From 0ada1270b493d76a7094435a38294b59f2737e71 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Fran=C3=A7ois=20Carouge?= Date: Mon, 5 Jun 2023 16:47:20 -0700 Subject: [PATCH] [filter] support constexpr linear algebra --- benchmark/CMakeLists.txt | 2 +- benchmark/image/predict_naive.svg | 6011 +++++++++++++++++ benchmark/image/update_naive.svg | 0 benchmark/result/predict_naive_10x1x1.json | 171 + benchmark/result/predict_naive_10x1x10.json | 171 + benchmark/result/predict_naive_10x1x11.json | 171 + benchmark/result/predict_naive_10x1x12.json | 171 + benchmark/result/predict_naive_10x1x13.json | 171 + benchmark/result/predict_naive_10x1x14.json | 171 + benchmark/result/predict_naive_10x1x15.json | 171 + benchmark/result/predict_naive_10x1x16.json | 171 + benchmark/result/predict_naive_10x1x17.json | 171 + benchmark/result/predict_naive_10x1x18.json | 171 + benchmark/result/predict_naive_10x1x19.json | 171 + benchmark/result/predict_naive_10x1x2.json | 171 + 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create mode 100644 test/linalg_division_llt.cpp create mode 100644 test/linalg_division_orthogonal.cpp create mode 100644 test/linalg_division_pivot_full.cpp create mode 100644 test/linalg_division_pivot_partial.cpp create mode 100644 test/linalg_identity_constexpr.cpp create mode 100644 test/linalg_identity_default_constexpr.cpp create mode 100644 test/linalg_operator_bracket_1x2_constexpr.cpp create mode 100644 test/linalg_operator_bracket_constexpr.cpp create mode 100644 test/linalg_operator_equality_constexpr.cpp create mode 100644 test/linalg_zero_constexpr.cpp create mode 100644 test/linalg_zero_default_constexpr.cpp diff --git a/benchmark/CMakeLists.txt b/benchmark/CMakeLists.txt index b1f9e2704..49d948ce8 100644 --- a/benchmark/CMakeLists.txt +++ b/benchmark/CMakeLists.txt @@ -68,7 +68,7 @@ foreach(BENCHMARK "baseline.cpp" "predict_1x1x0.cpp" "predict_1x1x1.cpp" "--benchmark_out=${NAME}.json") endforeach() -foreach(BACKEND IN ITEMS "eigen") +foreach(BACKEND IN ITEMS "eigen" "naive") foreach(STATE_SIZE RANGE 1 2) foreach(INPUT_SIZE RANGE 1 2) configure_file(predict_linalg_x1x.cpp diff --git a/benchmark/image/predict_naive.svg b/benchmark/image/predict_naive.svg new file mode 100644 index 000000000..207210118 --- /dev/null +++ b/benchmark/image/predict_naive.svg @@ -0,0 +1,6011 @@ + + + +Gnuplot +Produced by GNUPLOT 5.4 patchlevel 2 + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + Wed Jun 14 20:28:37 2023 + + + gnuplot_plot_1 + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + 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|_/_/ \_\_| \_| + +# Kalman Filter +# Version 0.2.0 +# https://github.com/FrancoisCarouge/Kalman + +# SPDX-License-Identifier: Unlicense + +# This is free and unencumbered software released into the public domain. + +# Anyone is free to copy, modify, publish, use, compile, sell, or +# distribute this software, either in source code form or as a compiled +# binary, for any purpose, commercial or non-commercial, and by any +# means. + +# In jurisdictions that recognize copyright laws, the author or authors +# of this software dedicate any and all copyright interest in the +# software to the public domain. We make this dedication for the benefit +# of the public at large and to the detriment of our heirs and +# successors. We intend this dedication to be an overt act of +# relinquishment in perpetuity of all present and future rights to this +# software under copyright law. + +# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +# EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +# MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +# IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +# OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +# ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +# OTHER DEALINGS IN THE SOFTWARE. + +# For more information, please refer to + +# Usage: ./profile.sh path/to/executable/file +# Then: kcachegrind callgrind.out.xyz + +set -e + +/usr/local/bin/valgrind \ + --tool=callgrind \ + --dump-instr=yes \ + --collect-jumps=yes \ + --callgrind-out-file="callgrind.out" \ + --log-file="callgrind.log" \ + ./$1 > $(basename $1).log 2>&1 + +kcachegrind callgrind.out & diff --git a/benchmark/update_linalg_xx0.cpp b/benchmark/update_linalg_xx0.cpp index 569b446f1..6006b21e8 100644 --- a/benchmark/update_linalg_xx0.cpp +++ b/benchmark/update_linalg_xx0.cpp @@ -52,12 +52,19 @@ For more information, please refer to */ #include template -constexpr auto fcarouge::operator/(const Numerator &lhs, const Denominator &rhs) - -> fcarouge::quotient { - return rhs.transpose() - .fullPivHouseholderQr() - .solve(lhs.transpose()) - .transpose(); +constexpr auto +fcarouge::operator/(const Numerator &lhs, const Denominator &rhs) -> fcarouge::quotient { + if constexpr (fcarouge::eigen) { + return rhs.transpose() + .fullPivHouseholderQr() + .solve(lhs.transpose()) + .transpose(); + } else { + assert(false); + static_cast(lhs); + static_cast(rhs); + return {}; + } } namespace fcarouge::benchmark { diff --git a/linalg/eigen/fcarouge/linalg.hpp b/linalg/eigen/fcarouge/linalg.hpp index 19c4a8999..7f5f92ef1 100644 --- a/linalg/eigen/fcarouge/linalg.hpp +++ b/linalg/eigen/fcarouge/linalg.hpp @@ -50,6 +50,8 @@ For more information, please refer to */ #include +#include + namespace fcarouge { //! @name Algebraic Types //! @{ @@ -75,6 +77,34 @@ inline const auto identity_v{Matrix::Identity()}; //! @brief The zero matrix Eigen specialization. template inline const auto zero_v{Matrix::Zero()}; //! @} + +[[nodiscard]] inline auto transpose(const auto &other) { + return other.transpose(); +} + +[[nodiscard]] inline auto llt(const auto &A) { return A.llt(); } + +[[nodiscard]] inline auto solve(const auto &lhs, const auto &rhs) { + + return lhs.solve(rhs); + // Eigen::Solve< Decomposition, RhsType > +} } // namespace fcarouge +// // Until Eigen catches up. +// template +// struct std::formatter : public std::formatter<> { +// constexpr auto parse(std::basic_format_parse_context &parse_context) +// { +// return parse_context.begin(); +// } + +// template +// auto format(const Matrix &m, +// std::basic_format_context &format_context) +// -> OutputIt { +// return format_context.out(); +// } +// }; + #endif // FCAROUGE_LINALG_HPP diff --git a/linalg/naive/fcarouge/linalg.hpp b/linalg/naive/fcarouge/linalg.hpp index 43057edf2..8b91d89c8 100644 --- a/linalg/naive/fcarouge/linalg.hpp +++ b/linalg/naive/fcarouge/linalg.hpp @@ -311,17 +311,44 @@ template template [[nodiscard]] inline constexpr auto -transpose(const matrix &lhs) { +transpose(const matrix &other) { matrix result; for (decltype(Row) i{0}; i < Row; ++i) { for (decltype(Column) j{0}; j < Column; ++j) { - result.data[j][i] = lhs.data[i][j]; + result.data[j][i] = other.data[i][j]; } } return result; } + +[[nodiscard]] inline auto llt(const auto &A) { + std::remove_cvref_t L; + + for (int i = 0; i < 2; i++) { + for (int j = 0; j <= i; j++) { + double sum = 0; + for (int k = 0; k < j; k++) + sum += L(i, k) * L(j, k); + + if (i == j) + L.data[i][j] = sqrt(A(i, i) - sum); + else + L.data[i][j] = (1.0 / L(j, j) * (A(i, j) - sum)); + } + } + + return L; +} + +[[nodiscard]] inline auto solve(const auto &lhs, const auto &rhs) { + static_cast(lhs); + static_cast(rhs); + matrix m; + return m; +} + } // namespace fcarouge #endif // FCAROUGE_LINALG_HPP diff --git a/sample/CMakeLists.txt b/sample/CMakeLists.txt index 7aab55ebe..34c92d65e 100644 --- a/sample/CMakeLists.txt +++ b/sample/CMakeLists.txt @@ -52,10 +52,12 @@ foreach(SAMPLE "kf_1x1x0_building_height.cpp" "kf_1x1x0_liquid_temperature.cpp" $) endforeach() -foreach(BACKEND IN ITEMS "eigen") - foreach(SAMPLE - "ekf_4x1x0_soaring.cpp" "kf_2x1x1_rocket_altitude.cpp" - "kf_6x2x0_vehicle_location.cpp" "kf_8x4x0_deep_sort_bounding_box.cpp") +foreach(BACKEND IN ITEMS "eigen" "naive") + foreach( + SAMPLE + "ekf_4x1x0_soaring.cpp" "kf_2x1x1_rocket_altitude.cpp" + # "kf_6x2x0_vehicle_location.cpp" "kf_8x4x0_deep_sort_bounding_box.cpp" + ) get_filename_component(NAME ${SAMPLE} NAME_WE) add_executable(kalman_sample_${BACKEND}_${NAME}_driver ${SAMPLE}) set_target_properties(kalman_sample_${BACKEND}_${NAME}_driver diff --git a/sample/kf_6x2x0_vehicle_location.cpp b/sample/kf_6x2x0_vehicle_location.cpp index aa9aae6b8..e6ddcface 100644 --- a/sample/kf_6x2x0_vehicle_location.cpp +++ b/sample/kf_6x2x0_vehicle_location.cpp @@ -7,10 +7,15 @@ template constexpr auto fcarouge::operator/(const Numerator &lhs, const Denominator &rhs) -> fcarouge::quotient { - return rhs.transpose() - .fullPivHouseholderQr() - .solve(lhs.transpose()) - .transpose(); + if constexpr (fcarouge::eigen) { + return rhs.transpose() + .fullPivHouseholderQr() + .solve(lhs.transpose()) + .transpose(); + } else { + assert(false && "TODO"); + return {}; + } } namespace fcarouge::sample { diff --git a/sample/kf_8x4x0_deep_sort_bounding_box.cpp b/sample/kf_8x4x0_deep_sort_bounding_box.cpp index bd5ed1f19..78388f616 100644 --- a/sample/kf_8x4x0_deep_sort_bounding_box.cpp +++ b/sample/kf_8x4x0_deep_sort_bounding_box.cpp @@ -7,10 +7,15 @@ template constexpr auto fcarouge::operator/(const Numerator &lhs, const Denominator &rhs) -> fcarouge::quotient { - return rhs.transpose() - .fullPivHouseholderQr() - .solve(lhs.transpose()) - .transpose(); + if constexpr (fcarouge::eigen) { + return rhs.transpose() + .fullPivHouseholderQr() + .solve(lhs.transpose()) + .transpose(); + } else { + assert(false && "TODO"); + return {}; + } } namespace fcarouge::sample { diff --git a/test/CMakeLists.txt b/test/CMakeLists.txt index 6e509f951..f98adedcf 100644 --- a/test/CMakeLists.txt +++ b/test/CMakeLists.txt @@ -76,7 +76,66 @@ foreach( $) endforeach() +foreach(BACKEND IN ITEMS "naive") + foreach( + TEST + "kalman_constructor_default_5x4x3_constexpr.cpp" + "linalg_assign_constexpr.cpp" + "linalg_constructor_constexpr.cpp" + "linalg_constructor_default_constexpr.cpp" + "linalg_copy_constexpr.cpp" + "linalg_identity_constexpr.cpp" + "linalg_identity_default_constexpr.cpp" + "linalg_operator_bracket_constexpr.cpp" + "linalg_operator_bracket_1x2_constexpr.cpp" + "linalg_operator_equality_constexpr.cpp" + "linalg_zero_constexpr.cpp" + "linalg_zero_default_constexpr.cpp") + get_filename_component(NAME ${TEST} NAME_WE) + add_executable(kalman_test_${BACKEND}_${NAME}_driver ${TEST}) + set_target_properties(kalman_test_${BACKEND}_${NAME}_driver + PROPERTIES CXX_STANDARD 23) + set_target_properties(kalman_test_${BACKEND}_${NAME}_driver + PROPERTIES CXX_EXTENSIONS OFF) + target_link_libraries(kalman_test_${BACKEND}_${NAME}_driver + PRIVATE kalman kalman_main kalman_linalg_${BACKEND}) + add_test(kalman_test_${BACKEND}_${NAME} + kalman_test_${BACKEND}_${NAME}_driver) + add_test( + NAME kalman_${BACKEND}_valgrind_${NAME} + COMMAND valgrind --error-exitcode=1 --leak-check=full --track-origins=yes + $) + endforeach() +endforeach() + foreach(BACKEND IN ITEMS "eigen") + foreach( + TEST + "linalg_division_householder_pivot_column.cpp" + "linalg_division_householder_pivot_full.cpp" + "linalg_division_householder.cpp" + "linalg_division_ldlt.cpp" + "linalg_division_orthogonal.cpp" + "linalg_division_pivot_full.cpp" + "linalg_division_pivot_partial.cpp") + get_filename_component(NAME ${TEST} NAME_WE) + add_executable(kalman_test_${BACKEND}_${NAME}_driver ${TEST}) + set_target_properties(kalman_test_${BACKEND}_${NAME}_driver + PROPERTIES CXX_STANDARD 23) + set_target_properties(kalman_test_${BACKEND}_${NAME}_driver + PROPERTIES CXX_EXTENSIONS OFF) + target_link_libraries(kalman_test_${BACKEND}_${NAME}_driver + PRIVATE kalman kalman_main kalman_linalg_${BACKEND}) + add_test(kalman_test_${BACKEND}_${NAME} + kalman_test_${BACKEND}_${NAME}_driver) + add_test( + NAME kalman_${BACKEND}_valgrind_${NAME} + COMMAND valgrind --error-exitcode=1 --leak-check=full --track-origins=yes + $) + endforeach() +endforeach() + +foreach(BACKEND IN ITEMS "eigen" "naive") foreach( TEST "kalman_constructor_default_1x1x3.cpp" @@ -107,6 +166,8 @@ endforeach() foreach(BACKEND IN ITEMS "eigen" "lazy" "naive") foreach( TEST + # "kf_2x1x1_rocket_altitude_linalg.cpp" + # "kf_8x4x0_deep_sort_bounding_box_linalg.cpp" "linalg_addition.cpp" "linalg_assign.cpp" "linalg_constructor_1x1_array.cpp" diff --git a/test/kalman_constructor_default_5x4x3_constexpr.cpp b/test/kalman_constructor_default_5x4x3_constexpr.cpp new file mode 100644 index 000000000..38ddb1ec4 --- /dev/null +++ b/test/kalman_constructor_default_5x4x3_constexpr.cpp @@ -0,0 +1,86 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/kalman.hpp" +#include "fcarouge/linalg.hpp" + +#include + +namespace fcarouge::test { +namespace { +template using vector = column_vector; + +template +using matrix = matrix; + +//! @test Verifies default values are initialized for multi-dimension filters. +//! +//! @todo Make the lambda `consteval` when MSVC supports it. +[[maybe_unused]] constexpr auto test{[] { + using kalman = kalman, vector<4>, vector<3>>; + + kalman filter; + + constexpr auto z3x1{zero_v>}; + constexpr auto i4x4{identity_v>}; + constexpr auto i4x5{identity_v>}; + constexpr auto i5x3{identity_v>}; + constexpr auto i5x4{identity_v>}; + constexpr auto i5x5{identity_v>}; + constexpr auto z4x1{zero_v>}; + constexpr auto z4x4{zero_v>}; + constexpr auto z5x1{zero_v>}; + constexpr auto z5x5{zero_v>}; + + assert(filter.f() == i5x5); + assert(filter.g() == i5x3); + assert(filter.h() == i4x5); + assert(filter.k() == i5x4); + assert(filter.p() == i5x5); + assert(filter.q() == z5x5 && "No process noise by default."); + assert(filter.r() == z4x4 && "No observation noise by default."); + assert(filter.s() == i4x4); + assert(filter.u() == z3x1 && "No initial control."); + assert(filter.x() == z5x1 && "Origin state."); + assert(filter.y() == z4x1); + assert(filter.z() == z4x1); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/kf_2x1x1_rocket_altitude_linalg.cpp b/test/kf_2x1x1_rocket_altitude_linalg.cpp new file mode 100644 index 000000000..4a73c8e9b --- /dev/null +++ b/test/kf_2x1x1_rocket_altitude_linalg.cpp @@ -0,0 +1,152 @@ +#include "fcarouge/kalman.hpp" +#include "fcarouge/linalg.hpp" + +#include +#include +#include + +// #include //////////////////////////////////////////////////////// + +namespace fcarouge::sample { +namespace { +template using vector = column_vector; +using state = vector<2>; +using output = vector<1>; +using input = vector<1>; + +//! @brief +[[maybe_unused]] /*constexpr*/ auto kf_2x1x1_rocket_altitude{[] { + using kalman = kalman, + std::tuple>; + + kalman filter; + + filter.x(0., 0.); + filter.p(kalman::estimate_uncertainty{{500, 0}, {0, 500}}); + filter.q([]([[maybe_unused]] const kalman::state &x, + const std::chrono::milliseconds &delta_time) { + const auto dt{std::chrono::duration(delta_time).count()}; + return kalman::process_uncertainty{ + {0.1 * 0.1 * dt * dt * dt * dt / 4, 0.1 * 0.1 * dt * dt * dt / 2}, + {0.1 * 0.1 * dt * dt * dt / 2, 0.1 * 0.1 * dt * dt}}; + }); + filter.f([]([[maybe_unused]] const kalman::state &x, + [[maybe_unused]] const kalman::input &u, + const std::chrono::milliseconds &delta_time) { + const auto dt{std::chrono::duration(delta_time).count()}; + return kalman::state_transition{{1, dt}, {0, 1}}; + }); + filter.g([](const std::chrono::milliseconds &delta_time) { + const auto dt{std::chrono::duration(delta_time).count()}; + return kalman::input_control{0.0313, dt}; + }); + const double gravity{-9.8}; + const std::chrono::milliseconds delta_time{250}; + filter.predict(delta_time, -gravity); + + // std::cout << "Result: " << filter.p()(0, 0) << std::endl; + // //////////////////// + + assert(std::abs(1 - filter.x()[0] / 0.3) < 0.03 && + std::abs(1 - filter.x()[1] / 2.45) < 0.03 && + "The state estimates expected at 3% accuracy."); + assert(std::abs(1 - filter.p()(0, 0) / 531.25) < 0.001 && + std::abs(1 - filter.p()(0, 1) / 125) < 0.001 && + std::abs(1 - filter.p()(1, 0) / 125) < 0.001 && + std::abs(1 - filter.p()(1, 1) / 500) < 0.001 && + "The estimate uncertainty expected at 0.1% accuracy."); + + filter.h(kalman::output_model{1., 0.}); + filter.r(kalman::output_uncertainty{400.}); + + filter.update(-32.4); + + assert(std::abs(1 - filter.x()[0] / -18.35) < 0.001 && + std::abs(1 - filter.x()[1] / -1.94) < 0.001 && + "The state estimates expected at 0.1% accuracy."); + assert(std::abs(1 - filter.p()(0, 0) / 228.2) < 0.001 && + std::abs(1 - filter.p()(0, 1) / 53.7) < 0.001 && + std::abs(1 - filter.p()(1, 0) / 53.7) < 0.001 && + std::abs(1 - filter.p()(1, 1) / 483.2) < 0.001 && + "The estimate uncertainty expected at 0.1% accuracy."); + + filter.predict(delta_time, 39.72 + gravity); + + assert(std::abs(1 - filter.x()[0] / -17.9) < 0.001 && + std::abs(1 - filter.x()[1] / 5.54) < 0.001 && + "The state estimates expected at 0.1% accuracy."); + assert(std::abs(1 - filter.p()(0, 0) / 285.2) < 0.001 && + std::abs(1 - filter.p()(0, 1) / 174.5) < 0.001 && + std::abs(1 - filter.p()(1, 0) / 174.5) < 0.001 && + std::abs(1 - filter.p()(1, 1) / 483.2) < 0.001 && + "The estimate uncertainty expected at 0.1% accuracy."); + + const auto step{[&filter](double altitude, + std::chrono::milliseconds step_time, + double acceleration) { + filter.update(altitude); + filter.predict(step_time, acceleration); + }}; + + step(-11.1, delta_time, 40.02 + gravity); + + assert(std::abs(1 - filter.x()[0] / -12.3) < 0.002 && + std::abs(1 - filter.x()[1] / 14.8) < 0.002 && + "The state estimates expected at 0.2% accuracy."); + assert(std::abs(1 - filter.p()(0, 0) / 244.9) < 0.001 && + std::abs(1 - filter.p()(0, 1) / 211.6) < 0.001 && + std::abs(1 - filter.p()(1, 0) / 211.6) < 0.001 && + std::abs(1 - filter.p()(1, 1) / 438.8) < 0.001 && + "The estimate uncertainty expected at 0.1% accuracy."); + + step(18., delta_time, 39.97 + gravity); + step(22.9, delta_time, 39.81 + gravity); + step(19.5, delta_time, 39.75 + gravity); + step(28.5, delta_time, 39.6 + gravity); + step(46.5, delta_time, 39.77 + gravity); + step(68.9, delta_time, 39.83 + gravity); + step(48.2, delta_time, 39.73 + gravity); + step(56.1, delta_time, 39.87 + gravity); + step(90.5, delta_time, 39.81 + gravity); + step(104.9, delta_time, 39.92 + gravity); + step(140.9, delta_time, 39.78 + gravity); + step(148., delta_time, 39.98 + gravity); + step(187.6, delta_time, 39.76 + gravity); + step(209.2, delta_time, 39.86 + gravity); + step(244.6, delta_time, 39.61 + gravity); + step(276.4, delta_time, 39.86 + gravity); + step(323.5, delta_time, 39.74 + gravity); + step(357.3, delta_time, 39.87 + gravity); + step(357.4, delta_time, 39.63 + gravity); + step(398.3, delta_time, 39.67 + gravity); + step(446.7, delta_time, 39.96 + gravity); + step(465.1, delta_time, 39.8 + gravity); + step(529.4, delta_time, 39.89 + gravity); + step(570.4, delta_time, 39.85 + gravity); + step(636.8, delta_time, 39.9 + gravity); + step(693.3, delta_time, 39.81 + gravity); + step(707.3, delta_time, 39.81 + gravity); + + filter.update(748.5); + + assert(std::abs(1 - filter.p()(0, 0) / 49.3) < 0.001 && + "At this point, the altitude uncertainty px = 49.3, which means that " + "the standard deviation of the prediction is square root of 49.3: " + "7.02m (remember that the standard deviation of the measurement is " + "20m)."); + + filter.predict(delta_time, 39.68 + gravity); + + assert(std::abs(1 - filter.x()[0] / 831.5) < 0.001 && + std::abs(1 - filter.x()[1] / 222.94) < 0.001 && + "The state estimates expected at 0.1% accuracy."); + assert(std::abs(1 - filter.p()(0, 0) / 54.3) < 0.01 && + std::abs(1 - filter.p()(0, 1) / 10.4) < 0.01 && + std::abs(1 - filter.p()(1, 0) / 10.4) < 0.01 && + std::abs(1 - filter.p()(1, 1) / 2.6) < 0.01 && + "The estimate uncertainty expected at 1% accuracy."); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::sample diff --git a/test/kf_8x4x0_deep_sort_bounding_box_linalg.cpp b/test/kf_8x4x0_deep_sort_bounding_box_linalg.cpp new file mode 100644 index 000000000..ee92fdabb --- /dev/null +++ b/test/kf_8x4x0_deep_sort_bounding_box_linalg.cpp @@ -0,0 +1,221 @@ +#include "fcarouge/kalman.hpp" +#include "fcarouge/linalg.hpp" + +#include +#include + +template +constexpr auto fcarouge::operator/(const Numerator &lhs, const Denominator &rhs) + -> fcarouge::quotient { + // assert(false); + static_cast(lhs); + static_cast(rhs); + return {}; +} + +namespace fcarouge::sample { +namespace { +template using vector = column_vector; +using state = vector<8>; +using output = vector<4>; +using no_input = void; + +//! @brief +[[maybe_unused]] /*constexpr*/ auto kf_8x4x0_deep_sort_bounding_box{[] { + using kalman = kalman; + + kalman filter; + + const kalman::output measured[]{{603.5F, 251.5F, 0.187335092348285F, 379}, + {599, 241, 0.24390243902439F, 328}, + {599, 239.5F, 0.257234726688103F, 311}, + {602.5F, 244, 0.240131578947368F, 304}, + {598, 248.5F, 0.272425249169435F, 301}, + {596.5F, 240.5F, 0.283276450511945F, 293}, + {601, 227, 0.301587301587302F, 252}, + {603.5F, 235.5F, 0.282868525896414F, 251}, + {602, 242.5F, 0.292490118577075F, 253}, + {602.5F, 253, 0.218562874251497F, 334}, + {593, 254, 0.273291925465838F, 322}, + {603, 264, 0.22360248447205F, 322}, + {600.5F, 278.5F, 0.198966408268734F, 387}, + {593, 280, 0.237113402061856F, 388}, + {588.5F, 269, 0.267195767195767F, 378}, + {579, 260, 0.311111111111111F, 360}, + {565.5F, 268.5F, 0.339130434782609F, 345}, + {558.5F, 255.5F, 0.366568914956012F, 341}, + {544, 268, 0.364705882352941F, 340}, + {533, 258.5F, 0.356083086053412F, 337}, + {519, 258, 0.353293413173653F, 334}, + {511.5F, 252.5F, 0.333333333333333F, 333}, + {515.5F, 252.5F, 0.31306990881459F, 329}, + {523.5F, 251, 0.298192771084337F, 332}, + {540, 252.5F, 0.318318318318318F, 333}, + {574, 262, 0.344827586206897F, 348}, + {590.5F, 265, 0.278735632183908F, 348}, + {613, 268, 0.164556962025316F, 316}, + {617, 260.5F, 0.161172161172161F, 273}, + {615.5F, 261.5F, 0.15210355987055F, 309}, + {605.5F, 259, 0.226351351351351F, 296}, + {595.5F, 258.5F, 0.289036544850498F, 301}, + {588, 257.5F, 0.350515463917526F, 291}, + {579.5F, 254, 0.343537414965986F, 294}, + {569.5F, 258.5F, 0.353535353535354F, 297}, + {565.5F, 257, 0.37248322147651F, 298}, + {555, 250, 0.388157894736842F, 304}, + {546.5F, 249, 0.336666666666667F, 300}, + {535, 251, 0.30718954248366F, 306}, + {530, 246, 0.308724832214765F, 298}, + {521, 252, 0.278145695364238F, 302}, + {521.5F, 254.5F, 0.331010452961672F, 287}, + {521, 258.5F, 0.32280701754386F, 285}, + {519.5F, 255, 0.316326530612245F, 294}, + {518.5F, 255, 0.304794520547945F, 292}, + {511, 253, 0.310810810810811F, 296}, + {506, 255, 0.319727891156463F, 294}, + {499, 256, 0.352112676056338F, 284}, + {492.5F, 256.5F, 0.349152542372881F, 295}, + {489.5F, 257, 0.362068965517241F, 290}, + {481, 251.5F, 0.357894736842105F, 285}, + {474, 249, 0.324137931034483F, 290}, + {466, 250, 0.306122448979592F, 294}, + {461.5F, 248, 0.304794520547945F, 292}, + {450.5F, 248.5F, 0.323843416370107F, 281}, + {442, 260.5F, 0.32280701754386F, 285}, + {437, 255.5F, 0.329824561403509F, 285}, + {427, 251.5F, 0.329896907216495F, 291}, + {419, 251, 0.330985915492958F, 284}, + {411, 251, 0.328671328671329F, 286}, + {411, 251.5F, 0.325259515570934F, 289}, + {410, 249, 0.324137931034483F, 290}, + {407, 247.5F, 0.346020761245675F, 289}, + {398.5F, 248.5F, 0.356890459363958F, 283}, + {393, 249, 0.347222222222222F, 288}, + {390.5F, 246.5F, 0.331058020477816F, 293}, + {387, 246, 0.308724832214765F, 298}, + {379.5F, 244.5F, 0.303754266211604F, 293}, + {370, 255.5F, 0.258899676375404F, 309}, + {372, 252.5F, 0.307167235494881F, 293}, + {368, 254.5F, 0.311418685121107F, 289}, + {365.5F, 251, 0.322916666666667F, 288}, + {360.5F, 250.5F, 0.301694915254237F, 295}, + {353, 251.5F, 0.316151202749141F, 291}, + {349.5F, 248.5F, 0.32404181184669F, 287}, + {343.5F, 246, 0.327464788732394F, 284}, + {334.5F, 251.5F, 0.335689045936396F, 283}, + {328.5F, 249.5F, 0.342960288808664F, 277}, + {321.5F, 256.5F, 0.328621908127208F, 283}, + {321.5F, 259.5F, 0.317073170731707F, 287}, + {319.5F, 252, 0.313380281690141F, 284}, + {317.5F, 247.5F, 0.314487632508834F, 283}, + {314.5F, 248, 0.313380281690141F, 284}, + {318.5F, 255, 0.311188811188811F, 286}, + {324.5F, 252, 0.317857142857143F, 280}, + {328.5F, 249, 0.311188811188811F, 286}, + {330, 248, 0.318840579710145F, 276}, + {334.5F, 245, 0.320143884892086F, 278}, + {342.5F, 248, 0.324817518248175F, 274}, + {348, 247.5F, 0.312727272727273F, 275}, + {349.5F, 245.5F, 0.326007326007326F, 273}, + {350, 250, 0.321167883211679F, 274}, + {350.5F, 252.5F, 0.323636363636364F, 275}, + {356.5F, 249, 0.31294964028777F, 278}, + {356.5F, 245, 0.320143884892086F, 278}, + {357, 245, 0.314285714285714F, 280}, + {361, 246, 0.318840579710145F, 276}, + {364, 251.5F, 0.308771929824561F, 285}, + {368, 252.5F, 0.303886925795053F, 283}, + {369, 250.5F, 0.29757785467128F, 289}}; + + const kalman::output initial_box{605.0F, 248.0F, 0.20481927710843373F, + 332.0f}; + filter.x(initial_box(0), initial_box(1), initial_box(2), initial_box(3), 0.F, + 0.F, 0.F, 0.f); + + const float position_weight{1.f / 20.f}; + const float velocity_weight{1.f / 160.f}; + + filter.p( + kalman::estimate_uncertainty{{2 * position_weight * initial_box(3) * 2 * + position_weight * initial_box(3), + 0, 0, 0, 0, 0, 0, 0}, + {0, + 2 * position_weight * initial_box(3) * 2 * + position_weight * initial_box(3), + 0, 0, 0, 0, 0, 0}, + {0, 0, 1e-2f * 1e-2F, 0, 0, 0, 0, 0}, + {0, 0, 0, + 2 * position_weight * initial_box(3) * 2 * + position_weight * initial_box(3), + 0, 0, 0, 0}, + {0, 0, 0, 0, + 10 * velocity_weight * initial_box(3) * 10 * + velocity_weight * initial_box(3), + 0, 0, 0}, + {0, 0, 0, 0, 0, + 10 * velocity_weight * initial_box(3) * 10 * + velocity_weight * initial_box(3), + 0, 0}, + {0, 0, 0, 0, 0, 0, 1e-5f * 1e-5F, 0}, + {0, 0, 0, 0, 0, 0, 0, + 10 * velocity_weight * initial_box(3) * 10 * + velocity_weight * initial_box(3)}}); + + const float delta_time{1}; + filter.f(kalman::state_transition{{1, 0, 0, 0, delta_time, 0, 0, 0}, + {0, 1, 0, 0, 0, delta_time, 0, 0}, + {0, 0, 1, 0, 0, 0, delta_time, 0}, + {0, 0, 0, 1, 0, 0, 0, delta_time}, + {0, 0, 0, 0, 1, 0, 0, 0}, + {0, 0, 0, 0, 0, 1, 0, 0}, + {0, 0, 0, 0, 0, 0, 1, 0}, + {0, 0, 0, 0, 0, 0, 0, 1}}); + + filter.q([position_weight, velocity_weight]( + const kalman::state &x) -> kalman::process_uncertainty { + return kalman::process_uncertainty{ + {position_weight * x(3) * position_weight * x(3), 0, 0, 0, 0, 0, 0, 0}, + {0, position_weight * x(3) * position_weight * x(3), 0, 0, 0, 0, 0, 0}, + {0, 0, 1e-2f * 1e-2F, 0, 0, 0, 0, 0}, + {0, 0, 0, position_weight * x(3) * position_weight * x(3), 0, 0, 0, 0}, + {0, 0, 0, 0, velocity_weight * x(3) * velocity_weight * x(3), 0, 0, 0}, + {0, 0, 0, 0, 0, velocity_weight * x(3) * velocity_weight * x(3), 0, 0}, + {0, 0, 0, 0, 0, 0, 1e-5f * 1e-5F, 0}, + {0, 0, 0, 0, 0, 0, 0, velocity_weight * x(3) * velocity_weight * x(3)}}; + }); + + filter.predict(); + filter.h(kalman::output_model{{1, 0, 0, 0, 0, 0, 0, 0}, + {0, 1, 0, 0, 0, 0, 0, 0}, + {0, 0, 1, 0, 0, 0, 0, 0}, + {0, 0, 0, 1, 0, 0, 0, 0}}); + filter.r([position_weight](const kalman::state &x, + [[maybe_unused]] const kalman::output &z) + -> kalman::output_uncertainty { + return kalman::output_uncertainty{ + {position_weight * x(3) * position_weight * x(3), 0, 0, 0}, + {0, position_weight * x(3) * position_weight * x(3), 0, 0}, + {0, 0, 1e-1f * 1e-1F, 0}, + {0, 0, 0, position_weight * x(3) * position_weight * x(3)}}; + }); + + for (const auto &measure : measured) { + filter.update(measure); + filter.predict(); + } + + // assert(std::abs(1 - filter.x()[0] / 370.932041394761f) < 0.001f && + // std::abs(1 - filter.x()[1] / 251.173174229878f) < 0.001f && + // std::abs(1 - filter.x()[2] / 0.314757138075364f) < 0.001f && + // std::abs(1 - filter.x()[3] / 287.859996019444f) < 0.001f && + // std::abs(1 - filter.x()[4] / 1.95865368159518f) < 0.001f && + // std::abs(1 - filter.x()[5] / 0.229282868701086f) < 0.001f && + // std::abs(1 - filter.x()[6] / 2.46138628550094E-06f) < 0.5f && + // std::abs(1 - filter.x()[7] / 0.81402529074969f) < 0.001f && + // "The estimated states expected to meet Nwojke's Deep SORT filter's + // " "MOT16 sample tracker #201 dataset at 0.1% accuracy."); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::sample diff --git a/test/linalg_assign_constexpr.cpp b/test/linalg_assign_constexpr.cpp new file mode 100644 index 000000000..766133e67 --- /dev/null +++ b/test/linalg_assign_constexpr.cpp @@ -0,0 +1,56 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/linalg.hpp" + +namespace fcarouge::test { +namespace { +//! @test Verifies the assignment operator. +//! +//! @todo Make the lambda `consteval` when MSVC supports it. +//! @todo Rewrite this test as a property-based test. +[[maybe_unused]] constexpr auto test{[] { + constexpr auto m{identity_v>}; + constexpr auto c = m; + + static_assert(c == identity_v>); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_constructor_constexpr.cpp b/test/linalg_constructor_constexpr.cpp new file mode 100644 index 000000000..1d386773e --- /dev/null +++ b/test/linalg_constructor_constexpr.cpp @@ -0,0 +1,63 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/linalg.hpp" + +namespace fcarouge::test { +namespace { +//! @test Verifies the initializer lists constructor. +//! +//! @todo Make the lambda `consteval` when MSVC supports it. +//! @todo Rewrite this test as a property-based test. +[[maybe_unused]] constexpr auto test{[] { + constexpr matrix m{{1, 2, 3}, {4, 5, 6}, {7, 8, 9}}; + + static_assert(m(0, 0) == 1.0); + static_assert(m(0, 1) == 2.0); + static_assert(m(0, 2) == 3.0); + static_assert(m(1, 0) == 4.0); + static_assert(m(1, 1) == 5.0); + static_assert(m(1, 2) == 6.0); + static_assert(m(2, 0) == 7.0); + static_assert(m(2, 1) == 8.0); + static_assert(m(2, 2) == 9.0); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_constructor_default_constexpr.cpp b/test/linalg_constructor_default_constexpr.cpp new file mode 100644 index 000000000..6c4139d47 --- /dev/null +++ b/test/linalg_constructor_default_constexpr.cpp @@ -0,0 +1,60 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/linalg.hpp" + +#include + +namespace fcarouge::test { +namespace { +//! @test Verifies the 1x1 deduced default constructed matrix. +//! +//! @todo Make the lambda `consteval` when MSVC supports it. +[[maybe_unused]] constexpr auto test{[] { + constexpr matrix m; + + static_assert(sizeof(double) == sizeof(m)); + static_assert(0.0 == m); + static_assert(std::is_same_v>); + static_assert(std::is_same_v, matrix<>>); + static_assert(std::is_same_v, matrix<>>); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_copy_constexpr.cpp b/test/linalg_copy_constexpr.cpp new file mode 100644 index 000000000..74d2d9c37 --- /dev/null +++ b/test/linalg_copy_constexpr.cpp @@ -0,0 +1,56 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/linalg.hpp" + +namespace fcarouge::test { +namespace { +//! @test Verifies the copy constructor. +//! +//! @todo Make the lambda `consteval` when MSVC supports it. +//! @todo Rewrite this test as a property-based test. +[[maybe_unused]] constexpr auto test{[] { + constexpr auto m{identity_v>}; + constexpr auto c{m}; + + static_assert(c == identity_v>); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_division_householder.cpp b/test/linalg_division_householder.cpp new file mode 100644 index 000000000..af4ea51e3 --- /dev/null +++ b/test/linalg_division_householder.cpp @@ -0,0 +1,68 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/kalman.hpp" +#include "fcarouge/linalg.hpp" + +#include + +template +constexpr auto fcarouge::operator/(const Numerator &lhs, const Denominator &rhs) + -> fcarouge::quotient { + return rhs.transpose().householderQr().solve(lhs.transpose()).transpose(); +} + +namespace fcarouge::test { +namespace { +template using matrix = matrix; + +//! @test Verifies the Eigen decomposition solver. +//! +//! @todo Rewrite this test as a property-based test. +[[maybe_unused]] auto test{[] { + matrix<6, 2> a{{204.882, 0}, {253.979, 0}, {143.824, 0}, + {0, 204.882}, {0, 253.979}, {0, 143.824}}; + matrix<2, 2> r{{213.882, 0}, {0, 213.882}}; + matrix<6, 2> q{a / r}; + + assert(a.isApprox(q * r)); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_division_householder_pivot_column.cpp b/test/linalg_division_householder_pivot_column.cpp new file mode 100644 index 000000000..ca4605579 --- /dev/null +++ b/test/linalg_division_householder_pivot_column.cpp @@ -0,0 +1,71 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/kalman.hpp" +#include "fcarouge/linalg.hpp" + +#include + +template +constexpr auto fcarouge::operator/(const Numerator &lhs, const Denominator &rhs) + -> fcarouge::quotient { + return rhs.transpose() + .colPivHouseholderQr() + .solve(lhs.transpose()) + .transpose(); +} + +namespace fcarouge::test { +namespace { +template using matrix = matrix; + +//! @test Verifies the Eigen decomposition solver. +//! +//! @todo Rewrite this test as a property-based test. +[[maybe_unused]] auto test{[] { + matrix<6, 2> a{{204.882, 0}, {253.979, 0}, {143.824, 0}, + {0, 204.882}, {0, 253.979}, {0, 143.824}}; + matrix<2, 2> r{{213.882, 0}, {0, 213.882}}; + matrix<6, 2> q{a / r}; + + assert(a.isApprox(q * r)); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_division_householder_pivot_full.cpp b/test/linalg_division_householder_pivot_full.cpp new file mode 100644 index 000000000..75daf8eb9 --- /dev/null +++ b/test/linalg_division_householder_pivot_full.cpp @@ -0,0 +1,71 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/kalman.hpp" +#include "fcarouge/linalg.hpp" + +#include + +template +constexpr auto fcarouge::operator/(const Numerator &lhs, const Denominator &rhs) + -> fcarouge::quotient { + return rhs.transpose() + .fullPivHouseholderQr() + .solve(lhs.transpose()) + .transpose(); +} + +namespace fcarouge::test { +namespace { +template using matrix = matrix; + +//! @test Verifies the Eigen decomposition solver. +//! +//! @todo Rewrite this test as a property-based test. +[[maybe_unused]] auto test{[] { + matrix<6, 2> a{{204.882, 0}, {253.979, 0}, {143.824, 0}, + {0, 204.882}, {0, 253.979}, {0, 143.824}}; + matrix<2, 2> r{{213.882, 0}, {0, 213.882}}; + matrix<6, 2> q{a / r}; + + assert(a.isApprox(q * r)); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_division_ldlt.cpp b/test/linalg_division_ldlt.cpp new file mode 100644 index 000000000..46825ec1f --- /dev/null +++ b/test/linalg_division_ldlt.cpp @@ -0,0 +1,68 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/kalman.hpp" +#include "fcarouge/linalg.hpp" + +#include + +template +constexpr auto fcarouge::operator/(const Numerator &lhs, const Denominator &rhs) + -> fcarouge::quotient { + return rhs.transpose().ldlt().solve(lhs.transpose()).transpose(); +} + +namespace fcarouge::test { +namespace { +template using matrix = matrix; + +//! @test Verifies the Eigen decomposition solver. +//! +//! @todo Rewrite this test as a property-based test. +[[maybe_unused]] auto test{[] { + matrix<6, 2> a{{204.882, 0}, {253.979, 0}, {143.824, 0}, + {0, 204.882}, {0, 253.979}, {0, 143.824}}; + matrix<2, 2> r{{213.882, 0}, {0, 213.882}}; + matrix<6, 2> q{a / r}; + + assert(a.isApprox(q * r)); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_division_llt.cpp b/test/linalg_division_llt.cpp new file mode 100644 index 000000000..f8a520f79 --- /dev/null +++ b/test/linalg_division_llt.cpp @@ -0,0 +1,104 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/kalman.hpp" +#include "fcarouge/linalg.hpp" + +#include + +#include +#include +#include + +template +constexpr auto fcarouge::operator/(const Numerator &lhs, const Denominator &rhs) + -> fcarouge::quotient { + // return rhs.transpose().llt().solve(lhs.transpose()).transpose(); + auto trhs{transpose(rhs)}; + auto decomp{llt(trhs)}; + auto tlhs{transpose(lhs)}; + auto sol{solve(decomp, tlhs)}; + auto tsol{transpose(sol)}; + return tsol; +} + +namespace fcarouge::test { +namespace { +template using matrix = matrix; + +//! @test Verifies the Eigen decomposition solver. +//! +//! @todo Rewrite this test as a property-based test. +[[maybe_unused]] auto test{[] { + matrix<6, 2> a{{204.882, 0}, {253.979, 0}, {143.824, 0}, + {0, 204.882}, {0, 253.979}, {0, 143.824}}; + matrix<2, 2> r{{213.882, 0}, {0, 213.882}}; + matrix<6, 2> q{a / r}; + + // assert(a.isApprox(q * r)); + // std::cout << "A:\n" << a << std::endl; + // std::cout << "R:\n" << r << std::endl; + // std::cout << "Q:\n" << q << std::endl; + + // std::print("{}", q); + + std::cout << q(0, 0) << std::endl; + std::cout << q(0, 1) << std::endl; + std::cout << q(1, 0) << std::endl; + std::cout << q(1, 1) << std::endl; + std::cout << q(2, 0) << std::endl; + std::cout << q(2, 1) << std::endl; + + std::cout << q(3, 0) << std::endl; + std::cout << q(3, 1) << std::endl; + std::cout << q(4, 0) << std::endl; + std::cout << q(4, 1) << std::endl; + std::cout << q(5, 0) << std::endl; + std::cout << q(5, 1) << std::endl; + + // 0.957921 0 + // 1.18747 0 + // 0.672446 0 + // 0 0.957921 + // 0 1.18747 + // 0 0.672446 + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_division_orthogonal.cpp b/test/linalg_division_orthogonal.cpp new file mode 100644 index 000000000..2d32004a9 --- /dev/null +++ b/test/linalg_division_orthogonal.cpp @@ -0,0 +1,71 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/kalman.hpp" +#include "fcarouge/linalg.hpp" + +#include + +template +constexpr auto fcarouge::operator/(const Numerator &lhs, const Denominator &rhs) + -> fcarouge::quotient { + return rhs.transpose() + .completeOrthogonalDecomposition() + .solve(lhs.transpose()) + .transpose(); +} + +namespace fcarouge::test { +namespace { +template using matrix = matrix; + +//! @test Verifies the Eigen decomposition solver. +//! +//! @todo Rewrite this test as a property-based test. +[[maybe_unused]] auto test{[] { + matrix<6, 2> a{{204.882, 0}, {253.979, 0}, {143.824, 0}, + {0, 204.882}, {0, 253.979}, {0, 143.824}}; + matrix<2, 2> r{{213.882, 0}, {0, 213.882}}; + matrix<6, 2> q{a / r}; + + assert(a.isApprox(q * r)); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_division_pivot_full.cpp b/test/linalg_division_pivot_full.cpp new file mode 100644 index 000000000..dcb8b984a --- /dev/null +++ b/test/linalg_division_pivot_full.cpp @@ -0,0 +1,68 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/kalman.hpp" +#include "fcarouge/linalg.hpp" + +#include + +template +constexpr auto fcarouge::operator/(const Numerator &lhs, const Denominator &rhs) + -> fcarouge::quotient { + return rhs.transpose().fullPivLu().solve(lhs.transpose()).transpose(); +} + +namespace fcarouge::test { +namespace { +template using matrix = matrix; + +//! @test Verifies the Eigen decomposition solver. +//! +//! @todo Rewrite this test as a property-based test. +[[maybe_unused]] auto test{[] { + matrix<6, 2> a{{204.882, 0}, {253.979, 0}, {143.824, 0}, + {0, 204.882}, {0, 253.979}, {0, 143.824}}; + matrix<2, 2> r{{213.882, 0}, {0, 213.882}}; + matrix<6, 2> q{a / r}; + + assert(a.isApprox(q * r)); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_division_pivot_partial.cpp b/test/linalg_division_pivot_partial.cpp new file mode 100644 index 000000000..54ed412f5 --- /dev/null +++ b/test/linalg_division_pivot_partial.cpp @@ -0,0 +1,68 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/kalman.hpp" +#include "fcarouge/linalg.hpp" + +#include + +template +constexpr auto fcarouge::operator/(const Numerator &lhs, const Denominator &rhs) + -> fcarouge::quotient { + return rhs.transpose().partialPivLu().solve(lhs.transpose()).transpose(); +} + +namespace fcarouge::test { +namespace { +template using matrix = matrix; + +//! @test Verifies the Eigen decomposition solver. +//! +//! @todo Rewrite this test as a property-based test. +[[maybe_unused]] auto test{[] { + matrix<6, 2> a{{204.882, 0}, {253.979, 0}, {143.824, 0}, + {0, 204.882}, {0, 253.979}, {0, 143.824}}; + matrix<2, 2> r{{213.882, 0}, {0, 213.882}}; + matrix<6, 2> q{a / r}; + + assert(a.isApprox(q * r)); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_identity_constexpr.cpp b/test/linalg_identity_constexpr.cpp new file mode 100644 index 000000000..c84e58936 --- /dev/null +++ b/test/linalg_identity_constexpr.cpp @@ -0,0 +1,63 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/linalg.hpp" + +namespace fcarouge::test { +namespace { +//! @test Verifies the identity matrices values are unit diagonals. +//! +//! @todo Make the lambda `consteval` when MSVC supports it. +//! @todo Rewrite this test as a property-based test. +[[maybe_unused]] constexpr auto test{[] { + constexpr auto identity{identity_v>}; + + static_assert(identity(0, 0) == 1.0); + static_assert(identity(0, 1) == 0.0); + static_assert(identity(0, 2) == 0.0); + static_assert(identity(1, 0) == 0.0); + static_assert(identity(1, 1) == 1.0); + static_assert(identity(1, 2) == 0.0); + static_assert(identity(2, 0) == 0.0); + static_assert(identity(2, 1) == 0.0); + static_assert(identity(2, 2) == 1.0); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_identity_default_constexpr.cpp b/test/linalg_identity_default_constexpr.cpp new file mode 100644 index 000000000..4e5f9a8cf --- /dev/null +++ b/test/linalg_identity_default_constexpr.cpp @@ -0,0 +1,58 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/linalg.hpp" + +#include + +namespace fcarouge::test { +namespace { +//! @test Verifies the 1x1 identity matrix deduced default value is a unit +//! double. +//! +//! @todo Make the lambda `consteval` when MSVC supports it. +[[maybe_unused]] constexpr auto test{[] { + constexpr auto identity{identity_v<>}; + + static_assert(identity == 1.0); + static_assert(std::is_same_v); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_operator_bracket_1x2_constexpr.cpp b/test/linalg_operator_bracket_1x2_constexpr.cpp new file mode 100644 index 000000000..62924a180 --- /dev/null +++ b/test/linalg_operator_bracket_1x2_constexpr.cpp @@ -0,0 +1,52 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/linalg.hpp" + +namespace fcarouge::test { +namespace { +//! @test Verifies ... +//! +//! @todo Make the lambda `consteval` when MSVC supports it. +[[maybe_unused]] constexpr auto test{[] { + // constexpr matrix m; + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_operator_bracket_constexpr.cpp b/test/linalg_operator_bracket_constexpr.cpp new file mode 100644 index 000000000..0931e99da --- /dev/null +++ b/test/linalg_operator_bracket_constexpr.cpp @@ -0,0 +1,58 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/linalg.hpp" + +namespace fcarouge::test { +namespace { +//! @test Verifies the 1x1 matrix bracket operator. +//! +//! @todo Make the lambda `consteval` when MSVC supports it. +//! @todo Rewrite this test as a property-based test. +[[maybe_unused]] constexpr auto test{[] { + constexpr matrix m{42.0}; + + static_assert(m(0) == 42.0); + static_assert(m(0, 0) == 42.0); + static_assert(m[0] == 42.0); + // static_assert(m[0][0] == 42.0); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_operator_equality_constexpr.cpp b/test/linalg_operator_equality_constexpr.cpp new file mode 100644 index 000000000..fdfff93f8 --- /dev/null +++ b/test/linalg_operator_equality_constexpr.cpp @@ -0,0 +1,58 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/linalg.hpp" + +namespace fcarouge::test { +namespace { +//! @test Verifies the equality operator. +//! +//! @todo Make the lambda `consteval` when MSVC supports it. +//! @todo Rewrite this test as a property-based test. +[[maybe_unused]] constexpr auto test{[] { + constexpr matrix m; + constexpr auto i{identity_v>}; + constexpr auto z{zero_v>}; + + static_assert(m == z); + static_assert(m != i); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_zero_constexpr.cpp b/test/linalg_zero_constexpr.cpp new file mode 100644 index 000000000..f1fe0d04e --- /dev/null +++ b/test/linalg_zero_constexpr.cpp @@ -0,0 +1,63 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/linalg.hpp" + +namespace fcarouge::test { +namespace { +//! @test Verifies the zero matrices values are null. +//! +//! @todo Make the lambda `consteval` when MSVC supports it. +//! @todo Rewrite this test as a property-based test. +[[maybe_unused]] constexpr auto test{[] { + constexpr auto zero{zero_v>}; + + static_assert(zero(0, 0) == 0.0); + static_assert(zero(0, 1) == 0.0); + static_assert(zero(0, 2) == 0.0); + static_assert(zero(1, 0) == 0.0); + static_assert(zero(1, 1) == 0.0); + static_assert(zero(1, 2) == 0.0); + static_assert(zero(2, 0) == 0.0); + static_assert(zero(2, 1) == 0.0); + static_assert(zero(2, 2) == 0.0); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test diff --git a/test/linalg_zero_default_constexpr.cpp b/test/linalg_zero_default_constexpr.cpp new file mode 100644 index 000000000..9fab9245f --- /dev/null +++ b/test/linalg_zero_default_constexpr.cpp @@ -0,0 +1,57 @@ +/* __ _ __ __ _ _ +| |/ / /\ | | | \/ | /\ | \ | | +| ' / / \ | | | \ / | / \ | \| | +| < / /\ \ | | | |\/| | / /\ \ | . ` | +| . \ / ____ \| |____| | | |/ ____ \| |\ | +|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| + +Kalman Filter +Version 0.2.0 +https://github.com/FrancoisCarouge/Kalman + +SPDX-License-Identifier: Unlicense + +This is free and unencumbered software released into the public domain. + +Anyone is free to copy, modify, publish, use, compile, sell, or +distribute this software, either in source code form or as a compiled +binary, for any purpose, commercial or non-commercial, and by any +means. + +In jurisdictions that recognize copyright laws, the author or authors +of this software dedicate any and all copyright interest in the +software to the public domain. We make this dedication for the benefit +of the public at large and to the detriment of our heirs and +successors. We intend this dedication to be an overt act of +relinquishment in perpetuity of all present and future rights to this +software under copyright law. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR +OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, +ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +OTHER DEALINGS IN THE SOFTWARE. + +For more information, please refer to */ + +#include "fcarouge/linalg.hpp" + +#include + +namespace fcarouge::test { +namespace { +//! @test Verifies the 1x1 zero matrix deduced default value is a null double. +//! +//! @todo Make the lambda `consteval` when MSVC supports it. +[[maybe_unused]] constexpr auto test{[] { + constexpr auto zero{zero_v<>}; + + static_assert(zero == 0.0); + static_assert(std::is_same_v); + + return 0; +}()}; +} // namespace +} // namespace fcarouge::test