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[eigen] add eigen backend indirection
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| /* __ _ __ __ _ _ | ||
| | |/ / /\ | | | \/ | /\ | \ | | | ||
| | ' / / \ | | | \ / | / \ | \| | | ||
| | < / /\ \ | | | |\/| | / /\ \ | . ` | | ||
| | . \ / ____ \| |____| | | |/ ____ \| |\ | | ||
| |_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| | ||
| Kalman Filter | ||
| Version 0.4.0 | ||
| 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 <https://unlicense.org> */ | ||
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| #ifndef FCAROUGE_EIGEN_HPP | ||
| #define FCAROUGE_EIGEN_HPP | ||
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| //! @file | ||
| //! @brief Linear algebra facade for Eigen3 third party implementation. | ||
| //! | ||
| //! @details Supporting matrix, vectors, and named algebraic values. | ||
| //! | ||
| //! @note The Eigen3 linear algebra is not constexpr-compatible as of July 2023. | ||
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| #include "fcarouge/utility.hpp" | ||
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| #include <format> | ||
| #include <sstream> | ||
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| #include <Eigen/Eigen> | ||
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| namespace fcarouge::eigen { | ||
| //! @name Concepts | ||
| //! @{ | ||
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| //! @brief An Eigen3 algebraic concept. | ||
| template <typename Type> | ||
| concept is_eigen = requires { typename Type::PlainMatrix; }; | ||
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| //! @} | ||
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| //! @name Types | ||
| //! @{ | ||
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| //! @brief Compile-time sized Eigen3 matrix. | ||
| //! | ||
| //! @details Facade for Eigen3 implementation compatibility. | ||
| //! | ||
| //! @tparam Type The matrix element type. | ||
| //! @tparam Row The number of rows of the matrix. | ||
| //! @tparam Column The number of columns of the matrix. | ||
| template <typename Type = double, auto Row = 1, auto Column = 1> | ||
| using matrix = Eigen::Matrix<Type, Row, Column>; | ||
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| //! @brief Compile-time sized Eigen3 row vector. | ||
| template <typename Type = double, auto Column = 1> | ||
| using row_vector = Eigen::RowVector<Type, Column>; | ||
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| //! @brief Compile-time sized Eigen3 column vector. | ||
| template <typename Type = double, auto Row = 1> | ||
| using column_vector = Eigen::Vector<Type, Row>; | ||
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| //! @} | ||
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| } // namespace fcarouge::eigen | ||
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| namespace fcarouge { | ||
| //! @brief Specialization of the evaluation type. | ||
| template <eigen::is_eigen Type> struct evaluater<Type> { | ||
| [[nodiscard]] inline constexpr auto operator()() const -> | ||
| typename Type::PlainMatrix; | ||
| }; | ||
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| //! @brief Specialization of the division type. | ||
| template <eigen::is_eigen Lhs, eigen::is_eigen Rhs> struct divider<Lhs, Rhs> { | ||
| [[nodiscard]] inline constexpr auto operator()(const Lhs &lhs, | ||
| const Rhs &rhs) const | ||
| -> eigen::matrix<typename Rhs::Scalar, Lhs::RowsAtCompileTime, | ||
| Rhs::RowsAtCompileTime>; | ||
| }; | ||
| } // namespace fcarouge | ||
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| namespace Eigen { | ||
| //! @brief Eigen matrix solution to division. | ||
| //! | ||
| //! @details Argument-dependent lookup (ADL) used for type definition orgering | ||
| //! dependencies. This demonstrator uses a householder rank-revealing QR | ||
| //! decomposition of a matrix with full pivoting. Other applications could | ||
| //! select a different solver. | ||
| template <fcarouge::eigen::is_eigen Numerator, | ||
| fcarouge::eigen::is_eigen Denominator> | ||
| constexpr auto operator/(const Numerator &lhs, const Denominator &rhs) | ||
| -> fcarouge::divide<Numerator, Denominator> { | ||
| return rhs.transpose() | ||
| .fullPivHouseholderQr() | ||
| .solve(lhs.transpose()) | ||
| .transpose(); | ||
| } | ||
| } // namespace Eigen | ||
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| //! @brief Specialization of the standard formatter for the Eigen matrix. | ||
| template <typename Type, auto Row, auto Column, typename Char> | ||
| struct std::formatter<fcarouge::eigen::matrix<Type, Row, Column>, Char> { | ||
| constexpr auto parse(std::basic_format_parse_context<Char> &parse_context) { | ||
| return parse_context.begin(); | ||
| } | ||
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| template <typename OutputIterator> | ||
| constexpr auto | ||
| format(const fcarouge::eigen::matrix<Type, Row, Column> &value, | ||
| std::basic_format_context<OutputIterator, Char> &format_context) const | ||
| -> OutputIterator { | ||
| const Eigen::IOFormat output_format{Eigen::StreamPrecision, | ||
| Eigen::DontAlignCols, | ||
| ", ", | ||
| ", ", | ||
| "[", | ||
| "]", | ||
| "", | ||
| "", | ||
| ' '}; | ||
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| return std::format_to( | ||
| format_context.out(), "[{}]", | ||
| (std::stringstream{} << value.format(output_format)).str()); | ||
| } | ||
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| template <typename OutputIterator> | ||
| constexpr auto | ||
| format(const fcarouge::eigen::matrix<Type, Row, Column> &value, | ||
| std::basic_format_context<OutputIterator, Char> &format_context) const | ||
| -> OutputIterator | ||
| requires(fcarouge::eigen::matrix<Type, Row, Column>::RowsAtCompileTime == | ||
| 1 && | ||
| fcarouge::eigen::matrix<Type, Row, Column>::ColsAtCompileTime != 1) | ||
| { | ||
| const Eigen::IOFormat output_format{Eigen::StreamPrecision, | ||
| Eigen::DontAlignCols, | ||
| ", ", | ||
| ", ", | ||
| "[", | ||
| "]", | ||
| "", | ||
| "", | ||
| ' '}; | ||
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| return std::format_to( | ||
| format_context.out(), "{}", | ||
| (std::stringstream{} << value.format(output_format)).str()); | ||
| } | ||
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| template <typename OutputIterator> | ||
| constexpr auto | ||
| format(const fcarouge::eigen::matrix<Type, Row, Column> &value, | ||
| std::basic_format_context<OutputIterator, Char> &format_context) const | ||
| -> OutputIterator | ||
| requires(fcarouge::eigen::matrix<Type, Row, Column>::RowsAtCompileTime == | ||
| 1 && | ||
| fcarouge::eigen::matrix<Type, Row, Column>::ColsAtCompileTime == 1) | ||
| { | ||
| return std::format_to(format_context.out(), "{}", value.value()); | ||
| } | ||
| }; | ||
|
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| #endif // FCAROUGE_EIGEN_HPP |
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