Example: math_csparse_example

C++ example source code:

/* +------------------------------------------------------------------------+
   |                     Mobile Robot Programming Toolkit (MRPT)            |
   |                          https://www.mrpt.org/                         |
   |                                                                        |
   | Copyright (c) 2005-2021, Individual contributors, see AUTHORS file     |
   | See: https://www.mrpt.org/Authors - All rights reserved.               |
   | Released under BSD License. See: https://www.mrpt.org/License          |
   +------------------------------------------------------------------------+ */

#include <mrpt/math/CSparseMatrix.h>
#include <mrpt/random/RandomGenerators.h>

#include <iostream>

using namespace mrpt;
using namespace mrpt::math;
using namespace std;

void ExampleCSparse()
{
    // Initialize a 10x10 sparse matrix:
    CSparseMatrix SM(10, 10);

    // With 2 dense blocks of 6x6 and 4x4:
    const auto COV1 = mrpt::random::getRandomGenerator()
                          .drawDefinitePositiveMatrix<CMatrixDouble>(6, 0.2);
    const auto COV2 = mrpt::random::getRandomGenerator()
                          .drawDefinitePositiveMatrix<CMatrixDouble>(4, 0.2);
    SM.insert_submatrix(0, 0, COV1);
    SM.insert_submatrix(6, 6, COV2);

    // Get as a dense matrix just for displaying to console:
    CMatrixDouble M;
    SM.get_dense(M);
    cout << "M (as dense):\n" << M;

    cout << "Saving to sparse_demo1.txt...\n";
    SM.saveToTextFile_sparse("sparse_demo1.txt");

    // Compress from the triplet to the column-compressed form:
    cout << "Compressing as CCS...\n";
    SM.compressFromTriplet();

    cout << "Saving to sparse_demo2.txt...\n";
    SM.saveToTextFile_sparse("sparse_demo2.txt");

    // Compute the Cholesky decomposition:
    CSparseMatrix::CholeskyDecomp Chol(SM);

    // And display the L factor:
    const CMatrixDouble L = Chol.get_L();
    cout << "L:\n" << L << endl;
}

int main(int argc, char** argv)
{
    try
    {
        ExampleCSparse();
        return 0;
    }
    catch (exception& e)
    {
        cout << "MRPT exception caught: " << e.what() << endl;
        return -1;
    }
    catch (...)
    {
        printf("Another exception!!");
        return -1;
    }
}