292 lines
6.7 KiB
C++
292 lines
6.7 KiB
C++
/**
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* @file Vector.h
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* @brief typedef and functions to augment Boost's ublas::vector<double>
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* @author Kai Ni
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* @author Frank Dellaert
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*/
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// \callgraph
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#pragma once
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#include <list>
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#include <boost/numeric/ublas/vector.hpp>
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#include <boost/numeric/ublas/vector_proxy.hpp>
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#include <boost/random/linear_congruential.hpp>
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// Vector is a *global* typedef
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// wrap-matlab does this typedef as well
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#if ! defined (MEX_H)
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typedef boost::numeric::ublas::vector<double> Vector;
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#endif
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typedef boost::numeric::ublas::vector_range<Vector> SubVector;
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typedef boost::numeric::ublas::vector_range<const Vector> ConstSubVector;
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namespace gtsam {
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/**
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* An auxiliary function to printf for Win32 compatibility, added by Kai
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*/
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void odprintf(const char *format, ...);
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/**
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* constructor with size and initial data, row order !
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*/
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Vector Vector_( size_t m, const double* const data);
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/**
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* nice constructor, dangerous as number of arguments must be exactly right
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* and you have to pass doubles !!! always use 0.0 never 0
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*/
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Vector Vector_(size_t m, ...);
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/**
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* Create vector initialized to a constant value
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* @param size
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* @param constant value
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*/
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Vector repeat(size_t n, double value);
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/**
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* Create basis vector of dimension n,
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* with a constant in spot i
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* @param n is the size of the vector
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* @param index of the one
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* @param value is the value to insert into the vector
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* @return delta vector
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*/
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Vector delta(size_t n, size_t i, double value);
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/**
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* Create basis vector of dimension n,
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* with one in spot i
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* @param n is the size of the vector
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* @param index of the one
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* @return basis vector
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*/
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inline Vector basis(size_t n, size_t i) { return delta(n, i, 1.0); }
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/**
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* Create zero vector
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* @param size
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*/
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inline Vector zero(size_t n) { return repeat(n,0.0);}
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/**
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* Create vector initialized to ones
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* @param size
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*/
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inline Vector ones(size_t n) { return repeat(n,1.0);}
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/**
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* check if all zero
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*/
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bool zero(const Vector& v);
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/**
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* dimensionality == size
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*/
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inline size_t dim(const Vector& v) { return v.size(); }
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/**
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* print with optional string
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*/
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void print(const Vector& v, const std::string& s = "", std::ostream& stream = std::cout);
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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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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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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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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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bool equal_with_abs_tol(const Vector& vec1, const Vector& 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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bool assert_equal(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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bool assert_equal(SubVector vec1, SubVector vec2, double tol=1e-9);
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bool assert_equal(ConstSubVector vec1, ConstSubVector vec2, double tol=1e-9);
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/**
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* extract subvector, slice semantics, i.e. range = [i1,i2[ excluding i2
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* @param v Vector
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* @param i1 first row index
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* @param i2 last row index + 1
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* @return subvector v(i1:i2)
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*/
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Vector sub(const Vector &v, size_t i1, size_t i2);
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/**
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* Inserts a subvector into a vector IN PLACE
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* @param big is the vector to be changed
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* @param small is the vector to insert
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* @param i is the index where the subvector should be inserted
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*/
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void subInsert(Vector& big, const Vector& small, size_t i);
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/**
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* elementwise multiplication
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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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Vector emul(const Vector &a, const Vector &b);
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/**
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* elementwise division
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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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Vector ediv(const Vector &a, const Vector &b);
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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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Vector ediv_(const Vector &a, const Vector &b);
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/**
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* sum vector elements
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* @param a vector
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* @return sum_i a(i)
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*/
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double sum(const Vector &a);
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/**
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* elementwise reciprocal of vector elements
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* @param a vector
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* @return [1/a(i)]
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*/
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Vector reciprocal(const Vector &a);
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/**
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* elementwise sqrt of vector elements
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* @param a vector
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* @return [sqrt(a(i))]
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*/
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Vector esqrt(const Vector& v);
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/**
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* absolut values of vector elements
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* @param a vector
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* @return [abs(a(i))]
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*/
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Vector abs(const Vector& v);
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/**
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* return the max element of a vector
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* @param a vector
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* @return max(a)
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*/
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double max(const Vector &a);
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/** Dot product */
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double dot(const Vector &a, const Vector& b);
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/**
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* BLAS Level 1 scal: x <- alpha*x
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*/
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void scal(double alpha, Vector& x);
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/**
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* BLAS Level 1 axpy: y <- alpha*x + y
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*/
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void axpy(double alpha, const Vector& x, Vector& y);
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void axpy(double alpha, const Vector& x, SubVector y);
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/**
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* Divide every element of a Vector into a scalar
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*/
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Vector operator/(double s, const Vector& v);
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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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std::pair<double,Vector> house(const 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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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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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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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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Vector concatVectors(size_t nrVectors, ...);
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/**
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* random vector
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*/
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Vector rand_vector_norm(size_t dim, double mean = 0, double sigma = 1);
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} // namespace gtsam
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static boost::minstd_rand generator(42u);
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