kaps_problem.h

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/*
 * Copyright 2021 MusicScience37 (Kenta Kabashima)
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
#pragma once
 
#include "num_collect/ode/concepts/multi_variate_differentiable_problem.h"
#include "num_collect/ode/evaluation_type.h"
 
namespace num_prob_collect::ode {
 
class kaps_problem {
public:
    using variable_type = Eigen::Vector2d;
 
    using scalar_type = double;
 
    using jacobian_type = Eigen::Matrix2d;
 
    static constexpr auto allowed_evaluations =
        num_collect::ode::evaluation_type{.diff_coeff = true, .jacobian = true};
 
    explicit kaps_problem(double epsilon) : epsilon_(epsilon) {}
 
    void evaluate_on(double /*time*/, const variable_type& variable,
        num_collect::ode::evaluation_type evaluations) {
        const double inv_eps = 1.0 / epsilon_;
        diff_coeff_(0) = -(inv_eps + 2.0) * variable(0) +  // NOLINT
            inv_eps * variable(1) * variable(1);
        diff_coeff_(1) = variable(0) - variable(1) - variable(1) * variable(1);
 
        if (evaluations.jacobian) {
            jacobian_(0, 0) = -(inv_eps + 2.0);             // NOLINT
            jacobian_(0, 1) = 2.0 * inv_eps * variable(1);  // NOLINT
            jacobian_(1, 0) = 1.0;
            jacobian_(1, 1) = -1.0 - 2.0 * variable(1);  // NOLINT
        }
    }
 
    [[nodiscard]] auto diff_coeff() const noexcept -> const variable_type& {
        return diff_coeff_;
    }
 
    [[nodiscard]] auto jacobian() const noexcept -> const jacobian_type& {
        return jacobian_;
    }
 
private:
    double epsilon_;
 
    variable_type diff_coeff_{};
 
    jacobian_type jacobian_{};
};
 
static_assert(num_collect::ode::concepts::multi_variate_differentiable_problem<
    kaps_problem>);
 
}  // namespace num_prob_collect::ode