Vector.h

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/* ----------------------------------------------------------------------------
 
 * GTSAM Copyright 2010, Georgia Tech Research Corporation,
 * Atlanta, Georgia 30332-0415
 * All Rights Reserved
 * Authors: Frank Dellaert, et al. (see THANKS for the full author list)
 
 * See LICENSE for the license information
 
 * -------------------------------------------------------------------------- */

 
// \callgraph
 
#pragma once
#ifndef MKL_BLAS
#define MKL_BLAS MKL_DOMAIN_BLAS
#endif
 
#include <gtsam/global_includes.h>
#include <Eigen/Core>
#include <cassert>
#include <iosfwd>
#include <list>
 
namespace gtsam {
 
// Vector is just a typedef of the Eigen dynamic vector type
 
// Typedef arbitary length vector
typedef Eigen::VectorXd Vector;
 
// Commonly used fixed size vectors
typedef Eigen::Matrix<double, 1, 1> Vector1;
typedef Eigen::Vector2d Vector2;
typedef Eigen::Vector3d Vector3;
 
#define Z_2x1 Vector2::Constant(0.0)
#define Z_3x1 Vector3::Constant(0.0)
#define Z_4x1 Vector4::Constant(0.0)
#define Z_5x1 Vector5::Constant(0.0)
#define Z_6x1 Vector6::Constant(0.0)
#define Z_7x1 Vector7::Constant(0.0)
#define Z_8x1 Vector8::Constant(0.0)
#define Z_9x1 Vector9::Constant(0.0)
#define Z_10x1 Vector10::Constant(0.0)
#define Z_11x1 Vector11::Constant(0.0)
#define Z_12x1 Vector12::Constant(0.0)
#define Z_15x1 Vector15::Constant(0.0)
 
// Create handy typedefs and constants for vectors with N>3
// VectorN and Z_Nx1, for N=1..9
#define GTSAM_MAKE_VECTOR_DEFS(N)                \
  using Vector##N = Eigen::Matrix<double, N, 1>;
 
GTSAM_MAKE_VECTOR_DEFS(4)
GTSAM_MAKE_VECTOR_DEFS(5)
GTSAM_MAKE_VECTOR_DEFS(6)
GTSAM_MAKE_VECTOR_DEFS(7)
GTSAM_MAKE_VECTOR_DEFS(8)
GTSAM_MAKE_VECTOR_DEFS(9)
GTSAM_MAKE_VECTOR_DEFS(10)
GTSAM_MAKE_VECTOR_DEFS(11)
GTSAM_MAKE_VECTOR_DEFS(12)
GTSAM_MAKE_VECTOR_DEFS(15)
 
typedef Eigen::VectorBlock<Vector> SubVector;
typedef Eigen::VectorBlock<const Vector> ConstSubVector;

#if defined(GTSAM_EIGEN_VERSION_WORLD)
static_assert(
    GTSAM_EIGEN_VERSION_WORLD==EIGEN_WORLD_VERSION &&
    GTSAM_EIGEN_VERSION_MAJOR==EIGEN_MAJOR_VERSION,
  "Error: GTSAM was built against a different version of Eigen");
#endif

GTSAM_EXPORT bool fpEqual(double a, double b, double tol,
                          bool check_relative_also = true);

GTSAM_EXPORT void print(const Vector& v, const std::string& s, std::ostream& stream);

GTSAM_EXPORT void print(const Vector& v, const std::string& s = "");

GTSAM_EXPORT void save(const Vector& A, const std::string &s, const std::string& filename);

GTSAM_EXPORT bool operator==(const Vector& vec1,const Vector& vec2);

GTSAM_EXPORT bool greaterThanOrEqual(const Vector& v1, const Vector& v2);

GTSAM_EXPORT bool equal_with_abs_tol(const Vector& vec1, const Vector& vec2, double tol=1e-9);
GTSAM_EXPORT bool equal_with_abs_tol(const SubVector& vec1, const SubVector& vec2, double tol=1e-9);

inline bool equal(const Vector& vec1, const Vector& vec2, double tol) {
  return equal_with_abs_tol(vec1, vec2, tol);
}

inline bool equal(const Vector& vec1, const Vector& vec2) {
  return equal_with_abs_tol(vec1, vec2);
}

GTSAM_EXPORT bool assert_equal(const Vector& vec1, const Vector& vec2, double tol=1e-9);

GTSAM_EXPORT bool assert_inequal(const Vector& vec1, const Vector& vec2, double tol=1e-9);

GTSAM_EXPORT bool assert_equal(const SubVector& vec1, const SubVector& vec2, double tol=1e-9);
GTSAM_EXPORT bool assert_equal(const ConstSubVector& vec1, const ConstSubVector& vec2, double tol=1e-9);

GTSAM_EXPORT bool linear_dependent(const Vector& vec1, const Vector& vec2, double tol=1e-9);

GTSAM_EXPORT Vector ediv_(const Vector &a, const Vector &b);

template<class V1, class V2>
inline double dot(const V1 &a, const V2& b) {
  assert (b.size()==a.size());
  return a.dot(b);
}

template<class V1, class V2>
inline double inner_prod(const V1 &a, const V2& b) {
  assert (b.size()==a.size());
  return a.dot(b);
}
 
#ifdef GTSAM_ALLOW_DEPRECATED_SINCE_V42
inline void GTSAM_DEPRECATED scal(double alpha, Vector& x) { x *= alpha; }

template<class V1, class V2>
inline void GTSAM_DEPRECATED axpy(double alpha, const V1& x, V2& y) {
  assert (y.size()==x.size());
  y += alpha * x;
}
inline void axpy(double alpha, const Vector& x, SubVector y) {
  assert (y.size()==x.size());
  y += alpha * x;
}
#endif

GTSAM_EXPORT std::pair<double,Vector> house(const Vector &x);

GTSAM_EXPORT double houseInPlace(Vector &x);

GTSAM_EXPORT std::pair<Vector, double>
weightedPseudoinverse(const Vector& v, const Vector& weights);
 
/*
 * Fast version *no error checking* !
 * Pass in initialized vector pseudo of size(weights) or will crash !
 * @return the precision, pseudoinverse in third argument
 */
GTSAM_EXPORT double weightedPseudoinverse(const Vector& a, const Vector& weights, Vector& pseudo);

GTSAM_EXPORT Vector concatVectors(const std::list<Vector>& vs);

GTSAM_EXPORT Vector concatVectors(size_t nrVectors, ...);
}  // namespace gtsam