sas_core.hpp File Reference

Core numerical utilities and helpers used across the project. More...

#include <eigen3/Eigen/Dense>

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Enumerations
enum class	Statistics { Mean }

Functions
template<class T >
constexpr T	sas::incremental_mean (const T &current_mean, const int &current_number_of_samples, const T &new_sample)
	incremental_mean a simple implementation of incremental mean, for the many cases in which keeping a vector of all values would be impractical.
VectorXd	sas::concatenate (const VectorXd &a, const VectorXd &b)
	Concatenate two vectors by appending b after a.
VectorXd	sas::concatenate (const std::vector< VectorXd > &as)
	Concatenate a list of vectors into a single vector.
MatrixXd	sas::vstack (const MatrixXd &A, const MatrixXd &B)
	Stack two matrices vertically (A above B).
MatrixXd	sas::block_diag (const std::vector< MatrixXd > &As)
	Create a block-diagonal matrix from a list of matrices.
std::vector< VectorXd >	sas::split (const VectorXd &a, const std::vector< int > &ns)
	Split a vector into pieces with sizes specified by ns.

Detailed Description

Core numerical utilities and helpers used across the project.

This header contains lightweight, frequently used numeric helpers such as incremental mean computation, vector/matrix concatenation, block-diagonal assembly and vector splitting utilities. These utilities are intended to be header-only and efficient for use in real-time control loops.

Function Documentation

block_diag()

MatrixXd sas::block_diag

(

const std::vector< MatrixXd > &

As

)

Create a block-diagonal matrix from a list of matrices.

block_diag creates a block diagonal matrix using an input of std::vector<MatrixXd>. e.g. if As= [A, B, C], then block_diag(As) = |A 0 0| |0 B 0| |0 0 C|

Parameters

As	Vector of matrices to place on the block diagonal.

Returns

Block-diagonal matrix containing the input matrices along its diagonal.

Parameters

As	the std::vector<MatrixXd> contaning the matrix to form the block diagonal matrix.

Returns

the block diagonal matrix.

concatenate() [1/2]

VectorXd sas::concatenate

(

const std::vector< VectorXd > &

as

)

Concatenate a list of vectors into a single vector.

concatenate a std::vector of VectorXd.

Parameters

as	Vector of vectors to concatenate in order.

Returns

Concatenated vector containing the elements of each input vector in order.

Parameters

a	an std::vector of VectorXd.

Returns

the result of the concatenated vectors.

concatenate() [2/2]

VectorXd sas::concatenate	(	const VectorXd &	a,
		const VectorXd &	b
	)

Concatenate two vectors by appending b after a.

concatenate two VectorXd.

Parameters

a	First vector.
b	Second vector.

Returns

Concatenated vector containing all elements of a followed by b.

Parameters

a	a VectorXd.
b	a VectorXd.

Returns

the result of the concatenated vectors.

incremental_mean()

template<class T >

constexpr T sas::incremental_mean ( const T &  current_mean, const int &  current_number_of_samples, const T &  new_sample  )

constexpr

incremental_mean a simple implementation of incremental mean, for the many cases in which keeping a vector of all values would be impractical.

Parameters

current_mean	the current value of the mean.
current_number_of_samples	the current number of samples, not considering the new_sample.
new_sample	the new sample that will change the mean.

Returns

the incremental mean, considering the new_sample.

split()

std::vector< VectorXd > sas::split	(	const VectorXd &	a,
		const std::vector< int > &	ns
	)

Split a vector into pieces with sizes specified by ns.

split splits the input VectorXd as into a set of subvectors defined by ns.

Parameters

a	Vector to split.
ns	Sizes of each piece; their sum must equal a.size().

Returns

Vector containing the split VectorXd pieces.

Parameters

as	the VectorXd to be split.
ns	the sizes of the subvectors.

Returns

an std::vector<VectorXd> of the splitted vectors.

vstack()

MatrixXd sas::vstack	(	const MatrixXd &	A,
		const MatrixXd &	B
	)

Stack two matrices vertically (A above B).

vstack vertically (row-wise) stack two MatrixXd.

Parameters

A	Top matrix.
B	Bottom matrix.

Returns

Matrix formed by stacking A on top of B. Columns must match.

Parameters

A	the first MatrixXd.
B	the second MatrixXd.

Returns

the vstacked MatrixXd.

Exceptions

a	std::range_error if A and B don't have the same number of columns.

Note

returns an empty matrix if both arguments are empty or return the other argument of only one of the arguments is empty.