evaluationHelper.hpp

/*
 * CoDiPack, a Code Differentiation Package
 *
 * Copyright (C) 2015-2024 Chair for Scientific Computing (SciComp), University of Kaiserslautern-Landau
 * Homepage: http://scicomp.rptu.de
 * Contact:  Prof. Nicolas R. Gauger (codi@scicomp.uni-kl.de)
 *
 * Lead developers: Max Sagebaum, Johannes Blühdorn (SciComp, University of Kaiserslautern-Landau)
 *
 * This file is part of CoDiPack (http://scicomp.rptu.de/software/codi).
 *
 * CoDiPack is free software: you can redistribute it and/or
 * modify it under the terms of the GNU General Public License
 * as published by the Free Software Foundation, either version 3 of the
 * License, or (at your option) any later version.
 *
 * CoDiPack is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty
 * of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
 *
 * See the GNU General Public License for more details.
 * You should have received a copy of the GNU
 * General Public License along with CoDiPack.
 * If not, see <http://www.gnu.org/licenses/>.
 *
 * For other licensing options please contact us.
 *
 * Authors:
 *  - SciComp, University of Kaiserslautern-Landau:
 *    - Max Sagebaum
 *    - Johannes Blühdorn
 *    - Former members:
 *      - Tim Albring
 */
#pragma once
 
#include <array>
#include <vector>
 
#include "../../../codi.hpp"
#include "../../expressions/lhsExpressionInterface.hpp"
#include "../../misc/constructVector.hpp"
#include "../../traits/gradientTraits.hpp"
#include "../../traits/tapeTraits.hpp"
#include "../data/dummy.hpp"
#include "../data/hessian.hpp"
#include "../data/jacobian.hpp"
#include "tapeHelper.hpp"
 
namespace codi {
 
  template<typename T_Func, typename T_Type, typename T_InputStore = std::vector<T_Type>,
           typename T_OutputStore = std::vector<T_Type>>
  struct EvaluationHandleBase {
    public:
 
      using Func = CODI_DD(T_Func, CODI_T(void (*)(T_InputStore const&, T_OutputStore&)));
      using Type = CODI_DD(T_Type, CODI_DEFAULT_LHS_EXPRESSION);      
      using InputStore = CODI_DD(T_InputStore, std::vector<Type>);    
      using OutputStore = CODI_DD(T_OutputStore, std::vector<Type>);  
 
    protected:
 
      size_t m;  
      size_t n;  
 
      Func& func;  
 
      InputStore x;   
      OutputStore y;  
 
      DummyVector dummyVector;      
      DummyJacobian dummyJacobian;  
 
    public:
 
      EvaluationHandleBase(Func& func, size_t m, size_t n)
          : m(m),
            n(n),
            func(func),
            x(constructVector<InputStore>(n)),
            y(constructVector<OutputStore>(m)),
            dummyVector(),
            dummyJacobian() {}
 
      template<typename VecX, typename VecY>
      void computePrimal(VecX const& locX, VecY& locY);
 
      template<typename VecX, typename Jac, typename VecY>
      void computeJacobian(VecX const& locX, Jac& jac, VecY& locY);
 
      template<typename VecX, typename Hes, typename VecY, typename Jac>
      void computeHessian(VecX const& locX, Hes& hes, VecY& locY, Jac& jac);
 
    protected:
 
      template<typename VecX>
      void setPrimalInputs(VecX const& locX);
 
      template<typename VecY>
      void getPrimalOutputs(VecY& locY);
 
      void eval() {
        func(x, y);
      }
  };
 
  template<typename T_Func, typename T_Type, typename T_InputStore = std::vector<T_Type>,
           typename T_OutputStore = std::vector<T_Type>>
  struct EvaluationHandleForward : public EvaluationHandleBase<T_Func, T_Type, T_InputStore, T_OutputStore> {
    public:
 
      using Func = CODI_DD(T_Func, CODI_T(void (*)(T_InputStore const&, T_OutputStore&)));
      using Type = CODI_DD(T_Type, CODI_DEFAULT_LHS_EXPRESSION);      
      using InputStore = CODI_DD(T_InputStore, std::vector<Type>);    
      using OutputStore = CODI_DD(T_OutputStore, std::vector<Type>);  
 
      using Base = EvaluationHandleBase<Func, Type, InputStore, OutputStore>;  
 
      // Forward constructors of the base.
      using Base::EvaluationHandleBase;
 
      template<typename VecX>
      void setPrimalInputs(VecX const& locX) {
        codiAssert(locX.size() <= this->x.size());
        for (size_t j = 0; j < locX.size(); j += 1) {
          this->x[j] = locX[j];
        }
      }
 
      template<typename VecY>
      void getPrimalOutputs(VecY& locY) {
        codiAssert(locY.size() <= this->y.size());
        for (size_t i = 0; i < locY.size(); i += 1) {
          locY[i] = RealTraits::getPassiveValue(this->y[i].getValue());
        }
      }
 
      template<typename VecX, typename VecY>
      void computePrimal(VecX const& locX, VecY& locY) {
        setPrimalInputs(locX);
 
        this->eval();
 
        getPrimalOutputs(locY);
      }
 
      template<typename VecX, typename Jac, typename VecY>
      void computeJacobian(VecX const& locX, Jac& jac, VecY& locY) {
        setPrimalInputs(locX);
 
        JacobianConvertWrapper<Jac> wrapper(jac);
 
        using GradientTraits1st = GradientTraits::TraitsImplementation<typename Type::Gradient>;
        size_t constexpr VectorSizeFirstOrder = GradientTraits1st::dim;
 
        for (size_t j = 0; j < locX.size(); j += VectorSizeFirstOrder) {
          for (size_t vecPos = 0; vecPos < VectorSizeFirstOrder && j + vecPos < locX.size(); vecPos += 1) {
            GradientTraits1st::at(this->x[j + vecPos].gradient(), vecPos) = 1.0;
          }
 
          this->eval();
 
          if (0 == j) {
            getPrimalOutputs(locY);
          }
 
          for (size_t i = 0; i < this->y.size(); i += 1) {
            for (size_t vecPos = 0; vecPos < VectorSizeFirstOrder && j + vecPos < locX.size(); vecPos += 1) {
              wrapper(i, j + vecPos) = GradientTraits1st::at(this->y[i].gradient(), vecPos);
            }
          }
 
          for (size_t vecPos = 0; vecPos < VectorSizeFirstOrder && j + vecPos < locX.size(); vecPos += 1) {
            GradientTraits1st::at(this->x[j + vecPos].gradient(), vecPos) = 0.0;
          }
        }
      }
 
      template<typename VecX, typename Hes, typename VecY, typename Jac>
      void computeHessian(VecX const& locX, Hes& hes, VecY& locY, Jac& jac) {
        setPrimalInputs(locX);
 
        using GradientTraits1st = GradientTraits::TraitsImplementation<typename Type::Gradient>;
        size_t constexpr VectorSizeFirstOrder = GradientTraits1st::dim;
 
        using GradientTraits2nd = GradientTraits::TraitsImplementation<CODI_DD(typename Type::Real::Gradient, double)>;
        size_t constexpr VectorSizeSecondOrder = GradientTraits2nd::dim;
 
        for (size_t k = 0; k < locX.size(); k += VectorSizeFirstOrder) {
          // Set derivatives from k to k + vecSize_k.
          for (size_t vecPos = 0; vecPos < VectorSizeFirstOrder && k + vecPos < locX.size(); vecPos += 1) {
            GradientTraits1st::at(this->x[k + vecPos].gradient(), vecPos).value() = 1.0;
          }
 
          // The j = k init is no problem, it will evaluate slightly more elements around the diagonal.
          for (size_t j = k; j < locX.size(); j += VectorSizeSecondOrder) {
            // Set derivatives from j to j + vecSize_j.
            for (size_t vecPos = 0; vecPos < VectorSizeSecondOrder && j + vecPos < locX.size(); vecPos += 1) {
              GradientTraits2nd::at(this->x[j + vecPos].value().gradient(), vecPos) = 1.0;
            }
 
            this->eval();
 
            if (0 == j && 0 == k) {
              getPrimalOutputs(locY);
            }
 
            // Extract all Hessian values, this populates the Hessian from (j,k) to (j + vecSize_j, k + vecSize_k).
            for (size_t i = 0; i < this->y.size(); i += 1) {
              for (size_t vecPos1st = 0; vecPos1st < VectorSizeFirstOrder && k + vecPos1st < locX.size();
                   vecPos1st += 1) {
                for (size_t vecPos2nd = 0; vecPos2nd < VectorSizeSecondOrder && j + vecPos2nd < locX.size();
                     vecPos2nd += 1) {
                  auto& firstGrad = GradientTraits1st::at(this->y[i].gradient(), vecPos1st);
                  auto& secondGrad = GradientTraits2nd::at(firstGrad.gradient(), vecPos2nd);
 
                  hes(i, j + vecPos2nd, k + vecPos1st) = secondGrad;
                  hes(i, k + vecPos1st, j + vecPos2nd) = secondGrad;  // Symmetry
                }
              }
 
              if (k == 0) {
                for (size_t vecPos = 0; vecPos < VectorSizeSecondOrder && j + vecPos < locX.size(); vecPos += 1) {
                  jac(i, j + vecPos) = GradientTraits2nd::at(this->y[i].value().gradient(), vecPos);
                }
              }
            }
 
            // Reset the derivative seeding.
            for (size_t vecPos = 0; vecPos < VectorSizeSecondOrder && j + vecPos < locX.size(); vecPos += 1) {
              GradientTraits2nd::at(this->x[j + vecPos].value().gradient(), vecPos) = 0.0;
            }
          }
 
          // Reset the derivative seeding.
          for (size_t vecPos = 0; vecPos < VectorSizeFirstOrder && k + vecPos < locX.size(); vecPos += 1) {
            GradientTraits1st::at(this->x[k + vecPos].gradient(), vecPos).value() = 0.0;
          }
        }
      }
  };
 
  template<typename T_Func, typename T_Type, typename T_InputStore = std::vector<T_Type>,
           typename T_OutputStore = std::vector<T_Type>>
  struct EvaluationHandleReverseBase : public EvaluationHandleBase<T_Func, T_Type, T_InputStore, T_OutputStore> {
    public:
 
      using Func = CODI_DD(T_Func, CODI_T(void (*)(T_InputStore const&, T_OutputStore&)));
      using Type = CODI_DD(T_Type, CODI_DEFAULT_LHS_EXPRESSION);
      using InputStore = CODI_DD(T_InputStore, std::vector<Type>);    
      using OutputStore = CODI_DD(T_OutputStore, std::vector<Type>);  
 
      using Base = EvaluationHandleBase<Func, Type, InputStore, OutputStore>;  
 
    protected:
 
      TapeHelper<Type> th;  
 
    public:
 
      EvaluationHandleReverseBase(Func& func, size_t m, size_t n) : Base(func, m, n), th() {}
 
      template<typename VecX>
      void setPrimalInputs(VecX const& locX, bool reg) {
        codiAssert(locX.size() <= this->x.size());
        for (size_t j = 0; j < locX.size(); j += 1) {
          this->x[j] = locX[j];
 
          if (reg) {
            th.registerInput(this->x[j]);
          }
        }
      }
 
      template<typename VecY>
      void getPrimalOutputs(VecY& locY, bool reg) {
        codiAssert(locY.size() <= this->y.size());
        for (size_t i = 0; i < this->y.size(); i += 1) {
          if (reg) {
            th.registerOutput(this->y[i]);
          }
 
          locY[i] = RealTraits::getPassiveValue(this->y[i].getValue());
        }
      }
 
      template<typename VecX, typename VecY>
      void computePrimal(VecX const& locX, VecY& locY) {
        setPrimalInputs(locX, false);
 
        this->eval();
 
        getPrimalOutputs(locY, false);
      }
 
      template<typename VecX, typename Jac, typename VecY>
      void computeJacobian(VecX const& locX, Jac& jac, VecY& locY) {
        recordTape(locX, locY);
 
        th.evalJacobian(jac);
      }
 
      template<typename VecX, typename Hes, typename VecY, typename Jac>
      void computeHessian(VecX const& locX, Hes& hes, VecY& locY, Jac& jac);
 
    protected:
 
      template<typename VecX, typename VecY>
      void recordTape(VecX const& locX, VecY& locY) {
        th.startRecording();
        setPrimalInputs(locX, true);
 
        this->eval();
 
        getPrimalOutputs(locY, true);
        th.stopRecording();
      }
  };
 
  template<typename T_Func, typename T_Type, typename T_InputStore = std::vector<T_Type>,
           typename T_OutputStore = std::vector<T_Type>>
  struct EvaluationHandleReversePrimalValueTapes
      : public EvaluationHandleReverseBase<T_Func, T_Type, T_InputStore, T_OutputStore> {
    public:
 
      using Func = CODI_DD(T_Func, CODI_T(void (*)(T_InputStore const&, T_OutputStore&)));
      using Type = CODI_DD(T_Type, CODI_DEFAULT_LHS_EXPRESSION);      
      using InputStore = CODI_DD(T_InputStore, std::vector<Type>);    
      using OutputStore = CODI_DD(T_OutputStore, std::vector<Type>);  
 
      using Base = EvaluationHandleReverseBase<Func, Type, InputStore, OutputStore>;
 
      // Use constructors of the base class.
      using Base::EvaluationHandleReverseBase;
 
      template<typename VecX, typename Hes, typename VecY, typename Jac>
      void computeHessian(VecX const& locX, Hes& hes, VecY& locY, Jac& jac) {
        this->recordTape(locX, locY);
 
        this->th.evalHessian(hes, jac);
      }
  };
 
  template<typename T_Func, typename T_Type, typename T_InputStore = std::vector<T_Type>,
           typename T_OutputStore = std::vector<T_Type>>
  struct EvaluationHandleReverseJacobianTapes
      : public EvaluationHandleReverseBase<T_Func, T_Type, T_InputStore, T_OutputStore> {
    public:
      using Func = CODI_DD(T_Func, CODI_T(void (*)(T_InputStore const&, T_OutputStore&)));
      using Type = CODI_DD(T_Type, CODI_DEFAULT_LHS_EXPRESSION);      
      using InputStore = CODI_DD(T_InputStore, std::vector<Type>);    
      using OutputStore = CODI_DD(T_OutputStore, std::vector<Type>);  
 
      using Base = EvaluationHandleReverseBase<Func, Type, InputStore, OutputStore>;
 
      // Use constructors of the base class.
      using Base::EvaluationHandleReverseBase;
 
      template<typename VecX, typename Hes, typename VecY, typename Jac>
      void computeHessian(VecX const& locX, Hes& hes, VecY& locY, Jac& jac) {
        this->setPrimalInputs(locX, false);
 
        Algorithms<Type>::computeHessian(this->func, this->x, this->y, hes, jac);
 
        this->getPrimalOutputs(locY, false);
      }
  };
 
  template<typename T_Func, typename T_Type, typename T_InputStore = std::vector<T_Type>,
           typename T_OutputStore = std::vector<T_Type>, typename = void>
  struct EvaluationHandle : public EvaluationHandleBase<T_Func, T_Type, T_InputStore, T_OutputStore> {};
 
  template<typename T_Func, typename T_Type, typename T_InputStore, typename T_OutputStore>
  struct EvaluationHandle<T_Func, T_Type, T_InputStore, T_OutputStore,
                          TapeTraits::EnableIfForwardTape<typename T_Type::Tape>>
      : public EvaluationHandleForward<T_Func, T_Type, T_InputStore, T_OutputStore> {
      using EvaluationHandleForward<T_Func, T_Type, T_InputStore, T_OutputStore>::EvaluationHandleForward;
  };
 
  template<typename T_Func, typename T_Type, typename T_InputStore, typename T_OutputStore>
  struct EvaluationHandle<T_Func, T_Type, T_InputStore, T_OutputStore,
                          TapeTraits::EnableIfJacobianTape<typename T_Type::Tape>>
      : public EvaluationHandleReverseJacobianTapes<T_Func, T_Type, T_InputStore, T_OutputStore> {
      using EvaluationHandleReverseJacobianTapes<T_Func, T_Type, T_InputStore,
                                                 T_OutputStore>::EvaluationHandleReverseJacobianTapes;
  };
 
  template<typename T_Func, typename T_Type, typename T_InputStore, typename T_OutputStore>
  struct EvaluationHandle<T_Func, T_Type, T_InputStore, T_OutputStore,
                          TapeTraits::EnableIfPrimalValueTape<typename T_Type::Tape>>
      : public EvaluationHandleReversePrimalValueTapes<T_Func, T_Type, T_InputStore, T_OutputStore> {
      using EvaluationHandleReversePrimalValueTapes<T_Func, T_Type, T_InputStore,
                                                    T_OutputStore>::EvaluationHandleReversePrimalValueTapes;
  };
 
  struct EvaluationHelper {
    public:
 
      template<typename VecIn, typename VecOut>
      using FunctorInterface = void (*)(VecIn const& x, VecOut& y);
 
      using JacobianComputationType = RealForwardVec<4>;
 
      using HessianComputationType = RealForwardGen<RealForwardVec<4>, Direction<RealForwardVec<4>, 4>>;
 
      template<typename Func>
      using DefaultHandle = EvaluationHandleForward<Func, JacobianComputationType>;
 
      template<typename Func>
      using DefaultHandle2nd = EvaluationHandleForward<Func, HessianComputationType>;
 
      template<typename Func, size_t m, size_t n>
      using DefaultHandleFixed =
          EvaluationHandleForward<Func, JacobianComputationType, std::array<JacobianComputationType, n>,
                                  std::array<JacobianComputationType, m>>;
 
      template<typename Func, size_t m, size_t n>
      using DefaultHandleFixed2nd =
          EvaluationHandleForward<Func, HessianComputationType, std::array<HessianComputationType, n>,
                                  std::array<HessianComputationType, m>>;
 
      template<typename Func>
      static CODI_INLINE DefaultHandle<Func> createHandleDefault(Func& func, size_t m, size_t n) {
        return DefaultHandle<Func>(func, m, n);
      }
 
      template<size_t m, size_t n, typename Func>
      static CODI_INLINE DefaultHandleFixed<Func, m, n> createHandleDefaultFixed(Func& func) {
        return DefaultHandleFixed<Func, m, n>(func, m, n);
      }
 
      template<typename Func>
      static CODI_INLINE DefaultHandle2nd<Func> createHandleDefault2nd(Func& func, size_t m, size_t n) {
        return DefaultHandle2nd<Func>(func, m, n);
      }
 
      template<size_t m, size_t n, typename Func>
      static CODI_INLINE DefaultHandleFixed2nd<Func, m, n> createHandleDefaultFixed2nd(Func& func) {
        return DefaultHandleFixed2nd<Func, m, n>(func, m, n);
      }
 
      template<typename Type, typename Func>
      static CODI_INLINE EvaluationHandle<Func, Type> createHandle(Func& func, size_t m, size_t n) {
        return EvaluationHandle<Func, Type>(func, m, n);
      }
 
      template<typename Type, size_t m, size_t n, typename Func>
      static CODI_INLINE EvaluationHandle<Func, Type, std::array<Type, n>, std::array<Type, m>> createHandleFixed(
          Func& func) {
        return EvaluationHandle<Func, Type, std::array<Type, n>, std::array<Type, m>>(func, m, n);
      }
 
      template<typename Type, typename InputStore, typename OutputStore, typename Func>
      static CODI_INLINE EvaluationHandle<Func, Type, InputStore, OutputStore> createHandleFull(Func& func, size_t m,
                                                                                                size_t n) {
        return EvaluationHandle<Func, Type, InputStore, OutputStore>(func, m, n);
      }
 
      template<typename T = double>
      static CODI_INLINE Jacobian<T> createJacobian(size_t m, size_t n) {
        return Jacobian<T>(m, n);
      }
 
      template<size_t m, size_t n, typename T = double>
      static CODI_INLINE Jacobian<T, std::array<T, m * n>> createJacobianFixed() {
        return Jacobian<T, std::array<T, m * n>>(m, n);
      }
 
      template<typename T = double>
      static CODI_INLINE Hessian<T> createHessian(size_t m, size_t n) {
        return Hessian<T>(m, n);
      }
 
      template<size_t m, size_t n, typename T = double>
      static CODI_INLINE Hessian<T, std::array<T, m * n * n>> createHessianFixed() {
        return Hessian<T, std::array<T, m * n * n>>(m, n);
      }
 
      template<typename Func, typename VecX, typename VecY>
      static CODI_INLINE void evalPrimal(Func& func, VecX const& x, VecY& y) {
        auto h = createHandleDefault(func, y.size(), x.size());
        evalHandlePrimal(h, x, y);
      }
 
      template<typename Func, typename VecX, typename Jac>
      static CODI_INLINE void evalJacobian(Func& func, VecX const& x, size_t const ySize, Jac& jac) {
        auto h = createHandleDefault(func, ySize, x.size());
        evalHandleJacobian(h, x, jac);
      }
 
      template<typename Func, typename VecX, typename Hes>
      static CODI_INLINE void evalHessian(Func& func, VecX const& x, size_t const ySize, Hes& hes) {
        auto h = createHandleDefault2nd(func, ySize, x.size());
        evalHandleHessian(h, x, hes);
      }
 
      template<typename Func, typename VecX, typename VecY, typename Jac>
      static CODI_INLINE void evalPrimalAndJacobian(Func& func, VecX const& x, VecY& y, Jac& jac) {
        auto h = createHandleDefault(func, y.size(), x.size());
        evalHandlePrimalAndJacobian(h, x, y, jac);
      }
 
      template<typename Func, typename VecX, typename VecY, typename Hes>
      static CODI_INLINE void evalPrimalAndHessian(Func& func, VecX const& x, VecY& y, Hes& hes) {
        auto h = createHandleDefault2nd(func, y.size(), x.size());
        evalHandlePrimalAndHessian(h, x, y, hes);
      }
 
      template<typename Func, typename VecX, typename VecY, typename Jac, typename Hes>
      static CODI_INLINE void evalPrimalAndJacobianAndHessian(Func& func, VecX const& x, VecY& y, Jac& jac, Hes& hes) {
        auto h = createHandleDefault2nd(func, y.size(), x.size());
        evalHandlePrimalAndJacobianAndHessian(h, x, y, jac, hes);
      }
 
      template<typename Func, typename VecX, typename Jac, typename Hes>
      static CODI_INLINE void evalJacobianAndHessian(Func& func, VecX const& x, size_t ySize, Jac& jac, Hes& hes) {
        auto h = createHandleDefault2nd(func, ySize, x.size());
        evalHandleJacobianAndHessian(h, x, jac, hes);
      }
 
      template<typename Handle, typename VecX, typename VecY>
      static CODI_INLINE void evalHandlePrimal(Handle& handle, VecX const& x, VecY& y) {
        handle.computePrimal(x, y);
      }
 
      template<typename Handle, typename VecX, typename Jac>
      static CODI_INLINE void evalHandleJacobian(Handle& handle, VecX const& x, Jac& jac) {
        DummyVector dv;
        handle.computeJacobian(x, jac, dv);
      }
 
      template<typename Handle, typename VecX, typename Hes>
      static CODI_INLINE void evalHandleHessian(Handle& handle, VecX const& x, Hes& hes) {
        DummyVector dv;
        DummyJacobian dj;
        handle.computeHessian(x, hes, dv, dj);
      }
 
      template<typename Handle, typename VecX, typename VecY, typename Jac>
      static CODI_INLINE void evalHandlePrimalAndJacobian(Handle& handle, VecX const& x, VecY& y, Jac& jac) {
        handle.computeJacobian(x, jac, y);
      }
 
      template<typename Handle, typename VecX, typename VecY, typename Hes>
      static CODI_INLINE void evalHandlePrimalAndHessian(Handle& handle, VecX const& x, VecY& y, Hes& hes) {
        DummyJacobian dj;
        handle.computeHessian(x, hes, y, dj);
      }
 
      template<typename Handle, typename VecX, typename VecY, typename Jac, typename Hes>
      static CODI_INLINE void evalHandlePrimalAndJacobianAndHessian(Handle& handle, VecX const& x, VecY& y, Jac& jac,
                                                                    Hes& hes) {
        handle.computeHessian(x, hes, y, jac);
      }
 
      template<typename Handle, typename VecX, typename Jac, typename Hes>
      static CODI_INLINE void evalHandleJacobianAndHessian(Handle& handle, VecX const& x, Jac& jac, Hes& hes) {
        DummyVector dv;
        handle.computeHessian(x, hes, dv, jac);
      }
  };
 
}