How to compare vectors approximately in Eigen? - c++

Is there a function in Eigen to compare vectors (matrices) using both relative and absolute tolerance aka numpy.allclose? Standard isApprox fails if one of the vectors is very close to zero.

There is no built-in function implementing numpy.allclose, but you easily write one yourself if that's really what you need. However, I'd rather suggest the use of isMuchSmallerThan with reference value:
(a-b).isMuchSmallerThan(ref)
where ref is a representative non zero for your problem.
EDIT: for reference here is a possible implementation of allclose:
template<typename DerivedA, typename DerivedB>
bool allclose(const Eigen::DenseBase<DerivedA>& a,
const Eigen::DenseBase<DerivedB>& b,
const typename DerivedA::RealScalar& rtol
= Eigen::NumTraits<typename DerivedA::RealScalar>::dummy_precision(),
const typename DerivedA::RealScalar& atol
= Eigen::NumTraits<typename DerivedA::RealScalar>::epsilon())
{
return ((a.derived() - b.derived()).array().abs()
<= (atol + rtol * b.derived().array().abs())).all();
}

There is also isApprox function which was not working for me.
I am just using ( expect - res).norm() < some small number.

Related

C++ Variadic Function To Sort Arguments In-place

While implementing a variation of a binary search problem, I needed to reorder slicing points (i.e start, mid, end) so that they are stored within the corresponding variable (e.g. (1,5,2) -> (1,2,5)). This is fairly simple to do with a few if statements and swaps. However as a thought experiment, I'm now interested in generalizing this to work with n many T type variables. I started experimenting with some intuitive solutions and as a starting place, I came up with this template function:
template<typename T>
void
sortInPlace(
std::function<bool (const T&, const T&)> compareFunc,
T& start,
T& mid,
T& end)
{
std::vector<T> packed {start, mid, end};
std::sort(packed.begin(), packed.end(), compareFunc);
auto packedAsTuple = make_tuple(packed[0], packed[1], packed[2]);
std::tie(start, mid, end) = packedAsTuple;
}
And when I ran the following, using typedef std::pair<int,int> Pivot:
//Comparison function to sort by pair.first, ascending:
std::function<bool(const Pivot&, const Pivot&)>
comp =[](const Pivot & a, const Pivot & b) {
return std::get < 0 > (a) < std::get < 0 > (b);
};
int main(){
Pivot a(8,1);
Pivot b(2,3);
Pivot c(4,6);
sortInPlace(comp,a,b,c);
}
This turns out to work as intended:
a after sort: 2, 3
b after sort: 4, 6
c after sort: 8, 1
Ideally, the following step is to convert this template into a variadic template but I'm having trouble achieving this. I also have a few things that bother me regarding the current version:
The usage of std::vector was an arbitrary decision. I've done this because it's unclear to me what structure/container is the best to use in packing of these values. Seems to me that the choice of structure needs to be constructed, sorted and unpacked/converted to tuples easily and I'm not sure if there is such a magical structure out there.
Just to get something going, I had to settle with manually packing/unpacking the arguments. It is also unclear to me how to use std::tie or any other unpacking/moving operation with variable number (i.e. unknown in compile-time) of elements.
While there is no particular reason to exclusively use stl functions/structures, I'd be surprised to learn that there is no intuitive way to achieve this using the abstractions provided within stl. As a result, I'm more interested in achieving my goal using minimal help outside of stl.
I embarked on this thought experiment expecting to end up with a syntactically-correct version of std::move(std::sort({x,y,z}, comp), {x,y,z}) and considering where my research has led me so far, I'm starting to think I'm over-complicating this problem. Any help, insight or suggestion would be much appreciated!
One possible C++17 solution with std::sort that generalizes your example:
template<class Comp, class... Ts>
void my_sort(Comp comp, Ts&... values) {
using T = std::common_type_t<Ts...>;
T vals[]{std::move(values)...};
std::sort(std::begin(vals), std::end(vals), comp);
auto it = std::begin(vals);
((values = std::move(*it++)), ...);
}
using Pivot = std::pair<int, int>;
const auto comp = [](Pivot a, Pivot b) {
return std::get<0>(a) < std::get<0>(b);
};
Pivot a(8, 1);
Pivot b(2, 3);
Pivot c(4, 6);
my_sort(comp, a, b, c);
If the number N of parameters in the pack is small, you don't need std::sort at all. Just a series of (hardcoded) comparisons (and for small N the minimum number of comparisons is known exactly) will do the job - see sec. 5.3 Optimum sorting of Knuth's TAOCP vol. 3.

Binary search for math function

I have an increasing math function, for example y = x + 5*x^3 + x^7 + 11*ln x and I want to find first (positive) x such that y(x) >= 1478.
Can I use binary search algorithm from stl to solve this problem?
The problem is, that STL algorithms (std::lower_bound is probably your candidate of choice) work on collections. Or more specific: on iterators of collections.
One way to use them for your problem is an adapter: You write an 'iterator' that simply returns the functions value on dereferencing.
The code for this might be pretty big as you need to satisfy all requirements of a RandomAccessIterator. However you can templatize it on your function. Example:
template<class F>
FuncIterator{
typedef int ParamType;
typedef float ResultType; // Or better: result_of F
ParamType param_;
FuncIterator(ParamType param): param_(param){}
ResultType operator*(){ return F(param_); }
FuncIterator& operator+=(int diff){ param_ += diff; return *this; }
//... Other functions required for RandomAccessIterator
}
auto result = std::lower_bound(FuncIterator<MyFunc>(0), FuncIterator<MyFunc>(1000));
std::cout << "First x value is:" result.param_ << std::endl;
Again: That iterator is more complex than show here, but you should get further from here. You need some defines, and possible traits. But you need to define it only once and can reuse it for any function. It gets more generic, if you use the std traits to deduce the type of the param and result of F.
Final note: Binary search only searches a range! So you must decide on this range when calling std::lower_bound. It cannot find 'the first value x with F(x)>=y' for any x but only for any x in a given range.

How to index and assign elements in a tensor using identical call signatures?

OK, I've been googling around for too long, I'm just not sure what to call this technique, so I figured it's better to just ask here on SO. Please point me in the right direction if this has an obvious name and/or solution I've overlooked.
For the laymen: a tensor is the logical extension of the matrix, in the same way a matrix is the logical extension of the vector. A vector is a rank-1 tensor (in programming terms, a 1D array of numbers), a matrix is a rank-2 tensor (a 2D array of numbers), and a rank-N tensor is then simply an N-D array of numbers.
Now, suppose I have something like this Tensor class:
template<typename T = double> // possibly also with size parameters
class Tensor
{
private:
T *M; // Tensor data (C-array)
// alternatively, std::vector<T> *M
// or std::array<T> *M
// etc., or possibly their constant-sized versions
// using Tensor<>'s template parameters
public:
... // insert trivial fluffy stuff here
// read elements
const T & operator() (size_t a, size_t b) const {
... // error checks etc.
return M[a + rows*b];
}
// write elements
T & operator() (size_t a, size_t b) {
... // error checks etc.
return M[a + rows*b];
}
...
};
With these definitions of operator()(...), indexing/assign individual elements then has the same call signature:
Tensor<> B(5,5);
double a = B(3,4); // operator() (size_t,size_t) used to both GET elements
B(3,4) = 5.5; // and SET elements
It is fairly trivial to extend this up to arbitrary tensor rank. But what I'd like to be able to implement is a more high-level way of indexing/assigning elements:
Tensor<> B(5,5);
Tensor<> C = B( Slice(0,4,2), 2 ); // operator() (Slice(),size_t) used to GET elements
B( Slice(0,4,2), 2 ) = C; // and SET elements
// (C is another tensor of the correct dimensions)
I am aware that std::valarray (and many others for that matter) does a very similar thing already, but it's not my objective to just accomplish the behavior; my objective here is to learn how to elegantly, efficiently and safely add the following functionality to my Tensor<> class:
// Indexing/assigning with Tensor<bool>
B( B>0 ) += 1.0;
// Indexing/assigning arbitrary amount of dimensions, each dimension indexed
// with either Tensor<bool>, size_t, Tensor<size_t>, or Slice()
B( Slice(0,2,FINAL), 3, Slice(0,3,FINAL), 4 ) = C;
// double indexing/assignment operation
B(3, Slice(0,4,FINAL))(mask) = C; // [mask] == Tensor<bool>
.. etc.
Note that it's my intention to use operator[] for non-checked versions of operator(). Alternatively, I'll stick more to the std::vector<> approach of using .at() methods for checked versions of operator[]. Anyway, this is a design choice and besides the issue right now.
I've conjured up the following incomplete "solution". This method is only really manageable for vectors/matrices (rank-1 or rank-2 tensors), and has many undesirable side-effects:
// define a simple slice class
Slice ()
{
private:
size_t
start, stride, end;
public:
Slice(size_t s, size_t e) : start(s), stride(1), end(e) {}
Slice(size_t s, size_t S, size_t e) : start(s), stride(S), end(e) {}
...
};
template<typename T = double>
class Tensor
{
... // same as before
public:
// define two operators() for use with slices:
// version for retrieving data
const Tensor<T> & operator() (Slice r, size_t c) const {
// use slicing logic to construct return tensor
...
return M;
{
// version for assigning data
Sass operator() (Slice r, size_t c) {
// returns Sass object, defined below
return Sass(*this, r,c);
}
protected:
class Sass
{
friend class Tensor<T>;
private:
Tensor<T>& M;
const Slice &R;
const size_t c;
public:
Sass(Tensor<T> &M, const Slice &R, const size_t c)
: M(M)
, R(R)
, c(c)
{}
operator Tensor<T>() const { return M; }
Tensor<T> & operator= (const Tensor<T> &M2) {
// use R/c to copy contents of M2 into M using the same
// Slice-logic as in "Tensor<T>::operator()(...) const" above
...
return M;
}
};
But this just feels wrong...
For each of the indexing/assignment methods outlined above, I'd have to define a separate Tensor<T>::Sass::Sass(...) constructor, a new Tensor<T>::Sass::operator=(...), and a new Tensor<T>::operator()(...) for each and every such operation. Moreover, the Tensor<T>::Sass::operators=(...) would need to contain much of the same stuff that's already in the corresponding Tensor<T>::operator()(...), and making everything suitable for a Tensor<> of arbitrary rank makes this approach quite ugly, way too verbose and more importantly, completely unmanageable.
So, I'm under the impression there is a much more effective approach to all this.
Any suggestions?
First of all I'd like to point out some design issues:
T & operator() (size_t a, size_t b) const;
suggests you can't alter the matrix through this method, because it's const. But you are giving back a nonconst reference to a matrix element, so in fact you can alter it. This only compiles because of the raw pointer you are using. I suggest to use std::vector instead, which does the memory management for you and will give you an error because vector's const version of operator[] gives a const reference like it should.
Regarding your actual question, I am not sure what the parameters of the Slice constructor should do, nor what a Sass object is meant to be (I am no native speaker, and "Sass" gives me only one translation in the dictionary, meaning sth. like "impudence", "impertinence").
However, I suppose with a slice you want to create an object that gives access to a subset of a matrix, defined by the slice's parameters.
I would advice against using operator() for every way to access the matrix. op() with two indices to access a given element seems natural. Using a similar operator to get a whole matrix to me seems less intuitive.
Here's an idea: make a Slice class that holds a reference to a Matrix and the necessary parameters that define which part of the Matrix is represented by the Slice. That way a Slice would be something like a proxy to the Matrix subset it defines, similar to a pair of iterators which can be seen as a proxy to a subrange of the container they are pointing to. Give your Matrix a pair of slice() methods (const and nonconst) that give back a Slice/ConstSlice, referencing the Matrix you call the method on. That way, you can even put checks into the method to see if the Slice's parameters make sense for the Matrix it refers to. If it makes sense and is necessary, you can also add a conversion operator, to convert a Slice into a Matrix of its own.
Overloading operator() again and again and using the parameters as a mask, as linear indices and other stuff is more confusing than helping imo. operator() is slick if it does something natural which everybody expects from it. It only obfuscates the code if it is used everywhere. Use named methods instead.
Not an answer, just a note to follow up my comment:
Tensor<bool> T(false);
// T (whatever its rank) contains all false
auto lazy = T(Slice(0,4,2));
// if I use lazy here, it will be all false
T = true;
// now T contains all true
// if I use lazy here, it will be all true
This may be what you want, or it might be unexpected.
In general, this can work cleanly with immutable tensors, but allowing mutation gives the same class of problem as COW strings.
If you allow for your Tensor to implicitly be a double you can return only Tensors from your operator() overload.
operator double() {
return M.size() == 1 ? M[0] : std::numeric_limits<double>::quiet_NaN();
};
That should allow for
double a = B(3,4);
Tensor<> a = B(Slice(1,2,3),4);
To get the operator() to work with multiple overloads with Slice and integer is another issue. I'd probably just use Slice and create another implicit conversion so integers can be Slice's, then maybe using the variable argument elipses.
const Tensor<T> & operator() (int numOfDimensions, ...)
Although the variable argument route is kind of a kludge best to just have 8 specializations for 1-8 parameters of Slice.

boost-units - using a dimensionless type of arbitrary system

I am trying to make a dimensioned vector class with boost-units like so,
//vector will be constructed vec<si::length> v(10, 1.0*si::metre);
template<typename dimension>
class vec
{
public:
//constructor setting all values to q.
vec(const size_t, const boost::units::quantity<dimension> q)
//etc
}
It all works fine except for the operator*= and operator/= that do element wise multiplication and division. Since these do not change the dimension, they only make sense when multiplying/dividing by a dimensionless quantity: I am struggling to find an arbitrary dimensionless quantity that is not locked into a specific system (e.g. si or cgs units).
I want something like,
/** Multiply a dimensionless vector. */
vec<dimension>&
operator*=(const vec<boost::units::dimensionless_type>& b);
or perhaps some metaprogramming magic (I notice boost::units::is_dimensionless exists, but I have no idea how to use it as I am not versed in general metaprogramming techniques)
template<typename dimension>
template<typename a_dimensionless_type>
vec<dimension>&
vec<dimension>::operator*=(const vec<a_dimensionless_type>& b){
//some compile time check to make sure that a_dimensionless_type is actually dimensionless?
//the rest of the function
}
I want following examples to compile
vec<si::dimensionless> d(10, 2.0);
vec<si::length> l(10, 2.0*si::metre);
l*=d;
vec<cgs::dimensionless> d2(10, 2.0);
vec<cgs::length> l2(10, 2.0*cgs::centimetre);
l2*=d2;
Okay, after examining the library details (and learning about BOOST_MPL_ASSERT) it turned out to be very easy. My compliments to the library designer.
template<typename a_dimensionless_type>
vec<dimension>&
operator*=(const vec< a_dimensionless_type >& b)
{
BOOST_MPL_ASSERT(( boost::units::is_dimensionless<boost::units::quantity<a_dimensionless_type> > ));
//the rest of the function
};
I might be mistaken about Boost details, but conventionally double is the dimensionless type.

C++ cast to array of a smaller size

Here's an interesting question about the various quirks of the C++ language. I have a pair of functions, which are supposed to fill an array of points with the corners of a rectangle. There are two overloads for it: one takes a Point[5], the other takes a Point[4]. The 5-point version refers to a closed polygon, whereas the 4-point version is when you just want the 4 corners, period.
Obviously there's some duplication of work here, so I'd like to be able to use the 4-point version to populate the first 4 points of the 5-point version, so I'm not duplicating that code. (Not that it's much to duplicate, but I have terrible allergic reactions whenever I copy and paste code, and I'd like to avoid that.)
The thing is, C++ doesn't seem to care for the idea of converting a T[m] to a T[n] where n < m. static_cast seems to think the types are incompatible for some reason. reinterpret_cast handles it fine, of course, but is a dangerous animal that, as a general rule, is better to avoid if at all possible.
So my question is: is there a type-safe way of casting an array of one size to an array of a smaller size where the array type is the same?
[Edit] Code, yes. I should have mentioned that the parameter is actually a reference to an array, not simply a pointer, so the compiler is aware of the type difference.
void RectToPointArray(const degRect& rect, degPoint(&points)[4])
{
points[0].lat = rect.nw.lat; points[0].lon = rect.nw.lon;
points[1].lat = rect.nw.lat; points[1].lon = rect.se.lon;
points[2].lat = rect.se.lat; points[2].lon = rect.se.lon;
points[3].lat = rect.se.lat; points[3].lon = rect.nw.lon;
}
void RectToPointArray(const degRect& rect, degPoint(&points)[5])
{
// I would like to use a more type-safe check here if possible:
RectToPointArray(rect, reinterpret_cast<degPoint(&)[4]> (points));
points[4].lat = rect.nw.lat; points[4].lon = rect.nw.lon;
}
[Edit2] The point of passing an array-by-reference is so that we can be at least vaguely sure that the caller is passing in a correct "out parameter".
I don't think it's a good idea to do this by overloading. The name of the function doesn't tell the caller whether it's going to fill an open array or not. And what if the caller has only a pointer and wants to fill coordinates (let's say he wants to fill multiple rectangles to be part of a bigger array at different offsets)?
I would do this by two functions, and let them take pointers. The size isn't part of the pointer's type
void fillOpenRect(degRect const& rect, degPoint *p) {
...
}
void fillClosedRect(degRect const& rect, degPoint *p) {
fillOpenRect(rect, p); p[4] = p[0];
}
I don't see what's wrong with this. Your reinterpret-cast should work fine in practice (i don't see what could go wrong - both alignment and representation will be correct, so the merely formal undefinedness won't carry out to reality here, i think), but as i said above i think there's no good reason to make these functions take the arrays by reference.
If you want to do it generically, you can write it by output iterators
template<typename OutputIterator>
OutputIterator fillOpenRect(degRect const& rect, OutputIterator out) {
typedef typename iterator_traits<OutputIterator>::value_type value_type;
value_type pt[] = {
{ rect.nw.lat, rect.nw.lon },
{ rect.nw.lat, rect.se.lon },
{ rect.se.lat, rect.se.lon },
{ rect.se.lat, rect.nw.lon }
};
for(int i = 0; i < 4; i++)
*out++ = pt[i];
return out;
}
template<typename OutputIterator>
OutputIterator fillClosedRect(degRect const& rect, OutputIterator out) {
typedef typename iterator_traits<OutputIterator>::value_type value_type;
out = fillOpenRect(rect, out);
value_type p1 = { rect.nw.lat, rect.nw.lon };
*out++ = p1;
return out;
}
You can then use it with vectors and also with arrays, whatever you prefer most.
std::vector<degPoint> points;
fillClosedRect(someRect, std::back_inserter(points));
degPoint points[5];
fillClosedRect(someRect, points);
If you want to write safer code, you can use the vector way with back-inserters, and if you work with lower level code, you can use a pointer as output iterator.
I would use std::vector or (this is really bad and should not be used) in some extreme cases you can even use plain arrays via pointer like Point* and then you shouldn't have such "casting" troubles.
Why don't you just pass a standard pointer, instead of a sized one, like this
void RectToPointArray(const degRect& rect, degPoint * points ) ;
I don't think your framing/thinking of the problem is correct. You don't generally need to concretely type an object that has 4 vertices vs an object that has 5.
But if you MUST type it, then you can use structs to concretely define the types instead.
struct Coord
{
float lat, long ;
} ;
Then
struct Rectangle
{
Coord points[ 4 ] ;
} ;
struct Pentagon
{
Coord points[ 5 ] ;
} ;
Then,
// 4 pt version
void RectToPointArray(const degRect& rect, const Rectangle& rectangle ) ;
// 5 pt version
void RectToPointArray(const degRect& rect, const Pentagon& pent ) ;
I think this solution is a bit extreme however, and a std::vector<Coord> that you check its size (to be either 4 or 5) as expected with asserts, would do just fine.
I guess you could use function template specialization, like this (simplified example where first argument was ignored and function name was replaced by f(), etc.):
#include <iostream>
using namespace std;
class X
{
};
template<int sz, int n>
int f(X (&x)[sz])
{
cout<<"process "<<n<<" entries in a "<<sz<<"-dimensional array"<<endl;
int partial_result=f<sz,n-1>(x);
cout<<"process last entry..."<<endl;
return n;
}
//template specialization for sz=5 and n=4 (number of entries to process)
template<>
int f<5,4>(X (&x)[5])
{
cout<<"process only the first "<<4<<" entries here..."<<endl;
return 4;
}
int main(void)
{
X u[5];
int res=f<5,5>(u);
return 0;
}
Of course you would have to take care of other (potentially dangerous) special cases like n={0,1,2,3} and you're probably better off using unsigned int's instead of ints.
So my question is: is there a
type-safe way of casting an array of
one size to an array of a smaller size
where the array type is the same?
No. I don't think the language allows you to do this at all: consider casting int[10] to int[5]. You can always get a pointer to it, however, but we can't 'trick' the compiler into thinking a fixed-sized has a different number of dimensions.
If you're not going to use std::vector or some other container which can properly identify the number of points inside at runtime and do this all conveniently in one function instead of two function overloads which get called based on the number of elements, rather than trying to do crazy casts, consider this at least as an improvement:
void RectToPointArray(const degRect& rect, degPoint* points, unsigned int size);
If you're set on working with arrays, you can still define a generic function like this:
template <class T, size_t N>
std::size_t array_size(const T(&/*array*/)[N])
{
return N;
}
... and use that when calling RectToPointArray to pass the argument for 'size'. Then you have a size you can determine at runtime and it's easy enough to work with size - 1, or more appropriate for this case, just put a simple if statement to check if there are 5 elements or 4.
Later if you change your mind and use std::vector, Boost.Array, etc. you can still use this same old function without modifying it. It only requires that the data is contiguous and mutable. You can get fancy with this and apply very generic solutions that, say, only require forward iterators. Yet I don't think this problem is complicated enough to warrant such a solution: it'd be like using a cannon to kill a fly; fly swatter is okay.
If you're really set on the solution you have, then it's easy enough to do this:
template <size_t N>
void RectToPointArray(const degRect& rect, degPoint(&points)[N])
{
assert(N >= 4 && "points requires at least 4 elements!");
points[0].lat = rect.nw.lat; points[0].lon = rect.nw.lon;
points[1].lat = rect.nw.lat; points[1].lon = rect.se.lon;
points[2].lat = rect.se.lat; points[2].lon = rect.se.lon;
points[3].lat = rect.se.lat; points[3].lon = rect.nw.lon;
if (N >= 5)
points[4].lat = rect.nw.lat; points[4].lon = rect.nw.lon;
}
Yeah, there is one unnecessary runtime check but trying to do it at compile time is probably analogous to taking things out of your glove compartment in an attempt to increase your car's fuel efficiency. With N being a compile-time constant expression, the compiler is likely to recognize that the condition is always false when N < 5 and just eliminate that whole section of code.