Directory: | ./ |
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File: | include/ndcurves/quadratic_variable.h |
Date: | 2025-03-05 17:18:30 |
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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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128 | 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); |
163 |
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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; |
166 |
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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()); |
196 |
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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 |