Sparse matrix utilities. More...

#include <numeric>
#include <optional>
#include <Eigen/Sparse>

Include dependency graph for sparse.hpp:

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Functions
template<typename Source , int Options> requires (std::is_base_of_v<Eigen::EigenBase<Source>, Source>)
void	smooth::feedback::block_add (Eigen::SparseMatrix< double, Options > &dest, Eigen::Index row0, Eigen::Index col0, const Source &source, double scale=1, bool upper_only=false)
	Add block into a sparse matrix. More...

template<typename Source , int Options> requires (std::is_base_of_v<Eigen::EigenBase<Source>, Source>)
void	smooth::feedback::block_write (Eigen::SparseMatrix< double, Options > &dest, Eigen::Index row0, Eigen::Index col0, const Source &source, double scale=1, bool upper_only=false)
	Write block into a sparse matrix. More...

template<int Options>
void	smooth::feedback::block_add_identity (Eigen::SparseMatrix< double, Options > &dest, Eigen::Index row0, Eigen::Index col0, Eigen::Index n, double scale=1)
	Add identity matrix block into sparse matrix. More...

template<int Options>
void	smooth::feedback::block_write_identity (Eigen::SparseMatrix< double, Options > &dest, Eigen::Index row0, Eigen::Index col0, Eigen::Index n, double scale=1)
	Write identity matrix block into sparse matrix. More...

template<typename SparseMat > requires (std::is_base_of_v<Eigen::SparseCompressedBase<std::decay_t<SparseMat>>, std::decay_t<SparseMat>>)
void	smooth::feedback::set_zero (SparseMat &&mat)
	Zero a sparse matrix expression without changing allocation. More...

template<typename Mat > requires (std::is_base_of_v<Eigen::EigenBase<Mat>, Mat>)
uint64_t	smooth::feedback::count_explicit_zeros (const Mat &mat)
	Count number of explicit zeros in sparse matrix. More...

template<typename Mat > requires (std::is_base_of_v<Eigen::EigenBase<Mat>, Mat>)
Eigen::MatrixX< typename Mat::Scalar >	smooth::feedback::mark_explicit_zeros (const Mat &mat)
	Mark explicit zeros in sparse matrix. More...

template<typename S1 , typename S2 , typename S3 , typename S4 > requires (std::is_base_of_v<Eigen::EigenBase<S1>, S1> && std::is_base_of_v<Eigen::EigenBase<S2>, S2> && std::is_base_of_v<Eigen::EigenBase<S3>, S3> && std::is_base_of_v<Eigen::EigenBase<S4>, S4>)
void	smooth::feedback::d2r_fog (Eigen::SparseMatrix< double > &out, const S1 &Jf, const S2 &Hf, const S3 &Jg, const S4 &Hg, Eigen::Index r0=0, Eigen::Index c0=0)
	(Right) Hessian of composed function \( (f \circ g)(x) \). More...

Detailed Description

Sparse matrix utilities.

Definition in file sparse.hpp.

Function Documentation

◆ block_add()

template<typename Source , int Options>
requires (std::is_base_of_v<Eigen::EigenBase<Source>, Source>)

void smooth::feedback::block_add	(	Eigen::SparseMatrix< double, Options > &	dest,
		Eigen::Index	row0,
		Eigen::Index	col0,
		const Source &	source,
		double	scale = `1`,
		bool	upper_only = `false`
	)

inline

Add block into a sparse matrix.

After this function the output variable dest is s.t.

dest[row0 + r, col0 + c] += scale * source[r, c]

Parameters

dest	destination
row0	starting row for block
col0	starting column for block
source	block values
scale	scaling parameter
upper_only	only add into upper triangular part

Note: Values are accessed with coeffRef().

Definition at line 35 of file sparse.hpp.

◆ block_add_identity()

template<int Options>

void smooth::feedback::block_add_identity	(	Eigen::SparseMatrix< double, Options > &	dest,
		Eigen::Index	row0,
		Eigen::Index	col0,
		Eigen::Index	n,
		double	scale = `1`
	)

inline

Add identity matrix block into sparse matrix.

After this function the output variable dest is s.t.

dest[row0 + k, col0 + k] += scale, k = 0...n-1

Parameters

dest	destination
row0	starting row for block
col0	starting column for block
n	size of identity matrix
scale	scaling parameter

Note: Values are accessed with coeffRef().

Definition at line 103 of file sparse.hpp.

◆ block_write()

template<typename Source , int Options>
requires (std::is_base_of_v<Eigen::EigenBase<Source>, Source>)

void smooth::feedback::block_write	(	Eigen::SparseMatrix< double, Options > &	dest,
		Eigen::Index	row0,
		Eigen::Index	col0,
		const Source &	source,
		double	scale = `1`,
		bool	upper_only = `false`
	)

inline

Write block into a sparse matrix.

After this function the output variable dest is s.t.

dest[row0 + r, col0 + c] = scale * source[r, c]

Parameters

dest	destination
row0	starting row for block
col0	starting column for block
source	block values
scale	scaling parameter
upper_only	only add into upper triangular part

Note: Values are accessed with coeffRef().

Definition at line 70 of file sparse.hpp.

◆ block_write_identity()

template<int Options>

void smooth::feedback::block_write_identity	(	Eigen::SparseMatrix< double, Options > &	dest,
		Eigen::Index	row0,
		Eigen::Index	col0,
		Eigen::Index	n,
		double	scale = `1`
	)

inline

Write identity matrix block into sparse matrix.

After this function the output variable dest is s.t.

dest[row0 + k, col0 + k] += scale, k = 0...n-1

Parameters

dest	destination
row0	starting row for block
col0	starting column for block
n	size of identity matrix
scale	scaling parameter

Note: Values are accessed with coeffRef().

Definition at line 125 of file sparse.hpp.

◆ count_explicit_zeros()

template<typename Mat >
requires (std::is_base_of_v<Eigen::EigenBase<Mat>, Mat>)

uint64_t smooth::feedback::count_explicit_zeros ( const Mat & mat )

Count number of explicit zeros in sparse matrix.

Parameters

mat	sparse matrix

Definition at line 158 of file sparse.hpp.

◆ d2r_fog()

template<typename S1 , typename S2 , typename S3 , typename S4 >
requires (std::is_base_of_v<Eigen::EigenBase<S1>, S1> && std::is_base_of_v<Eigen::EigenBase<S2>, S2> && std::is_base_of_v<Eigen::EigenBase<S3>, S3> && std::is_base_of_v<Eigen::EigenBase<S4>, S4>)

void smooth::feedback::d2r_fog	(	Eigen::SparseMatrix< double > &	out,
		const S1 &	Jf,
		const S2 &	Hf,
		const S3 &	Jg,
		const S4 &	Hg,
		Eigen::Index	r0 = `0`,
		Eigen::Index	c0 = `0`
	)

inline

(Right) Hessian of composed function \( (f \circ g)(x) \).

Parameters

[out]	out	result [No x No*Nx]
[in]	Jf	(Right) Jacobian of f at y = g(x) [No x Ny ]
[in]	Hf	(Right) Hessian of f at y = g(x) [Ny x No*Ny]
[in]	Jg	(Right) Jacobian of g at x [Ny x Nx ]
[in]	Hg	(Right) Hessian of g at x [Nx x Ny*Nx]
[in]	r0	row to insert result
[in]	r0	col to insert result

Note: out must have appropriate size

Definition at line 213 of file sparse.hpp.

◆ mark_explicit_zeros()

template<typename Mat >
requires (std::is_base_of_v<Eigen::EigenBase<Mat>, Mat>)

Eigen::MatrixX< typename Mat::Scalar > smooth::feedback::mark_explicit_zeros ( const Mat & mat )

Mark explicit zeros in sparse matrix.

Parameters

mat	sparse matrix

Returns a matrix that has values as follows:

0 for implicit zeros
1 for non-zeros
9 for explicit zeros

Definition at line 181 of file sparse.hpp.

◆ set_zero()

template<typename SparseMat >
requires (std::is_base_of_v<Eigen::SparseCompressedBase<std::decay_t<SparseMat>>, std::decay_t<SparseMat>>)

void smooth::feedback::set_zero ( SparseMat && mat )

inline

Zero a sparse matrix expression without changing allocation.

Note: Expression must be write-able.; More efficient for compressed expressions.

Definition at line 140 of file sparse.hpp.

Functions

Detailed Description

Function Documentation

◆ block_add()

◆ block_add_identity()

◆ block_write()

◆ block_write_identity()

◆ count_explicit_zeros()

◆ d2r_fog()

◆ mark_explicit_zeros()

◆ set_zero()