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New API to allow In-place and Static Return functions #13
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Complete overhaul of existing code. Now provides an abstract
FunctionBasethat provides basic functionality for defining custom functions and their derivatives.New Function Base
Example of the new API:
Function signatures are either
StaticReturnorInplace, and diff methods are eitherForwardADorFiniteDifferenceorUserDefined.By default, these Jacobian methods must be defined by the user, but this PR does provide a macro to define them automatically for both auto and finite differencing:
which defines these methods and modifies the struct (adding caches) to provide allocation-free differentiation methods.
New API for Discrete Models
Instead of defining both continuous and discrete methods for the same model, all models are either continuous or discrete. A continuous model can be converted to a discrete one using
DiscretizedModeland providing an integrator, such asEulerorRK4. Rather than being abstract or singleton types as they were before, these types now allocate storage needed to evaluate these methods and their Jacobians allocation-free.The continuous dynamics API now looks like
The discrete dynamics API:
All discrete models also provide the follow methods to evaluate the dynamics error:
which is
f(x,u) - xnfor explicit integrators (defined automatically) orf(xn,un,x,u) - xnfor implicit integrators.Other Changes
state_diff_sizehas been replaced byerrstate_sizestate_diff_jacobianand∇²differential!have swapped the order of the first 2 arguments