eigen_plugins.h

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/* +---------------------------------------------------------------------------+
   |                     Mobile Robot Programming Toolkit (MRPT)               |
   |                          http://www.mrpt.org/                             |
   |                                                                           |
   | Copyright (c) 2005-2017, Individual contributors, see AUTHORS file        |
   | See: http://www.mrpt.org/Authors - All rights reserved.                   |
   | Released under BSD License. See details in http://www.mrpt.org/License    |
   +---------------------------------------------------------------------------+ */

// -------------------------------------------------------------------------
// Note: This file will be included within the body of Eigen::MatrixBase
// -------------------------------------------------------------------------
public:
        /** @name MRPT plugin: Types
          *  @{ */
        // size is constant
        enum { static_size = RowsAtCompileTime*ColsAtCompileTime };
        /** @} */


        /** @name MRPT plugin: Basic iterators. These iterators are intended for 1D matrices only, i.e. column or row vectors.
          *  @{ */
        typedef Scalar* iterator;
        typedef const Scalar* const_iterator;

        EIGEN_STRONG_INLINE iterator begin() { return derived().data(); }
        EIGEN_STRONG_INLINE iterator end()   { return (&(derived().data()[size()-1]))+1; }
        EIGEN_STRONG_INLINE const_iterator begin() const { return derived().data(); }
        EIGEN_STRONG_INLINE const_iterator end() const   { return (&(derived().data()[size()-1]))+1; }

        /** @} */


        /** @name MRPT plugin: Set/get/load/save and other miscelaneous methods
          *  @{ */

        /*! Fill all the elements with a given value */
        EIGEN_STRONG_INLINE void fill(const Scalar v) { derived().setConstant(v); }

        /*! Fill all the elements with a given value */
        EIGEN_STRONG_INLINE void assign(const Scalar v) { derived().setConstant(v); }
        /*! Resize to N and set all the elements to a given value */
        EIGEN_STRONG_INLINE void assign(size_t N, const Scalar v) { derived().resize(N); derived().setConstant(v); }

        /** Get number of rows */
        EIGEN_STRONG_INLINE size_t getRowCount() const { return rows(); }
        /** Get number of columns */
        EIGEN_STRONG_INLINE size_t getColCount() const { return cols(); }

        /** Make the matrix an identity matrix (the diagonal values can be 1.0 or any other value) */
        EIGEN_STRONG_INLINE void unit(const size_t nRows, const Scalar diag_vals) {
                if (diag_vals==1)
                        derived().setIdentity(nRows,nRows);
                else {
                        derived().setZero(nRows,nRows);
                        derived().diagonal().setConstant(diag_vals);
                }
        }

        /** Make the matrix an identity matrix  */
        EIGEN_STRONG_INLINE void unit() { derived().setIdentity(); }
        /** Make the matrix an identity matrix  */
        EIGEN_STRONG_INLINE void eye() { derived().setIdentity(); }

        /** Set all elements to zero */
        EIGEN_STRONG_INLINE void zeros() { derived().setZero(); }
        /** Resize and set all elements to zero */
        EIGEN_STRONG_INLINE void zeros(const size_t row,const size_t col) { derived().setZero(row,col); }

        /** Resize matrix and set all elements to one */
        EIGEN_STRONG_INLINE void  ones(const size_t row, const size_t col) { derived().setOnes(row,col); }
        /** Set all elements to one */
        EIGEN_STRONG_INLINE void  ones() { derived().setOnes(); }

        /** Fast but unsafe method to obtain a pointer to a given row of the matrix (Use only in time critical applications)
          * VERY IMPORTANT WARNING: You must be aware of the memory layout, either Column or Row-major ordering.
          */
        EIGEN_STRONG_INLINE Scalar      * get_unsafe_row(size_t row)       { return &derived().coeffRef(row,0); }
        EIGEN_STRONG_INLINE const Scalar* get_unsafe_row(size_t row) const { return &derived().coeff(row,0); }

        /** Read-only access to one element (Use with caution, bounds are not checked!) */
        EIGEN_STRONG_INLINE Scalar get_unsafe(const size_t row, const size_t col) const {
#ifdef _DEBUG
                return derived()(row,col);
#else
                return derived().coeff(row,col);
#endif
        }
        /** Reference access to one element (Use with caution, bounds are not checked!) */
        EIGEN_STRONG_INLINE Scalar& get_unsafe(const size_t row, const size_t col) { //-V659
#ifdef _DEBUG
                return derived()(row,col);
#else
                return derived().coeffRef(row,col);
#endif
        }
        /** Sets an element  (Use with caution, bounds are not checked!) */
        EIGEN_STRONG_INLINE void set_unsafe(const size_t row, const size_t col, const Scalar val) {
#ifdef _DEBUG
                derived()(row,col) = val;
#else
                derived().coeffRef(row,col) = val;
#endif
        }

        /** Insert an element at the end of the container (for 1D vectors/arrays) */
        EIGEN_STRONG_INLINE void push_back(Scalar val)
        {
                const Index N = size();
                derived().conservativeResize(N+1);
                coeffRef(N) = val;
        }

        EIGEN_STRONG_INLINE bool isSquare() const { return cols()==rows(); }
        EIGEN_STRONG_INLINE bool isSingular(const Scalar absThreshold = 0) const { return std::abs(derived().determinant())<absThreshold; }

        /** Read a matrix from a string in Matlab-like format, for example "[1 0 2; 0 4 -1]"
          *  The string must start with '[' and end with ']'. Rows are separated by semicolons ';' and
          *  columns in each row by one or more whitespaces ' ', commas ',' or tabs '\t'.
          *
          *  This format is also used for CConfigFile::read_matrix.
          *
          *  This template method can be instantiated for matrices of the types: int, long, unsinged int, unsigned long, float, double, long double
          *
          * \return true on success. false if the string is malformed, and then the matrix will be resized to 0x0.
          * \sa inMatlabFormat, CConfigFile::read_matrix
          */
        bool fromMatlabStringFormat(const std::string &s, std::ostream *dump_errors_here = NULL);
        // Method implemented in eigen_plugins_impl.h

        /** Dump matrix in matlab format.
          *  This template method can be instantiated for matrices of the types: int, long, unsinged int, unsigned long, float, double, long double
          * \sa fromMatlabStringFormat
          */
        std::string  inMatlabFormat(const size_t decimal_digits = 6) const;
        // Method implemented in eigen_plugins_impl.h

        /** Save matrix to a text file, compatible with MATLAB text format (see also the methods of matrix classes themselves).
                * \param theMatrix It can be a CMatrixTemplate or a CMatrixFixedNumeric.
                * \param file The target filename.
                * \param fileFormat See TMatrixTextFileFormat. The format of the numbers in the text file.
                * \param appendMRPTHeader Insert this header to the file "% File generated by MRPT. Load with MATLAB with: VAR=load(FILENAME);"
                * \param userHeader Additional text to be written at the head of the file. Typically MALAB comments "% This file blah blah". Final end-of-line is not needed.
                * \sa loadFromTextFile, CMatrixTemplate::inMatlabFormat, SAVE_MATRIX
                */
        void saveToTextFile(
                const std::string &file,
                mrpt::math::TMatrixTextFileFormat fileFormat = mrpt::math::MATRIX_FORMAT_ENG,
                bool    appendMRPTHeader = false,
                const std::string &userHeader = std::string()
                ) const;
        // Method implemented in eigen_plugins_impl.h

        /** Load matrix from a text file, compatible with MATLAB text format.
          *  Lines starting with '%' or '#' are interpreted as comments and ignored.
          * \sa saveToTextFile, fromMatlabStringFormat
          */
        void  loadFromTextFile(const std::string &file);
        // Method implemented in eigen_plugins_impl.h

        //! \overload
        void  loadFromTextFile(std::istream &_input_text_stream);
        // Method implemented in eigen_plugins_impl.h

        EIGEN_STRONG_INLINE void multiplyColumnByScalar(size_t c, Scalar s) { derived().col(c)*=s; }
        EIGEN_STRONG_INLINE void multiplyRowByScalar(size_t r, Scalar s)    { derived().row(r)*=s; }

        EIGEN_STRONG_INLINE void swapCols(size_t i1,size_t i2) { derived().col(i1).swap( derived().col(i2) ); }
        EIGEN_STRONG_INLINE void swapRows(size_t i1,size_t i2) { derived().row(i1).swap( derived().row(i2) ); }

        EIGEN_STRONG_INLINE size_t countNonZero() const { return ((*static_cast<const Derived*>(this))!= 0).count(); }

        /** [VECTORS OR MATRICES] Finds the maximum value
          * \exception std::exception On an empty input container
          */
        EIGEN_STRONG_INLINE Scalar maximum() const
        {
                if (size()==0) throw std::runtime_error("maximum: container is empty");
                return derived().maxCoeff();
        }

        /** [VECTORS OR MATRICES] Finds the minimum value
          * \sa maximum, minimum_maximum
          * \exception std::exception On an empty input container */
        EIGEN_STRONG_INLINE Scalar minimum() const
        {
                if (size()==0) throw std::runtime_error("minimum: container is empty");
                return derived().minCoeff();
        }

        /** [VECTORS OR MATRICES] Compute the minimum and maximum of a container at once
          * \sa maximum, minimum
          * \exception std::exception On an empty input container */
        EIGEN_STRONG_INLINE void minimum_maximum(
                Scalar & out_min,
                Scalar & out_max) const
        {
                out_min = minimum();
                out_max = maximum();
        }


        /** [VECTORS ONLY] Finds the maximum value (and the corresponding zero-based index) from a given container.
          * \exception std::exception On an empty input vector
          */
        EIGEN_STRONG_INLINE Scalar maximum(size_t *maxIndex) const
        {
                if (size()==0) throw std::runtime_error("maximum: container is empty");
                Index idx;
                const Scalar m = derived().maxCoeff(&idx);
                if (maxIndex) *maxIndex = idx;
                return m;
        }

        /** [VECTORS OR MATRICES] Finds the maximum value (and the corresponding zero-based index) from a given container.
          * \exception std::exception On an empty input vector
          */
        void find_index_max_value(size_t &u,size_t &v,Scalar &valMax) const
        {
                if (cols()==0 || rows()==0) throw std::runtime_error("find_index_max_value: container is empty");
                Index idx1,idx2;
                valMax = derived().maxCoeff(&idx1,&idx2);
                u = idx1; v = idx2;
        }


        /** [VECTORS ONLY] Finds the minimum value (and the corresponding zero-based index) from a given container.
          * \sa maximum, minimum_maximum
          * \exception std::exception On an empty input vector  */
        EIGEN_STRONG_INLINE Scalar minimum(size_t *minIndex) const
        {
                if (size()==0) throw std::runtime_error("minimum: container is empty");
                Index idx;
                const Scalar m =derived().minCoeff(&idx);
                if (minIndex) *minIndex = idx;
                return m;
        }

        /** [VECTORS ONLY] Compute the minimum and maximum of a container at once
          * \sa maximum, minimum
          * \exception std::exception On an empty input vector */
        EIGEN_STRONG_INLINE void minimum_maximum(
                Scalar & out_min,
                Scalar & out_max,
                size_t *minIndex,
                size_t *maxIndex) const
        {
                out_min = minimum(minIndex);
                out_max = maximum(maxIndex);
        }

        /** Compute the norm-infinite of a vector ($f[ ||\mathbf{v}||_\infnty $f]), ie the maximum absolute value of the elements. */
        EIGEN_STRONG_INLINE Scalar norm_inf() const { return lpNorm<Eigen::Infinity>(); }

        /** Compute the square norm of a vector/array/matrix (the Euclidean distance to the origin, taking all the elements as a single vector). \sa norm */
        EIGEN_STRONG_INLINE Scalar squareNorm() const { return squaredNorm(); }

        /*! Sum all the elements, returning a value of the same type than the container  */
        EIGEN_STRONG_INLINE Scalar sumAll() const { return derived().sum(); }

        /** Computes the laplacian of this square graph weight matrix.
          *  The laplacian matrix is L = D - W, with D a diagonal matrix with the degree of each node, W the
          */
        template<typename OtherDerived>
        EIGEN_STRONG_INLINE void laplacian(Eigen::MatrixBase <OtherDerived>& ret) const
        {
                if (rows()!=cols()) throw std::runtime_error("laplacian: Defined for square matrixes only");
                const Index N = rows();
                ret = -(*this);
                for (Index i=0;i<N;i++)
                {
                        Scalar deg = 0;
                        for (Index j=0;j<N;j++) deg+= derived().coeff(j,i);
                        ret.coeffRef(i,i)+=deg;
                }
        }


        /** Changes the size of matrix, maintaining its previous content as possible and padding with zeros where applicable.
          *  **WARNING**: MRPT's add-on method \a setSize() pads with zeros, while Eigen's \a resize() does NOT (new elements are undefined).
          */
        EIGEN_STRONG_INLINE void setSize(size_t row, size_t col)
        {
#ifdef _DEBUG
                if ((Derived::RowsAtCompileTime!=Eigen::Dynamic && Derived::RowsAtCompileTime!=int(row)) || (Derived::ColsAtCompileTime!=Eigen::Dynamic && Derived::ColsAtCompileTime!=int(col))) {
                        std::stringstream ss; ss << "setSize: Trying to change a fixed sized matrix from " << rows() << "x" << cols() << " to " << row << "x" << col;
                        throw std::runtime_error(ss.str());
                }
#endif
                const Index oldCols = cols();
                const Index oldRows = rows();
                const int nNewCols = int(col) - int(cols());
                const int nNewRows = int(row) - int(rows());
                ::mrpt::math::detail::TAuxResizer<Eigen::MatrixBase<Derived>,SizeAtCompileTime>::internal_resize(*this,row,col);
                if (nNewCols>0) derived().block(0,oldCols,row,nNewCols).setZero();
                if (nNewRows>0) derived().block(oldRows,0,nNewRows,col).setZero();
        }

        /** Efficiently computes only the biggest eigenvector of the matrix using the Power Method, and returns it in the passed vector "x". */
        template <class OUTVECT>
        void largestEigenvector(
                OUTVECT &x,
                Scalar resolution = Scalar(0.01),
                size_t maxIterations = 6,
                int    *out_Iterations = NULL,
                float  *out_estimatedResolution = NULL ) const
        {
                // Apply the iterative Power Method:
                size_t iter=0;
                const Index n = rows();
                x.resize(n);
                x.setConstant(1);  // Initially, set to all ones, for example...
                Scalar dif;
                do  // Iterative loop:
                {
                        Eigen::Matrix<Scalar,Derived::RowsAtCompileTime,1> xx = (*this) * x;
                        xx *= Scalar(1.0/xx.norm());
                        dif = (x-xx).array().abs().sum();       // Compute diference between iterations:
                        x = xx; // Set as current estimation:
                        iter++; // Iteration counter:
                } while (iter<maxIterations && dif>resolution);
                if (out_Iterations) *out_Iterations=static_cast<int>(iter);
                if (out_estimatedResolution) *out_estimatedResolution=dif;
        }

        /** Combined matrix power and assignment operator */
        MatrixBase<Derived>& operator ^= (const unsigned int pow)
        {
                if (pow==0)
                        derived().setIdentity();
                else
                for (unsigned int i=1;i<pow;i++)
                        derived() *= derived();
                return *this;
        }

        /** Scalar power of all elements to a given power, this is diferent of ^ operator. */
        EIGEN_STRONG_INLINE void scalarPow(const Scalar s) { (*this)=array().pow(s); }

        /** Checks for matrix type */
        EIGEN_STRONG_INLINE bool isDiagonal() const
        {
                for (Index c=0;c<cols();c++)
                        for (Index r=0;r<rows();r++)
                                if (r!=c && coeff(r,c)!=0)
                                        return false;
                return true;
        }

        /** Finds the maximum value in the diagonal of the matrix. */
        EIGEN_STRONG_INLINE Scalar maximumDiagonal() const { return diagonal().maxCoeff(); }

        /** Computes the mean of the entire matrix
          * \sa meanAndStdAll */
        EIGEN_STRONG_INLINE double mean() const
        {
                if ( size()==0) throw std::runtime_error("mean: Empty container.");
                return derived().sum()/static_cast<double>(size());
        }

        /** Computes a row with the mean values of each column in the matrix and the associated vector with the standard deviation of each column.
          * \sa mean,meanAndStdAll \exception std::exception If the matrix/vector is empty.
          * \param unbiased_variance Standard deviation is sum(vals-mean)/K, with K=N-1 or N for unbiased_variance=true or false, respectively.
          */
        template <class VEC>
        void  meanAndStd(
                VEC &outMeanVector,
                VEC &outStdVector,
                const bool unbiased_variance = true ) const
        {
                const size_t N = rows();
                if (N==0) throw std::runtime_error("meanAndStd: Empty container.");
                const double N_inv = 1.0/N;
                const double N_    = unbiased_variance ? (N>1 ? 1.0/(N-1) : 1.0) : 1.0/N;
                outMeanVector.resize(cols());
                outStdVector.resize(cols());
                for (Index i=0;i<cols();i++)
                {
                        outMeanVector[i]= this->col(i).array().sum() * N_inv;
                        outStdVector[i] = std::sqrt( (this->col(i).array()-outMeanVector[i]).square().sum() * N_ );
                }
        }

        /** Computes the mean and standard deviation of all the elements in the matrix as a whole.
          * \sa mean,meanAndStd  \exception std::exception If the matrix/vector is empty.
          * \param unbiased_variance Standard deviation is sum(vals-mean)/K, with K=N-1 or N for unbiased_variance=true or false, respectively.
          */
        void  meanAndStdAll(
                double &outMean,
                double &outStd,
                const bool unbiased_variance = true )  const
        {
                const size_t N = size();
                if (N==0) throw std::runtime_error("meanAndStdAll: Empty container.");
                const double N_ = unbiased_variance ? (N>1 ? 1.0/(N-1) : 1.0) : 1.0/N;
                outMean = derived().array().sum()/static_cast<double>(size());
                outStd  = std::sqrt( (this->array() - outMean).square().sum()*N_);
        }

        /** Insert matrix "m" into this matrix at indices (r,c), that is, (*this)(r,c)=m(0,0) and so on */
        template <typename MAT>
        EIGEN_STRONG_INLINE void insertMatrix(size_t r,size_t c, const MAT &m) { derived().block(r,c,m.rows(),m.cols())=m; }

        template <typename MAT>
        EIGEN_STRONG_INLINE void insertMatrixTranspose(size_t r,size_t c, const MAT &m) { derived().block(r,c,m.cols(),m.rows())=m.adjoint(); }

        template <typename MAT> EIGEN_STRONG_INLINE void insertRow(size_t nRow, const MAT & aRow) { this->row(nRow) = aRow; }
        template <typename MAT> EIGEN_STRONG_INLINE void insertCol(size_t nCol, const MAT & aCol) { this->col(nCol) = aCol; }

        template <typename R> void insertRow(size_t nRow, const std::vector<R> & aRow)
        {
                if (static_cast<Index>(aRow.size())!=cols()) throw std::runtime_error("insertRow: Row size doesn't fit the size of this matrix.");
                for (Index j=0;j<cols();j++)
                        coeffRef(nRow,j) = aRow[j];
        }
        template <typename R> void insertCol(size_t nCol, const std::vector<R> & aCol)
        {
                if (static_cast<Index>(aCol.size())!=rows()) throw std::runtime_error("insertRow: Row size doesn't fit the size of this matrix.");
                for (Index j=0;j<rows();j++)
                        coeffRef(j,nCol) = aCol[j];
        }

        /** Remove columns of the matrix.*/
        EIGEN_STRONG_INLINE void removeColumns(const std::vector<size_t> &idxsToRemove)
        {
                std::vector<size_t> idxs = idxsToRemove;
                std::sort( idxs.begin(), idxs.end() );
                std::vector<size_t>::iterator itEnd = std::unique( idxs.begin(), idxs.end() );
                idxs.resize( itEnd - idxs.begin() );

                unsafeRemoveColumns( idxs );
        }

        /** Remove columns of the matrix. The unsafe version assumes that, the indices are sorted in ascending order. */
        EIGEN_STRONG_INLINE void unsafeRemoveColumns(const std::vector<size_t> &idxs)
        {
                size_t k = 1;
                for (std::vector<size_t>::const_reverse_iterator it = idxs.rbegin(); it != idxs.rend(); ++it, ++k)
                {
                        const size_t nC = cols() - *it - k;
                        if( nC > 0 )
                                derived().block(0,*it,rows(),nC) = derived().block(0,*it+1,rows(),nC).eval();
                }
                derived().conservativeResize(NoChange,cols()-idxs.size());
        }

        /** Remove rows of the matrix. */
        EIGEN_STRONG_INLINE void removeRows(const std::vector<size_t> &idxsToRemove)
        {
                std::vector<size_t> idxs = idxsToRemove;
                std::sort( idxs.begin(), idxs.end() );
                std::vector<size_t>::iterator itEnd = std::unique( idxs.begin(), idxs.end() );
                idxs.resize( itEnd - idxs.begin() );

                unsafeRemoveRows( idxs );
        }

        /** Remove rows of the matrix. The unsafe version assumes that, the indices are sorted in ascending order. */
        EIGEN_STRONG_INLINE void unsafeRemoveRows(const std::vector<size_t> &idxs)
        {
                size_t k = 1;
                for (std::vector<size_t>::reverse_iterator it = idxs.rbegin(); it != idxs.rend(); ++it, ++k)
                {
                        const size_t nR = rows() - *it - k;
                        if( nR > 0 )
                                derived().block(*it,0,nR,cols()) = derived().block(*it+1,0,nR,cols()).eval();
                }
                derived().conservativeResize(rows()-idxs.size(),NoChange);
        }

        /** Transpose */
        EIGEN_STRONG_INLINE const AdjointReturnType t() const { return derived().adjoint(); }

        EIGEN_STRONG_INLINE PlainObject inv() const { PlainObject outMat = derived().inverse().eval(); return outMat; }
        template <class MATRIX> EIGEN_STRONG_INLINE void inv(MATRIX &outMat) const { outMat = derived().inverse().eval(); }
        template <class MATRIX> EIGEN_STRONG_INLINE void inv_fast(MATRIX &outMat) const { outMat = derived().inverse().eval(); }
        EIGEN_STRONG_INLINE Scalar det() const { return derived().determinant(); }

        /** @} */  // end miscelaneous


        /** @name MRPT plugin: Multiply and extra addition functions
                @{ */

        EIGEN_STRONG_INLINE bool empty() const { return this->getColCount()==0 || this->getRowCount()==0; }

        /*! Add c (scalar) times A to this matrix: this += A * c  */
        template<typename OTHERMATRIX> EIGEN_STRONG_INLINE void add_Ac(const OTHERMATRIX &m,const Scalar c)     { (*this)+=c*m; }
        /*! Substract c (scalar) times A to this matrix: this -= A * c  */
        template<typename OTHERMATRIX> EIGEN_STRONG_INLINE void substract_Ac(const OTHERMATRIX &m,const Scalar c)       { (*this) -= c*m; }

        /*! Substract A transposed to this matrix: this -= A.adjoint() */
        template<typename OTHERMATRIX> EIGEN_STRONG_INLINE void substract_At(const OTHERMATRIX &m)      { (*this) -= m.adjoint(); }

        /*! Substract n (integer) times A to this matrix: this -= A * n  */
        template<typename OTHERMATRIX> EIGEN_STRONG_INLINE void substract_An(const OTHERMATRIX& m, const size_t n)      { this->noalias() -= n * m; }

        /*! this += A + A<sup>T</sup>  */
        template<typename OTHERMATRIX> EIGEN_STRONG_INLINE void add_AAt(const OTHERMATRIX &A) { this->noalias() += A; this->noalias() += A.adjoint(); }

        /*! this -= A + A<sup>T</sup>  */ \
        template<typename OTHERMATRIX> EIGEN_STRONG_INLINE void substract_AAt(const OTHERMATRIX &A)     { this->noalias() -= A; this->noalias() -= A.adjoint(); }


        template <class MATRIX1,class MATRIX2> EIGEN_STRONG_INLINE void multiply( const MATRIX1& A, const MATRIX2 &B ) /*!< this = A * B */ { (*this)= A*B; }

        template <class MATRIX1,class MATRIX2>
        EIGEN_STRONG_INLINE void multiply_AB( const MATRIX1& A, const MATRIX2 &B ) /*!< this = A * B */ {
                (*this)= A*B;
        }

        template <typename MATRIX1,typename MATRIX2>
        EIGEN_STRONG_INLINE void multiply_AtB(const MATRIX1 &A,const MATRIX2 &B) /*!< this=A^t * B */ {
                *this = A.adjoint() * B;
        }

        /*! Computes the vector vOut = this * vIn, where "vIn" is a column vector of the appropriate length. */
        template<typename OTHERVECTOR1,typename OTHERVECTOR2>
        EIGEN_STRONG_INLINE void multiply_Ab(const OTHERVECTOR1 &vIn,OTHERVECTOR2 &vOut,bool accumToOutput = false) const {
                if (accumToOutput) vOut.noalias() += (*this) * vIn;
                else vOut = (*this) * vIn;
        }

        /*! Computes the vector vOut = this<sup>T</sup> * vIn, where "vIn" is a column vector of the appropriate length. */ \
        template<typename OTHERVECTOR1,typename OTHERVECTOR2>
        EIGEN_STRONG_INLINE void multiply_Atb(const OTHERVECTOR1 &vIn,OTHERVECTOR2 &vOut,bool accumToOutput = false) const {
                if (accumToOutput) vOut.noalias() += this->adjoint() * vIn;
                else vOut = this->adjoint() * vIn;
        }

        template <typename MAT_C, typename MAT_R>
        EIGEN_STRONG_INLINE void multiply_HCHt(const MAT_C &C,MAT_R &R,bool accumResultInOutput=false) const /*!< R = this * C * this<sup>T</sup>  */ {
                if (accumResultInOutput)
                      R.noalias() += (*this) * C * this->adjoint();
                else  R.noalias()  = (*this) * C * this->adjoint();
        }

        template <typename MAT_C, typename MAT_R>
        EIGEN_STRONG_INLINE void multiply_HtCH(const MAT_C &C,MAT_R &R,bool accumResultInOutput=false) const /*!< R = this<sup>T</sup> * C * this  */ {
                if (accumResultInOutput)
                      R.noalias() += this->adjoint() * C * (*this);
                else  R.noalias()  = this->adjoint() * C * (*this);
        }

        /*! R = H * C * H<sup>T</sup> (with a vector H and a symmetric matrix C) In fact when H is a vector, multiply_HCHt_scalar and multiply_HtCH_scalar are exactly equivalent */
        template <typename MAT_C>
        EIGEN_STRONG_INLINE Scalar multiply_HCHt_scalar(const MAT_C &C) const {
                return ( (*this) * C * this->adjoint() ).eval()(0,0);
        }

        /*! R = H<sup>T</sup> * C * H (with a vector H and a symmetric matrix C) In fact when H is a vector, multiply_HCHt_scalar and multiply_HtCH_scalar are exactly equivalent */
        template <typename MAT_C>
        EIGEN_STRONG_INLINE Scalar multiply_HtCH_scalar(const MAT_C &C) const {
                return ( this->adjoint() * C * (*this) ).eval()(0,0);
        }

        /*! this = C * C<sup>T</sup> * f (with a matrix C and a scalar f). */
        template<typename MAT_A>
        EIGEN_STRONG_INLINE void multiply_AAt_scalar(const MAT_A &A,typename MAT_A::Scalar f)   {
                *this = (A * A.adjoint()) * f;
        }

        /*! this = C<sup>T</sup> * C * f (with a matrix C and a scalar f). */
        template<typename MAT_A> EIGEN_STRONG_INLINE void multiply_AtA_scalar(const MAT_A &A,typename MAT_A::Scalar f)  {
                *this = (A.adjoint() * A) * f;
        }

        /*! this = A * skew(v), with \a v being a 3-vector (or 3-array) and skew(v) the skew symmetric matrix of v (see mrpt::math::skew_symmetric3) */
        template <class MAT_A,class SKEW_3VECTOR> void multiply_A_skew3(const MAT_A &A,const SKEW_3VECTOR &v) {
                mrpt::math::multiply_A_skew3(A,v,*this); }

        /*! this = skew(v)*A, with \a v being a 3-vector (or 3-array) and skew(v) the skew symmetric matrix of v (see mrpt::math::skew_symmetric3) */
        template <class SKEW_3VECTOR,class MAT_A> void multiply_skew3_A(const SKEW_3VECTOR &v,const MAT_A &A) {
                mrpt::math::multiply_skew3_A(v,A,*this); }

        /** outResult = this * A
          */
        template <class MAT_A,class MAT_OUT>
        EIGEN_STRONG_INLINE void multiply_subMatrix(const MAT_A &A,MAT_OUT &outResult,const size_t A_cols_offset,const size_t A_rows_offset,const size_t A_col_count) const  {
                outResult = derived() * A.block(A_rows_offset,A_cols_offset,derived().cols(),A_col_count);
        }

        template <class MAT_A,class MAT_B,class MAT_C>
        void multiply_ABC(const MAT_A &A, const MAT_B &B, const MAT_C &C) /*!< this = A*B*C  */ {
                *this = A*B*C;
        }

        template <class MAT_A,class MAT_B,class MAT_C>
        void multiply_ABCt(const MAT_A &A, const MAT_B &B, const MAT_C &C) /*!< this = A*B*(C<sup>T</sup>) */ {
                *this = A*B*C.adjoint();
        }

        template <class MAT_A,class MAT_B,class MAT_C>
        void multiply_AtBC(const MAT_A &A, const MAT_B &B, const MAT_C &C) /*!< this = A(<sup>T</sup>)*B*C */ {
                *this = A.adjoint()*B*C;
        }

        template <class MAT_A,class MAT_B>
        EIGEN_STRONG_INLINE void multiply_ABt(const MAT_A &A,const MAT_B &B) /*!< this = A * B<sup>T</sup> */ {
                *this = A*B.adjoint();
        }

        template <class MAT_A>
        EIGEN_STRONG_INLINE void multiply_AAt(const MAT_A &A) /*!< this = A * A<sup>T</sup> */ {
                *this = A*A.adjoint();
        }

        template <class MAT_A>
        EIGEN_STRONG_INLINE void multiply_AtA(const MAT_A &A) /*!< this = A<sup>T</sup> * A */ {
                *this = A.adjoint()*A;
        }

        template <class MAT_A,class MAT_B>
        EIGEN_STRONG_INLINE void multiply_result_is_symmetric(const MAT_A &A,const MAT_B &B) /*!< this = A * B (result is symmetric) */ {
                *this = A*B;
        }

        /** @} */  // end multiply functions


        /** @name MRPT plugin: Eigenvalue / Eigenvectors
            @{  */

        /** [For square matrices only] Compute the eigenvectors and eigenvalues (sorted), both returned as matrices: eigenvectors are the columns in "eVecs", and eigenvalues in ascending order as the diagonal of "eVals".
          *   \note Warning: Only the real part of complex eigenvectors and eigenvalues are returned.
          *   \sa eigenVectorsSymmetric, eigenVectorsVec
          *  \return false on error
          */
        template <class MATRIX1,class MATRIX2>
        EIGEN_STRONG_INLINE bool eigenVectors( MATRIX1 & eVecs, MATRIX2 & eVals ) const;
        // Implemented in eigen_plugins_impl.h (can't be here since Eigen::SelfAdjointEigenSolver isn't defined yet at this point.

        /** [For square matrices only] Compute the eigenvectors and eigenvalues (sorted), eigenvectors are the columns in "eVecs", and eigenvalues are returned in in ascending order in the vector "eVals".
          *   \note Warning: Only the real part of complex eigenvectors and eigenvalues are returned.
          *   \sa eigenVectorsSymmetric, eigenVectorsVec
          *  \return false on error
          */
        template <class MATRIX1,class VECTOR1>
        EIGEN_STRONG_INLINE bool eigenVectorsVec( MATRIX1 & eVecs, VECTOR1 & eVals ) const;
        // Implemented in eigen_plugins_impl.h

        /** [For square matrices only] Compute the eigenvectors and eigenvalues (sorted), and return only the eigenvalues in the vector "eVals".
          *   \note Warning: Only the real part of complex eigenvectors and eigenvalues are returned.
          *   \sa eigenVectorsSymmetric, eigenVectorsVec
          */
        template <class VECTOR>
        EIGEN_STRONG_INLINE void eigenValues( VECTOR & eVals ) const
        {
                PlainObject eVecs;
                eVecs.resizeLike(*this);
                this->eigenVectorsVec(eVecs,eVals);
        }

        /** [For symmetric matrices only] Compute the eigenvectors and eigenvalues (in no particular order), both returned as matrices: eigenvectors are the columns, and eigenvalues \sa eigenVectors
          */
        template <class MATRIX1,class MATRIX2>
        EIGEN_STRONG_INLINE void eigenVectorsSymmetric( MATRIX1 & eVecs, MATRIX2 & eVals ) const;
        // Implemented in eigen_plugins_impl.h (can't be here since Eigen::SelfAdjointEigenSolver isn't defined yet at this point.

        /** [For symmetric matrices only] Compute the eigenvectors and eigenvalues (in no particular order), both returned as matrices: eigenvectors are the columns, and eigenvalues \sa eigenVectorsVec
          */
        template <class MATRIX1,class VECTOR1>
        EIGEN_STRONG_INLINE void eigenVectorsSymmetricVec( MATRIX1 & eVecs, VECTOR1 & eVals ) const;
        // Implemented in eigen_plugins_impl.h


        /** @} */  // end eigenvalues



        /** @name MRPT plugin: Linear algebra & decomposition-based methods
            @{ */

        /** Cholesky M=U<sup>T</sup> * U decomposition for simetric matrix (upper-half of the matrix will be actually ignored) */
        template <class MATRIX> EIGEN_STRONG_INLINE bool chol(MATRIX &U) const
        {
                Eigen::LLT<PlainObject> Chol = derived().template selfadjointView<Eigen::Lower>().llt();
                if (Chol.info()==Eigen::NoConvergence)
                        return false;
                U = PlainObject(Chol.matrixU());
                return true;
        }

        /** Gets the rank of the matrix via the Eigen::ColPivHouseholderQR method
          * \param threshold If set to >0, it's used as threshold instead of Eigen's default one.
          */
        EIGEN_STRONG_INLINE size_t rank(double threshold=0) const
        {
                Eigen::ColPivHouseholderQR<PlainObject> QR = this->colPivHouseholderQr();
                if (threshold>0) QR.setThreshold(threshold);
                return QR.rank();
        }

        /** @} */   // end linear algebra



        /** @name MRPT plugin: Scalar and element-wise extra operators
            @{ */

        /** Scales all elements such as the minimum & maximum values are shifted to the given values */
        void normalize(Scalar valMin, Scalar valMax)
        {
                if (size()==0) return;
                Scalar curMin,curMax;
                minimum_maximum(curMin,curMax);
                Scalar minMaxDelta = curMax - curMin;
                if (minMaxDelta==0) minMaxDelta = 1;
                const Scalar minMaxDelta_ = (valMax-valMin)/minMaxDelta;
                this->array() = (this->array()-curMin)*minMaxDelta_+valMin;
        }
        //! \overload
        inline void adjustRange(Scalar valMin, Scalar valMax) { normalize(valMin,valMax); }

        /** @} */  // end Scalar


        /** Extract one row from the matrix into a row vector */
        template <class OtherDerived> EIGEN_STRONG_INLINE void extractRow(size_t nRow, Eigen::EigenBase<OtherDerived> &v, size_t startingCol = 0) const {
                v = derived().block(nRow,startingCol,1,cols()-startingCol);
        }
        //! \overload
        template <typename T> inline void extractRow(size_t nRow, std::vector<T> &v, size_t startingCol = 0) const {
                const size_t N = cols()-startingCol;
                v.resize(N);
                for (size_t i=0;i<N;i++) v[i]=(*this)(nRow,startingCol+i);
        }
        /** Extract one row from the matrix into a column vector */
        template <class VECTOR> EIGEN_STRONG_INLINE void extractRowAsCol(size_t nRow, VECTOR &v, size_t startingCol = 0) const
        {
                v = derived().adjoint().block(startingCol,nRow,cols()-startingCol,1);
        }


        /** Extract one column from the matrix into a column vector */
        template <class VECTOR> EIGEN_STRONG_INLINE void extractCol(size_t nCol, VECTOR &v, size_t startingRow = 0) const {
                v = derived().block(startingRow,nCol,rows()-startingRow,1);
        }
        //! \overload
        template <typename T> inline void extractCol(size_t nCol, std::vector<T> &v, size_t startingRow = 0) const {
                const size_t N = rows()-startingRow;
                v.resize(N);
                for (size_t i=0;i<N;i++) v[i]=(*this)(startingRow+i,nCol);
        }

        template <class MATRIX> EIGEN_STRONG_INLINE void extractMatrix(const size_t firstRow, const size_t firstCol, MATRIX &m) const
        {
                m = derived().block(firstRow,firstCol,m.rows(),m.cols());
        }
        template <class MATRIX> EIGEN_STRONG_INLINE void extractMatrix(const size_t firstRow, const size_t firstCol, const size_t nRows, const size_t nCols, MATRIX &m) const
        {
                m.resize(nRows,nCols);
                m = derived().block(firstRow,firstCol,nRows,nCols);
        }

        /** Get a submatrix, given its bounds: first & last column and row (inclusive). */
        template <class MATRIX>
        EIGEN_STRONG_INLINE void extractSubmatrix(const size_t row_first,const size_t row_last,const size_t col_first,const size_t col_last,MATRIX &out) const
        {
                out.resize(row_last-row_first+1,col_last-col_first+1);
                out = derived().block(row_first,col_first,row_last-row_first+1,col_last-col_first+1);
        }

        /** Get a submatrix from a square matrix, by collecting the elements M(idxs,idxs), where idxs is a sequence {block_indices(i):block_indices(i)+block_size-1} for all "i" up to the size of block_indices.
          *  A perfect application of this method is in extracting covariance matrices of a subset of variables from the full covariance matrix.
          * \sa extractSubmatrix, extractSubmatrixSymmetrical
          */
        template <class MATRIX>
        void extractSubmatrixSymmetricalBlocks(
                const size_t                    block_size,
                const std::vector<size_t>       &block_indices,
                MATRIX& out) const
        {
                if (block_size<1) throw std::runtime_error("extractSubmatrixSymmetricalBlocks: block_size must be >=1");
                if (cols()!=rows()) throw std::runtime_error("extractSubmatrixSymmetricalBlocks: Matrix is not square.");

                const size_t N = block_indices.size();
                const size_t nrows_out=N*block_size;
                out.resize(nrows_out,nrows_out);
                if (!N) return; // Done
                for (size_t dst_row_blk=0;dst_row_blk<N; ++dst_row_blk )
                {
                        for (size_t dst_col_blk=0;dst_col_blk<N; ++dst_col_blk )
                        {
#if defined(_DEBUG)
                                if (block_indices[dst_col_blk]*block_size + block_size-1>=size_t(cols())) throw std::runtime_error("extractSubmatrixSymmetricalBlocks: Indices out of range!");
#endif
                                out.block(dst_row_blk * block_size,dst_col_blk * block_size, block_size,block_size)
                                =
                                derived().block(block_indices[dst_row_blk] * block_size, block_indices[dst_col_blk] * block_size, block_size,block_size);
                        }
                }
        }


        /** Get a submatrix from a square matrix, by collecting the elements M(idxs,idxs), where idxs is the sequence of indices passed as argument.
          *  A perfect application of this method is in extracting covariance matrices of a subset of variables from the full covariance matrix.
          * \sa extractSubmatrix, extractSubmatrixSymmetricalBlocks
          */
        template <class MATRIX>
        void extractSubmatrixSymmetrical(
                const std::vector<size_t>       &indices,
                MATRIX& out) const
        {
                if (cols()!=rows()) throw std::runtime_error("extractSubmatrixSymmetrical: Matrix is not square.");

                const size_t N = indices.size();
                const size_t nrows_out=N;
                out.resize(nrows_out,nrows_out);
                if (!N) return; // Done
                for (size_t dst_row_blk=0;dst_row_blk<N; ++dst_row_blk )
                        for (size_t dst_col_blk=0;dst_col_blk<N; ++dst_col_blk )
                                out.coeffRef(dst_row_blk,dst_col_blk) = this->coeff(indices[dst_row_blk],indices[dst_col_blk]);
        }