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|---|---|---|---|
| 1 | /** | ||
| 2 | * \file quadratic_variable.h | ||
| 3 | * \brief storage for variable points of the form p_i = x' A_i x + B_i x + c_i | ||
| 4 | * \author Steve T. | ||
| 5 | * \version 0.1 | ||
| 6 | * \date 07/02/2019 | ||
| 7 | */ | ||
| 8 | |||
| 9 | #ifndef _CLASS_QUADRATIC_VARIABLE | ||
| 10 | #define _CLASS_QUADRATIC_VARIABLE | ||
| 11 | |||
| 12 | #include <math.h> | ||
| 13 | |||
| 14 | #include <Eigen/Core> | ||
| 15 | #include <stdexcept> | ||
| 16 | #include <vector> | ||
| 17 | |||
| 18 | #include "MathDefs.h" | ||
| 19 | #include "ndcurves/curve_abc.h" | ||
| 20 | #include "ndcurves/linear_variable.h" | ||
| 21 | |||
| 22 | namespace ndcurves { | ||
| 23 | |||
| 24 | template <typename Numeric = double> | ||
| 25 | struct quadratic_variable { | ||
| 26 | typedef Eigen::Matrix<Numeric, Eigen::Dynamic, Eigen::Dynamic> matrix_x_t; | ||
| 27 | typedef Eigen::Matrix<Numeric, Eigen::Dynamic, 1> point_t; | ||
| 28 | typedef quadratic_variable<Numeric> quadratic_variable_t; | ||
| 29 | |||
| 30 |
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2 | quadratic_variable() { |
| 31 | 2 | c_ = 0.; | |
| 32 |
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2 | b_ = point_t::Zero(1); |
| 33 |
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2 | A_ = matrix_x_t::Zero(1, 1); |
| 34 | 2 | zero = true; | |
| 35 | 2 | } | |
| 36 | |||
| 37 | 66 | quadratic_variable(const matrix_x_t& A, const point_t& b, const Numeric c = 0) | |
| 38 |
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66 | : c_(c), b_(b), A_(A), zero(false) { |
| 39 |
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66 | if (A.cols() != b.rows() || A.cols() != A.rows()) { |
| 40 | ✗ | throw std::invalid_argument("The dimensions of A and b are incorrect."); | |
| 41 | } | ||
| 42 | 66 | } | |
| 43 | |||
| 44 | 2 | quadratic_variable(const point_t& b, const Numeric c = 0) | |
| 45 | 2 | : c_(c), | |
| 46 | 2 | b_(b), | |
| 47 |
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2 | A_(matrix_x_t::Zero((int)(b.rows()), (int)(b.rows()))), |
| 48 | 2 | zero(false) {} | |
| 49 | |||
| 50 | static quadratic_variable_t Zero(size_t /*dim*/ = 0) { | ||
| 51 | return quadratic_variable_t(); | ||
| 52 | } | ||
| 53 | |||
| 54 | // linear evaluation | ||
| 55 | Numeric operator()(const Eigen::Ref<const point_t>& val) const { | ||
| 56 | if (isZero()) { | ||
| 57 | throw std::runtime_error("Not initialized! (isZero)"); | ||
| 58 | } | ||
| 59 | return val.transpose() * A() * val + b().transpose() * val + c(); | ||
| 60 | } | ||
| 61 | |||
| 62 | 32 | quadratic_variable& operator+=(const quadratic_variable& w1) { | |
| 63 |
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32 | if (w1.isZero()) return *this; |
| 64 |
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32 | if (isZero()) { |
| 65 | ✗ | this->A_ = w1.A_; | |
| 66 | ✗ | this->b_ = w1.b_; | |
| 67 | ✗ | this->c_ = w1.c_; | |
| 68 | ✗ | zero = false; | |
| 69 | } else { | ||
| 70 | 32 | this->A_ += w1.A_; | |
| 71 | 32 | this->b_ += w1.b_; | |
| 72 | 32 | this->c_ += w1.c_; | |
| 73 | } | ||
| 74 | 32 | return *this; | |
| 75 | } | ||
| 76 | quadratic_variable& operator-=(const quadratic_variable& w1) { | ||
| 77 | if (w1.isZero()) return *this; | ||
| 78 | if (isZero()) { | ||
| 79 | this->A_ = -w1.A_; | ||
| 80 | this->b_ = -w1.b_; | ||
| 81 | this->c_ = -w1.c_; | ||
| 82 | zero = false; | ||
| 83 | } else { | ||
| 84 | this->A_ -= w1.A_; | ||
| 85 | this->b_ -= w1.b_; | ||
| 86 | this->c_ -= w1.c_; | ||
| 87 | } | ||
| 88 | return *this; | ||
| 89 | } | ||
| 90 | |||
| 91 | 2 | quadratic_variable& operator/=(const double d) { | |
| 92 | // handling zero case | ||
| 93 |
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2 | if (!isZero()) { |
| 94 | 2 | this->A_ /= d; | |
| 95 | 2 | this->b_ /= d; | |
| 96 | 2 | this->c_ /= d; | |
| 97 | } | ||
| 98 | 2 | return *this; | |
| 99 | } | ||
| 100 | 32 | quadratic_variable& operator*=(const double d) { | |
| 101 | // handling zero case | ||
| 102 |
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32 | if (!isZero()) { |
| 103 | 32 | this->A_ *= d; | |
| 104 | 32 | this->b_ *= d; | |
| 105 | 32 | this->c_ *= d; | |
| 106 | } | ||
| 107 | 32 | return *this; | |
| 108 | } | ||
| 109 | |||
| 110 | 34 | const matrix_x_t& A() const { | |
| 111 |
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34 | if (isZero()) { |
| 112 | ✗ | throw std::runtime_error("Not initialized! (isZero)"); | |
| 113 | } | ||
| 114 | 34 | return A_; | |
| 115 | } | ||
| 116 | 34 | const point_t& b() const { | |
| 117 |
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34 | if (isZero()) { |
| 118 | ✗ | throw std::runtime_error("Not initialized! (isZero)"); | |
| 119 | } | ||
| 120 | 34 | return b_; | |
| 121 | } | ||
| 122 | 34 | const Numeric c() const { | |
| 123 |
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34 | if (isZero()) { |
| 124 | ✗ | throw std::runtime_error("Not initialized! (isZero)"); | |
| 125 | } | ||
| 126 | 34 | return c_; | |
| 127 | } | ||
| 128 | 200 | bool isZero() const { return zero; } | |
| 129 | std::size_t size() const { | ||
| 130 | return zero ? 0 : std::max(A_.cols(), (std::max(b_.cols(), c_.size()))); | ||
| 131 | } | ||
| 132 | |||
| 133 | private: | ||
| 134 | Numeric c_; | ||
| 135 | point_t b_; | ||
| 136 | matrix_x_t A_; | ||
| 137 | bool zero; | ||
| 138 | }; | ||
| 139 | |||
| 140 | /// \brief Transforms a vector into a diagonal matrix | ||
| 141 | template <typename N> | ||
| 142 | 64 | Eigen::Matrix<N, Eigen::Dynamic, Eigen::Dynamic> to_diagonal( | |
| 143 | const Eigen::Ref<const Eigen::Matrix<N, Eigen::Dynamic, 1> > vec) { | ||
| 144 | typedef typename Eigen::Matrix<N, Eigen::Dynamic, Eigen::Dynamic> matrix_t; | ||
| 145 |
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64 | return vec.asDiagonal(); |
| 146 | matrix_t res(matrix_t::Zero(vec.rows(), vec.rows())); | ||
| 147 | for (int i = 0; i < vec.rows(); ++i) res(i, i) = vec(i); | ||
| 148 | return res; | ||
| 149 | } | ||
| 150 | |||
| 151 | // only works with diagonal linear variables | ||
| 152 | template <typename N> | ||
| 153 | 32 | inline quadratic_variable<N> operator*(const linear_variable<N>& w1, | |
| 154 | const linear_variable<N>& w2) { | ||
| 155 | typedef quadratic_variable<N> quad_var_t; | ||
| 156 | typedef linear_variable<N> lin_var_t; | ||
| 157 | typedef typename quad_var_t::matrix_x_t matrix_x_t; | ||
| 158 | typedef typename quad_var_t::point_t point_t; | ||
| 159 | typedef typename lin_var_t::vector_x_t point_dim_t; | ||
| 160 |
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32 | point_dim_t ones = point_dim_t::Ones(w1.c().size()); |
| 161 |
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32 | point_t b1 = w1.B().transpose() * ones, b2 = w2.B().transpose() * ones; |
| 162 |
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32 | matrix_x_t B1 = to_diagonal<N>(b1); |
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32 | matrix_x_t B2 = to_diagonal<N>(b2); // b1.array().square() |
| 164 | // omitting all transposes since A matrices are diagonals | ||
| 165 |
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32 | matrix_x_t A = B1.transpose() * B2; |
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32 | point_t b = w1.c().transpose() * w2.B() + w2.c().transpose() * w1.B(); |
| 167 |
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32 | N c = w1.c().transpose() * w2.c(); |
| 168 |
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64 | return quad_var_t(A, b, c); |
| 169 | 32 | } | |
| 170 | |||
| 171 | template <typename N> | ||
| 172 | inline quadratic_variable<N> operator+(const quadratic_variable<N>& w1, | ||
| 173 | const quadratic_variable<N>& w2) { | ||
| 174 | quadratic_variable<N> res(w1.A(), w1.b(), w1.c()); | ||
| 175 | return res += w2; | ||
| 176 | } | ||
| 177 | |||
| 178 | template <typename N> | ||
| 179 | quadratic_variable<N> operator-(const quadratic_variable<N>& w1, | ||
| 180 | const quadratic_variable<N>& w2) { | ||
| 181 | quadratic_variable<N> res(w1.A(), w1.b(), w1.c()); | ||
| 182 | return res -= w2; | ||
| 183 | } | ||
| 184 | |||
| 185 | template <typename N> | ||
| 186 | quadratic_variable<N> operator*(const double k, | ||
| 187 | const quadratic_variable<N>& w) { | ||
| 188 | quadratic_variable<N> res(w.A(), w.b(), w.c()); | ||
| 189 | return res *= k; | ||
| 190 | } | ||
| 191 | |||
| 192 | template <typename N> | ||
| 193 | 32 | quadratic_variable<N> operator*(const quadratic_variable<N>& w, | |
| 194 | const double k) { | ||
| 195 |
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32 | quadratic_variable<N> res(w.A(), w.b(), w.c()); |
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64 | return res *= k; |
| 197 | 32 | } | |
| 198 | |||
| 199 | template <typename N> | ||
| 200 | 2 | quadratic_variable<N> operator/(const quadratic_variable<N>& w, | |
| 201 | const double k) { | ||
| 202 |
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2 | quadratic_variable<N> res(w.A(), w.b(), w.c()); |
| 203 |
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4 | return res /= k; |
| 204 | 2 | } | |
| 205 | |||
| 206 | } // namespace ndcurves | ||
| 207 | #endif //_CLASS_QUADRATIC_VARIABLE | ||
| 208 |