310 lines
9.0 KiB
C++
310 lines
9.0 KiB
C++
/* ----------------------------------------------------------------------------
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* GTSAM Copyright 2010, Georgia Tech Research Corporation,
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* Atlanta, Georgia 30332-0415
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* All Rights Reserved
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* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
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* See LICENSE for the license information
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* -------------------------------------------------------------------------- */
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/**
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* @file Vector.h
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* @brief typedef and functions to augment Eigen's VectorXd
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* @author Kai Ni
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* @author Frank Dellaert
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* @author Alex Hagiopol
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* @author Varun Agrawal
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*/
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// \callgraph
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#pragma once
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#ifndef MKL_BLAS
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#define MKL_BLAS MKL_DOMAIN_BLAS
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#endif
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#include <gtsam/global_includes.h>
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#include <Eigen/Core>
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#include <iosfwd>
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#include <list>
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namespace gtsam {
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// Vector is just a typedef of the Eigen dynamic vector type
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// Typedef arbitary length vector
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typedef Eigen::VectorXd Vector;
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// Commonly used fixed size vectors
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typedef Eigen::Matrix<double, 1, 1> Vector1;
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typedef Eigen::Vector2d Vector2;
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typedef Eigen::Vector3d Vector3;
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static const Eigen::MatrixBase<Vector2>::ConstantReturnType Z_2x1 = Vector2::Zero();
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static const Eigen::MatrixBase<Vector3>::ConstantReturnType Z_3x1 = Vector3::Zero();
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// Create handy typedefs and constants for vectors with N>3
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// VectorN and Z_Nx1, for N=1..9
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#define GTSAM_MAKE_VECTOR_DEFS(N) \
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using Vector##N = Eigen::Matrix<double, N, 1>; \
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static const Eigen::MatrixBase<Vector##N>::ConstantReturnType Z_##N##x1 = Vector##N::Zero();
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GTSAM_MAKE_VECTOR_DEFS(4)
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GTSAM_MAKE_VECTOR_DEFS(5)
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GTSAM_MAKE_VECTOR_DEFS(6)
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GTSAM_MAKE_VECTOR_DEFS(7)
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GTSAM_MAKE_VECTOR_DEFS(8)
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GTSAM_MAKE_VECTOR_DEFS(9)
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GTSAM_MAKE_VECTOR_DEFS(10)
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GTSAM_MAKE_VECTOR_DEFS(11)
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GTSAM_MAKE_VECTOR_DEFS(12)
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typedef Eigen::VectorBlock<Vector> SubVector;
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typedef Eigen::VectorBlock<const Vector> ConstSubVector;
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/**
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* Ensure we are not including a different version of Eigen in user code than
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* while compiling gtsam, since it can lead to hard-to-understand runtime
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* crashes.
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*/
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#if defined(GTSAM_EIGEN_VERSION_WORLD)
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static_assert(
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GTSAM_EIGEN_VERSION_WORLD==EIGEN_WORLD_VERSION &&
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GTSAM_EIGEN_VERSION_MAJOR==EIGEN_MAJOR_VERSION,
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"Error: GTSAM was built against a different version of Eigen");
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#endif
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/**
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* Numerically stable function for comparing if floating point values are equal
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* within epsilon tolerance.
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* Used for vector and matrix comparison with C++11 compatible functions.
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*
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* If either value is NaN or Inf, we check for both values to be NaN or Inf
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* respectively for the comparison to be true.
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* If one is NaN/Inf and the other is not, returns false.
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*
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* @param check_relative_also is a flag which toggles additional checking for
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* relative error. This means that if either the absolute error or the relative
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* error is within the tolerance, the result will be true.
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* By default, the flag is true.
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*
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* Return true if two numbers are close wrt tol.
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*/
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GTSAM_EXPORT bool fpEqual(double a, double b, double tol,
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bool check_relative_also = true);
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/**
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* print without optional string, must specify cout yourself
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*/
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GTSAM_EXPORT void print(const Vector& v, const std::string& s, std::ostream& stream);
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/**
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* print with optional string to cout
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*/
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GTSAM_EXPORT void print(const Vector& v, const std::string& s = "");
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/**
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* save a vector to file, which can be loaded by matlab
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*/
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GTSAM_EXPORT void save(const Vector& A, const std::string &s, const std::string& filename);
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/**
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* operator==()
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*/
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GTSAM_EXPORT bool operator==(const Vector& vec1,const Vector& vec2);
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/**
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* Greater than or equal to operation
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* returns true if all elements in v1
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* are greater than corresponding elements in v2
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*/
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GTSAM_EXPORT bool greaterThanOrEqual(const Vector& v1, const Vector& v2);
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/**
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* VecA == VecB up to tolerance
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*/
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GTSAM_EXPORT bool equal_with_abs_tol(const Vector& vec1, const Vector& vec2, double tol=1e-9);
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GTSAM_EXPORT bool equal_with_abs_tol(const SubVector& vec1, const SubVector& vec2, double tol=1e-9);
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/**
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* Override of equal in Lie.h
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*/
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inline bool equal(const Vector& vec1, const Vector& vec2, double tol) {
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return equal_with_abs_tol(vec1, vec2, tol);
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}
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/**
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* Override of equal in Lie.h
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*/
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inline bool equal(const Vector& vec1, const Vector& vec2) {
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return equal_with_abs_tol(vec1, vec2);
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}
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/**
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* Same, prints if error
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* @param vec1 Vector
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* @param vec2 Vector
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* @param tol 1e-9
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* @return bool
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*/
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GTSAM_EXPORT bool assert_equal(const Vector& vec1, const Vector& vec2, double tol=1e-9);
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/**
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* Not the same, prints if error
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* @param vec1 Vector
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* @param vec2 Vector
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* @param tol 1e-9
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* @return bool
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*/
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GTSAM_EXPORT bool assert_inequal(const Vector& vec1, const Vector& vec2, double tol=1e-9);
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/**
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* Same, prints if error
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* @param vec1 Vector
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* @param vec2 Vector
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* @param tol 1e-9
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* @return bool
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*/
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GTSAM_EXPORT bool assert_equal(const SubVector& vec1, const SubVector& vec2, double tol=1e-9);
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GTSAM_EXPORT bool assert_equal(const ConstSubVector& vec1, const ConstSubVector& vec2, double tol=1e-9);
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/**
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* check whether two vectors are linearly dependent
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* @param vec1 Vector
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* @param vec2 Vector
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* @param tol 1e-9
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* @return bool
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*/
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GTSAM_EXPORT bool linear_dependent(const Vector& vec1, const Vector& vec2, double tol=1e-9);
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/**
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* elementwise division, but 0/0 = 0, not inf
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* @param a first vector
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* @param b second vector
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* @return vector [a(i)/b(i)]
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*/
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GTSAM_EXPORT Vector ediv_(const Vector &a, const Vector &b);
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/**
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* Dot product
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*/
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template<class V1, class V2>
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inline double dot(const V1 &a, const V2& b) {
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assert (b.size()==a.size());
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return a.dot(b);
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}
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/** compatibility version for ublas' inner_prod() */
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template<class V1, class V2>
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inline double inner_prod(const V1 &a, const V2& b) {
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assert (b.size()==a.size());
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return a.dot(b);
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}
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#ifdef GTSAM_ALLOW_DEPRECATED_SINCE_V42
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/**
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* BLAS Level 1 scal: x <- alpha*x
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* @deprecated: use operators instead
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*/
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inline void GTSAM_DEPRECATED scal(double alpha, Vector& x) { x *= alpha; }
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/**
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* BLAS Level 1 axpy: y <- alpha*x + y
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* @deprecated: use operators instead
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*/
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template<class V1, class V2>
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inline void GTSAM_DEPRECATED axpy(double alpha, const V1& x, V2& y) {
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assert (y.size()==x.size());
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y += alpha * x;
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}
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inline void axpy(double alpha, const Vector& x, SubVector y) {
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assert (y.size()==x.size());
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y += alpha * x;
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}
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#endif
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/**
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* house(x,j) computes HouseHolder vector v and scaling factor beta
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* from x, such that the corresponding Householder reflection zeroes out
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* all but x.(j), j is base 0. Golub & Van Loan p 210.
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*/
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GTSAM_EXPORT std::pair<double,Vector> house(const Vector &x);
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/** beta = house(x) computes the HouseHolder vector in place */
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GTSAM_EXPORT double houseInPlace(Vector &x);
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/**
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* Weighted Householder solution vector,
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* a.k.a., the pseudoinverse of the column
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* NOTE: if any sigmas are zero (indicating a constraint)
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* the pseudoinverse will be a selection vector, and the
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* variance will be zero
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* @param v is the first column of the matrix to solve
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* @param weights is a vector of weights/precisions where w=1/(s*s)
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* @return a pair of the pseudoinverse of v and the associated precision/weight
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*/
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GTSAM_EXPORT std::pair<Vector, double>
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weightedPseudoinverse(const Vector& v, const Vector& weights);
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/*
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* Fast version *no error checking* !
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* Pass in initialized vector pseudo of size(weights) or will crash !
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* @return the precision, pseudoinverse in third argument
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*/
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GTSAM_EXPORT double weightedPseudoinverse(const Vector& a, const Vector& weights, Vector& pseudo);
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/**
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* concatenate Vectors
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*/
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GTSAM_EXPORT Vector concatVectors(const std::list<Vector>& vs);
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/**
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* concatenate Vectors
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*/
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GTSAM_EXPORT Vector concatVectors(size_t nrVectors, ...);
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} // namespace gtsam
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#include <boost/serialization/nvp.hpp>
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#include <boost/serialization/array.hpp>
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#include <boost/serialization/split_free.hpp>
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namespace boost {
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namespace serialization {
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// split version - copies into an STL vector for serialization
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template<class Archive>
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void save(Archive & ar, const gtsam::Vector & v, unsigned int /*version*/) {
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const size_t size = v.size();
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ar << BOOST_SERIALIZATION_NVP(size);
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ar << make_nvp("data", make_array(v.data(), v.size()));
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}
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template<class Archive>
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void load(Archive & ar, gtsam::Vector & v, unsigned int /*version*/) {
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size_t size;
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ar >> BOOST_SERIALIZATION_NVP(size);
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v.resize(size);
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ar >> make_nvp("data", make_array(v.data(), v.size()));
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}
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// split version - copies into an STL vector for serialization
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template<class Archive, int D>
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void save(Archive & ar, const Eigen::Matrix<double,D,1> & v, unsigned int /*version*/) {
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ar << make_nvp("data", make_array(v.data(), v.RowsAtCompileTime));
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}
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template<class Archive, int D>
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void load(Archive & ar, Eigen::Matrix<double,D,1> & v, unsigned int /*version*/) {
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ar >> make_nvp("data", make_array(v.data(), v.RowsAtCompileTime));
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}
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} // namespace serialization
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} // namespace boost
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BOOST_SERIALIZATION_SPLIT_FREE(gtsam::Vector)
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BOOST_SERIALIZATION_SPLIT_FREE(gtsam::Vector2)
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BOOST_SERIALIZATION_SPLIT_FREE(gtsam::Vector3)
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BOOST_SERIALIZATION_SPLIT_FREE(gtsam::Vector6)
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