr | RealType& | Divides r by cr.
  137. template <typename RealType2, size_t Order2>
  138. fvar& operator/=(fvar<RealType2, Order2> const&);
  139. // r /= ca | RealType& | Divides r by ca.
  140. fvar& operator/=(root_type const&);
  141. // -r | RealType | Unary Negation.
  142. fvar operator-() const;
  143. // +r | RealType& | Identity Operation.
  144. fvar const& operator+() const;
  145. // cr + cr2 | RealType | Binary Addition
  146. template <typename RealType2, size_t Order2>
  147. promote<fvar, fvar<RealType2, Order2>> operator+(fvar<RealType2, Order2> const&) const;
  148. // cr + ca | RealType | Binary Addition
  149. fvar operator+(root_type const&) const;
  150. // ca + cr | RealType | Binary Addition
  151. template <typename RealType2, size_t Order2>
  152. friend fvar<RealType2, Order2> operator+(typename fvar<RealType2, Order2>::root_type const&,
  153. fvar<RealType2, Order2> const&);
  154. // cr - cr2 | RealType | Binary Subtraction
  155. template <typename RealType2, size_t Order2>
  156. promote<fvar, fvar<RealType2, Order2>> operator-(fvar<RealType2, Order2> const&) const;
  157. // cr - ca | RealType | Binary Subtraction
  158. fvar operator-(root_type const&) const;
  159. // ca - cr | RealType | Binary Subtraction
  160. template <typename RealType2, size_t Order2>
  161. friend fvar<RealType2, Order2> operator-(typename fvar<RealType2, Order2>::root_type const&,
  162. fvar<RealType2, Order2> const&);
  163. // cr * cr2 | RealType | Binary Multiplication
  164. template <typename RealType2, size_t Order2>
  165. promote<fvar, fvar<RealType2, Order2>> operator*(fvar<RealType2, Order2> const&)const;
  166. // cr * ca | RealType | Binary Multiplication
  167. fvar operator*(root_type const&)const;
  168. // ca * cr | RealType | Binary Multiplication
  169. template <typename RealType2, size_t Order2>
  170. friend fvar<RealType2, Order2> operator*(typename fvar<RealType2, Order2>::root_type const&,
  171. fvar<RealType2, Order2> const&);
  172. // cr / cr2 | RealType | Binary Subtraction
  173. template <typename RealType2, size_t Order2>
  174. promote<fvar, fvar<RealType2, Order2>> operator/(fvar<RealType2, Order2> const&) const;
  175. // cr / ca | RealType | Binary Subtraction
  176. fvar operator/(root_type const&) const;
  177. // ca / cr | RealType | Binary Subtraction
  178. template <typename RealType2, size_t Order2>
  179. friend fvar<RealType2, Order2> operator/(typename fvar<RealType2, Order2>::root_type const&,
  180. fvar<RealType2, Order2> const&);
  181. // For all comparison overloads, only the root term is compared.
  182. // cr == cr2 | bool | Equality Comparison
  183. template <typename RealType2, size_t Order2>
  184. bool operator==(fvar<RealType2, Order2> const&) const;
  185. // cr == ca | bool | Equality Comparison
  186. bool operator==(root_type const&) const;
  187. // ca == cr | bool | Equality Comparison
  188. template <typename RealType2, size_t Order2>
  189. friend bool operator==(typename fvar<RealType2, Order2>::root_type const&, fvar<RealType2, Order2> const&);
  190. // cr != cr2 | bool | Inequality Comparison
  191. template <typename RealType2, size_t Order2>
  192. bool operator!=(fvar<RealType2, Order2> const&) const;
  193. // cr != ca | bool | Inequality Comparison
  194. bool operator!=(root_type const&) const;
  195. // ca != cr | bool | Inequality Comparison
  196. template <typename RealType2, size_t Order2>
  197. friend bool operator!=(typename fvar<RealType2, Order2>::root_type const&, fvar<RealType2, Order2> const&);
  198. // cr <= cr2 | bool | Less than equal to.
  199. template <typename RealType2, size_t Order2>
  200. bool operator<=(fvar<RealType2, Order2> const&) const;
  201. // cr <= ca | bool | Less than equal to.
  202. bool operator<=(root_type const&) const;
  203. // ca <= cr | bool | Less than equal to.
  204. template <typename RealType2, size_t Order2>
  205. friend bool operator<=(typename fvar<RealType2, Order2>::root_type const&, fvar<RealType2, Order2> const&);
  206. // cr >= cr2 | bool | Greater than equal to.
  207. template <typename RealType2, size_t Order2>
  208. bool operator>=(fvar<RealType2, Order2> const&) const;
  209. // cr >= ca | bool | Greater than equal to.
  210. bool operator>=(root_type const&) const;
  211. // ca >= cr | bool | Greater than equal to.
  212. template <typename RealType2, size_t Order2>
  213. friend bool operator>=(typename fvar<RealType2, Order2>::root_type const&, fvar<RealType2, Order2> const&);
  214. // cr < cr2 | bool | Less than comparison.
  215. template <typename RealType2, size_t Order2>
  216. bool operator<(fvar<RealType2, Order2> const&) const;
  217. // cr < ca | bool | Less than comparison.
  218. bool operator<(root_type const&) const;
  219. // ca < cr | bool | Less than comparison.
  220. template <typename RealType2, size_t Order2>
  221. friend bool operator<(typename fvar<RealType2, Order2>::root_type const&, fvar<RealType2, Order2> const&);
  222. // cr > cr2 | bool | Greater than comparison.
  223. template <typename RealType2, size_t Order2>
  224. bool operator>(fvar<RealType2, Order2> const&) const;
  225. // cr > ca | bool | Greater than comparison.
  226. bool operator>(root_type const&) const;
  227. // ca > cr | bool | Greater than comparison.
  228. template <typename RealType2, size_t Order2>
  229. friend bool operator>(typename fvar<RealType2, Order2>::root_type const&, fvar<RealType2, Order2> const&);
  230. // Will throw std::out_of_range if Order < order.
  231. template <typename... Orders>
  232. get_type_at<RealType, sizeof...(Orders)> at(size_t order, Orders... orders) const;
  233. template <typename... Orders>
  234. get_type_at<fvar, sizeof...(Orders)> derivative(Orders... orders) const;
  235. const RealType& operator[](size_t) const;
  236. fvar inverse() const; // Multiplicative inverse.
  237. fvar& negate(); // Negate and return reference to *this.
  238. static constexpr size_t depth = get_depth<fvar>::value; // Number of nested std::array<RealType,Order>.
  239. static constexpr size_t order_sum = get_order_sum<fvar>::value;
  240. explicit operator root_type() const; // Must be explicit, otherwise overloaded operators are ambiguous.
  241. template <typename T, typename = typename std::enable_if<std::is_arithmetic<typename std::decay<T>::type>::value>>
  242. explicit operator T() const; // Must be explicit; multiprecision has trouble without the std::enable_if
  243. fvar& set_root(root_type const&);
  244. // Apply coefficients using horner method.
  245. template <typename Func, typename Fvar, typename... Fvars>
  246. promote<fvar<RealType, Order>, Fvar, Fvars...> apply_coefficients(size_t const order,
  247. Func const& f,
  248. Fvar const& cr,
  249. Fvars&&... fvars) const;
  250. template <typename Func>
  251. fvar apply_coefficients(size_t const order, Func const& f) const;
  252. // Use when function returns derivative(i)/factorial(i) and may have some infinite derivatives.
  253. template <typename Func, typename Fvar, typename... Fvars>
  254. promote<fvar<RealType, Order>, Fvar, Fvars...> apply_coefficients_nonhorner(size_t const order,
  255. Func const& f,
  256. Fvar const& cr,
  257. Fvars&&... fvars) const;
  258. template <typename Func>
  259. fvar apply_coefficients_nonhorner(size_t const order, Func const& f) const;
  260. // Apply derivatives using horner method.
  261. template <typename Func, typename Fvar, typename... Fvars>
  262. promote<fvar<RealType, Order>, Fvar, Fvars...> apply_derivatives(size_t const order,
  263. Func const& f,
  264. Fvar const& cr,
  265. Fvars&&... fvars) const;
  266. template <typename Func>
  267. fvar apply_derivatives(size_t const order, Func const& f) const;
  268. // Use when function returns derivative(i) and may have some infinite derivatives.
  269. template <typename Func, typename Fvar, typename... Fvars>
  270. promote<fvar<RealType, Order>, Fvar, Fvars...> apply_derivatives_nonhorner(size_t const order,
  271. Func const& f,
  272. Fvar const& cr,
  273. Fvars&&... fvars) const;
  274. template <typename Func>
  275. fvar apply_derivatives_nonhorner(size_t const order, Func const& f) const;
  276. private:
  277. RealType epsilon_inner_product(size_t z0,
  278. size_t isum0,
  279. size_t m0,
  280. fvar const& cr,
  281. size_t z1,
  282. size_t isum1,
  283. size_t m1,
  284. size_t j) const;
  285. fvar epsilon_multiply(size_t z0, size_t isum0, fvar const& cr, size_t z1, size_t isum1) const;
  286. fvar epsilon_multiply(size_t z0, size_t isum0, root_type const& ca) const;
  287. fvar inverse_apply() const;
  288. fvar& multiply_assign_by_root_type(bool is_root, root_type const&);
  289. template <typename RealType2, size_t Orders2>
  290. friend class fvar;
  291. template <typename RealType2, size_t Order2>
  292. friend std::ostream& operator<<(std::ostream&, fvar<RealType2, Order2> const&);
  293. // C++11 Compatibility
  294. #ifdef BOOST_NO_CXX17_IF_CONSTEXPR
  295. template <typename RootType>
  296. void fvar_cpp11(std::true_type, RootType const& ca, bool const is_variable);
  297. template <typename RootType>
  298. void fvar_cpp11(std::false_type, RootType const& ca, bool const is_variable);
  299. template <typename... Orders>
  300. get_type_at<RealType, sizeof...(Orders)> at_cpp11(std::true_type, size_t order, Orders... orders) const;
  301. template <typename... Orders>
  302. get_type_at<RealType, sizeof...(Orders)> at_cpp11(std::false_type, size_t order, Orders... orders) const;
  303. template <typename SizeType>
  304. fvar epsilon_multiply_cpp11(std::true_type,
  305. SizeType z0,
  306. size_t isum0,
  307. fvar const& cr,
  308. size_t z1,
  309. size_t isum1) const;
  310. template <typename SizeType>
  311. fvar epsilon_multiply_cpp11(std::false_type,
  312. SizeType z0,
  313. size_t isum0,
  314. fvar const& cr,
  315. size_t z1,
  316. size_t isum1) const;
  317. template <typename SizeType>
  318. fvar epsilon_multiply_cpp11(std::true_type, SizeType z0, size_t isum0, root_type const& ca) const;
  319. template <typename SizeType>
  320. fvar epsilon_multiply_cpp11(std::false_type, SizeType z0, size_t isum0, root_type const& ca) const;
  321. template <typename RootType>
  322. fvar& multiply_assign_by_root_type_cpp11(std::true_type, bool is_root, RootType const& ca);
  323. template <typename RootType>
  324. fvar& multiply_assign_by_root_type_cpp11(std::false_type, bool is_root, RootType const& ca);
  325. template <typename RootType>
  326. fvar& negate_cpp11(std::true_type, RootType const&);
  327. template <typename RootType>
  328. fvar& negate_cpp11(std::false_type, RootType const&);
  329. template <typename RootType>
  330. fvar& set_root_cpp11(std::true_type, RootType const& root);
  331. template <typename RootType>
  332. fvar& set_root_cpp11(std::false_type, RootType const& root);
  333. #endif
  334. };
  335. // C++11 compatibility
  336. #ifdef BOOST_NO_CXX17_IF_CONSTEXPR
  337. #define BOOST_AUTODIFF_IF_CONSTEXPR
  338. #else
  339. #define BOOST_AUTODIFF_IF_CONSTEXPR constexpr
  340. #endif
  341. // Standard Library Support Requirements
  342. // fabs(cr1) | RealType
  343. template <typename RealType, size_t Order>
  344. fvar<RealType, Order> fabs(fvar<RealType, Order> const&);
  345. // abs(cr1) | RealType
  346. template <typename RealType, size_t Order>
  347. fvar<RealType, Order> abs(fvar<RealType, Order> const&);
  348. // ceil(cr1) | RealType
  349. template <typename RealType, size_t Order>
  350. fvar<RealType, Order> ceil(fvar<RealType, Order> const&);
  351. // floor(cr1) | RealType
  352. template <typename RealType, size_t Order>
  353. fvar<RealType, Order> floor(fvar<RealType, Order> const&);
  354. // exp(cr1) | RealType
  355. template <typename RealType, size_t Order>
  356. fvar<RealType, Order> exp(fvar<RealType, Order> const&);
  357. // pow(cr, ca) | RealType
  358. template <typename RealType, size_t Order>
  359. fvar<RealType, Order> pow(fvar<RealType, Order> const&, typename fvar<RealType, Order>::root_type const&);
  360. // pow(ca, cr) | RealType
  361. template <typename RealType, size_t Order>
  362. fvar<RealType, Order> pow(typename fvar<RealType, Order>::root_type const&, fvar<RealType, Order> const&);
  363. // pow(cr1, cr2) | RealType
  364. template <typename RealType1, size_t Order1, typename RealType2, size_t Order2>
  365. promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>> pow(fvar<RealType1, Order1> const&,
  366. fvar<RealType2, Order2> const&);
  367. // sqrt(cr1) | RealType
  368. template <typename RealType, size_t Order>
  369. fvar<RealType, Order> sqrt(fvar<RealType, Order> const&);
  370. // log(cr1) | RealType
  371. template <typename RealType, size_t Order>
  372. fvar<RealType, Order> log(fvar<RealType, Order> const&);
  373. // frexp(cr1, &i) | RealType
  374. template <typename RealType, size_t Order>
  375. fvar<RealType, Order> frexp(fvar<RealType, Order> const&, int*);
  376. // ldexp(cr1, i) | RealType
  377. template <typename RealType, size_t Order>
  378. fvar<RealType, Order> ldexp(fvar<RealType, Order> const&, int);
  379. // cos(cr1) | RealType
  380. template <typename RealType, size_t Order>
  381. fvar<RealType, Order> cos(fvar<RealType, Order> const&);
  382. // sin(cr1) | RealType
  383. template <typename RealType, size_t Order>
  384. fvar<RealType, Order> sin(fvar<RealType, Order> const&);
  385. // asin(cr1) | RealType
  386. template <typename RealType, size_t Order>
  387. fvar<RealType, Order> asin(fvar<RealType, Order> const&);
  388. // tan(cr1) | RealType
  389. template <typename RealType, size_t Order>
  390. fvar<RealType, Order> tan(fvar<RealType, Order> const&);
  391. // atan(cr1) | RealType
  392. template <typename RealType, size_t Order>
  393. fvar<RealType, Order> atan(fvar<RealType, Order> const&);
  394. // atan2(cr, ca) | RealType
  395. template <typename RealType, size_t Order>
  396. fvar<RealType, Order> atan2(fvar<RealType, Order> const&, typename fvar<RealType, Order>::root_type const&);
  397. // atan2(ca, cr) | RealType
  398. template <typename RealType, size_t Order>
  399. fvar<RealType, Order> atan2(typename fvar<RealType, Order>::root_type const&, fvar<RealType, Order> const&);
  400. // atan2(cr1, cr2) | RealType
  401. template <typename RealType1, size_t Order1, typename RealType2, size_t Order2>
  402. promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>> atan2(fvar<RealType1, Order1> const&,
  403. fvar<RealType2, Order2> const&);
  404. // fmod(cr1,cr2) | RealType
  405. template <typename RealType1, size_t Order1, typename RealType2, size_t Order2>
  406. promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>> fmod(fvar<RealType1, Order1> const&,
  407. fvar<RealType2, Order2> const&);
  408. // round(cr1) | RealType
  409. template <typename RealType, size_t Order>
  410. fvar<RealType, Order> round(fvar<RealType, Order> const&);
  411. // iround(cr1) | int
  412. template <typename RealType, size_t Order>
  413. int iround(fvar<RealType, Order> const&);
  414. template <typename RealType, size_t Order>
  415. long lround(fvar<RealType, Order> const&);
  416. template <typename RealType, size_t Order>
  417. long long llround(fvar<RealType, Order> const&);
  418. // trunc(cr1) | RealType
  419. template <typename RealType, size_t Order>
  420. fvar<RealType, Order> trunc(fvar<RealType, Order> const&);
  421. template <typename RealType, size_t Order>
  422. long double truncl(fvar<RealType, Order> const&);
  423. // itrunc(cr1) | int
  424. template <typename RealType, size_t Order>
  425. int itrunc(fvar<RealType, Order> const&);
  426. template <typename RealType, size_t Order>
  427. long long lltrunc(fvar<RealType, Order> const&);
  428. // Additional functions
  429. template <typename RealType, size_t Order>
  430. fvar<RealType, Order> acos(fvar<RealType, Order> const&);
  431. template <typename RealType, size_t Order>
  432. fvar<RealType, Order> acosh(fvar<RealType, Order> const&);
  433. template <typename RealType, size_t Order>
  434. fvar<RealType, Order> asinh(fvar<RealType, Order> const&);
  435. template <typename RealType, size_t Order>
  436. fvar<RealType, Order> atanh(fvar<RealType, Order> const&);
  437. template <typename RealType, size_t Order>
  438. fvar<RealType, Order> cosh(fvar<RealType, Order> const&);
  439. template <typename RealType, size_t Order>
  440. fvar<RealType, Order> digamma(fvar<RealType, Order> const&);
  441. template <typename RealType, size_t Order>
  442. fvar<RealType, Order> erf(fvar<RealType, Order> const&);
  443. template <typename RealType, size_t Order>
  444. fvar<RealType, Order> erfc(fvar<RealType, Order> const&);
  445. template <typename RealType, size_t Order>
  446. fvar<RealType, Order> lambert_w0(fvar<RealType, Order> const&);
  447. template <typename RealType, size_t Order>
  448. fvar<RealType, Order> lgamma(fvar<RealType, Order> const&);
  449. template <typename RealType, size_t Order>
  450. fvar<RealType, Order> sinc(fvar<RealType, Order> const&);
  451. template <typename RealType, size_t Order>
  452. fvar<RealType, Order> sinh(fvar<RealType, Order> const&);
  453. template <typename RealType, size_t Order>
  454. fvar<RealType, Order> tanh(fvar<RealType, Order> const&);
  455. template <typename RealType, size_t Order>
  456. fvar<RealType, Order> tgamma(fvar<RealType, Order> const&);
  457. template <size_t>
  458. struct zero : std::integral_constant<size_t, 0> {};
  459. } // namespace detail
  460. template <typename RealType, size_t Order, size_t... Orders>
  461. using autodiff_fvar = typename detail::nest_fvar<RealType, Order, Orders...>::type;
  462. template <typename RealType, size_t Order, size_t... Orders>
  463. autodiff_fvar<RealType, Order, Orders...> make_fvar(RealType const& ca) {
  464. return autodiff_fvar<RealType, Order, Orders...>(ca, true);
  465. }
  466. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  467. namespace detail {
  468. template <typename RealType, size_t Order, size_t... Is>
  469. auto make_fvar_for_tuple(std::index_sequence<Is...>, RealType const& ca) {
  470. return make_fvar<RealType, zero<Is>::value..., Order>(ca);
  471. }
  472. template <typename RealType, size_t... Orders, size_t... Is, typename... RealTypes>
  473. auto make_ftuple_impl(std::index_sequence<Is...>, RealTypes const&... ca) {
  474. return std::make_tuple(make_fvar_for_tuple<RealType, Orders>(std::make_index_sequence<Is>{}, ca)...);
  475. }
  476. } // namespace detail
  477. template <typename RealType, size_t... Orders, typename... RealTypes>
  478. auto make_ftuple(RealTypes const&... ca) {
  479. static_assert(sizeof...(Orders) == sizeof...(RealTypes),
  480. "Number of Orders must match number of function parameters.");
  481. return detail::make_ftuple_impl<RealType, Orders...>(std::index_sequence_for<RealTypes...>{}, ca...);
  482. }
  483. #endif
  484. namespace detail {
  485. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  486. template <typename RealType, size_t Order>
  487. fvar<RealType, Order>::fvar(root_type const& ca, bool const is_variable) {
  488. if constexpr (is_fvar<RealType>::value) {
  489. v.front() = RealType(ca, is_variable);
  490. if constexpr (0 < Order)
  491. std::fill(v.begin() + 1, v.end(), static_cast<RealType>(0));
  492. } else {
  493. v.front() = ca;
  494. if constexpr (0 < Order)
  495. v[1] = static_cast<root_type>(static_cast<int>(is_variable));
  496. if constexpr (1 < Order)
  497. std::fill(v.begin() + 2, v.end(), static_cast<RealType>(0));
  498. }
  499. }
  500. #endif
  501. template <typename RealType, size_t Order>
  502. template <typename RealType2, size_t Order2>
  503. fvar<RealType, Order>::fvar(fvar<RealType2, Order2> const& cr) {
  504. for (size_t i = 0; i <= (std::min)(Order, Order2); ++i)
  505. v[i] = static_cast<RealType>(cr.v[i]);
  506. if BOOST_AUTODIFF_IF_CONSTEXPR (Order2 < Order)
  507. std::fill(v.begin() + (Order2 + 1), v.end(), static_cast<RealType>(0));
  508. }
  509. template <typename RealType, size_t Order>
  510. fvar<RealType, Order>::fvar(root_type const& ca) : v{{static_cast<RealType>(ca)}} {}
  511. // Can cause compiler error if RealType2 cannot be cast to root_type.
  512. template <typename RealType, size_t Order>
  513. template <typename RealType2>
  514. fvar<RealType, Order>::fvar(RealType2 const& ca) : v{{static_cast<RealType>(ca)}} {}
  515. /*
  516. template<typename RealType, size_t Order>
  517. fvar<RealType,Order>& fvar<RealType,Order>::operator=(root_type const& ca)
  518. {
  519. v.front() = static_cast<RealType>(ca);
  520. if constexpr (0 < Order)
  521. std::fill(v.begin()+1, v.end(), static_cast<RealType>(0));
  522. return *this;
  523. }
  524. */
  525. template <typename RealType, size_t Order>
  526. template <typename RealType2, size_t Order2>
  527. fvar<RealType, Order>& fvar<RealType, Order>::operator+=(fvar<RealType2, Order2> const& cr) {
  528. for (size_t i = 0; i <= (std::min)(Order, Order2); ++i)
  529. v[i] += cr.v[i];
  530. return *this;
  531. }
  532. template <typename RealType, size_t Order>
  533. fvar<RealType, Order>& fvar<RealType, Order>::operator+=(root_type const& ca) {
  534. v.front() += ca;
  535. return *this;
  536. }
  537. template <typename RealType, size_t Order>
  538. template <typename RealType2, size_t Order2>
  539. fvar<RealType, Order>& fvar<RealType, Order>::operator-=(fvar<RealType2, Order2> const& cr) {
  540. for (size_t i = 0; i <= Order; ++i)
  541. v[i] -= cr.v[i];
  542. return *this;
  543. }
  544. template <typename RealType, size_t Order>
  545. fvar<RealType, Order>& fvar<RealType, Order>::operator-=(root_type const& ca) {
  546. v.front() -= ca;
  547. return *this;
  548. }
  549. template <typename RealType, size_t Order>
  550. template <typename RealType2, size_t Order2>
  551. fvar<RealType, Order>& fvar<RealType, Order>::operator*=(fvar<RealType2, Order2> const& cr) {
  552. using diff_t = typename std::array<RealType, Order + 1>::difference_type;
  553. promote<RealType, RealType2> const zero(0);
  554. if BOOST_AUTODIFF_IF_CONSTEXPR (Order <= Order2)
  555. for (size_t i = 0, j = Order; i <= Order; ++i, --j)
  556. v[j] = std::inner_product(v.cbegin(), v.cend() - diff_t(i), cr.v.crbegin() + diff_t(i), zero);
  557. else {
  558. for (size_t i = 0, j = Order; i <= Order - Order2; ++i, --j)
  559. v[j] = std::inner_product(cr.v.cbegin(), cr.v.cend(), v.crbegin() + diff_t(i), zero);
  560. for (size_t i = Order - Order2 + 1, j = Order2 - 1; i <= Order; ++i, --j)
  561. v[j] = std::inner_product(cr.v.cbegin(), cr.v.cbegin() + diff_t(j + 1), v.crbegin() + diff_t(i), zero);
  562. }
  563. return *this;
  564. }
  565. template <typename RealType, size_t Order>
  566. fvar<RealType, Order>& fvar<RealType, Order>::operator*=(root_type const& ca) {
  567. return multiply_assign_by_root_type(true, ca);
  568. }
  569. template <typename RealType, size_t Order>
  570. template <typename RealType2, size_t Order2>
  571. fvar<RealType, Order>& fvar<RealType, Order>::operator/=(fvar<RealType2, Order2> const& cr) {
  572. using diff_t = typename std::array<RealType, Order + 1>::difference_type;
  573. RealType const zero(0);
  574. v.front() /= cr.v.front();
  575. if BOOST_AUTODIFF_IF_CONSTEXPR (Order < Order2)
  576. for (size_t i = 1, j = Order2 - 1, k = Order; i <= Order; ++i, --j, --k)
  577. (v[i] -= std::inner_product(
  578. cr.v.cbegin() + 1, cr.v.cend() - diff_t(j), v.crbegin() + diff_t(k), zero)) /= cr.v.front();
  579. else if BOOST_AUTODIFF_IF_CONSTEXPR (0 < Order2)
  580. for (size_t i = 1, j = Order2 - 1, k = Order; i <= Order; ++i, j && --j, --k)
  581. (v[i] -= std::inner_product(
  582. cr.v.cbegin() + 1, cr.v.cend() - diff_t(j), v.crbegin() + diff_t(k), zero)) /= cr.v.front();
  583. else
  584. for (size_t i = 1; i <= Order; ++i)
  585. v[i] /= cr.v.front();
  586. return *this;
  587. }
  588. template <typename RealType, size_t Order>
  589. fvar<RealType, Order>& fvar<RealType, Order>::operator/=(root_type const& ca) {
  590. std::for_each(v.begin(), v.end(), [&ca](RealType& x) { x /= ca; });
  591. return *this;
  592. }
  593. template <typename RealType, size_t Order>
  594. fvar<RealType, Order> fvar<RealType, Order>::operator-() const {
  595. fvar<RealType, Order> retval(*this);
  596. retval.negate();
  597. return retval;
  598. }
  599. template <typename RealType, size_t Order>
  600. fvar<RealType, Order> const& fvar<RealType, Order>::operator+() const {
  601. return *this;
  602. }
  603. template <typename RealType, size_t Order>
  604. template <typename RealType2, size_t Order2>
  605. promote<fvar<RealType, Order>, fvar<RealType2, Order2>> fvar<RealType, Order>::operator+(
  606. fvar<RealType2, Order2> const& cr) const {
  607. promote<fvar<RealType, Order>, fvar<RealType2, Order2>> retval;
  608. for (size_t i = 0; i <= (std::min)(Order, Order2); ++i)
  609. retval.v[i] = v[i] + cr.v[i];
  610. if BOOST_AUTODIFF_IF_CONSTEXPR (Order < Order2)
  611. for (size_t i = Order + 1; i <= Order2; ++i)
  612. retval.v[i] = cr.v[i];
  613. else if BOOST_AUTODIFF_IF_CONSTEXPR (Order2 < Order)
  614. for (size_t i = Order2 + 1; i <= Order; ++i)
  615. retval.v[i] = v[i];
  616. return retval;
  617. }
  618. template <typename RealType, size_t Order>
  619. fvar<RealType, Order> fvar<RealType, Order>::operator+(root_type const& ca) const {
  620. fvar<RealType, Order> retval(*this);
  621. retval.v.front() += ca;
  622. return retval;
  623. }
  624. template <typename RealType, size_t Order>
  625. fvar<RealType, Order> operator+(typename fvar<RealType, Order>::root_type const& ca,
  626. fvar<RealType, Order> const& cr) {
  627. return cr + ca;
  628. }
  629. template <typename RealType, size_t Order>
  630. template <typename RealType2, size_t Order2>
  631. promote<fvar<RealType, Order>, fvar<RealType2, Order2>> fvar<RealType, Order>::operator-(
  632. fvar<RealType2, Order2> const& cr) const {
  633. promote<fvar<RealType, Order>, fvar<RealType2, Order2>> retval;
  634. for (size_t i = 0; i <= (std::min)(Order, Order2); ++i)
  635. retval.v[i] = v[i] - cr.v[i];
  636. if BOOST_AUTODIFF_IF_CONSTEXPR (Order < Order2)
  637. for (auto i = Order + 1; i <= Order2; ++i)
  638. retval.v[i] = -cr.v[i];
  639. else if BOOST_AUTODIFF_IF_CONSTEXPR (Order2 < Order)
  640. for (auto i = Order2 + 1; i <= Order; ++i)
  641. retval.v[i] = v[i];
  642. return retval;
  643. }
  644. template <typename RealType, size_t Order>
  645. fvar<RealType, Order> fvar<RealType, Order>::operator-(root_type const& ca) const {
  646. fvar<RealType, Order> retval(*this);
  647. retval.v.front() -= ca;
  648. return retval;
  649. }
  650. template <typename RealType, size_t Order>
  651. fvar<RealType, Order> operator-(typename fvar<RealType, Order>::root_type const& ca,
  652. fvar<RealType, Order> const& cr) {
  653. fvar<RealType, Order> mcr = -cr; // Has same address as retval in operator-() due to NRVO.
  654. mcr += ca;
  655. return mcr; // <-- This allows for NRVO. The following does not. --> return mcr += ca;
  656. }
  657. template <typename RealType, size_t Order>
  658. template <typename RealType2, size_t Order2>
  659. promote<fvar<RealType, Order>, fvar<RealType2, Order2>> fvar<RealType, Order>::operator*(
  660. fvar<RealType2, Order2> const& cr) const {
  661. using diff_t = typename std::array<RealType, Order + 1>::difference_type;
  662. promote<RealType, RealType2> const zero(0);
  663. promote<fvar<RealType, Order>, fvar<RealType2, Order2>> retval;
  664. if BOOST_AUTODIFF_IF_CONSTEXPR (Order < Order2)
  665. for (size_t i = 0, j = Order, k = Order2; i <= Order2; ++i, j && --j, --k)
  666. retval.v[i] = std::inner_product(v.cbegin(), v.cend() - diff_t(j), cr.v.crbegin() + diff_t(k), zero);
  667. else
  668. for (size_t i = 0, j = Order2, k = Order; i <= Order; ++i, j && --j, --k)
  669. retval.v[i] = std::inner_product(cr.v.cbegin(), cr.v.cend() - diff_t(j), v.crbegin() + diff_t(k), zero);
  670. return retval;
  671. }
  672. template <typename RealType, size_t Order>
  673. fvar<RealType, Order> fvar<RealType, Order>::operator*(root_type const& ca) const {
  674. fvar<RealType, Order> retval(*this);
  675. retval *= ca;
  676. return retval;
  677. }
  678. template <typename RealType, size_t Order>
  679. fvar<RealType, Order> operator*(typename fvar<RealType, Order>::root_type const& ca,
  680. fvar<RealType, Order> const& cr) {
  681. return cr * ca;
  682. }
  683. template <typename RealType, size_t Order>
  684. template <typename RealType2, size_t Order2>
  685. promote<fvar<RealType, Order>, fvar<RealType2, Order2>> fvar<RealType, Order>::operator/(
  686. fvar<RealType2, Order2> const& cr) const {
  687. using diff_t = typename std::array<RealType, Order + 1>::difference_type;
  688. promote<RealType, RealType2> const zero(0);
  689. promote<fvar<RealType, Order>, fvar<RealType2, Order2>> retval;
  690. retval.v.front() = v.front() / cr.v.front();
  691. if BOOST_AUTODIFF_IF_CONSTEXPR (Order < Order2) {
  692. for (size_t i = 1, j = Order2 - 1; i <= Order; ++i, --j)
  693. retval.v[i] =
  694. (v[i] - std::inner_product(
  695. cr.v.cbegin() + 1, cr.v.cend() - diff_t(j), retval.v.crbegin() + diff_t(j + 1), zero)) /
  696. cr.v.front();
  697. for (size_t i = Order + 1, j = Order2 - Order - 1; i <= Order2; ++i, --j)
  698. retval.v[i] =
  699. -std::inner_product(
  700. cr.v.cbegin() + 1, cr.v.cend() - diff_t(j), retval.v.crbegin() + diff_t(j + 1), zero) /
  701. cr.v.front();
  702. } else if BOOST_AUTODIFF_IF_CONSTEXPR (0 < Order2)
  703. for (size_t i = 1, j = Order2 - 1, k = Order; i <= Order; ++i, j && --j, --k)
  704. retval.v[i] =
  705. (v[i] - std::inner_product(
  706. cr.v.cbegin() + 1, cr.v.cend() - diff_t(j), retval.v.crbegin() + diff_t(k), zero)) /
  707. cr.v.front();
  708. else
  709. for (size_t i = 1; i <= Order; ++i)
  710. retval.v[i] = v[i] / cr.v.front();
  711. return retval;
  712. }
  713. template <typename RealType, size_t Order>
  714. fvar<RealType, Order> fvar<RealType, Order>::operator/(root_type const& ca) const {
  715. fvar<RealType, Order> retval(*this);
  716. retval /= ca;
  717. return retval;
  718. }
  719. template <typename RealType, size_t Order>
  720. fvar<RealType, Order> operator/(typename fvar<RealType, Order>::root_type const& ca,
  721. fvar<RealType, Order> const& cr) {
  722. using diff_t = typename std::array<RealType, Order + 1>::difference_type;
  723. fvar<RealType, Order> retval;
  724. retval.v.front() = ca / cr.v.front();
  725. if BOOST_AUTODIFF_IF_CONSTEXPR (0 < Order) {
  726. RealType const zero(0);
  727. for (size_t i = 1, j = Order - 1; i <= Order; ++i, --j)
  728. retval.v[i] =
  729. -std::inner_product(
  730. cr.v.cbegin() + 1, cr.v.cend() - diff_t(j), retval.v.crbegin() + diff_t(j + 1), zero) /
  731. cr.v.front();
  732. }
  733. return retval;
  734. }
  735. template <typename RealType, size_t Order>
  736. template <typename RealType2, size_t Order2>
  737. bool fvar<RealType, Order>::operator==(fvar<RealType2, Order2> const& cr) const {
  738. return v.front() == cr.v.front();
  739. }
  740. template <typename RealType, size_t Order>
  741. bool fvar<RealType, Order>::operator==(root_type const& ca) const {
  742. return v.front() == ca;
  743. }
  744. template <typename RealType, size_t Order>
  745. bool operator==(typename fvar<RealType, Order>::root_type const& ca, fvar<RealType, Order> const& cr) {
  746. return ca == cr.v.front();
  747. }
  748. template <typename RealType, size_t Order>
  749. template <typename RealType2, size_t Order2>
  750. bool fvar<RealType, Order>::operator!=(fvar<RealType2, Order2> const& cr) const {
  751. return v.front() != cr.v.front();
  752. }
  753. template <typename RealType, size_t Order>
  754. bool fvar<RealType, Order>::operator!=(root_type const& ca) const {
  755. return v.front() != ca;
  756. }
  757. template <typename RealType, size_t Order>
  758. bool operator!=(typename fvar<RealType, Order>::root_type const& ca, fvar<RealType, Order> const& cr) {
  759. return ca != cr.v.front();
  760. }
  761. template <typename RealType, size_t Order>
  762. template <typename RealType2, size_t Order2>
  763. bool fvar<RealType, Order>::operator<=(fvar<RealType2, Order2> const& cr) const {
  764. return v.front() <= cr.v.front();
  765. }
  766. template <typename RealType, size_t Order>
  767. bool fvar<RealType, Order>::operator<=(root_type const& ca) const {
  768. return v.front() <= ca;
  769. }
  770. template <typename RealType, size_t Order>
  771. bool operator<=(typename fvar<RealType, Order>::root_type const& ca, fvar<RealType, Order> const& cr) {
  772. return ca <= cr.v.front();
  773. }
  774. template <typename RealType, size_t Order>
  775. template <typename RealType2, size_t Order2>
  776. bool fvar<RealType, Order>::operator>=(fvar<RealType2, Order2> const& cr) const {
  777. return v.front() >= cr.v.front();
  778. }
  779. template <typename RealType, size_t Order>
  780. bool fvar<RealType, Order>::operator>=(root_type const& ca) const {
  781. return v.front() >= ca;
  782. }
  783. template <typename RealType, size_t Order>
  784. bool operator>=(typename fvar<RealType, Order>::root_type const& ca, fvar<RealType, Order> const& cr) {
  785. return ca >= cr.v.front();
  786. }
  787. template <typename RealType, size_t Order>
  788. template <typename RealType2, size_t Order2>
  789. bool fvar<RealType, Order>::operator<(fvar<RealType2, Order2> const& cr) const {
  790. return v.front() < cr.v.front();
  791. }
  792. template <typename RealType, size_t Order>
  793. bool fvar<RealType, Order>::operator<(root_type const& ca) const {
  794. return v.front() < ca;
  795. }
  796. template <typename RealType, size_t Order>
  797. bool operator<(typename fvar<RealType, Order>::root_type const& ca, fvar<RealType, Order> const& cr) {
  798. return ca < cr.v.front();
  799. }
  800. template <typename RealType, size_t Order>
  801. template <typename RealType2, size_t Order2>
  802. bool fvar<RealType, Order>::operator>(fvar<RealType2, Order2> const& cr) const {
  803. return v.front() > cr.v.front();
  804. }
  805. template <typename RealType, size_t Order>
  806. bool fvar<RealType, Order>::operator>(root_type const& ca) const {
  807. return v.front() > ca;
  808. }
  809. template <typename RealType, size_t Order>
  810. bool operator>(typename fvar<RealType, Order>::root_type const& ca, fvar<RealType, Order> const& cr) {
  811. return ca > cr.v.front();
  812. }
  813. /*** Other methods and functions ***/
  814. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  815. // f : order -> derivative(order)/factorial(order)
  816. // Use this when you have the polynomial coefficients, rather than just the derivatives. E.g. See atan2().
  817. template <typename RealType, size_t Order>
  818. template <typename Func, typename Fvar, typename... Fvars>
  819. promote<fvar<RealType, Order>, Fvar, Fvars...> fvar<RealType, Order>::apply_coefficients(
  820. size_t const order,
  821. Func const& f,
  822. Fvar const& cr,
  823. Fvars&&... fvars) const {
  824. fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
  825. size_t i = (std::min)(order, order_sum);
  826. promote<fvar<RealType, Order>, Fvar, Fvars...> accumulator = cr.apply_coefficients(
  827. order - i, [&f, i](auto... indices) { return f(i, indices...); }, std::forward<Fvars>(fvars)...);
  828. while (i--)
  829. (accumulator *= epsilon) += cr.apply_coefficients(
  830. order - i, [&f, i](auto... indices) { return f(i, indices...); }, std::forward<Fvars>(fvars)...);
  831. return accumulator;
  832. }
  833. #endif
  834. // f : order -> derivative(order)/factorial(order)
  835. // Use this when you have the polynomial coefficients, rather than just the derivatives. E.g. See atan().
  836. template <typename RealType, size_t Order>
  837. template <typename Func>
  838. fvar<RealType, Order> fvar<RealType, Order>::apply_coefficients(size_t const order, Func const& f) const {
  839. fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
  840. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  841. size_t i = (std::min)(order, order_sum);
  842. #else // ODR-use of static constexpr
  843. size_t i = order < order_sum ? order : order_sum;
  844. #endif
  845. fvar<RealType, Order> accumulator = f(i);
  846. while (i--)
  847. (accumulator *= epsilon) += f(i);
  848. return accumulator;
  849. }
  850. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  851. // f : order -> derivative(order)
  852. template <typename RealType, size_t Order>
  853. template <typename Func, typename Fvar, typename... Fvars>
  854. promote<fvar<RealType, Order>, Fvar, Fvars...> fvar<RealType, Order>::apply_coefficients_nonhorner(
  855. size_t const order,
  856. Func const& f,
  857. Fvar const& cr,
  858. Fvars&&... fvars) const {
  859. fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
  860. fvar<RealType, Order> epsilon_i = fvar<RealType, Order>(1); // epsilon to the power of i
  861. promote<fvar<RealType, Order>, Fvar, Fvars...> accumulator = cr.apply_coefficients_nonhorner(
  862. order,
  863. [&f](auto... indices) { return f(0, static_cast<std::size_t>(indices)...); },
  864. std::forward<Fvars>(fvars)...);
  865. size_t const i_max = (std::min)(order, order_sum);
  866. for (size_t i = 1; i <= i_max; ++i) {
  867. epsilon_i = epsilon_i.epsilon_multiply(i - 1, 0, epsilon, 1, 0);
  868. accumulator += epsilon_i.epsilon_multiply(
  869. i,
  870. 0,
  871. cr.apply_coefficients_nonhorner(
  872. order - i,
  873. [&f, i](auto... indices) { return f(i, static_cast<std::size_t>(indices)...); },
  874. std::forward<Fvars>(fvars)...),
  875. 0,
  876. 0);
  877. }
  878. return accumulator;
  879. }
  880. #endif
  881. // f : order -> coefficient(order)
  882. template <typename RealType, size_t Order>
  883. template <typename Func>
  884. fvar<RealType, Order> fvar<RealType, Order>::apply_coefficients_nonhorner(size_t const order,
  885. Func const& f) const {
  886. fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
  887. fvar<RealType, Order> epsilon_i = fvar<RealType, Order>(1); // epsilon to the power of i
  888. fvar<RealType, Order> accumulator = fvar<RealType, Order>(f(0u));
  889. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  890. size_t const i_max = (std::min)(order, order_sum);
  891. #else // ODR-use of static constexpr
  892. size_t const i_max = order < order_sum ? order : order_sum;
  893. #endif
  894. for (size_t i = 1; i <= i_max; ++i) {
  895. epsilon_i = epsilon_i.epsilon_multiply(i - 1, 0, epsilon, 1, 0);
  896. accumulator += epsilon_i.epsilon_multiply(i, 0, f(i));
  897. }
  898. return accumulator;
  899. }
  900. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  901. // f : order -> derivative(order)
  902. template <typename RealType, size_t Order>
  903. template <typename Func, typename Fvar, typename... Fvars>
  904. promote<fvar<RealType, Order>, Fvar, Fvars...> fvar<RealType, Order>::apply_derivatives(
  905. size_t const order,
  906. Func const& f,
  907. Fvar const& cr,
  908. Fvars&&... fvars) const {
  909. fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
  910. size_t i = (std::min)(order, order_sum);
  911. promote<fvar<RealType, Order>, Fvar, Fvars...> accumulator =
  912. cr.apply_derivatives(
  913. order - i, [&f, i](auto... indices) { return f(i, indices...); }, std::forward<Fvars>(fvars)...) /
  914. factorial<root_type>(static_cast<unsigned>(i));
  915. while (i--)
  916. (accumulator *= epsilon) +=
  917. cr.apply_derivatives(
  918. order - i, [&f, i](auto... indices) { return f(i, indices...); }, std::forward<Fvars>(fvars)...) /
  919. factorial<root_type>(static_cast<unsigned>(i));
  920. return accumulator;
  921. }
  922. #endif
  923. // f : order -> derivative(order)
  924. template <typename RealType, size_t Order>
  925. template <typename Func>
  926. fvar<RealType, Order> fvar<RealType, Order>::apply_derivatives(size_t const order, Func const& f) const {
  927. fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
  928. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  929. size_t i = (std::min)(order, order_sum);
  930. #else // ODR-use of static constexpr
  931. size_t i = order < order_sum ? order : order_sum;
  932. #endif
  933. fvar<RealType, Order> accumulator = f(i) / factorial<root_type>(static_cast<unsigned>(i));
  934. while (i--)
  935. (accumulator *= epsilon) += f(i) / factorial<root_type>(static_cast<unsigned>(i));
  936. return accumulator;
  937. }
  938. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  939. // f : order -> derivative(order)
  940. template <typename RealType, size_t Order>
  941. template <typename Func, typename Fvar, typename... Fvars>
  942. promote<fvar<RealType, Order>, Fvar, Fvars...> fvar<RealType, Order>::apply_derivatives_nonhorner(
  943. size_t const order,
  944. Func const& f,
  945. Fvar const& cr,
  946. Fvars&&... fvars) const {
  947. fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
  948. fvar<RealType, Order> epsilon_i = fvar<RealType, Order>(1); // epsilon to the power of i
  949. promote<fvar<RealType, Order>, Fvar, Fvars...> accumulator = cr.apply_derivatives_nonhorner(
  950. order,
  951. [&f](auto... indices) { return f(0, static_cast<std::size_t>(indices)...); },
  952. std::forward<Fvars>(fvars)...);
  953. size_t const i_max = (std::min)(order, order_sum);
  954. for (size_t i = 1; i <= i_max; ++i) {
  955. epsilon_i = epsilon_i.epsilon_multiply(i - 1, 0, epsilon, 1, 0);
  956. accumulator += epsilon_i.epsilon_multiply(
  957. i,
  958. 0,
  959. cr.apply_derivatives_nonhorner(
  960. order - i,
  961. [&f, i](auto... indices) { return f(i, static_cast<std::size_t>(indices)...); },
  962. std::forward<Fvars>(fvars)...) /
  963. factorial<root_type>(static_cast<unsigned>(i)),
  964. 0,
  965. 0);
  966. }
  967. return accumulator;
  968. }
  969. #endif
  970. // f : order -> derivative(order)
  971. template <typename RealType, size_t Order>
  972. template <typename Func>
  973. fvar<RealType, Order> fvar<RealType, Order>::apply_derivatives_nonhorner(size_t const order,
  974. Func const& f) const {
  975. fvar<RealType, Order> const epsilon = fvar<RealType, Order>(*this).set_root(0);
  976. fvar<RealType, Order> epsilon_i = fvar<RealType, Order>(1); // epsilon to the power of i
  977. fvar<RealType, Order> accumulator = fvar<RealType, Order>(f(0u));
  978. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  979. size_t const i_max = (std::min)(order, order_sum);
  980. #else // ODR-use of static constexpr
  981. size_t const i_max = order < order_sum ? order : order_sum;
  982. #endif
  983. for (size_t i = 1; i <= i_max; ++i) {
  984. epsilon_i = epsilon_i.epsilon_multiply(i - 1, 0, epsilon, 1, 0);
  985. accumulator += epsilon_i.epsilon_multiply(i, 0, f(i) / factorial<root_type>(static_cast<unsigned>(i)));
  986. }
  987. return accumulator;
  988. }
  989. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  990. // Can throw "std::out_of_range: array::at: __n (which is 7) >= _Nm (which is 7)"
  991. template <typename RealType, size_t Order>
  992. template <typename... Orders>
  993. get_type_at<RealType, sizeof...(Orders)> fvar<RealType, Order>::at(size_t order, Orders... orders) const {
  994. if constexpr (0 < sizeof...(Orders))
  995. return v.at(order).at(static_cast<std::size_t>(orders)...);
  996. else
  997. return v.at(order);
  998. }
  999. #endif
  1000. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  1001. // Can throw "std::out_of_range: array::at: __n (which is 7) >= _Nm (which is 7)"
  1002. template <typename RealType, size_t Order>
  1003. template <typename... Orders>
  1004. get_type_at<fvar<RealType, Order>, sizeof...(Orders)> fvar<RealType, Order>::derivative(
  1005. Orders... orders) const {
  1006. static_assert(sizeof...(Orders) <= depth,
  1007. "Number of parameters to derivative(...) cannot exceed fvar::depth.");
  1008. return at(static_cast<std::size_t>(orders)...) *
  1009. (... * factorial<root_type>(static_cast<unsigned>(orders)));
  1010. }
  1011. #endif
  1012. template <typename RealType, size_t Order>
  1013. const RealType& fvar<RealType, Order>::operator[](size_t i) const {
  1014. return v[i];
  1015. }
  1016. template <typename RealType, size_t Order>
  1017. RealType fvar<RealType, Order>::epsilon_inner_product(size_t z0,
  1018. size_t const isum0,
  1019. size_t const m0,
  1020. fvar<RealType, Order> const& cr,
  1021. size_t z1,
  1022. size_t const isum1,
  1023. size_t const m1,
  1024. size_t const j) const {
  1025. static_assert(is_fvar<RealType>::value, "epsilon_inner_product() must have 1 < depth.");
  1026. RealType accumulator = RealType();
  1027. auto const i0_max = m1 < j ? j - m1 : 0;
  1028. for (auto i0 = m0, i1 = j - m0; i0 <= i0_max; ++i0, --i1)
  1029. accumulator += v[i0].epsilon_multiply(z0, isum0 + i0, cr.v[i1], z1, isum1 + i1);
  1030. return accumulator;
  1031. }
  1032. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  1033. template <typename RealType, size_t Order>
  1034. fvar<RealType, Order> fvar<RealType, Order>::epsilon_multiply(size_t z0,
  1035. size_t isum0,
  1036. fvar<RealType, Order> const& cr,
  1037. size_t z1,
  1038. size_t isum1) const {
  1039. using diff_t = typename std::array<RealType, Order + 1>::difference_type;
  1040. RealType const zero(0);
  1041. size_t const m0 = order_sum + isum0 < Order + z0 ? Order + z0 - (order_sum + isum0) : 0;
  1042. size_t const m1 = order_sum + isum1 < Order + z1 ? Order + z1 - (order_sum + isum1) : 0;
  1043. size_t const i_max = m0 + m1 < Order ? Order - (m0 + m1) : 0;
  1044. fvar<RealType, Order> retval = fvar<RealType, Order>();
  1045. if constexpr (is_fvar<RealType>::value)
  1046. for (size_t i = 0, j = Order; i <= i_max; ++i, --j)
  1047. retval.v[j] = epsilon_inner_product(z0, isum0, m0, cr, z1, isum1, m1, j);
  1048. else
  1049. for (size_t i = 0, j = Order; i <= i_max; ++i, --j)
  1050. retval.v[j] = std::inner_product(
  1051. v.cbegin() + diff_t(m0), v.cend() - diff_t(i + m1), cr.v.crbegin() + diff_t(i + m0), zero);
  1052. return retval;
  1053. }
  1054. #endif
  1055. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  1056. // When called from outside this method, z0 should be non-zero. Otherwise if z0=0 then it will give an
  1057. // incorrect result of 0 when the root value is 0 and ca=inf, when instead the correct product is nan.
  1058. // If z0=0 then use the regular multiply operator*() instead.
  1059. template <typename RealType, size_t Order>
  1060. fvar<RealType, Order> fvar<RealType, Order>::epsilon_multiply(size_t z0,
  1061. size_t isum0,
  1062. root_type const& ca) const {
  1063. fvar<RealType, Order> retval(*this);
  1064. size_t const m0 = order_sum + isum0 < Order + z0 ? Order + z0 - (order_sum + isum0) : 0;
  1065. if constexpr (is_fvar<RealType>::value)
  1066. for (size_t i = m0; i <= Order; ++i)
  1067. retval.v[i] = retval.v[i].epsilon_multiply(z0, isum0 + i, ca);
  1068. else
  1069. for (size_t i = m0; i <= Order; ++i)
  1070. if (retval.v[i] != static_cast<RealType>(0))
  1071. retval.v[i] *= ca;
  1072. return retval;
  1073. }
  1074. #endif
  1075. template <typename RealType, size_t Order>
  1076. fvar<RealType, Order> fvar<RealType, Order>::inverse() const {
  1077. return static_cast<root_type>(*this) == 0 ? inverse_apply() : 1 / *this;
  1078. }
  1079. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  1080. template <typename RealType, size_t Order>
  1081. fvar<RealType, Order>& fvar<RealType, Order>::negate() {
  1082. if constexpr (is_fvar<RealType>::value)
  1083. std::for_each(v.begin(), v.end(), [](RealType& r) { r.negate(); });
  1084. else
  1085. std::for_each(v.begin(), v.end(), [](RealType& a) { a = -a; });
  1086. return *this;
  1087. }
  1088. #endif
  1089. // This gives log(0.0) = depth(1)(-inf,inf,-inf,inf,-inf,inf)
  1090. // 1 / *this: log(0.0) = depth(1)(-inf,inf,-inf,-nan,-nan,-nan)
  1091. template <typename RealType, size_t Order>
  1092. fvar<RealType, Order> fvar<RealType, Order>::inverse_apply() const {
  1093. root_type derivatives[order_sum + 1]; // LCOV_EXCL_LINE This causes a false negative on lcov coverage test.
  1094. root_type const x0 = static_cast<root_type>(*this);
  1095. *derivatives = 1 / x0;
  1096. for (size_t i = 1; i <= order_sum; ++i)
  1097. derivatives[i] = -derivatives[i - 1] * i / x0;
  1098. return apply_derivatives_nonhorner(order_sum, [&derivatives](size_t j) { return derivatives[j]; });
  1099. }
  1100. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  1101. template <typename RealType, size_t Order>
  1102. fvar<RealType, Order>& fvar<RealType, Order>::multiply_assign_by_root_type(bool is_root,
  1103. root_type const& ca) {
  1104. auto itr = v.begin();
  1105. if constexpr (is_fvar<RealType>::value) {
  1106. itr->multiply_assign_by_root_type(is_root, ca);
  1107. for (++itr; itr != v.end(); ++itr)
  1108. itr->multiply_assign_by_root_type(false, ca);
  1109. } else {
  1110. if (is_root || *itr != 0)
  1111. *itr *= ca; // Skip multiplication of 0 by ca=inf to avoid nan, except when is_root.
  1112. for (++itr; itr != v.end(); ++itr)
  1113. if (*itr != 0)
  1114. *itr *= ca;
  1115. }
  1116. return *this;
  1117. }
  1118. #endif
  1119. template <typename RealType, size_t Order>
  1120. fvar<RealType, Order>::operator root_type() const {
  1121. return static_cast<root_type>(v.front());
  1122. }
  1123. template <typename RealType, size_t Order>
  1124. template <typename T, typename>
  1125. fvar<RealType, Order>::operator T() const {
  1126. return static_cast<T>(static_cast<root_type>(v.front()));
  1127. }
  1128. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  1129. template <typename RealType, size_t Order>
  1130. fvar<RealType, Order>& fvar<RealType, Order>::set_root(root_type const& root) {
  1131. if constexpr (is_fvar<RealType>::value)
  1132. v.front().set_root(root);
  1133. else
  1134. v.front() = root;
  1135. return *this;
  1136. }
  1137. #endif
  1138. // Standard Library Support Requirements
  1139. template <typename RealType, size_t Order>
  1140. fvar<RealType, Order> fabs(fvar<RealType, Order> const& cr) {
  1141. typename fvar<RealType, Order>::root_type const zero(0);
  1142. return cr < zero ? -cr
  1143. : cr == zero ? fvar<RealType, Order>() // Canonical fabs'(0) = 0.
  1144. : cr; // Propagate NaN.
  1145. }
  1146. template <typename RealType, size_t Order>
  1147. fvar<RealType, Order> abs(fvar<RealType, Order> const& cr) {
  1148. return fabs(cr);
  1149. }
  1150. template <typename RealType, size_t Order>
  1151. fvar<RealType, Order> ceil(fvar<RealType, Order> const& cr) {
  1152. using std::ceil;
  1153. return fvar<RealType, Order>(ceil(static_cast<typename fvar<RealType, Order>::root_type>(cr)));
  1154. }
  1155. template <typename RealType, size_t Order>
  1156. fvar<RealType, Order> floor(fvar<RealType, Order> const& cr) {
  1157. using std::floor;
  1158. return fvar<RealType, Order>(floor(static_cast<typename fvar<RealType, Order>::root_type>(cr)));
  1159. }
  1160. template <typename RealType, size_t Order>
  1161. fvar<RealType, Order> exp(fvar<RealType, Order> const& cr) {
  1162. using std::exp;
  1163. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1164. using root_type = typename fvar<RealType, Order>::root_type;
  1165. root_type const d0 = exp(static_cast<root_type>(cr));
  1166. return cr.apply_derivatives(order, [&d0](size_t) { return d0; });
  1167. }
  1168. template <typename RealType, size_t Order>
  1169. fvar<RealType, Order> pow(fvar<RealType, Order> const& x,
  1170. typename fvar<RealType, Order>::root_type const& y) {
  1171. using std::pow;
  1172. using root_type = typename fvar<RealType, Order>::root_type;
  1173. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1174. root_type const x0 = static_cast<root_type>(x);
  1175. root_type derivatives[order + 1]{pow(x0, y)};
  1176. for (size_t i = 0; i < order && y - i != 0; ++i)
  1177. derivatives[i + 1] = (y - i) * derivatives[i] / x0;
  1178. return x.apply_derivatives(order, [&derivatives](size_t i) { return derivatives[i]; });
  1179. }
  1180. template <typename RealType, size_t Order>
  1181. fvar<RealType, Order> pow(typename fvar<RealType, Order>::root_type const& x,
  1182. fvar<RealType, Order> const& y) {
  1183. BOOST_MATH_STD_USING
  1184. using root_type = typename fvar<RealType, Order>::root_type;
  1185. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1186. root_type const y0 = static_cast<root_type>(y);
  1187. root_type derivatives[order + 1];
  1188. *derivatives = pow(x, y0);
  1189. root_type const logx = log(x);
  1190. for (size_t i = 0; i < order; ++i)
  1191. derivatives[i + 1] = derivatives[i] * logx;
  1192. return y.apply_derivatives(order, [&derivatives](size_t i) { return derivatives[i]; });
  1193. }
  1194. template <typename RealType1, size_t Order1, typename RealType2, size_t Order2>
  1195. promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>> pow(fvar<RealType1, Order1> const& x,
  1196. fvar<RealType2, Order2> const& y) {
  1197. BOOST_MATH_STD_USING
  1198. using return_type = promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>>;
  1199. using root_type = typename return_type::root_type;
  1200. constexpr size_t order = return_type::order_sum;
  1201. root_type const x0 = static_cast<root_type>(x);
  1202. root_type const y0 = static_cast<root_type>(y);
  1203. root_type dxydx[order + 1]{pow(x0, y0)};
  1204. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1205. return return_type(*dxydx);
  1206. else {
  1207. for (size_t i = 0; i < order && y0 - i != 0; ++i)
  1208. dxydx[i + 1] = (y0 - i) * dxydx[i] / x0;
  1209. std::array<fvar<root_type, order>, order + 1> lognx;
  1210. lognx.front() = fvar<root_type, order>(1);
  1211. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  1212. lognx[1] = log(make_fvar<root_type, order>(x0));
  1213. #else // for compilers that compile this branch when order=0.
  1214. lognx[(std::min)(size_t(1), order)] = log(make_fvar<root_type, order>(x0));
  1215. #endif
  1216. for (size_t i = 1; i < order; ++i)
  1217. lognx[i + 1] = lognx[i] * lognx[1];
  1218. auto const f = [&dxydx, &lognx](size_t i, size_t j) {
  1219. size_t binomial = 1;
  1220. root_type sum = dxydx[i] * static_cast<root_type>(lognx[j]);
  1221. for (size_t k = 1; k <= i; ++k) {
  1222. (binomial *= (i - k + 1)) /= k; // binomial_coefficient(i,k)
  1223. sum += binomial * dxydx[i - k] * lognx[j].derivative(k);
  1224. }
  1225. return sum;
  1226. };
  1227. if (fabs(x0) < std::numeric_limits<root_type>::epsilon())
  1228. return x.apply_derivatives_nonhorner(order, f, y);
  1229. return x.apply_derivatives(order, f, y);
  1230. }
  1231. }
  1232. template <typename RealType, size_t Order>
  1233. fvar<RealType, Order> sqrt(fvar<RealType, Order> const& cr) {
  1234. using std::sqrt;
  1235. using root_type = typename fvar<RealType, Order>::root_type;
  1236. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1237. root_type derivatives[order + 1];
  1238. root_type const x = static_cast<root_type>(cr);
  1239. *derivatives = sqrt(x);
  1240. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1241. return fvar<RealType, Order>(*derivatives);
  1242. else {
  1243. root_type numerator = 0.5;
  1244. root_type powers = 1;
  1245. #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
  1246. derivatives[1] = numerator / *derivatives;
  1247. #else // for compilers that compile this branch when order=0.
  1248. derivatives[(std::min)(size_t(1), order)] = numerator / *derivatives;
  1249. #endif
  1250. using diff_t = typename std::array<RealType, Order + 1>::difference_type;
  1251. for (size_t i = 2; i <= order; ++i) {
  1252. numerator *= static_cast<root_type>(-0.5) * ((static_cast<diff_t>(i) << 1) - 3);
  1253. powers *= x;
  1254. derivatives[i] = numerator / (powers * *derivatives);
  1255. }
  1256. auto const f = [&derivatives](size_t i) { return derivatives[i]; };
  1257. if (cr < std::numeric_limits<root_type>::epsilon())
  1258. return cr.apply_derivatives_nonhorner(order, f);
  1259. return cr.apply_derivatives(order, f);
  1260. }
  1261. }
  1262. // Natural logarithm. If cr==0 then derivative(i) may have nans due to nans from inverse().
  1263. template <typename RealType, size_t Order>
  1264. fvar<RealType, Order> log(fvar<RealType, Order> const& cr) {
  1265. using std::log;
  1266. using root_type = typename fvar<RealType, Order>::root_type;
  1267. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1268. root_type const d0 = log(static_cast<root_type>(cr));
  1269. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1270. return fvar<RealType, Order>(d0);
  1271. else {
  1272. auto const d1 = make_fvar<root_type, order - 1>(static_cast<root_type>(cr)).inverse(); // log'(x) = 1 / x
  1273. return cr.apply_coefficients_nonhorner(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
  1274. }
  1275. }
  1276. template <typename RealType, size_t Order>
  1277. fvar<RealType, Order> frexp(fvar<RealType, Order> const& cr, int* exp) {
  1278. using std::exp2;
  1279. using std::frexp;
  1280. using root_type = typename fvar<RealType, Order>::root_type;
  1281. frexp(static_cast<root_type>(cr), exp);
  1282. return cr * static_cast<root_type>(exp2(-*exp));
  1283. }
  1284. template <typename RealType, size_t Order>
  1285. fvar<RealType, Order> ldexp(fvar<RealType, Order> const& cr, int exp) {
  1286. // argument to std::exp2 must be casted to root_type, otherwise std::exp2 returns double (always)
  1287. using std::exp2;
  1288. return cr * exp2(static_cast<typename fvar<RealType, Order>::root_type>(exp));
  1289. }
  1290. template <typename RealType, size_t Order>
  1291. fvar<RealType, Order> cos(fvar<RealType, Order> const& cr) {
  1292. BOOST_MATH_STD_USING
  1293. using root_type = typename fvar<RealType, Order>::root_type;
  1294. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1295. root_type const d0 = cos(static_cast<root_type>(cr));
  1296. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1297. return fvar<RealType, Order>(d0);
  1298. else {
  1299. root_type const d1 = -sin(static_cast<root_type>(cr));
  1300. root_type const derivatives[4]{d0, d1, -d0, -d1};
  1301. return cr.apply_derivatives(order, [&derivatives](size_t i) { return derivatives[i & 3]; });
  1302. }
  1303. }
  1304. template <typename RealType, size_t Order>
  1305. fvar<RealType, Order> sin(fvar<RealType, Order> const& cr) {
  1306. BOOST_MATH_STD_USING
  1307. using root_type = typename fvar<RealType, Order>::root_type;
  1308. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1309. root_type const d0 = sin(static_cast<root_type>(cr));
  1310. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1311. return fvar<RealType, Order>(d0);
  1312. else {
  1313. root_type const d1 = cos(static_cast<root_type>(cr));
  1314. root_type const derivatives[4]{d0, d1, -d0, -d1};
  1315. return cr.apply_derivatives(order, [&derivatives](size_t i) { return derivatives[i & 3]; });
  1316. }
  1317. }
  1318. template <typename RealType, size_t Order>
  1319. fvar<RealType, Order> asin(fvar<RealType, Order> const& cr) {
  1320. using std::asin;
  1321. using root_type = typename fvar<RealType, Order>::root_type;
  1322. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1323. root_type const d0 = asin(static_cast<root_type>(cr));
  1324. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1325. return fvar<RealType, Order>(d0);
  1326. else {
  1327. auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
  1328. auto const d1 = sqrt((x *= x).negate() += 1).inverse(); // asin'(x) = 1 / sqrt(1-x*x).
  1329. return cr.apply_coefficients_nonhorner(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
  1330. }
  1331. }
  1332. template <typename RealType, size_t Order>
  1333. fvar<RealType, Order> tan(fvar<RealType, Order> const& cr) {
  1334. using std::tan;
  1335. using root_type = typename fvar<RealType, Order>::root_type;
  1336. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1337. root_type const d0 = tan(static_cast<root_type>(cr));
  1338. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1339. return fvar<RealType, Order>(d0);
  1340. else {
  1341. auto c = cos(make_fvar<root_type, order - 1>(static_cast<root_type>(cr)));
  1342. auto const d1 = (c *= c).inverse(); // tan'(x) = 1 / cos(x)^2
  1343. return cr.apply_coefficients_nonhorner(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
  1344. }
  1345. }
  1346. template <typename RealType, size_t Order>
  1347. fvar<RealType, Order> atan(fvar<RealType, Order> const& cr) {
  1348. using std::atan;
  1349. using root_type = typename fvar<RealType, Order>::root_type;
  1350. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1351. root_type const d0 = atan(static_cast<root_type>(cr));
  1352. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1353. return fvar<RealType, Order>(d0);
  1354. else {
  1355. auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
  1356. auto const d1 = ((x *= x) += 1).inverse(); // atan'(x) = 1 / (x*x+1).
  1357. return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
  1358. }
  1359. }
  1360. template <typename RealType, size_t Order>
  1361. fvar<RealType, Order> atan2(fvar<RealType, Order> const& cr,
  1362. typename fvar<RealType, Order>::root_type const& ca) {
  1363. using std::atan2;
  1364. using root_type = typename fvar<RealType, Order>::root_type;
  1365. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1366. root_type const d0 = atan2(static_cast<root_type>(cr), ca);
  1367. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1368. return fvar<RealType, Order>(d0);
  1369. else {
  1370. auto y = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
  1371. auto const d1 = ca / ((y *= y) += (ca * ca)); // (d/dy)atan2(y,x) = x / (y*y+x*x)
  1372. return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
  1373. }
  1374. }
  1375. template <typename RealType, size_t Order>
  1376. fvar<RealType, Order> atan2(typename fvar<RealType, Order>::root_type const& ca,
  1377. fvar<RealType, Order> const& cr) {
  1378. using std::atan2;
  1379. using root_type = typename fvar<RealType, Order>::root_type;
  1380. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1381. root_type const d0 = atan2(ca, static_cast<root_type>(cr));
  1382. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1383. return fvar<RealType, Order>(d0);
  1384. else {
  1385. auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
  1386. auto const d1 = -ca / ((x *= x) += (ca * ca)); // (d/dx)atan2(y,x) = -y / (x*x+y*y)
  1387. return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
  1388. }
  1389. }
  1390. template <typename RealType1, size_t Order1, typename RealType2, size_t Order2>
  1391. promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>> atan2(fvar<RealType1, Order1> const& cr1,
  1392. fvar<RealType2, Order2> const& cr2) {
  1393. using std::atan2;
  1394. using return_type = promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>>;
  1395. using root_type = typename return_type::root_type;
  1396. constexpr size_t order = return_type::order_sum;
  1397. root_type const y = static_cast<root_type>(cr1);
  1398. root_type const x = static_cast<root_type>(cr2);
  1399. root_type const d00 = atan2(y, x);
  1400. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1401. return return_type(d00);
  1402. else {
  1403. constexpr size_t order1 = fvar<RealType1, Order1>::order_sum;
  1404. constexpr size_t order2 = fvar<RealType2, Order2>::order_sum;
  1405. auto x01 = make_fvar<typename fvar<RealType2, Order2>::root_type, order2 - 1>(x);
  1406. auto const d01 = -y / ((x01 *= x01) += (y * y));
  1407. auto y10 = make_fvar<typename fvar<RealType1, Order1>::root_type, order1 - 1>(y);
  1408. auto x10 = make_fvar<typename fvar<RealType2, Order2>::root_type, 0, order2>(x);
  1409. auto const d10 = x10 / ((x10 * x10) + (y10 *= y10));
  1410. auto const f = [&d00, &d01, &d10](size_t i, size_t j) {
  1411. return i ? d10[i - 1][j] / i : j ? d01[j - 1] / j : d00;
  1412. };
  1413. return cr1.apply_coefficients(order, f, cr2);
  1414. }
  1415. }
  1416. template <typename RealType1, size_t Order1, typename RealType2, size_t Order2>
  1417. promote<fvar<RealType1, Order1>, fvar<RealType2, Order2>> fmod(fvar<RealType1, Order1> const& cr1,
  1418. fvar<RealType2, Order2> const& cr2) {
  1419. using boost::math::trunc;
  1420. auto const numer = static_cast<typename fvar<RealType1, Order1>::root_type>(cr1);
  1421. auto const denom = static_cast<typename fvar<RealType2, Order2>::root_type>(cr2);
  1422. return cr1 - cr2 * trunc(numer / denom);
  1423. }
  1424. template <typename RealType, size_t Order>
  1425. fvar<RealType, Order> round(fvar<RealType, Order> const& cr) {
  1426. using boost::math::round;
  1427. return fvar<RealType, Order>(round(static_cast<typename fvar<RealType, Order>::root_type>(cr)));
  1428. }
  1429. template <typename RealType, size_t Order>
  1430. int iround(fvar<RealType, Order> const& cr) {
  1431. using boost::math::iround;
  1432. return iround(static_cast<typename fvar<RealType, Order>::root_type>(cr));
  1433. }
  1434. template <typename RealType, size_t Order>
  1435. long lround(fvar<RealType, Order> const& cr) {
  1436. using boost::math::lround;
  1437. return lround(static_cast<typename fvar<RealType, Order>::root_type>(cr));
  1438. }
  1439. template <typename RealType, size_t Order>
  1440. long long llround(fvar<RealType, Order> const& cr) {
  1441. using boost::math::llround;
  1442. return llround(static_cast<typename fvar<RealType, Order>::root_type>(cr));
  1443. }
  1444. template <typename RealType, size_t Order>
  1445. fvar<RealType, Order> trunc(fvar<RealType, Order> const& cr) {
  1446. using boost::math::trunc;
  1447. return fvar<RealType, Order>(trunc(static_cast<typename fvar<RealType, Order>::root_type>(cr)));
  1448. }
  1449. template <typename RealType, size_t Order>
  1450. long double truncl(fvar<RealType, Order> const& cr) {
  1451. using std::truncl;
  1452. return truncl(static_cast<typename fvar<RealType, Order>::root_type>(cr));
  1453. }
  1454. template <typename RealType, size_t Order>
  1455. int itrunc(fvar<RealType, Order> const& cr) {
  1456. using boost::math::itrunc;
  1457. return itrunc(static_cast<typename fvar<RealType, Order>::root_type>(cr));
  1458. }
  1459. template <typename RealType, size_t Order>
  1460. long long lltrunc(fvar<RealType, Order> const& cr) {
  1461. using boost::math::lltrunc;
  1462. return lltrunc(static_cast<typename fvar<RealType, Order>::root_type>(cr));
  1463. }
  1464. template <typename RealType, size_t Order>
  1465. std::ostream& operator<<(std::ostream& out, fvar<RealType, Order> const& cr) {
  1466. out << "depth(" << cr.depth << ")(" << cr.v.front();
  1467. for (size_t i = 1; i <= Order; ++i)
  1468. out << ',' << cr.v[i];
  1469. return out << ')';
  1470. }
  1471. // Additional functions
  1472. template <typename RealType, size_t Order>
  1473. fvar<RealType, Order> acos(fvar<RealType, Order> const& cr) {
  1474. using std::acos;
  1475. using root_type = typename fvar<RealType, Order>::root_type;
  1476. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1477. root_type const d0 = acos(static_cast<root_type>(cr));
  1478. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1479. return fvar<RealType, Order>(d0);
  1480. else {
  1481. auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
  1482. auto const d1 = sqrt((x *= x).negate() += 1).inverse().negate(); // acos'(x) = -1 / sqrt(1-x*x).
  1483. return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
  1484. }
  1485. }
  1486. template <typename RealType, size_t Order>
  1487. fvar<RealType, Order> acosh(fvar<RealType, Order> const& cr) {
  1488. using boost::math::acosh;
  1489. using root_type = typename fvar<RealType, Order>::root_type;
  1490. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1491. root_type const d0 = acosh(static_cast<root_type>(cr));
  1492. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1493. return fvar<RealType, Order>(d0);
  1494. else {
  1495. auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
  1496. auto const d1 = sqrt((x *= x) -= 1).inverse(); // acosh'(x) = 1 / sqrt(x*x-1).
  1497. return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
  1498. }
  1499. }
  1500. template <typename RealType, size_t Order>
  1501. fvar<RealType, Order> asinh(fvar<RealType, Order> const& cr) {
  1502. using boost::math::asinh;
  1503. using root_type = typename fvar<RealType, Order>::root_type;
  1504. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1505. root_type const d0 = asinh(static_cast<root_type>(cr));
  1506. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1507. return fvar<RealType, Order>(d0);
  1508. else {
  1509. auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
  1510. auto const d1 = sqrt((x *= x) += 1).inverse(); // asinh'(x) = 1 / sqrt(x*x+1).
  1511. return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
  1512. }
  1513. }
  1514. template <typename RealType, size_t Order>
  1515. fvar<RealType, Order> atanh(fvar<RealType, Order> const& cr) {
  1516. using boost::math::atanh;
  1517. using root_type = typename fvar<RealType, Order>::root_type;
  1518. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1519. root_type const d0 = atanh(static_cast<root_type>(cr));
  1520. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1521. return fvar<RealType, Order>(d0);
  1522. else {
  1523. auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr));
  1524. auto const d1 = ((x *= x).negate() += 1).inverse(); // atanh'(x) = 1 / (1-x*x)
  1525. return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
  1526. }
  1527. }
  1528. template <typename RealType, size_t Order>
  1529. fvar<RealType, Order> cosh(fvar<RealType, Order> const& cr) {
  1530. BOOST_MATH_STD_USING
  1531. using root_type = typename fvar<RealType, Order>::root_type;
  1532. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1533. root_type const d0 = cosh(static_cast<root_type>(cr));
  1534. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1535. return fvar<RealType, Order>(d0);
  1536. else {
  1537. root_type const derivatives[2]{d0, sinh(static_cast<root_type>(cr))};
  1538. return cr.apply_derivatives(order, [&derivatives](size_t i) { return derivatives[i & 1]; });
  1539. }
  1540. }
  1541. template <typename RealType, size_t Order>
  1542. fvar<RealType, Order> digamma(fvar<RealType, Order> const& cr) {
  1543. using boost::math::digamma;
  1544. using root_type = typename fvar<RealType, Order>::root_type;
  1545. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1546. root_type const x = static_cast<root_type>(cr);
  1547. root_type const d0 = digamma(x);
  1548. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1549. return fvar<RealType, Order>(d0);
  1550. else {
  1551. static_assert(order <= static_cast<size_t>((std::numeric_limits<int>::max)()),
  1552. "order exceeds maximum derivative for boost::math::polygamma().");
  1553. return cr.apply_derivatives(
  1554. order, [&x, &d0](size_t i) { return i ? boost::math::polygamma(static_cast<int>(i), x) : d0; });
  1555. }
  1556. }
  1557. template <typename RealType, size_t Order>
  1558. fvar<RealType, Order> erf(fvar<RealType, Order> const& cr) {
  1559. using boost::math::erf;
  1560. using root_type = typename fvar<RealType, Order>::root_type;
  1561. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1562. root_type const d0 = erf(static_cast<root_type>(cr));
  1563. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1564. return fvar<RealType, Order>(d0);
  1565. else {
  1566. auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr)); // d1 = 2/sqrt(pi)*exp(-x*x)
  1567. auto const d1 = 2 * constants::one_div_root_pi<root_type>() * exp((x *= x).negate());
  1568. return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
  1569. }
  1570. }
  1571. template <typename RealType, size_t Order>
  1572. fvar<RealType, Order> erfc(fvar<RealType, Order> const& cr) {
  1573. using boost::math::erfc;
  1574. using root_type = typename fvar<RealType, Order>::root_type;
  1575. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1576. root_type const d0 = erfc(static_cast<root_type>(cr));
  1577. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1578. return fvar<RealType, Order>(d0);
  1579. else {
  1580. auto x = make_fvar<root_type, order - 1>(static_cast<root_type>(cr)); // erfc'(x) = -erf'(x)
  1581. auto const d1 = -2 * constants::one_div_root_pi<root_type>() * exp((x *= x).negate());
  1582. return cr.apply_coefficients(order, [&d0, &d1](size_t i) { return i ? d1[i - 1] / i : d0; });
  1583. }
  1584. }
  1585. template <typename RealType, size_t Order>
  1586. fvar<RealType, Order> lambert_w0(fvar<RealType, Order> const& cr) {
  1587. using std::exp;
  1588. using boost::math::lambert_w0;
  1589. using root_type = typename fvar<RealType, Order>::root_type;
  1590. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1591. root_type derivatives[order + 1];
  1592. *derivatives = lambert_w0(static_cast<root_type>(cr));
  1593. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1594. return fvar<RealType, Order>(*derivatives);
  1595. else {
  1596. root_type const expw = exp(*derivatives);
  1597. derivatives[1] = 1 / (static_cast<root_type>(cr) + expw);
  1598. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 1)
  1599. return cr.apply_derivatives_nonhorner(order, [&derivatives](size_t i) { return derivatives[i]; });
  1600. else {
  1601. using diff_t = typename std::array<RealType, Order + 1>::difference_type;
  1602. root_type d1powers = derivatives[1] * derivatives[1];
  1603. root_type const x = derivatives[1] * expw;
  1604. derivatives[2] = d1powers * (-1 - x);
  1605. std::array<root_type, order> coef{{-1, -1}}; // as in derivatives[2].
  1606. for (size_t n = 3; n <= order; ++n) {
  1607. coef[n - 1] = coef[n - 2] * -static_cast<root_type>(2 * n - 3);
  1608. for (size_t j = n - 2; j != 0; --j)
  1609. (coef[j] *= -static_cast<root_type>(n - 1)) -= (n + j - 2) * coef[j - 1];
  1610. coef[0] *= -static_cast<root_type>(n - 1);
  1611. d1powers *= derivatives[1];
  1612. derivatives[n] =
  1613. d1powers * std::accumulate(coef.crend() - diff_t(n - 1),
  1614. coef.crend(),
  1615. coef[n - 1],
  1616. [&x](root_type const& a, root_type const& b) { return a * x + b; });
  1617. }
  1618. return cr.apply_derivatives_nonhorner(order, [&derivatives](size_t i) { return derivatives[i]; });
  1619. }
  1620. }
  1621. }
  1622. template <typename RealType, size_t Order>
  1623. fvar<RealType, Order> lgamma(fvar<RealType, Order> const& cr) {
  1624. using std::lgamma;
  1625. using root_type = typename fvar<RealType, Order>::root_type;
  1626. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1627. root_type const x = static_cast<root_type>(cr);
  1628. root_type const d0 = lgamma(x);
  1629. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1630. return fvar<RealType, Order>(d0);
  1631. else {
  1632. static_assert(order <= static_cast<size_t>((std::numeric_limits<int>::max)()) + 1,
  1633. "order exceeds maximum derivative for boost::math::polygamma().");
  1634. return cr.apply_derivatives(
  1635. order, [&x, &d0](size_t i) { return i ? boost::math::polygamma(static_cast<int>(i - 1), x) : d0; });
  1636. }
  1637. }
  1638. template <typename RealType, size_t Order>
  1639. fvar<RealType, Order> sinc(fvar<RealType, Order> const& cr) {
  1640. if (cr != 0)
  1641. return sin(cr) / cr;
  1642. using root_type = typename fvar<RealType, Order>::root_type;
  1643. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1644. root_type taylor[order + 1]{1}; // sinc(0) = 1
  1645. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1646. return fvar<RealType, Order>(*taylor);
  1647. else {
  1648. for (size_t n = 2; n <= order; n += 2)
  1649. taylor[n] = (1 - static_cast<int>(n & 2)) / factorial<root_type>(static_cast<unsigned>(n + 1));
  1650. return cr.apply_coefficients_nonhorner(order, [&taylor](size_t i) { return taylor[i]; });
  1651. }
  1652. }
  1653. template <typename RealType, size_t Order>
  1654. fvar<RealType, Order> sinh(fvar<RealType, Order> const& cr) {
  1655. BOOST_MATH_STD_USING
  1656. using root_type = typename fvar<RealType, Order>::root_type;
  1657. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1658. root_type const d0 = sinh(static_cast<root_type>(cr));
  1659. if BOOST_AUTODIFF_IF_CONSTEXPR (fvar<RealType, Order>::order_sum == 0)
  1660. return fvar<RealType, Order>(d0);
  1661. else {
  1662. root_type const derivatives[2]{d0, cosh(static_cast<root_type>(cr))};
  1663. return cr.apply_derivatives(order, [&derivatives](size_t i) { return derivatives[i & 1]; });
  1664. }
  1665. }
  1666. template <typename RealType, size_t Order>
  1667. fvar<RealType, Order> tanh(fvar<RealType, Order> const& cr) {
  1668. fvar<RealType, Order> retval = exp(cr * 2);
  1669. fvar<RealType, Order> const denom = retval + 1;
  1670. (retval -= 1) /= denom;
  1671. return retval;
  1672. }
  1673. template <typename RealType, size_t Order>
  1674. fvar<RealType, Order> tgamma(fvar<RealType, Order> const& cr) {
  1675. using std::tgamma;
  1676. using root_type = typename fvar<RealType, Order>::root_type;
  1677. constexpr size_t order = fvar<RealType, Order>::order_sum;
  1678. if BOOST_AUTODIFF_IF_CONSTEXPR (order == 0)
  1679. return fvar<RealType, Order>(tgamma(static_cast<root_type>(cr)));
  1680. else {
  1681. if (cr < 0)
  1682. return constants::pi<root_type>() / (sin(constants::pi<root_type>() * cr) * tgamma(1 - cr));
  1683. return exp(lgamma(cr)).set_root(tgamma(static_cast<root_type>(cr)));
  1684. }
  1685. }
  1686. } // namespace detail
  1687. } // namespace autodiff_v1
  1688. } // namespace differentiation
  1689. } // namespace math
  1690. } // namespace boost
  1691. namespace std {
  1692. // boost::math::tools::digits<RealType>() is handled by this std::numeric_limits<> specialization,
  1693. // and similarly for max_value, min_value, log_max_value, log_min_value, and epsilon.
  1694. template <typename RealType, size_t Order>
  1695. class numeric_limits<boost::math::differentiation::detail::fvar<RealType, Order>>
  1696. : public numeric_limits<typename boost::math::differentiation::detail::fvar<RealType, Order>::root_type> {
  1697. };
  1698. } // namespace std
  1699. namespace boost {
  1700. namespace math {
  1701. namespace tools {
  1702. namespace detail {
  1703. template <typename RealType, std::size_t Order>
  1704. using autodiff_fvar_type = differentiation::detail::fvar<RealType, Order>;
  1705. template <typename RealType, std::size_t Order>
  1706. using autodiff_root_type = typename autodiff_fvar_type<RealType, Order>::root_type;
  1707. } // namespace detail
  1708. // See boost/math/tools/promotion.hpp
  1709. template <typename RealType0, size_t Order0, typename RealType1, size_t Order1>
  1710. struct promote_args_2<detail::autodiff_fvar_type<RealType0, Order0>,
  1711. detail::autodiff_fvar_type<RealType1, Order1>> {
  1712. using type = detail::autodiff_fvar_type<typename promote_args_2<RealType0, RealType1>::type,
  1713. #ifndef BOOST_NO_CXX14_CONSTEXPR
  1714. (std::max)(Order0, Order1)>;
  1715. #else
  1716. Order0<Order1 ? Order1 : Order0>;
  1717. #endif
  1718. };
  1719. template <typename RealType, size_t Order>
  1720. struct promote_args<detail::autodiff_fvar_type<RealType, Order>> {
  1721. using type = detail::autodiff_fvar_type<typename promote_args<RealType>::type, Order>;
  1722. };
  1723. template <typename RealType0, size_t Order0, typename RealType1>
  1724. struct promote_args_2<detail::autodiff_fvar_type<RealType0, Order0>, RealType1> {
  1725. using type = detail::autodiff_fvar_type<typename promote_args_2<RealType0, RealType1>::type, Order0>;
  1726. };
  1727. template <typename RealType0, typename RealType1, size_t Order1>
  1728. struct promote_args_2<RealType0, detail::autodiff_fvar_type<RealType1, Order1>> {
  1729. using type = detail::autodiff_fvar_type<typename promote_args_2<RealType0, RealType1>::type, Order1>;
  1730. };
  1731. template <typename destination_t, typename RealType, std::size_t Order>
  1732. inline BOOST_MATH_CONSTEXPR destination_t real_cast(detail::autodiff_fvar_type<RealType, Order> const& from_v)
  1733. BOOST_NOEXCEPT_IF(BOOST_MATH_IS_FLOAT(destination_t) && BOOST_MATH_IS_FLOAT(RealType)) {
  1734. return real_cast<destination_t>(static_cast<detail::autodiff_root_type<RealType, Order>>(from_v));
  1735. }
  1736. } // namespace tools
  1737. namespace policies {
  1738. template <class Policy, std::size_t Order>
  1739. using fvar_t = differentiation::detail::fvar<Policy, Order>;
  1740. template <class Policy, std::size_t Order>
  1741. struct evaluation<fvar_t<float, Order>, Policy> {
  1742. using type = fvar_t<typename conditional<Policy::promote_float_type::value, double, float>::type, Order>;
  1743. };
  1744. template <class Policy, std::size_t Order>
  1745. struct evaluation<fvar_t<double, Order>, Policy> {
  1746. using type =
  1747. fvar_t<typename conditional<Policy::promote_double_type::value, long double, double>::type, Order>;
  1748. };
  1749. } // namespace policies
  1750. } // namespace math
  1751. } // namespace boost
  1752. #ifdef BOOST_NO_CXX17_IF_CONSTEXPR
  1753. #include "autodiff_cpp11.hpp"
  1754. #endif
  1755. #endif // BOOST_MATH_DIFFERENTIATION_AUTODIFF_HPP