MRPT  1.9.9
[mrpt-math]

Detailed Description

Math C++ library: vectors and matrices, probability distributions, statistics, geometry, etc.

Library `mrpt-math`

[New in MRPT 2.0.0]

This library is part of MRPT and can be installed in Debian-based systems with:

    sudo apt install libmrpt-math-dev

See: Using MRPT from your CMake project

The main classes and concepts associated with this library:

Other important elements:

Collaboration diagram for [mrpt-math]:

Classes

class  mrpt::math::CAtan2LookUpTable
 A look-up-table (LUT) of atan values for any (x,y) value in a square/rectangular grid of predefined resolution. More...
 
class  mrpt::math::CAtan2LookUpTableMultiRes
 Like CAtan2LookUpTable but with a multiresolution grid for increasingly better accuracy in points nearer to the origin. More...
 
class  mrpt::math::CBinaryRelation< T, U, UIsObject >
 This class models a binary relation through the elements of any given set. More...
 
class  mrpt::math::CHistogram
 This class provides an easy way of computing histograms for unidimensional real valued variables. More...
 
class  mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >
 An implementation of the Levenberg-Marquardt algorithm for least-square minimization. More...
 
class  mrpt::math::CMatrixB
 This class is a "CSerializable" wrapper for "CMatrixBool". More...
 
class  mrpt::math::CMatrixD
 This class is a "CSerializable" wrapper for "CMatrixDynamic<double>". More...
 
class  mrpt::math::CMatrixDynamic< T >
 This template class provides the basic functionality for a general 2D any-size, resizable container of numerical or non-numerical elements. More...
 
class  mrpt::math::CMatrixF
 This class is a "CSerializable" wrapper for "CMatrixFloat". More...
 
class  mrpt::math::CMatrixFixed< T, ROWS, COLS >
 A compile-time fixed-size numeric matrix container. More...
 
class  mrpt::math::CMonteCarlo< T, NUM, OTHER >
 Montecarlo simulation for experiments in 1D. More...
 
class  mrpt::math::CProbabilityDensityFunction< TDATA, STATE_LEN >
 A generic template for probability density distributions (PDFs). More...
 
class  mrpt::math::CQuaternion< T >
 A quaternion, which can represent a 3D rotation as pair $ (r,\mathbf{u}) *$, with a real part "r" and a 3D vector $ \mathbf{u} = (x,y,z) $, or alternatively, q = r + ix + jy + kz. More...
 
class  mrpt::math::CSparseMatrix
 A sparse matrix structure, wrapping T. More...
 
class  mrpt::math::CSparseMatrixTemplate< T >
 A sparse matrix container (with cells of any type), with iterators. More...
 
class  mrpt::math::CVectorDynamic< T >
 Template for column vectors of dynamic size, compatible with Eigen. More...
 
class  mrpt::math::KDTreeCapable< Derived, num_t, metric_t >
 A generic adaptor class for providing Nearest Neighbor (NN) lookup via the nanoflann library. More...
 
struct  mrpt::math::matrix_size_t
 Auxiliary class used in CMatrixDynamic:size(), CMatrixDynamic::resize(), CMatrixFixed::size(), CMatrixFixed::resize(), to mimic the behavior of STL-containers. More...
 
class  mrpt::math::MatrixBase< Scalar, Derived >
 Base CRTP class for all MRPT matrices. More...
 
struct  mrpt::math::MatrixBlockSparseCols< Scalar, NROWS, NCOLS, INFO, HAS_REMAP, INDEX_REMAP_MAP_IMPL >
 A templated column-indexed efficient storage of block-sparse Jacobian or Hessian matrices, together with other arbitrary information. More...
 
class  mrpt::math::MatrixVectorBase< Scalar, Derived >
 Base CRTP class for all MRPT vectors and matrices. More...
 
struct  mrpt::math::RobustKernel< KERNEL_TYPE, T >
 
struct  mrpt::math::RobustKernel< rkLeastSquares, T >
 No robust kernel, use standard least squares: rho(r) = r^2. More...
 
struct  mrpt::math::RobustKernel< rkPseudoHuber, T >
 Pseudo-huber robust kernel: rho(r) = 2 * delta^2 * ( -1+sqrt( 1+ r^2/delta^2 ) ) More...
 

Namespaces

 mrpt::math
 This base provides a set of functions for maths stuff.
 

Modules

 Lightweight SE(2)/SE(3) types, geometry functions.
 Lightweight SE(2)/SE(3) data types, geometry functions, etc.
 
 Vectors, matrices, linear Algebra
 Dynamic and fixed-size vectors and matrices, basic linear Algebra.
 
 Custom I/O for math containers
 
 Statistics functions, probability distributions
 
 Filtering algorithms
 
 Fourier transform functions
 
 Fresnel integrals (`#include
 <mrpt/math/fresnel.h>`)
 
 Interpolation, least-squares fit, splines
 
 KD-Trees
 
 Vector and matrices mathematical operations
 and other utilities
 
 Find polynomial roots (`#include
 <mrpt/math/poly_roots.h>`)
 
 RANSAC and other model fitting algorithms
 
 Gaussian PDF transformation functions
 
 Helper functions for MEX & MATLAB
 

Enumerations

enum  mrpt::math::TMatrixTextFileFormat { mrpt::math::MATRIX_FORMAT_ENG = 0, mrpt::math::MATRIX_FORMAT_FIXED = 1, mrpt::math::MATRIX_FORMAT_INT = 2 }
 
enum  mrpt::math::TRobustKernelType { mrpt::math::rkLeastSquares = 0, mrpt::math::rkPseudoHuber }
 The different types of kernels for usage within a robustified least-squares estimator. More...
 

Functions

template<class Derived >
const Derived & mrpt::math::mat2eig (const Eigen::EigenBase< Derived > &m)
 Returns an Eigen-compatible type, despite its argument already is an Eigen matrix, or an mrpt-math matrix/vector. More...
 
template<class VECTORLIKE , class VECTORLIKE2 , class VECTORLIKE3 , class MATRIXLIKE , class USERPARAM >
void mrpt::math::estimateJacobian (const VECTORLIKE &x, const std::function< void(const VECTORLIKE &x, const USERPARAM &y, VECTORLIKE3 &out)> &functor, const VECTORLIKE2 &increments, const USERPARAM &userParam, MATRIXLIKE &out_Jacobian)
 Estimate the Jacobian of a multi-dimensional function around a point "x", using finite differences of a given size in each input dimension. More...
 

Enumeration Type Documentation

◆ TMatrixTextFileFormat

Selection of the number format in MatrixVectorBase::saveToTextFile()

Enumerator
MATRIX_FORMAT_ENG 

engineering format 'e'

MATRIX_FORMAT_FIXED 

fixed floating point 'f'

MATRIX_FORMAT_INT 

intergers 'i'

Definition at line 34 of file MatrixVectorBase.h.

◆ TRobustKernelType

The different types of kernels for usage within a robustified least-squares estimator.

See also
Use these types as arguments of the template RobustKernel<>
Enumerator
rkLeastSquares 

No robust kernel, use standard least squares: rho(r)= 1/2 * r^2.

rkPseudoHuber 

Pseudo-huber robust kernel.

Definition at line 23 of file robust_kernels.h.

Function Documentation

◆ estimateJacobian()

template<class VECTORLIKE , class VECTORLIKE2 , class VECTORLIKE3 , class MATRIXLIKE , class USERPARAM >
void mrpt::math::estimateJacobian ( const VECTORLIKE &  x,
const std::function< void(const VECTORLIKE &x, const USERPARAM &y, VECTORLIKE3 &out)> &  functor,
const VECTORLIKE2 &  increments,
const USERPARAM &  userParam,
MATRIXLIKE &  out_Jacobian 
)

Estimate the Jacobian of a multi-dimensional function around a point "x", using finite differences of a given size in each input dimension.

The template argument USERPARAM is for the data can be passed to the functor. If it is not required, set to "int" or any other basic type.

This is a generic template which works with: VECTORLIKE: vector_float, CVectorDouble, CVectorFixed<>, double [N], ... MATRIXLIKE: CMatrixDynamic, CMatrixFixed

Definition at line 31 of file num_jacobian.h.

References ASSERT_, MRPT_END, and MRPT_START.

Referenced by Pose3DTests::check_jacob_expe_e_at_0(), Pose3DTests::check_jacob_LnT_T(), mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::execute(), mrpt::vision::recompute_errors_and_Jacobians(), mrpt::bayes::CKalmanFilterCapable< 7, 3, 3, 7 >::runOneKalmanIteration(), Pose3DQuatTests::test_composePointJacob(), Pose3DTests::test_composePointJacob(), Pose3DTests::test_composePointJacob_se3(), Pose3DQuatTests::test_invComposePointJacob(), Pose3DTests::test_invComposePointJacob(), Pose3DTests::test_invComposePointJacob_se3(), Pose3DTests::test_Jacob_dAexpeD_de(), Pose3DTests::test_Jacob_dDexpe_de(), Pose3DTests::test_Jacob_dexpeD_de(), SE_traits_tests< POSE_TYPE >::test_jacobs_AB(), SE_traits_tests< POSE_TYPE >::test_jacobs_DinvP1InvP2(), Pose3DQuatTests::test_normalizeJacob(), Pose3DQuatTests::test_sphericalCoords(), Pose3DPDFGaussTests::testCompositionJacobian(), Pose3DQuatPDFGaussTests::testCompositionJacobian(), and mrpt::math::transform_gaussian_linear().

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◆ mat2eig()

template<class Derived >
const Derived& mrpt::math::mat2eig ( const Eigen::EigenBase< Derived > &  m)

Returns an Eigen-compatible type, despite its argument already is an Eigen matrix, or an mrpt-math matrix/vector.

Definition at line 20 of file mat2eig.h.

Referenced by mrpt::math::multiply_HCHt(), mrpt::math::multiply_HCHt_scalar(), and mrpt::math::multiply_HtCH_scalar().

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