[8703] | 1 | using System;
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| 2 | using System.Collections.Generic;
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| 3 | using System.Linq;
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| 4 | using System.Text;
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| 5 | using System.Diagnostics.Contracts;
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| 6 |
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| 7 | namespace AutoDiff
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| 8 | {
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| 9 | /// <summary>
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| 10 | /// Static methods that operate on terms.
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| 11 | /// </summary>
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| 12 | public static class TermUtils
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| 13 | {
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| 14 | /// <summary>
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| 15 | /// Creates a compiled representation of a given term that allows efficient evaluation of the value/gradient.
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| 16 | /// </summary>
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| 17 | /// <param name="term">The term to compile.</param>
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| 18 | /// <param name="variables">The variables contained in the term.</param>
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| 19 | /// <returns>A compiled representation of <paramref name="term"/> that assigns values to variables in the same order
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| 20 | /// as in <paramref name="variables"/></returns>
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| 21 | /// <remarks>
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| 22 | /// The order of the variables in <paramref name="variables"/> is important. Each call to <c>ICompiledTerm.Evaluate</c> or
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| 23 | /// <c>ICompiledTerm.Differentiate</c> receives an array of numbers representing the point of evaluation. The i'th number in this array corresponds
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| 24 | /// to the i'th variable in <c>variables</c>.
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| 25 | /// </remarks>
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| 26 | public static ICompiledTerm Compile(this Term term, params Variable[] variables)
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| 27 | {
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| 28 | return Compile<Variable[]>(term, variables);
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| 29 | }
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| 30 |
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| 31 | /// <summary>
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| 32 | /// Creates a compiled representation of a given term that allows efficient evaluation of the value/gradient.
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| 33 | /// </summary>
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| 34 | /// <param name="term">The term to compile.</param>
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| 35 | /// <param name="variables">The variables contained in the term.</param>
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| 36 | /// <returns>A compiled representation of <paramref name="term"/> that assigns values to variables in the same order
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| 37 | /// as in <paramref name="variables"/></returns>
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| 38 | /// <remarks>
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| 39 | /// The order of the variables in <paramref name="variables"/> is important. Each call to <c>ICompiledTerm.Evaluate</c> or
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| 40 | /// <c>ICompiledTerm.Differentiate</c> receives an array of numbers representing the point of evaluation. The i'th number in this array corresponds
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| 41 | /// to the i'th variable in <c>variables</c>.
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| 42 | /// </remarks>
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| 43 | public static ICompiledTerm Compile<T>(this Term term, T variables)
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| 44 | where T : IList<Variable>
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| 45 | {
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| 46 | Contract.Requires(variables != null);
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| 47 | Contract.Requires(term != null);
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| 48 | Contract.Ensures(Contract.Result<ICompiledTerm>() != null);
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| 49 | Contract.Ensures(Contract.Result<ICompiledTerm>().Variables.Count == variables.Count);
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| 50 | Contract.Ensures(Contract.ForAll(0, variables.Count, i => variables[i] == Contract.Result<ICompiledTerm>().Variables[i]));
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| 51 |
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| 52 | return new CompiledDifferentiator<T>(term, variables);
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| 53 | }
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| 54 |
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| 55 | /// <summary>
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| 56 | /// Creates a compiled representation of a given term that allows efficient evaluation of the value/gradient where part of the variables serve as function
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| 57 | /// inputs and other variables serve as constant parameters.
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| 58 | /// </summary>
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| 59 | /// <param name="term">The term to compile.</param>
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| 60 | /// <param name="variables">The variables contained in the term.</param>
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| 61 | /// <param name="parameters">The constant parameters in the term.</param>
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| 62 | /// <returns>A compiled representation of <paramref name="term"/> that assigns values to variables in the same order
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| 63 | /// as in <paramref name="variables"/> and <paramref name="parameters"/></returns>
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| 64 | /// <remarks>
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| 65 | /// The order of the variables in <paramref name="variables"/> is important. Each call to <c>ICompiledTerm.Evaluate</c> or
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| 66 | /// <c>ICompiledTerm.Differentiate</c> receives an array of numbers representing the point of evaluation. The i'th number in this array corresponds
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| 67 | /// to the i'th variable in <c>variables</c>.
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| 68 | /// </remarks>
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| 69 | public static IParametricCompiledTerm Compile(this Term term, Variable[] variables, Variable[] parameters)
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| 70 | {
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| 71 | Contract.Requires(variables != null);
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| 72 | Contract.Requires(parameters != null);
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| 73 | Contract.Requires(term != null);
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| 74 | Contract.Ensures(Contract.Result<IParametricCompiledTerm>() != null);
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| 75 | Contract.Ensures(Contract.Result<IParametricCompiledTerm>().Variables.Count == variables.Length);
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| 76 | Contract.Ensures(Contract.ForAll(0, variables.Length, i => variables[i] == Contract.Result<IParametricCompiledTerm>().Variables[i]));
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| 77 | Contract.Ensures(Contract.Result<IParametricCompiledTerm>().Parameters.Count == parameters.Length);
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| 78 | Contract.Ensures(Contract.ForAll(0, parameters.Length, i => parameters[i] == Contract.Result<IParametricCompiledTerm>().Parameters[i]));
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| 79 |
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| 80 | return new ParametricCompiledTerm(term, variables, parameters);
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| 81 | }
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| 82 |
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| 83 | /// <summary>
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| 84 | /// Evaluates the function represented by a given term at a given point.
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| 85 | /// </summary>
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| 86 | /// <param name="term">The term representing the function to evaluate.</param>
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| 87 | /// <param name="variables">The variables used in <paramref name="term"/>.</param>
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| 88 | /// <param name="point">The values assigned to the variables in <paramref name="variables"/></param>
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| 89 | /// <returns>The value of the function represented by <paramref name="term"/> at the point represented by <paramref name="variables"/>
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| 90 | /// and <paramref name="point"/>.</returns>
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| 91 | /// <remarks>The i'th value in <c>point</c> corresponds to the i'th variable in <c>variables</c>.</remarks>
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| 92 | public static double Evaluate(this Term term, Variable[] variables, double[] point)
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| 93 | {
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| 94 | Contract.Requires(term != null);
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| 95 | Contract.Requires(variables != null);
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| 96 | Contract.Requires(point != null);
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| 97 | Contract.Requires(variables.Length == point.Length);
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| 98 |
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| 99 | return term.Compile(variables).Evaluate(point);
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| 100 | }
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| 101 |
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| 102 | /// <summary>
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| 103 | /// Computes the gradient of the function represented by a given term at a given point.
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| 104 | /// </summary>
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| 105 | /// <param name="term">The term representing the function to differentiate.</param>
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| 106 | /// <param name="variables">The variables used in <paramref name="term"/>.</param>
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| 107 | /// <param name="point">The values assigned to the variables in <paramref name="variables"/></param>
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| 108 | /// <returns>The gradient of the function represented by <paramref name="term"/> at the point represented by <paramref name="variables"/>
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| 109 | /// and <paramref name="point"/>.</returns>
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| 110 | /// <remarks>The i'th value in <c>point</c> corresponds to the i'th variable in <c>variables</c>. In addition, the i'th value
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| 111 | /// in the resulting array is the partial derivative with respect to the i'th variable in <c>variables</c>.</remarks>
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| 112 | public static double[] Differentiate(this Term term, Variable[] variables, double[] point)
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| 113 | {
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| 114 | Contract.Requires(term != null);
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| 115 | Contract.Requires(variables != null);
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| 116 | Contract.Requires(point != null);
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| 117 | Contract.Requires(variables.Length == point.Length);
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| 118 | Contract.Ensures(Contract.Result<double[]>() != null);
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| 119 | Contract.Ensures(Contract.Result<double[]>().Length == variables.Length);
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| 120 |
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| 121 | var result = term.Compile(variables).Differentiate(point).Item1;
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| 122 | return result;
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| 123 | }
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| 124 | }
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| 125 | }
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