// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2010, 2011, 2012 Google Inc. All rights reserved. // http://code.google.com/p/ceres-solver/ // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are met: // // * Redistributions of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // * Redistributions in binary form must reproduce the above copyright notice, // this list of conditions and the following disclaimer in the documentation // and/or other materials provided with the distribution. // * Neither the name of Google Inc. nor the names of its contributors may be // used to endorse or promote products derived from this software without // specific prior written permission. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE // POSSIBILITY OF SUCH DAMAGE. // // Author: keir@google.com (Keir Mierle) // // A simple implementation of N-dimensional dual numbers, for automatically // computing exact derivatives of functions. // // While a complete treatment of the mechanics of automatic differentation is // beyond the scope of this header (see // http://en.wikipedia.org/wiki/Automatic_differentiation for details), the // basic idea is to extend normal arithmetic with an extra element, "e," often // denoted with the greek symbol epsilon, such that e != 0 but e^2 = 0. Dual // numbers are extensions of the real numbers analogous to complex numbers: // whereas complex numbers augment the reals by introducing an imaginary unit i // such that i^2 = -1, dual numbers introduce an "infinitesimal" unit e such // that e^2 = 0. Dual numbers have two components: the "real" component and the // "infinitesimal" component, generally written as x + y*e. Surprisingly, this // leads to a convenient method for computing exact derivatives without needing // to manipulate complicated symbolic expressions. // // For example, consider the function // // f(x) = x^2 , // // evaluated at 10. Using normal arithmetic, f(10) = 100, and df/dx(10) = 20. // Next, augument 10 with an infinitesimal to get: // // f(10 + e) = (10 + e)^2 // = 100 + 2 * 10 * e + e^2 // = 100 + 20 * e -+- // -- | // | +--- This is zero, since e^2 = 0 // | // +----------------- This is df/dx! // // Note that the derivative of f with respect to x is simply the infinitesimal // component of the value of f(x + e). So, in order to take the derivative of // any function, it is only necessary to replace the numeric "object" used in // the function with one extended with infinitesimals. The class Jet, defined in // this header, is one such example of this, where substitution is done with // templates. // // To handle derivatives of functions taking multiple arguments, different // infinitesimals are used, one for each variable to take the derivative of. For // example, consider a scalar function of two scalar parameters x and y: // // f(x, y) = x^2 + x * y // // Following the technique above, to compute the derivatives df/dx and df/dy for // f(1, 3) involves doing two evaluations of f, the first time replacing x with // x + e, the second time replacing y with y + e. // // For df/dx: // // f(1 + e, y) = (1 + e)^2 + (1 + e) * 3 // = 1 + 2 * e + 3 + 3 * e // = 4 + 5 * e // // --> df/dx = 5 // // For df/dy: // // f(1, 3 + e) = 1^2 + 1 * (3 + e) // = 1 + 3 + e // = 4 + e // // --> df/dy = 1 // // To take the gradient of f with the implementation of dual numbers ("jets") in // this file, it is necessary to create a single jet type which has components // for the derivative in x and y, and passing them to a templated version of f: // // template<typename T> // T f(const T &x, const T &y) { // return x * x + x * y; // } // // // The "2" means there should be 2 dual number components. // Jet<double, 2> x(0); // Pick the 0th dual number for x. // Jet<double, 2> y(1); // Pick the 1st dual number for y. // Jet<double, 2> z = f(x, y); // // LG << "df/dx = " << z.a[0] // << "df/dy = " << z.a[1]; // // Most users should not use Jet objects directly; a wrapper around Jet objects, // which makes computing the derivative, gradient, or jacobian of templated // functors simple, is in autodiff.h. Even autodiff.h should not be used // directly; instead autodiff_cost_function.h is typically the file of interest. // // For the more mathematically inclined, this file implements first-order // "jets". A 1st order jet is an element of the ring // // T[N] = T[t_1, ..., t_N] / (t_1, ..., t_N)^2 // // which essentially means that each jet consists of a "scalar" value 'a' from T // and a 1st order perturbation vector 'v' of length N: // // x = a + \sum_i v[i] t_i // // A shorthand is to write an element as x = a + u, where u is the pertubation. // Then, the main point about the arithmetic of jets is that the product of // perturbations is zero: // // (a + u) * (b + v) = ab + av + bu + uv // = ab + (av + bu) + 0 // // which is what operator* implements below. Addition is simpler: // // (a + u) + (b + v) = (a + b) + (u + v). // // The only remaining question is how to evaluate the function of a jet, for // which we use the chain rule: // // f(a + u) = f(a) + f'(a) u // // where f'(a) is the (scalar) derivative of f at a. // // By pushing these things through sufficiently and suitably templated // functions, we can do automatic differentiation. Just be sure to turn on // function inlining and common-subexpression elimination, or it will be very // slow! // // WARNING: Most Ceres users should not directly include this file or know the // details of how jets work. Instead the suggested method for automatic // derivatives is to use autodiff_cost_function.h, which is a wrapper around // both jets.h and autodiff.h to make taking derivatives of cost functions for // use in Ceres easier. #ifndef CERES_PUBLIC_JET_H_ #define CERES_PUBLIC_JET_H_ #include <cmath> #include <iosfwd> #include <iostream> // NOLINT #include <string> #include "Eigen/Core" #include "ceres/fpclassify.h" namespace ceres { template <typename T, int N> struct Jet { enum { DIMENSION = N }; // Default-construct "a" because otherwise this can lead to false errors about // uninitialized uses when other classes relying on default constructed T // (where T is a Jet<T, N>). This usually only happens in opt mode. Note that // the C++ standard mandates that e.g. default constructed doubles are // initialized to 0.0; see sections 8.5 of the C++03 standard. Jet() : a() { v.setZero(); } // Constructor from scalar: a + 0. explicit Jet(const T& value) { a = value; v.setZero(); } // Constructor from scalar plus variable: a + t_i. Jet(const T& value, int k) { a = value; v.setZero(); v[k] = T(1.0); } // Compound operators Jet<T, N>& operator+=(const Jet<T, N> &y) { *this = *this + y; return *this; } Jet<T, N>& operator-=(const Jet<T, N> &y) { *this = *this - y; return *this; } Jet<T, N>& operator*=(const Jet<T, N> &y) { *this = *this * y; return *this; } Jet<T, N>& operator/=(const Jet<T, N> &y) { *this = *this / y; return *this; } // The scalar part. T a; // The infinitesimal part. // // Note the Eigen::DontAlign bit is needed here because this object // gets allocated on the stack and as part of other arrays and // structs. Forcing the right alignment there is the source of much // pain and suffering. Even if that works, passing Jets around to // functions by value has problems because the C++ ABI does not // guarantee alignment for function arguments. // // Setting the DontAlign bit prevents Eigen from using SSE for the // various operations on Jets. This is a small performance penalty // since the AutoDiff code will still expose much of the code as // statically sized loops to the compiler. But given the subtle // issues that arise due to alignment, especially when dealing with // multiple platforms, it seems to be a trade off worth making. Eigen::Matrix<T, N, 1, Eigen::DontAlign> v; }; // Unary + template<typename T, int N> inline Jet<T, N> const& operator+(const Jet<T, N>& f) { return f; } // TODO(keir): Try adding __attribute__((always_inline)) to these functions to // see if it causes a performance increase. // Unary - template<typename T, int N> inline Jet<T, N> operator-(const Jet<T, N>&f) { Jet<T, N> g; g.a = -f.a; g.v = -f.v; return g; } // Binary + template<typename T, int N> inline Jet<T, N> operator+(const Jet<T, N>& f, const Jet<T, N>& g) { Jet<T, N> h; h.a = f.a + g.a; h.v = f.v + g.v; return h; } // Binary + with a scalar: x + s template<typename T, int N> inline Jet<T, N> operator+(const Jet<T, N>& f, T s) { Jet<T, N> h; h.a = f.a + s; h.v = f.v; return h; } // Binary + with a scalar: s + x template<typename T, int N> inline Jet<T, N> operator+(T s, const Jet<T, N>& f) { Jet<T, N> h; h.a = f.a + s; h.v = f.v; return h; } // Binary - template<typename T, int N> inline Jet<T, N> operator-(const Jet<T, N>& f, const Jet<T, N>& g) { Jet<T, N> h; h.a = f.a - g.a; h.v = f.v - g.v; return h; } // Binary - with a scalar: x - s template<typename T, int N> inline Jet<T, N> operator-(const Jet<T, N>& f, T s) { Jet<T, N> h; h.a = f.a - s; h.v = f.v; return h; } // Binary - with a scalar: s - x template<typename T, int N> inline Jet<T, N> operator-(T s, const Jet<T, N>& f) { Jet<T, N> h; h.a = s - f.a; h.v = -f.v; return h; } // Binary * template<typename T, int N> inline Jet<T, N> operator*(const Jet<T, N>& f, const Jet<T, N>& g) { Jet<T, N> h; h.a = f.a * g.a; h.v = f.a * g.v + f.v * g.a; return h; } // Binary * with a scalar: x * s template<typename T, int N> inline Jet<T, N> operator*(const Jet<T, N>& f, T s) { Jet<T, N> h; h.a = f.a * s; h.v = f.v * s; return h; } // Binary * with a scalar: s * x template<typename T, int N> inline Jet<T, N> operator*(T s, const Jet<T, N>& f) { Jet<T, N> h; h.a = f.a * s; h.v = f.v * s; return h; } // Binary / template<typename T, int N> inline Jet<T, N> operator/(const Jet<T, N>& f, const Jet<T, N>& g) { Jet<T, N> h; // This uses: // // a + u (a + u)(b - v) (a + u)(b - v) // ----- = -------------- = -------------- // b + v (b + v)(b - v) b^2 // // which holds because v*v = 0. const T g_a_inverse = T(1.0) / g.a; h.a = f.a * g_a_inverse; const T f_a_by_g_a = f.a * g_a_inverse; for (int i = 0; i < N; ++i) { h.v[i] = (f.v[i] - f_a_by_g_a * g.v[i]) * g_a_inverse; } return h; } // Binary / with a scalar: s / x template<typename T, int N> inline Jet<T, N> operator/(T s, const Jet<T, N>& g) { Jet<T, N> h; h.a = s / g.a; const T minus_s_g_a_inverse2 = -s / (g.a * g.a); h.v = g.v * minus_s_g_a_inverse2; return h; } // Binary / with a scalar: x / s template<typename T, int N> inline Jet<T, N> operator/(const Jet<T, N>& f, T s) { Jet<T, N> h; const T s_inverse = 1.0 / s; h.a = f.a * s_inverse; h.v = f.v * s_inverse; return h; } // Binary comparison operators for both scalars and jets. #define CERES_DEFINE_JET_COMPARISON_OPERATOR(op) \ template<typename T, int N> inline \ bool operator op(const Jet<T, N>& f, const Jet<T, N>& g) { \ return f.a op g.a; \ } \ template<typename T, int N> inline \ bool operator op(const T& s, const Jet<T, N>& g) { \ return s op g.a; \ } \ template<typename T, int N> inline \ bool operator op(const Jet<T, N>& f, const T& s) { \ return f.a op s; \ } CERES_DEFINE_JET_COMPARISON_OPERATOR( < ) // NOLINT CERES_DEFINE_JET_COMPARISON_OPERATOR( <= ) // NOLINT CERES_DEFINE_JET_COMPARISON_OPERATOR( > ) // NOLINT CERES_DEFINE_JET_COMPARISON_OPERATOR( >= ) // NOLINT CERES_DEFINE_JET_COMPARISON_OPERATOR( == ) // NOLINT CERES_DEFINE_JET_COMPARISON_OPERATOR( != ) // NOLINT #undef CERES_DEFINE_JET_COMPARISON_OPERATOR // Pull some functions from namespace std. // // This is necessary because we want to use the same name (e.g. 'sqrt') for // double-valued and Jet-valued functions, but we are not allowed to put // Jet-valued functions inside namespace std. // // TODO(keir): Switch to "using". inline double abs (double x) { return std::abs(x); } inline double log (double x) { return std::log(x); } inline double exp (double x) { return std::exp(x); } inline double sqrt (double x) { return std::sqrt(x); } inline double cos (double x) { return std::cos(x); } inline double acos (double x) { return std::acos(x); } inline double sin (double x) { return std::sin(x); } inline double asin (double x) { return std::asin(x); } inline double tan (double x) { return std::tan(x); } inline double atan (double x) { return std::atan(x); } inline double sinh (double x) { return std::sinh(x); } inline double cosh (double x) { return std::cosh(x); } inline double tanh (double x) { return std::tanh(x); } inline double pow (double x, double y) { return std::pow(x, y); } inline double atan2(double y, double x) { return std::atan2(y, x); } // In general, f(a + h) ~= f(a) + f'(a) h, via the chain rule. // abs(x + h) ~= x + h or -(x + h) template <typename T, int N> inline Jet<T, N> abs(const Jet<T, N>& f) { return f.a < T(0.0) ? -f : f; } // log(a + h) ~= log(a) + h / a template <typename T, int N> inline Jet<T, N> log(const Jet<T, N>& f) { Jet<T, N> g; g.a = log(f.a); const T a_inverse = T(1.0) / f.a; g.v = f.v * a_inverse; return g; } // exp(a + h) ~= exp(a) + exp(a) h template <typename T, int N> inline Jet<T, N> exp(const Jet<T, N>& f) { Jet<T, N> g; g.a = exp(f.a); g.v = g.a * f.v; return g; } // sqrt(a + h) ~= sqrt(a) + h / (2 sqrt(a)) template <typename T, int N> inline Jet<T, N> sqrt(const Jet<T, N>& f) { Jet<T, N> g; g.a = sqrt(f.a); const T two_a_inverse = T(1.0) / (T(2.0) * g.a); g.v = f.v * two_a_inverse; return g; } // cos(a + h) ~= cos(a) - sin(a) h template <typename T, int N> inline Jet<T, N> cos(const Jet<T, N>& f) { Jet<T, N> g; g.a = cos(f.a); const T sin_a = sin(f.a); g.v = - sin_a * f.v; return g; } // acos(a + h) ~= acos(a) - 1 / sqrt(1 - a^2) h template <typename T, int N> inline Jet<T, N> acos(const Jet<T, N>& f) { Jet<T, N> g; g.a = acos(f.a); const T tmp = - T(1.0) / sqrt(T(1.0) - f.a * f.a); g.v = tmp * f.v; return g; } // sin(a + h) ~= sin(a) + cos(a) h template <typename T, int N> inline Jet<T, N> sin(const Jet<T, N>& f) { Jet<T, N> g; g.a = sin(f.a); const T cos_a = cos(f.a); g.v = cos_a * f.v; return g; } // asin(a + h) ~= asin(a) + 1 / sqrt(1 - a^2) h template <typename T, int N> inline Jet<T, N> asin(const Jet<T, N>& f) { Jet<T, N> g; g.a = asin(f.a); const T tmp = T(1.0) / sqrt(T(1.0) - f.a * f.a); g.v = tmp * f.v; return g; } // tan(a + h) ~= tan(a) + (1 + tan(a)^2) h template <typename T, int N> inline Jet<T, N> tan(const Jet<T, N>& f) { Jet<T, N> g; g.a = tan(f.a); double tan_a = tan(f.a); const T tmp = T(1.0) + tan_a * tan_a; g.v = tmp * f.v; return g; } // atan(a + h) ~= atan(a) + 1 / (1 + a^2) h template <typename T, int N> inline Jet<T, N> atan(const Jet<T, N>& f) { Jet<T, N> g; g.a = atan(f.a); const T tmp = T(1.0) / (T(1.0) + f.a * f.a); g.v = tmp * f.v; return g; } // sinh(a + h) ~= sinh(a) + cosh(a) h template <typename T, int N> inline Jet<T, N> sinh(const Jet<T, N>& f) { Jet<T, N> g; g.a = sinh(f.a); const T cosh_a = cosh(f.a); g.v = cosh_a * f.v; return g; } // cosh(a + h) ~= cosh(a) + sinh(a) h template <typename T, int N> inline Jet<T, N> cosh(const Jet<T, N>& f) { Jet<T, N> g; g.a = cosh(f.a); const T sinh_a = sinh(f.a); g.v = sinh_a * f.v; return g; } // tanh(a + h) ~= tanh(a) + (1 - tanh(a)^2) h template <typename T, int N> inline Jet<T, N> tanh(const Jet<T, N>& f) { Jet<T, N> g; g.a = tanh(f.a); double tanh_a = tanh(f.a); const T tmp = T(1.0) - tanh_a * tanh_a; g.v = tmp * f.v; return g; } // Jet Classification. It is not clear what the appropriate semantics are for // these classifications. This picks that IsFinite and isnormal are "all" // operations, i.e. all elements of the jet must be finite for the jet itself // to be finite (or normal). For IsNaN and IsInfinite, the answer is less // clear. This takes a "any" approach for IsNaN and IsInfinite such that if any // part of a jet is nan or inf, then the entire jet is nan or inf. This leads // to strange situations like a jet can be both IsInfinite and IsNaN, but in // practice the "any" semantics are the most useful for e.g. checking that // derivatives are sane. // The jet is finite if all parts of the jet are finite. template <typename T, int N> inline bool IsFinite(const Jet<T, N>& f) { if (!IsFinite(f.a)) { return false; } for (int i = 0; i < N; ++i) { if (!IsFinite(f.v[i])) { return false; } } return true; } // The jet is infinite if any part of the jet is infinite. template <typename T, int N> inline bool IsInfinite(const Jet<T, N>& f) { if (IsInfinite(f.a)) { return true; } for (int i = 0; i < N; i++) { if (IsInfinite(f.v[i])) { return true; } } return false; } // The jet is NaN if any part of the jet is NaN. template <typename T, int N> inline bool IsNaN(const Jet<T, N>& f) { if (IsNaN(f.a)) { return true; } for (int i = 0; i < N; ++i) { if (IsNaN(f.v[i])) { return true; } } return false; } // The jet is normal if all parts of the jet are normal. template <typename T, int N> inline bool IsNormal(const Jet<T, N>& f) { if (!IsNormal(f.a)) { return false; } for (int i = 0; i < N; ++i) { if (!IsNormal(f.v[i])) { return false; } } return true; } // atan2(b + db, a + da) ~= atan2(b, a) + (- b da + a db) / (a^2 + b^2) // // In words: the rate of change of theta is 1/r times the rate of // change of (x, y) in the positive angular direction. template <typename T, int N> inline Jet<T, N> atan2(const Jet<T, N>& g, const Jet<T, N>& f) { // Note order of arguments: // // f = a + da // g = b + db Jet<T, N> out; out.a = atan2(g.a, f.a); T const temp = T(1.0) / (f.a * f.a + g.a * g.a); out.v = temp * (- g.a * f.v + f.a * g.v); return out; } // pow -- base is a differentiatble function, exponent is a constant. // (a+da)^p ~= a^p + p*a^(p-1) da template <typename T, int N> inline Jet<T, N> pow(const Jet<T, N>& f, double g) { Jet<T, N> out; out.a = pow(f.a, g); T const temp = g * pow(f.a, g - T(1.0)); out.v = temp * f.v; return out; } // pow -- base is a constant, exponent is a differentiable function. // (a)^(p+dp) ~= a^p + a^p log(a) dp template <typename T, int N> inline Jet<T, N> pow(double f, const Jet<T, N>& g) { Jet<T, N> out; out.a = pow(f, g.a); T const temp = log(f) * out.a; out.v = temp * g.v; return out; } // pow -- both base and exponent are differentiable functions. // (a+da)^(b+db) ~= a^b + b * a^(b-1) da + a^b log(a) * db template <typename T, int N> inline Jet<T, N> pow(const Jet<T, N>& f, const Jet<T, N>& g) { Jet<T, N> out; T const temp1 = pow(f.a, g.a); T const temp2 = g.a * pow(f.a, g.a - T(1.0)); T const temp3 = temp1 * log(f.a); out.a = temp1; out.v = temp2 * f.v + temp3 * g.v; return out; } // Define the helper functions Eigen needs to embed Jet types. // // NOTE(keir): machine_epsilon() and precision() are missing, because they don't // work with nested template types (e.g. where the scalar is itself templated). // Among other things, this means that decompositions of Jet's does not work, // for example // // Matrix<Jet<T, N> ... > A, x, b; // ... // A.solve(b, &x) // // does not work and will fail with a strange compiler error. // // TODO(keir): This is an Eigen 2.0 limitation that is lifted in 3.0. When we // switch to 3.0, also add the rest of the specialization functionality. template<typename T, int N> inline const Jet<T, N>& ei_conj(const Jet<T, N>& x) { return x; } // NOLINT template<typename T, int N> inline const Jet<T, N>& ei_real(const Jet<T, N>& x) { return x; } // NOLINT template<typename T, int N> inline Jet<T, N> ei_imag(const Jet<T, N>& ) { return Jet<T, N>(0.0); } // NOLINT template<typename T, int N> inline Jet<T, N> ei_abs (const Jet<T, N>& x) { return fabs(x); } // NOLINT template<typename T, int N> inline Jet<T, N> ei_abs2(const Jet<T, N>& x) { return x * x; } // NOLINT template<typename T, int N> inline Jet<T, N> ei_sqrt(const Jet<T, N>& x) { return sqrt(x); } // NOLINT template<typename T, int N> inline Jet<T, N> ei_exp (const Jet<T, N>& x) { return exp(x); } // NOLINT template<typename T, int N> inline Jet<T, N> ei_log (const Jet<T, N>& x) { return log(x); } // NOLINT template<typename T, int N> inline Jet<T, N> ei_sin (const Jet<T, N>& x) { return sin(x); } // NOLINT template<typename T, int N> inline Jet<T, N> ei_cos (const Jet<T, N>& x) { return cos(x); } // NOLINT template<typename T, int N> inline Jet<T, N> ei_tan (const Jet<T, N>& x) { return tan(x); } // NOLINT template<typename T, int N> inline Jet<T, N> ei_atan(const Jet<T, N>& x) { return atan(x); } // NOLINT template<typename T, int N> inline Jet<T, N> ei_sinh(const Jet<T, N>& x) { return sinh(x); } // NOLINT template<typename T, int N> inline Jet<T, N> ei_cosh(const Jet<T, N>& x) { return cosh(x); } // NOLINT template<typename T, int N> inline Jet<T, N> ei_tanh(const Jet<T, N>& x) { return tanh(x); } // NOLINT template<typename T, int N> inline Jet<T, N> ei_pow (const Jet<T, N>& x, Jet<T, N> y) { return pow(x, y); } // NOLINT // Note: This has to be in the ceres namespace for argument dependent lookup to // function correctly. Otherwise statements like CHECK_LE(x, 2.0) fail with // strange compile errors. template <typename T, int N> inline std::ostream &operator<<(std::ostream &s, const Jet<T, N>& z) { return s << "[" << z.a << " ; " << z.v.transpose() << "]"; } } // namespace ceres namespace Eigen { // Creating a specialization of NumTraits enables placing Jet objects inside // Eigen arrays, getting all the goodness of Eigen combined with autodiff. template<typename T, int N> struct NumTraits<ceres::Jet<T, N> > { typedef ceres::Jet<T, N> Real; typedef ceres::Jet<T, N> NonInteger; typedef ceres::Jet<T, N> Nested; static typename ceres::Jet<T, N> dummy_precision() { return ceres::Jet<T, N>(1e-12); } enum { IsComplex = 0, IsInteger = 0, IsSigned, ReadCost = 1, AddCost = 1, // For Jet types, multiplication is more expensive than addition. MulCost = 3, HasFloatingPoint = 1 }; }; } // namespace Eigen #endif // CERES_PUBLIC_JET_H_