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 <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;

static const Eigen::MatrixBase<Vector2>::ConstantReturnType Z_2x1 = Vector2::Zero();
static const Eigen::MatrixBase<Vector3>::ConstantReturnType Z_3x1 = Vector3::Zero();

// Create handy typedefs and constants for vectors with N>3
// VectorN and Z_Nx1, for N=1..9
#define GTSAM_MAKE_VECTOR_DEFS(N)                \
  typedef Eigen::Matrix<double, N, 1> Vector##N; \
  static const Eigen::MatrixBase<Vector##N>::ConstantReturnType Z_##N##x1 = Vector##N::Zero();

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);

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);
}

inline void scal(double alpha, Vector& x) { x *= alpha; }

template<class V1, class V2>
inline void 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;
}

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

#include <boost/serialization/nvp.hpp>
#include <boost/serialization/array.hpp>
#include <boost/serialization/split_free.hpp>

namespace boost {
  namespace serialization {

    // split version - copies into an STL vector for serialization
    template<class Archive>
    void save(Archive & ar, const gtsam::Vector & v, unsigned int /*version*/) {
      const size_t size = v.size();
      ar << BOOST_SERIALIZATION_NVP(size);
      ar << make_nvp("data", make_array(v.data(), v.size()));
    }

    template<class Archive>
    void load(Archive & ar, gtsam::Vector & v, unsigned int /*version*/) {
      size_t size;
      ar >> BOOST_SERIALIZATION_NVP(size);
      v.resize(size);
      ar >> make_nvp("data", make_array(v.data(), v.size()));
    }

    // split version - copies into an STL vector for serialization
    template<class Archive, int D>
    void save(Archive & ar, const Eigen::Matrix<double,D,1> & v, unsigned int /*version*/) {
      ar << make_nvp("data", make_array(v.data(), v.RowsAtCompileTime));
    }

    template<class Archive, int D>
    void load(Archive & ar, Eigen::Matrix<double,D,1> & v, unsigned int /*version*/) {
      ar >> make_nvp("data", make_array(v.data(), v.RowsAtCompileTime));
    }

  } // namespace serialization
} // namespace boost

BOOST_SERIALIZATION_SPLIT_FREE(gtsam::Vector)
BOOST_SERIALIZATION_SPLIT_FREE(gtsam::Vector2)
BOOST_SERIALIZATION_SPLIT_FREE(gtsam::Vector3)
BOOST_SERIALIZATION_SPLIT_FREE(gtsam::Vector6)