├── ExtendedKalmanFilter ├── CMakeLists.txt ├── README.md ├── ekf.gif └── src │ ├── Eigen │ ├── Array │ ├── CMakeLists.txt │ ├── Cholesky │ ├── CholmodSupport │ ├── Core │ ├── Dense │ ├── Eigen │ ├── Eigen2Support │ ├── Eigenvalues │ ├── Geometry │ ├── Householder │ ├── IterativeLinearSolvers │ ├── Jacobi │ ├── LU │ ├── LeastSquares │ ├── MetisSupport │ ├── OrderingMethods │ ├── PaStiXSupport │ ├── PardisoSupport │ ├── QR │ ├── QtAlignedMalloc │ ├── SPQRSupport │ ├── SVD │ ├── Sparse │ ├── SparseCholesky │ ├── SparseCore │ ├── SparseLU │ ├── SparseQR │ ├── StdDeque │ ├── StdList │ ├── StdVector │ ├── SuperLUSupport │ ├── UmfPackSupport │ └── src │ │ ├── CMakeLists.txt │ │ ├── Cholesky │ │ ├── CMakeLists.txt │ │ ├── LDLT.h │ │ ├── LLT.h │ │ └── LLT_MKL.h │ │ ├── CholmodSupport │ │ ├── CMakeLists.txt │ │ └── CholmodSupport.h │ │ ├── Core │ │ ├── Array.h │ │ ├── ArrayBase.h │ │ ├── ArrayWrapper.h │ │ ├── Assign.h │ │ ├── Assign_MKL.h │ │ ├── BandMatrix.h │ │ ├── Block.h │ │ ├── BooleanRedux.h │ │ ├── CMakeLists.txt │ │ ├── CommaInitializer.h │ │ ├── CoreIterators.h │ │ ├── CwiseBinaryOp.h │ │ ├── CwiseNullaryOp.h │ │ ├── CwiseUnaryOp.h │ │ ├── CwiseUnaryView.h │ │ ├── DenseBase.h │ │ ├── DenseCoeffsBase.h │ │ ├── DenseStorage.h │ │ ├── Diagonal.h │ │ ├── DiagonalMatrix.h │ │ ├── DiagonalProduct.h │ │ ├── Dot.h │ │ ├── EigenBase.h │ │ ├── Flagged.h │ │ ├── ForceAlignedAccess.h │ │ ├── Functors.h │ │ ├── Fuzzy.h │ │ ├── GeneralProduct.h │ │ ├── GenericPacketMath.h │ │ ├── GlobalFunctions.h │ │ ├── IO.h │ │ ├── Map.h │ │ ├── MapBase.h │ │ ├── MathFunctions.h │ │ ├── Matrix.h │ │ ├── MatrixBase.h │ │ ├── NestByValue.h │ │ ├── NoAlias.h │ │ ├── NumTraits.h │ │ ├── PermutationMatrix.h │ │ ├── PlainObjectBase.h │ │ ├── ProductBase.h │ │ ├── Random.h │ │ ├── Redux.h │ │ ├── Ref.h │ │ ├── Replicate.h │ │ ├── ReturnByValue.h │ │ ├── Reverse.h │ │ ├── Select.h │ │ ├── SelfAdjointView.h │ │ ├── SelfCwiseBinaryOp.h │ │ ├── SolveTriangular.h │ │ ├── StableNorm.h │ │ ├── Stride.h │ │ ├── Swap.h │ │ ├── Transpose.h │ │ ├── Transpositions.h │ │ ├── TriangularMatrix.h │ │ ├── VectorBlock.h │ │ ├── VectorwiseOp.h │ │ ├── Visitor.h │ │ ├── arch │ │ │ ├── AltiVec │ │ │ │ ├── CMakeLists.txt │ │ │ │ ├── Complex.h │ │ │ │ └── PacketMath.h │ │ │ ├── CMakeLists.txt │ │ │ ├── Default │ │ │ │ ├── CMakeLists.txt │ │ │ │ └── Settings.h │ │ │ ├── NEON │ │ │ │ ├── CMakeLists.txt │ │ │ │ ├── Complex.h │ │ │ │ └── PacketMath.h │ │ │ └── SSE │ │ │ │ ├── CMakeLists.txt │ │ │ │ ├── Complex.h │ │ │ │ ├── MathFunctions.h │ │ │ │ └── PacketMath.h │ │ ├── products │ │ │ ├── CMakeLists.txt │ │ │ ├── CoeffBasedProduct.h │ │ │ ├── GeneralBlockPanelKernel.h │ │ │ ├── GeneralMatrixMatrix.h │ │ │ ├── GeneralMatrixMatrixTriangular.h │ │ │ ├── GeneralMatrixMatrixTriangular_MKL.h │ │ │ ├── GeneralMatrixMatrix_MKL.h │ │ │ ├── GeneralMatrixVector.h │ │ │ ├── GeneralMatrixVector_MKL.h │ │ │ ├── Parallelizer.h │ │ │ ├── SelfadjointMatrixMatrix.h │ │ │ ├── SelfadjointMatrixMatrix_MKL.h │ │ │ ├── SelfadjointMatrixVector.h │ │ │ ├── SelfadjointMatrixVector_MKL.h │ │ │ ├── SelfadjointProduct.h │ │ │ ├── SelfadjointRank2Update.h │ │ │ ├── TriangularMatrixMatrix.h │ │ │ ├── TriangularMatrixMatrix_MKL.h │ │ │ ├── TriangularMatrixVector.h │ │ │ ├── TriangularMatrixVector_MKL.h │ │ │ ├── TriangularSolverMatrix.h │ │ │ ├── TriangularSolverMatrix_MKL.h │ │ │ └── TriangularSolverVector.h │ │ └── util │ │ │ ├── BlasUtil.h │ │ │ ├── CMakeLists.txt │ │ │ ├── Constants.h │ │ │ ├── DisableStupidWarnings.h │ │ │ ├── ForwardDeclarations.h │ │ │ ├── MKL_support.h │ │ │ ├── Macros.h │ │ │ ├── Memory.h │ │ │ ├── Meta.h │ │ │ ├── NonMPL2.h │ │ │ ├── ReenableStupidWarnings.h │ │ │ ├── StaticAssert.h │ │ │ └── XprHelper.h │ │ ├── Eigen2Support │ │ ├── Block.h │ │ ├── CMakeLists.txt │ │ ├── Cwise.h │ │ ├── CwiseOperators.h │ │ ├── Geometry │ │ │ ├── AlignedBox.h │ │ │ ├── All.h │ │ │ ├── AngleAxis.h │ │ │ ├── CMakeLists.txt │ │ │ ├── Hyperplane.h │ │ │ ├── ParametrizedLine.h │ │ │ ├── Quaternion.h │ │ │ ├── Rotation2D.h │ │ │ ├── RotationBase.h │ │ │ ├── Scaling.h │ │ │ ├── Transform.h │ │ │ └── Translation.h │ │ ├── LU.h │ │ ├── Lazy.h │ │ ├── LeastSquares.h │ │ ├── Macros.h │ │ ├── MathFunctions.h │ │ ├── Memory.h │ │ ├── Meta.h │ │ ├── Minor.h │ │ ├── QR.h │ │ ├── SVD.h │ │ ├── TriangularSolver.h │ │ └── VectorBlock.h │ │ ├── Eigenvalues │ │ ├── CMakeLists.txt │ │ ├── ComplexEigenSolver.h │ │ ├── ComplexSchur.h │ │ ├── ComplexSchur_MKL.h │ │ ├── EigenSolver.h │ │ ├── GeneralizedEigenSolver.h │ │ ├── GeneralizedSelfAdjointEigenSolver.h │ │ ├── HessenbergDecomposition.h │ │ ├── MatrixBaseEigenvalues.h │ │ ├── RealQZ.h │ │ ├── RealSchur.h │ │ ├── RealSchur_MKL.h │ │ ├── SelfAdjointEigenSolver.h │ │ ├── SelfAdjointEigenSolver_MKL.h │ │ └── Tridiagonalization.h │ │ ├── Geometry │ │ ├── AlignedBox.h │ │ ├── AngleAxis.h │ │ ├── CMakeLists.txt │ │ ├── EulerAngles.h │ │ ├── Homogeneous.h │ │ ├── Hyperplane.h │ │ ├── OrthoMethods.h │ │ ├── ParametrizedLine.h │ │ ├── Quaternion.h │ │ ├── Rotation2D.h │ │ ├── RotationBase.h │ │ ├── Scaling.h │ │ ├── Transform.h │ │ ├── Translation.h │ │ ├── Umeyama.h │ │ └── arch │ │ │ ├── CMakeLists.txt │ │ │ └── Geometry_SSE.h │ │ ├── Householder │ │ ├── BlockHouseholder.h │ │ ├── CMakeLists.txt │ │ ├── Householder.h │ │ └── HouseholderSequence.h │ │ ├── IterativeLinearSolvers │ │ ├── BasicPreconditioners.h │ │ ├── BiCGSTAB.h │ │ ├── CMakeLists.txt │ │ ├── ConjugateGradient.h │ │ ├── IncompleteLUT.h │ │ └── IterativeSolverBase.h │ │ ├── Jacobi │ │ ├── CMakeLists.txt │ │ └── Jacobi.h │ │ ├── LU │ │ ├── CMakeLists.txt │ │ ├── Determinant.h │ │ ├── FullPivLU.h │ │ ├── Inverse.h │ │ ├── PartialPivLU.h │ │ ├── PartialPivLU_MKL.h │ │ └── arch │ │ │ ├── CMakeLists.txt │ │ │ └── Inverse_SSE.h │ │ ├── MetisSupport │ │ ├── CMakeLists.txt │ │ └── MetisSupport.h │ │ ├── OrderingMethods │ │ ├── Amd.h │ │ ├── CMakeLists.txt │ │ ├── Eigen_Colamd.h │ │ └── Ordering.h │ │ ├── PaStiXSupport │ │ ├── CMakeLists.txt │ │ └── PaStiXSupport.h │ │ ├── PardisoSupport │ │ ├── CMakeLists.txt │ │ └── PardisoSupport.h │ │ ├── QR │ │ ├── CMakeLists.txt │ │ ├── ColPivHouseholderQR.h │ │ ├── ColPivHouseholderQR_MKL.h │ │ ├── FullPivHouseholderQR.h │ │ ├── HouseholderQR.h │ │ └── HouseholderQR_MKL.h │ │ ├── SPQRSupport │ │ ├── CMakeLists.txt │ │ └── SuiteSparseQRSupport.h │ │ ├── SVD │ │ ├── CMakeLists.txt │ │ ├── JacobiSVD.h │ │ ├── JacobiSVD_MKL.h │ │ └── UpperBidiagonalization.h │ │ ├── SparseCholesky │ │ ├── CMakeLists.txt │ │ ├── SimplicialCholesky.h │ │ └── SimplicialCholesky_impl.h │ │ ├── SparseCore │ │ ├── AmbiVector.h │ │ ├── CMakeLists.txt │ │ ├── CompressedStorage.h │ │ ├── ConservativeSparseSparseProduct.h │ │ ├── MappedSparseMatrix.h │ │ ├── SparseBlock.h │ │ ├── SparseColEtree.h │ │ ├── SparseCwiseBinaryOp.h │ │ ├── SparseCwiseUnaryOp.h │ │ ├── SparseDenseProduct.h │ │ ├── SparseDiagonalProduct.h │ │ ├── SparseDot.h │ │ ├── SparseFuzzy.h │ │ ├── SparseMatrix.h │ │ ├── SparseMatrixBase.h │ │ ├── SparsePermutation.h │ │ ├── SparseProduct.h │ │ ├── SparseRedux.h │ │ ├── SparseSelfAdjointView.h │ │ ├── SparseSparseProductWithPruning.h │ │ ├── SparseTranspose.h │ │ ├── SparseTriangularView.h │ │ ├── SparseUtil.h │ │ ├── SparseVector.h │ │ ├── SparseView.h │ │ └── TriangularSolver.h │ │ ├── SparseLU │ │ ├── CMakeLists.txt │ │ ├── SparseLU.h │ │ ├── SparseLUImpl.h │ │ ├── SparseLU_Memory.h │ │ ├── SparseLU_Structs.h │ │ ├── SparseLU_SupernodalMatrix.h │ │ ├── SparseLU_Utils.h │ │ ├── SparseLU_column_bmod.h │ │ ├── SparseLU_column_dfs.h │ │ ├── SparseLU_copy_to_ucol.h │ │ ├── SparseLU_gemm_kernel.h │ │ ├── SparseLU_heap_relax_snode.h │ │ ├── SparseLU_kernel_bmod.h │ │ ├── SparseLU_panel_bmod.h │ │ ├── SparseLU_panel_dfs.h │ │ ├── SparseLU_pivotL.h │ │ ├── SparseLU_pruneL.h │ │ └── SparseLU_relax_snode.h │ │ ├── SparseQR │ │ ├── CMakeLists.txt │ │ └── SparseQR.h │ │ ├── StlSupport │ │ ├── CMakeLists.txt │ │ ├── StdDeque.h │ │ ├── StdList.h │ │ ├── StdVector.h │ │ └── details.h │ │ ├── SuperLUSupport │ │ ├── CMakeLists.txt │ │ └── SuperLUSupport.h │ │ ├── UmfPackSupport │ │ ├── CMakeLists.txt │ │ └── UmfPackSupport.h │ │ ├── misc │ │ ├── CMakeLists.txt │ │ ├── Image.h │ │ ├── Kernel.h │ │ ├── Solve.h │ │ ├── SparseSolve.h │ │ └── blas.h │ │ └── plugins │ │ ├── ArrayCwiseBinaryOps.h │ │ ├── ArrayCwiseUnaryOps.h │ │ ├── BlockMethods.h │ │ ├── CMakeLists.txt │ │ ├── CommonCwiseBinaryOps.h │ │ ├── CommonCwiseUnaryOps.h │ │ ├── MatrixCwiseBinaryOps.h │ │ └── MatrixCwiseUnaryOps.h │ ├── FusionEKF.cpp │ ├── FusionEKF.h │ ├── json.hpp │ ├── kalman_filter.cpp │ ├── kalman_filter.h │ ├── main.cpp │ ├── measurement_package.h │ ├── tools.cpp │ └── tools.h ├── ParticleFilter ├── CMakeCache.txt ├── CMakeLists.txt ├── LICENSE ├── README.md ├── build.sh ├── build │ ├── CMakeCache.txt │ ├── CMakeFiles │ │ ├── 3.10.2 │ │ │ ├── CMakeCCompiler.cmake │ │ │ ├── CMakeCXXCompiler.cmake │ │ │ ├── CMakeDetermineCompilerABI_C.bin │ │ │ ├── CMakeDetermineCompilerABI_CXX.bin │ │ │ ├── CMakeSystem.cmake │ │ │ ├── CompilerIdC │ │ │ │ ├── CMakeCCompilerId.c │ │ │ │ └── a.out │ │ │ └── CompilerIdCXX │ │ │ │ ├── CMakeCXXCompilerId.cpp │ │ │ │ └── a.out │ │ ├── CMakeDirectoryInformation.cmake │ │ ├── CMakeOutput.log │ │ ├── Makefile.cmake │ │ ├── Makefile2 │ │ ├── TargetDirectories.txt │ │ ├── cmake.check_cache │ │ ├── feature_tests.bin │ │ ├── feature_tests.c │ │ ├── feature_tests.cxx │ │ ├── particle_filter.dir │ │ │ ├── CXX.includecache │ │ │ ├── DependInfo.cmake │ │ │ ├── build.make │ │ │ ├── cmake_clean.cmake │ │ │ ├── depend.internal │ │ │ ├── depend.make │ │ │ ├── flags.make │ │ │ ├── link.txt │ │ │ ├── progress.make │ │ │ └── src │ │ │ │ ├── main.cpp.o │ │ │ │ └── particle_filter.cpp.o │ │ └── progress.marks │ ├── Makefile │ ├── cmake_install.cmake │ └── particle_filter ├── clean.sh ├── cmakepatch.txt ├── data │ └── map_data.txt ├── install-mac.sh ├── install-ubuntu.sh ├── pf.gif ├── run.sh └── src │ ├── helper_functions.h │ ├── json.hpp │ ├── main.cpp │ ├── map.h │ ├── particle_filter.cpp │ └── particle_filter.h ├── README.md └── UnscentedKalmanFilter ├── CMakeLists.txt ├── README.md ├── src ├── Eigen │ ├── Array │ ├── CMakeLists.txt │ ├── Cholesky │ ├── CholmodSupport │ ├── Core │ ├── Dense │ ├── Eigen │ ├── Eigen2Support │ ├── Eigenvalues │ ├── Geometry │ ├── Householder │ ├── IterativeLinearSolvers │ ├── Jacobi │ ├── LU │ ├── LeastSquares │ ├── MetisSupport │ ├── OrderingMethods │ ├── PaStiXSupport │ ├── PardisoSupport │ ├── QR │ ├── QtAlignedMalloc │ ├── SPQRSupport │ ├── SVD │ ├── Sparse │ ├── SparseCholesky │ ├── SparseCore │ ├── SparseLU │ ├── SparseQR │ ├── StdDeque │ ├── StdList │ ├── StdVector │ ├── SuperLUSupport │ ├── UmfPackSupport │ └── src │ │ ├── CMakeLists.txt │ │ ├── Cholesky │ │ ├── CMakeLists.txt │ │ ├── LDLT.h │ │ ├── LLT.h │ │ └── LLT_MKL.h │ │ ├── CholmodSupport │ │ ├── CMakeLists.txt │ │ └── CholmodSupport.h │ │ ├── Core │ │ ├── Array.h │ │ ├── ArrayBase.h │ │ ├── ArrayWrapper.h │ │ ├── Assign.h │ │ ├── Assign_MKL.h │ │ ├── BandMatrix.h │ │ ├── Block.h │ │ ├── BooleanRedux.h │ │ ├── CMakeLists.txt │ │ ├── CommaInitializer.h │ │ ├── CoreIterators.h │ │ ├── CwiseBinaryOp.h │ │ ├── CwiseNullaryOp.h │ │ ├── CwiseUnaryOp.h │ │ ├── CwiseUnaryView.h │ │ ├── DenseBase.h │ │ ├── DenseCoeffsBase.h │ │ ├── DenseStorage.h │ │ ├── Diagonal.h │ │ ├── DiagonalMatrix.h │ │ ├── DiagonalProduct.h │ │ ├── Dot.h │ │ ├── EigenBase.h │ │ ├── Flagged.h │ │ ├── ForceAlignedAccess.h │ │ ├── Functors.h │ │ ├── Fuzzy.h │ │ ├── GeneralProduct.h │ │ ├── GenericPacketMath.h │ │ ├── GlobalFunctions.h │ │ ├── IO.h │ │ ├── Map.h │ │ ├── MapBase.h │ │ ├── MathFunctions.h │ │ ├── Matrix.h │ │ ├── MatrixBase.h │ │ ├── NestByValue.h │ │ ├── NoAlias.h │ │ ├── NumTraits.h │ │ ├── PermutationMatrix.h │ │ ├── PlainObjectBase.h │ │ ├── ProductBase.h │ │ ├── Random.h │ │ ├── Redux.h │ │ ├── Ref.h │ │ ├── Replicate.h │ │ ├── ReturnByValue.h │ │ ├── Reverse.h │ │ ├── Select.h │ │ ├── SelfAdjointView.h │ │ ├── SelfCwiseBinaryOp.h │ │ ├── SolveTriangular.h │ │ ├── StableNorm.h │ │ ├── Stride.h │ │ ├── Swap.h │ │ ├── Transpose.h │ │ ├── Transpositions.h │ │ ├── TriangularMatrix.h │ │ ├── VectorBlock.h │ │ ├── VectorwiseOp.h │ │ ├── Visitor.h │ │ ├── arch │ │ │ ├── AltiVec │ │ │ │ ├── CMakeLists.txt │ │ │ │ ├── Complex.h │ │ │ │ └── PacketMath.h │ │ │ ├── CMakeLists.txt │ │ │ ├── Default │ │ │ │ ├── CMakeLists.txt │ │ │ │ └── Settings.h │ │ │ ├── NEON │ │ │ │ ├── CMakeLists.txt │ │ │ │ ├── Complex.h │ │ │ │ └── PacketMath.h │ │ │ └── SSE │ │ │ │ ├── CMakeLists.txt │ │ │ │ ├── Complex.h │ │ │ │ ├── MathFunctions.h │ │ │ │ └── PacketMath.h │ │ ├── products │ │ │ ├── CMakeLists.txt │ │ │ ├── CoeffBasedProduct.h │ │ │ ├── GeneralBlockPanelKernel.h │ │ │ ├── GeneralMatrixMatrix.h │ │ │ ├── GeneralMatrixMatrixTriangular.h │ │ │ ├── GeneralMatrixMatrixTriangular_MKL.h │ │ │ ├── GeneralMatrixMatrix_MKL.h │ │ │ ├── GeneralMatrixVector.h │ │ │ ├── GeneralMatrixVector_MKL.h │ │ │ ├── Parallelizer.h │ │ │ ├── SelfadjointMatrixMatrix.h │ │ │ ├── SelfadjointMatrixMatrix_MKL.h │ │ │ ├── SelfadjointMatrixVector.h │ │ │ ├── SelfadjointMatrixVector_MKL.h │ │ │ ├── SelfadjointProduct.h │ │ │ ├── SelfadjointRank2Update.h │ │ │ ├── TriangularMatrixMatrix.h │ │ │ ├── TriangularMatrixMatrix_MKL.h │ │ │ ├── TriangularMatrixVector.h │ │ │ ├── TriangularMatrixVector_MKL.h │ │ │ ├── TriangularSolverMatrix.h │ │ │ ├── TriangularSolverMatrix_MKL.h │ │ │ └── TriangularSolverVector.h │ │ └── util │ │ │ ├── BlasUtil.h │ │ │ ├── CMakeLists.txt │ │ │ ├── Constants.h │ │ │ ├── DisableStupidWarnings.h │ │ │ ├── ForwardDeclarations.h │ │ │ ├── MKL_support.h │ │ │ ├── Macros.h │ │ │ ├── Memory.h │ │ │ ├── Meta.h │ │ │ ├── NonMPL2.h │ │ │ ├── ReenableStupidWarnings.h │ │ │ ├── StaticAssert.h │ │ │ └── XprHelper.h │ │ ├── Eigen2Support │ │ ├── Block.h │ │ ├── CMakeLists.txt │ │ ├── Cwise.h │ │ ├── CwiseOperators.h │ │ ├── Geometry │ │ │ ├── AlignedBox.h │ │ │ ├── All.h │ │ │ ├── AngleAxis.h │ │ │ ├── CMakeLists.txt │ │ │ ├── Hyperplane.h │ │ │ ├── ParametrizedLine.h │ │ │ ├── Quaternion.h │ │ │ ├── Rotation2D.h │ │ │ ├── RotationBase.h │ │ │ ├── Scaling.h │ │ │ ├── Transform.h │ │ │ └── Translation.h │ │ ├── LU.h │ │ ├── Lazy.h │ │ ├── LeastSquares.h │ │ ├── Macros.h │ │ ├── MathFunctions.h │ │ ├── Memory.h │ │ ├── Meta.h │ │ ├── Minor.h │ │ ├── QR.h │ │ ├── SVD.h │ │ ├── TriangularSolver.h │ │ └── VectorBlock.h │ │ ├── Eigenvalues │ │ ├── CMakeLists.txt │ │ ├── ComplexEigenSolver.h │ │ ├── ComplexSchur.h │ │ ├── ComplexSchur_MKL.h │ │ ├── EigenSolver.h │ │ ├── GeneralizedEigenSolver.h │ │ ├── GeneralizedSelfAdjointEigenSolver.h │ │ ├── HessenbergDecomposition.h │ │ ├── MatrixBaseEigenvalues.h │ │ ├── RealQZ.h │ │ ├── RealSchur.h │ │ ├── RealSchur_MKL.h │ │ ├── SelfAdjointEigenSolver.h │ │ ├── SelfAdjointEigenSolver_MKL.h │ │ └── Tridiagonalization.h │ │ ├── Geometry │ │ ├── AlignedBox.h │ │ ├── AngleAxis.h │ │ ├── CMakeLists.txt │ │ ├── EulerAngles.h │ │ ├── Homogeneous.h │ │ ├── Hyperplane.h │ │ ├── OrthoMethods.h │ │ ├── ParametrizedLine.h │ │ ├── Quaternion.h │ │ ├── Rotation2D.h │ │ ├── RotationBase.h │ │ ├── Scaling.h │ │ ├── Transform.h │ │ ├── Translation.h │ │ ├── Umeyama.h │ │ └── arch │ │ │ ├── CMakeLists.txt │ │ │ └── Geometry_SSE.h │ │ ├── Householder │ │ ├── BlockHouseholder.h │ │ ├── CMakeLists.txt │ │ ├── Householder.h │ │ └── HouseholderSequence.h │ │ ├── IterativeLinearSolvers │ │ ├── BasicPreconditioners.h │ │ ├── BiCGSTAB.h │ │ ├── CMakeLists.txt │ │ ├── ConjugateGradient.h │ │ ├── IncompleteLUT.h │ │ └── IterativeSolverBase.h │ │ ├── Jacobi │ │ ├── CMakeLists.txt │ │ └── Jacobi.h │ │ ├── LU │ │ ├── CMakeLists.txt │ │ ├── Determinant.h │ │ ├── FullPivLU.h │ │ ├── Inverse.h │ │ ├── PartialPivLU.h │ │ ├── PartialPivLU_MKL.h │ │ └── arch │ │ │ ├── CMakeLists.txt │ │ │ └── Inverse_SSE.h │ │ ├── MetisSupport │ │ ├── CMakeLists.txt │ │ └── MetisSupport.h │ │ ├── OrderingMethods │ │ ├── Amd.h │ │ ├── CMakeLists.txt │ │ ├── Eigen_Colamd.h │ │ └── Ordering.h │ │ ├── PaStiXSupport │ │ ├── CMakeLists.txt │ │ └── PaStiXSupport.h │ │ ├── PardisoSupport │ │ ├── CMakeLists.txt │ │ └── PardisoSupport.h │ │ ├── QR │ │ ├── CMakeLists.txt │ │ ├── ColPivHouseholderQR.h │ │ ├── ColPivHouseholderQR_MKL.h │ │ ├── FullPivHouseholderQR.h │ │ ├── HouseholderQR.h │ │ └── HouseholderQR_MKL.h │ │ ├── SPQRSupport │ │ ├── CMakeLists.txt │ │ └── SuiteSparseQRSupport.h │ │ ├── SVD │ │ ├── CMakeLists.txt │ │ ├── JacobiSVD.h │ │ ├── JacobiSVD_MKL.h │ │ └── UpperBidiagonalization.h │ │ ├── SparseCholesky │ │ ├── CMakeLists.txt │ │ ├── SimplicialCholesky.h │ │ └── SimplicialCholesky_impl.h │ │ ├── SparseCore │ │ ├── AmbiVector.h │ │ ├── CMakeLists.txt │ │ ├── CompressedStorage.h │ │ ├── ConservativeSparseSparseProduct.h │ │ ├── MappedSparseMatrix.h │ │ ├── SparseBlock.h │ │ ├── SparseColEtree.h │ │ ├── SparseCwiseBinaryOp.h │ │ ├── SparseCwiseUnaryOp.h │ │ ├── SparseDenseProduct.h │ │ ├── SparseDiagonalProduct.h │ │ ├── SparseDot.h │ │ ├── SparseFuzzy.h │ │ ├── SparseMatrix.h │ │ ├── SparseMatrixBase.h │ │ ├── SparsePermutation.h │ │ ├── SparseProduct.h │ │ ├── SparseRedux.h │ │ ├── SparseSelfAdjointView.h │ │ ├── SparseSparseProductWithPruning.h │ │ ├── SparseTranspose.h │ │ ├── SparseTriangularView.h │ │ ├── SparseUtil.h │ │ ├── SparseVector.h │ │ ├── SparseView.h │ │ └── TriangularSolver.h │ │ ├── SparseLU │ │ ├── CMakeLists.txt │ │ ├── SparseLU.h │ │ ├── SparseLUImpl.h │ │ ├── SparseLU_Memory.h │ │ ├── SparseLU_Structs.h │ │ ├── SparseLU_SupernodalMatrix.h │ │ ├── SparseLU_Utils.h │ │ ├── SparseLU_column_bmod.h │ │ ├── SparseLU_column_dfs.h │ │ ├── SparseLU_copy_to_ucol.h │ │ ├── SparseLU_gemm_kernel.h │ │ ├── SparseLU_heap_relax_snode.h │ │ ├── SparseLU_kernel_bmod.h │ │ ├── SparseLU_panel_bmod.h │ │ ├── SparseLU_panel_dfs.h │ │ ├── SparseLU_pivotL.h │ │ ├── SparseLU_pruneL.h │ │ └── SparseLU_relax_snode.h │ │ ├── SparseQR │ │ ├── CMakeLists.txt │ │ └── SparseQR.h │ │ ├── StlSupport │ │ ├── CMakeLists.txt │ │ ├── StdDeque.h │ │ ├── StdList.h │ │ ├── StdVector.h │ │ └── details.h │ │ ├── SuperLUSupport │ │ ├── CMakeLists.txt │ │ └── SuperLUSupport.h │ │ ├── UmfPackSupport │ │ ├── CMakeLists.txt │ │ └── UmfPackSupport.h │ │ ├── misc │ │ ├── CMakeLists.txt │ │ ├── Image.h │ │ ├── Kernel.h │ │ ├── Solve.h │ │ ├── SparseSolve.h │ │ └── blas.h │ │ └── plugins │ │ ├── ArrayCwiseBinaryOps.h │ │ ├── ArrayCwiseUnaryOps.h │ │ ├── BlockMethods.h │ │ ├── CMakeLists.txt │ │ ├── CommonCwiseBinaryOps.h │ │ ├── CommonCwiseUnaryOps.h │ │ ├── MatrixCwiseBinaryOps.h │ │ └── MatrixCwiseUnaryOps.h ├── json.hpp ├── main.cpp ├── measurement_package.h ├── tools.cpp ├── tools.h ├── ukf.cpp └── ukf.h └── ukf.gif /ExtendedKalmanFilter/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | project(ExtendedKF) 2 | 3 | cmake_minimum_required (VERSION 3.5) 4 | 5 | add_definitions(-std=c++11) 6 | 7 | set(CXX_FLAGS "-Wall") 8 | set(CMAKE_CXX_FLAGS, "${CXX_FLAGS}") 9 | 10 | set(sources src/main.cpp src/tools.cpp src/FusionEKF.cpp src/kalman_filter.cpp src/tools.h src/FusionEKF.h src/kalman_filter.h) 11 | 12 | 13 | if(${CMAKE_SYSTEM_NAME} MATCHES "Darwin") 14 | 15 | include_directories(/usr/local/include) 16 | include_directories(/usr/local/opt/openssl/include) 17 | link_directories(/usr/local/lib) 18 | link_directories(/usr/local/opt/openssl/lib) 19 | link_directories(/usr/local/Cellar/libuv/1*/lib) 20 | 21 | endif(${CMAKE_SYSTEM_NAME} MATCHES "Darwin") 22 | 23 | 24 | add_executable(ExtendedKF ${sources}) 25 | 26 | target_link_libraries(ExtendedKF z ssl uv uWS) 27 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/README.md: -------------------------------------------------------------------------------- 1 | # Term 2 Project 1: Extended Kalman Filter 2 | 3 |

4 | 5 |

6 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/ekf.gif: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/appinho/SASensorFusionLocalization/5f7ed3363cfaf0e8e9165ea915b8210db18570f9/ExtendedKalmanFilter/ekf.gif -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/Array: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_ARRAY_MODULE_H 2 | #define EIGEN_ARRAY_MODULE_H 3 | 4 | // include Core first to handle Eigen2 support macros 5 | #include "Core" 6 | 7 | #ifndef EIGEN2_SUPPORT 8 | #error The Eigen/Array header does no longer exist in Eigen3. All that functionality has moved to Eigen/Core. 9 | #endif 10 | 11 | #endif // EIGEN_ARRAY_MODULE_H 12 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | include(RegexUtils) 2 | test_escape_string_as_regex() 3 | 4 | file(GLOB Eigen_directory_files "*") 5 | 6 | escape_string_as_regex(ESCAPED_CMAKE_CURRENT_SOURCE_DIR "${CMAKE_CURRENT_SOURCE_DIR}") 7 | 8 | foreach(f ${Eigen_directory_files}) 9 | if(NOT f MATCHES "\\.txt" AND NOT f MATCHES "${ESCAPED_CMAKE_CURRENT_SOURCE_DIR}/[.].+" AND NOT f MATCHES "${ESCAPED_CMAKE_CURRENT_SOURCE_DIR}/src") 10 | list(APPEND Eigen_directory_files_to_install ${f}) 11 | endif() 12 | endforeach(f ${Eigen_directory_files}) 13 | 14 | install(FILES 15 | ${Eigen_directory_files_to_install} 16 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen COMPONENT Devel 17 | ) 18 | 19 | add_subdirectory(src) 20 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/Cholesky: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_CHOLESKY_MODULE_H 2 | #define EIGEN_CHOLESKY_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | /** \defgroup Cholesky_Module Cholesky module 9 | * 10 | * 11 | * 12 | * This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices. 13 | * Those decompositions are accessible via the following MatrixBase methods: 14 | * - MatrixBase::llt(), 15 | * - MatrixBase::ldlt() 16 | * 17 | * \code 18 | * #include 19 | * \endcode 20 | */ 21 | 22 | #include "src/misc/Solve.h" 23 | #include "src/Cholesky/LLT.h" 24 | #include "src/Cholesky/LDLT.h" 25 | #ifdef EIGEN_USE_LAPACKE 26 | #include "src/Cholesky/LLT_MKL.h" 27 | #endif 28 | 29 | #include "src/Core/util/ReenableStupidWarnings.h" 30 | 31 | #endif // EIGEN_CHOLESKY_MODULE_H 32 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 33 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/CholmodSupport: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_CHOLMODSUPPORT_MODULE_H 2 | #define EIGEN_CHOLMODSUPPORT_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | extern "C" { 9 | #include 10 | } 11 | 12 | /** \ingroup Support_modules 13 | * \defgroup CholmodSupport_Module CholmodSupport module 14 | * 15 | * This module provides an interface to the Cholmod library which is part of the suitesparse package. 16 | * It provides the two following main factorization classes: 17 | * - class CholmodSupernodalLLT: a supernodal LLT Cholesky factorization. 18 | * - class CholmodDecomposiiton: a general L(D)LT Cholesky factorization with automatic or explicit runtime selection of the underlying factorization method (supernodal or simplicial). 19 | * 20 | * For the sake of completeness, this module also propose the two following classes: 21 | * - class CholmodSimplicialLLT 22 | * - class CholmodSimplicialLDLT 23 | * Note that these classes does not bring any particular advantage compared to the built-in 24 | * SimplicialLLT and SimplicialLDLT factorization classes. 25 | * 26 | * \code 27 | * #include 28 | * \endcode 29 | * 30 | * In order to use this module, the cholmod headers must be accessible from the include paths, and your binary must be linked to the cholmod library and its dependencies. 31 | * The dependencies depend on how cholmod has been compiled. 32 | * For a cmake based project, you can use our FindCholmod.cmake module to help you in this task. 33 | * 34 | */ 35 | 36 | #include "src/misc/Solve.h" 37 | #include "src/misc/SparseSolve.h" 38 | 39 | #include "src/CholmodSupport/CholmodSupport.h" 40 | 41 | 42 | #include "src/Core/util/ReenableStupidWarnings.h" 43 | 44 | #endif // EIGEN_CHOLMODSUPPORT_MODULE_H 45 | 46 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/Dense: -------------------------------------------------------------------------------- 1 | #include "Core" 2 | #include "LU" 3 | #include "Cholesky" 4 | #include "QR" 5 | #include "SVD" 6 | #include "Geometry" 7 | #include "Eigenvalues" 8 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/Eigen: -------------------------------------------------------------------------------- 1 | #include "Dense" 2 | //#include "Sparse" 3 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/Eigenvalues: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_EIGENVALUES_MODULE_H 2 | #define EIGEN_EIGENVALUES_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #include "Cholesky" 9 | #include "Jacobi" 10 | #include "Householder" 11 | #include "LU" 12 | #include "Geometry" 13 | 14 | /** \defgroup Eigenvalues_Module Eigenvalues module 15 | * 16 | * 17 | * 18 | * This module mainly provides various eigenvalue solvers. 19 | * This module also provides some MatrixBase methods, including: 20 | * - MatrixBase::eigenvalues(), 21 | * - MatrixBase::operatorNorm() 22 | * 23 | * \code 24 | * #include 25 | * \endcode 26 | */ 27 | 28 | #include "src/Eigenvalues/Tridiagonalization.h" 29 | #include "src/Eigenvalues/RealSchur.h" 30 | #include "src/Eigenvalues/EigenSolver.h" 31 | #include "src/Eigenvalues/SelfAdjointEigenSolver.h" 32 | #include "src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h" 33 | #include "src/Eigenvalues/HessenbergDecomposition.h" 34 | #include "src/Eigenvalues/ComplexSchur.h" 35 | #include "src/Eigenvalues/ComplexEigenSolver.h" 36 | #include "src/Eigenvalues/RealQZ.h" 37 | #include "src/Eigenvalues/GeneralizedEigenSolver.h" 38 | #include "src/Eigenvalues/MatrixBaseEigenvalues.h" 39 | #ifdef EIGEN_USE_LAPACKE 40 | #include "src/Eigenvalues/RealSchur_MKL.h" 41 | #include "src/Eigenvalues/ComplexSchur_MKL.h" 42 | #include "src/Eigenvalues/SelfAdjointEigenSolver_MKL.h" 43 | #endif 44 | 45 | #include "src/Core/util/ReenableStupidWarnings.h" 46 | 47 | #endif // EIGEN_EIGENVALUES_MODULE_H 48 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 49 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/Geometry: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_GEOMETRY_MODULE_H 2 | #define EIGEN_GEOMETRY_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #include "SVD" 9 | #include "LU" 10 | #include 11 | 12 | #ifndef M_PI 13 | #define M_PI 3.14159265358979323846 14 | #endif 15 | 16 | /** \defgroup Geometry_Module Geometry module 17 | * 18 | * 19 | * 20 | * This module provides support for: 21 | * - fixed-size homogeneous transformations 22 | * - translation, scaling, 2D and 3D rotations 23 | * - quaternions 24 | * - \ref MatrixBase::cross() "cross product" 25 | * - \ref MatrixBase::unitOrthogonal() "orthognal vector generation" 26 | * - some linear components: parametrized-lines and hyperplanes 27 | * 28 | * \code 29 | * #include 30 | * \endcode 31 | */ 32 | 33 | #include "src/Geometry/OrthoMethods.h" 34 | #include "src/Geometry/EulerAngles.h" 35 | 36 | #if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS 37 | #include "src/Geometry/Homogeneous.h" 38 | #include "src/Geometry/RotationBase.h" 39 | #include "src/Geometry/Rotation2D.h" 40 | #include "src/Geometry/Quaternion.h" 41 | #include "src/Geometry/AngleAxis.h" 42 | #include "src/Geometry/Transform.h" 43 | #include "src/Geometry/Translation.h" 44 | #include "src/Geometry/Scaling.h" 45 | #include "src/Geometry/Hyperplane.h" 46 | #include "src/Geometry/ParametrizedLine.h" 47 | #include "src/Geometry/AlignedBox.h" 48 | #include "src/Geometry/Umeyama.h" 49 | 50 | #if defined EIGEN_VECTORIZE_SSE 51 | #include "src/Geometry/arch/Geometry_SSE.h" 52 | #endif 53 | #endif 54 | 55 | #ifdef EIGEN2_SUPPORT 56 | #include "src/Eigen2Support/Geometry/All.h" 57 | #endif 58 | 59 | #include "src/Core/util/ReenableStupidWarnings.h" 60 | 61 | #endif // EIGEN_GEOMETRY_MODULE_H 62 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 63 | 64 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/Householder: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_HOUSEHOLDER_MODULE_H 2 | #define EIGEN_HOUSEHOLDER_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | /** \defgroup Householder_Module Householder module 9 | * This module provides Householder transformations. 10 | * 11 | * \code 12 | * #include 13 | * \endcode 14 | */ 15 | 16 | #include "src/Householder/Householder.h" 17 | #include "src/Householder/HouseholderSequence.h" 18 | #include "src/Householder/BlockHouseholder.h" 19 | 20 | #include "src/Core/util/ReenableStupidWarnings.h" 21 | 22 | #endif // EIGEN_HOUSEHOLDER_MODULE_H 23 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 24 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/IterativeLinearSolvers: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_ITERATIVELINEARSOLVERS_MODULE_H 2 | #define EIGEN_ITERATIVELINEARSOLVERS_MODULE_H 3 | 4 | #include "SparseCore" 5 | #include "OrderingMethods" 6 | 7 | #include "src/Core/util/DisableStupidWarnings.h" 8 | 9 | /** 10 | * \defgroup IterativeLinearSolvers_Module IterativeLinearSolvers module 11 | * 12 | * This module currently provides iterative methods to solve problems of the form \c A \c x = \c b, where \c A is a squared matrix, usually very large and sparse. 13 | * Those solvers are accessible via the following classes: 14 | * - ConjugateGradient for selfadjoint (hermitian) matrices, 15 | * - BiCGSTAB for general square matrices. 16 | * 17 | * These iterative solvers are associated with some preconditioners: 18 | * - IdentityPreconditioner - not really useful 19 | * - DiagonalPreconditioner - also called JAcobi preconditioner, work very well on diagonal dominant matrices. 20 | * - IncompleteILUT - incomplete LU factorization with dual thresholding 21 | * 22 | * Such problems can also be solved using the direct sparse decomposition modules: SparseCholesky, CholmodSupport, UmfPackSupport, SuperLUSupport. 23 | * 24 | * \code 25 | * #include 26 | * \endcode 27 | */ 28 | 29 | #include "src/misc/Solve.h" 30 | #include "src/misc/SparseSolve.h" 31 | 32 | #include "src/IterativeLinearSolvers/IterativeSolverBase.h" 33 | #include "src/IterativeLinearSolvers/BasicPreconditioners.h" 34 | #include "src/IterativeLinearSolvers/ConjugateGradient.h" 35 | #include "src/IterativeLinearSolvers/BiCGSTAB.h" 36 | #include "src/IterativeLinearSolvers/IncompleteLUT.h" 37 | 38 | #include "src/Core/util/ReenableStupidWarnings.h" 39 | 40 | #endif // EIGEN_ITERATIVELINEARSOLVERS_MODULE_H 41 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/Jacobi: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_JACOBI_MODULE_H 2 | #define EIGEN_JACOBI_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | /** \defgroup Jacobi_Module Jacobi module 9 | * This module provides Jacobi and Givens rotations. 10 | * 11 | * \code 12 | * #include 13 | * \endcode 14 | * 15 | * In addition to listed classes, it defines the two following MatrixBase methods to apply a Jacobi or Givens rotation: 16 | * - MatrixBase::applyOnTheLeft() 17 | * - MatrixBase::applyOnTheRight(). 18 | */ 19 | 20 | #include "src/Jacobi/Jacobi.h" 21 | 22 | #include "src/Core/util/ReenableStupidWarnings.h" 23 | 24 | #endif // EIGEN_JACOBI_MODULE_H 25 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 26 | 27 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/LU: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_LU_MODULE_H 2 | #define EIGEN_LU_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | /** \defgroup LU_Module LU module 9 | * This module includes %LU decomposition and related notions such as matrix inversion and determinant. 10 | * This module defines the following MatrixBase methods: 11 | * - MatrixBase::inverse() 12 | * - MatrixBase::determinant() 13 | * 14 | * \code 15 | * #include 16 | * \endcode 17 | */ 18 | 19 | #include "src/misc/Solve.h" 20 | #include "src/misc/Kernel.h" 21 | #include "src/misc/Image.h" 22 | #include "src/LU/FullPivLU.h" 23 | #include "src/LU/PartialPivLU.h" 24 | #ifdef EIGEN_USE_LAPACKE 25 | #include "src/LU/PartialPivLU_MKL.h" 26 | #endif 27 | #include "src/LU/Determinant.h" 28 | #include "src/LU/Inverse.h" 29 | 30 | #if defined EIGEN_VECTORIZE_SSE 31 | #include "src/LU/arch/Inverse_SSE.h" 32 | #endif 33 | 34 | #ifdef EIGEN2_SUPPORT 35 | #include "src/Eigen2Support/LU.h" 36 | #endif 37 | 38 | #include "src/Core/util/ReenableStupidWarnings.h" 39 | 40 | #endif // EIGEN_LU_MODULE_H 41 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 42 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/LeastSquares: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_REGRESSION_MODULE_H 2 | #define EIGEN_REGRESSION_MODULE_H 3 | 4 | #ifndef EIGEN2_SUPPORT 5 | #error LeastSquares is only available in Eigen2 support mode (define EIGEN2_SUPPORT) 6 | #endif 7 | 8 | // exclude from normal eigen3-only documentation 9 | #ifdef EIGEN2_SUPPORT 10 | 11 | #include "Core" 12 | 13 | #include "src/Core/util/DisableStupidWarnings.h" 14 | 15 | #include "Eigenvalues" 16 | #include "Geometry" 17 | 18 | /** \defgroup LeastSquares_Module LeastSquares module 19 | * This module provides linear regression and related features. 20 | * 21 | * \code 22 | * #include 23 | * \endcode 24 | */ 25 | 26 | #include "src/Eigen2Support/LeastSquares.h" 27 | 28 | #include "src/Core/util/ReenableStupidWarnings.h" 29 | 30 | #endif // EIGEN2_SUPPORT 31 | 32 | #endif // EIGEN_REGRESSION_MODULE_H 33 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/MetisSupport: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_METISSUPPORT_MODULE_H 2 | #define EIGEN_METISSUPPORT_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | extern "C" { 9 | #include 10 | } 11 | 12 | 13 | /** \ingroup Support_modules 14 | * \defgroup MetisSupport_Module MetisSupport module 15 | * 16 | * \code 17 | * #include 18 | * \endcode 19 | * This module defines an interface to the METIS reordering package (http://glaros.dtc.umn.edu/gkhome/views/metis). 20 | * It can be used just as any other built-in method as explained in \link OrderingMethods_Module here. \endlink 21 | */ 22 | 23 | 24 | #include "src/MetisSupport/MetisSupport.h" 25 | 26 | #include "src/Core/util/ReenableStupidWarnings.h" 27 | 28 | #endif // EIGEN_METISSUPPORT_MODULE_H 29 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/OrderingMethods: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_ORDERINGMETHODS_MODULE_H 2 | #define EIGEN_ORDERINGMETHODS_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | /** 9 | * \defgroup OrderingMethods_Module OrderingMethods module 10 | * 11 | * This module is currently for internal use only 12 | * 13 | * It defines various built-in and external ordering methods for sparse matrices. 14 | * They are typically used to reduce the number of elements during 15 | * the sparse matrix decomposition (LLT, LU, QR). 16 | * Precisely, in a preprocessing step, a permutation matrix P is computed using 17 | * those ordering methods and applied to the columns of the matrix. 18 | * Using for instance the sparse Cholesky decomposition, it is expected that 19 | * the nonzeros elements in LLT(A*P) will be much smaller than that in LLT(A). 20 | * 21 | * 22 | * Usage : 23 | * \code 24 | * #include 25 | * \endcode 26 | * 27 | * A simple usage is as a template parameter in the sparse decomposition classes : 28 | * 29 | * \code 30 | * SparseLU > solver; 31 | * \endcode 32 | * 33 | * \code 34 | * SparseQR > solver; 35 | * \endcode 36 | * 37 | * It is possible as well to call directly a particular ordering method for your own purpose, 38 | * \code 39 | * AMDOrdering ordering; 40 | * PermutationMatrix perm; 41 | * SparseMatrix A; 42 | * //Fill the matrix ... 43 | * 44 | * ordering(A, perm); // Call AMD 45 | * \endcode 46 | * 47 | * \note Some of these methods (like AMD or METIS), need the sparsity pattern 48 | * of the input matrix to be symmetric. When the matrix is structurally unsymmetric, 49 | * Eigen computes internally the pattern of \f$A^T*A\f$ before calling the method. 50 | * If your matrix is already symmetric (at leat in structure), you can avoid that 51 | * by calling the method with a SelfAdjointView type. 52 | * 53 | * \code 54 | * // Call the ordering on the pattern of the lower triangular matrix A 55 | * ordering(A.selfadjointView(), perm); 56 | * \endcode 57 | */ 58 | 59 | #ifndef EIGEN_MPL2_ONLY 60 | #include "src/OrderingMethods/Amd.h" 61 | #endif 62 | 63 | #include "src/OrderingMethods/Ordering.h" 64 | #include "src/Core/util/ReenableStupidWarnings.h" 65 | 66 | #endif // EIGEN_ORDERINGMETHODS_MODULE_H 67 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/PaStiXSupport: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_PASTIXSUPPORT_MODULE_H 2 | #define EIGEN_PASTIXSUPPORT_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #include 9 | extern "C" { 10 | #include 11 | #include 12 | } 13 | 14 | #ifdef complex 15 | #undef complex 16 | #endif 17 | 18 | /** \ingroup Support_modules 19 | * \defgroup PaStiXSupport_Module PaStiXSupport module 20 | * 21 | * This module provides an interface to the PaSTiX library. 22 | * PaSTiX is a general \b supernodal, \b parallel and \b opensource sparse solver. 23 | * It provides the two following main factorization classes: 24 | * - class PastixLLT : a supernodal, parallel LLt Cholesky factorization. 25 | * - class PastixLDLT: a supernodal, parallel LDLt Cholesky factorization. 26 | * - class PastixLU : a supernodal, parallel LU factorization (optimized for a symmetric pattern). 27 | * 28 | * \code 29 | * #include 30 | * \endcode 31 | * 32 | * In order to use this module, the PaSTiX headers must be accessible from the include paths, and your binary must be linked to the PaSTiX library and its dependencies. 33 | * The dependencies depend on how PaSTiX has been compiled. 34 | * For a cmake based project, you can use our FindPaSTiX.cmake module to help you in this task. 35 | * 36 | */ 37 | 38 | #include "src/misc/Solve.h" 39 | #include "src/misc/SparseSolve.h" 40 | 41 | #include "src/PaStiXSupport/PaStiXSupport.h" 42 | 43 | 44 | #include "src/Core/util/ReenableStupidWarnings.h" 45 | 46 | #endif // EIGEN_PASTIXSUPPORT_MODULE_H 47 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/PardisoSupport: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_PARDISOSUPPORT_MODULE_H 2 | #define EIGEN_PARDISOSUPPORT_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #include 9 | 10 | #include 11 | 12 | /** \ingroup Support_modules 13 | * \defgroup PardisoSupport_Module PardisoSupport module 14 | * 15 | * This module brings support for the Intel(R) MKL PARDISO direct sparse solvers. 16 | * 17 | * \code 18 | * #include 19 | * \endcode 20 | * 21 | * In order to use this module, the MKL headers must be accessible from the include paths, and your binary must be linked to the MKL library and its dependencies. 22 | * See this \ref TopicUsingIntelMKL "page" for more information on MKL-Eigen integration. 23 | * 24 | */ 25 | 26 | #include "src/PardisoSupport/PardisoSupport.h" 27 | 28 | #include "src/Core/util/ReenableStupidWarnings.h" 29 | 30 | #endif // EIGEN_PARDISOSUPPORT_MODULE_H 31 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/QR: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_QR_MODULE_H 2 | #define EIGEN_QR_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #include "Cholesky" 9 | #include "Jacobi" 10 | #include "Householder" 11 | 12 | /** \defgroup QR_Module QR module 13 | * 14 | * 15 | * 16 | * This module provides various QR decompositions 17 | * This module also provides some MatrixBase methods, including: 18 | * - MatrixBase::qr(), 19 | * 20 | * \code 21 | * #include 22 | * \endcode 23 | */ 24 | 25 | #include "src/misc/Solve.h" 26 | #include "src/QR/HouseholderQR.h" 27 | #include "src/QR/FullPivHouseholderQR.h" 28 | #include "src/QR/ColPivHouseholderQR.h" 29 | #ifdef EIGEN_USE_LAPACKE 30 | #include "src/QR/HouseholderQR_MKL.h" 31 | #include "src/QR/ColPivHouseholderQR_MKL.h" 32 | #endif 33 | 34 | #ifdef EIGEN2_SUPPORT 35 | #include "src/Eigen2Support/QR.h" 36 | #endif 37 | 38 | #include "src/Core/util/ReenableStupidWarnings.h" 39 | 40 | #ifdef EIGEN2_SUPPORT 41 | #include "Eigenvalues" 42 | #endif 43 | 44 | #endif // EIGEN_QR_MODULE_H 45 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 46 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/QtAlignedMalloc: -------------------------------------------------------------------------------- 1 | 2 | #ifndef EIGEN_QTMALLOC_MODULE_H 3 | #define EIGEN_QTMALLOC_MODULE_H 4 | 5 | #include "Core" 6 | 7 | #if (!EIGEN_MALLOC_ALREADY_ALIGNED) 8 | 9 | #include "src/Core/util/DisableStupidWarnings.h" 10 | 11 | void *qMalloc(size_t size) 12 | { 13 | return Eigen::internal::aligned_malloc(size); 14 | } 15 | 16 | void qFree(void *ptr) 17 | { 18 | Eigen::internal::aligned_free(ptr); 19 | } 20 | 21 | void *qRealloc(void *ptr, size_t size) 22 | { 23 | void* newPtr = Eigen::internal::aligned_malloc(size); 24 | memcpy(newPtr, ptr, size); 25 | Eigen::internal::aligned_free(ptr); 26 | return newPtr; 27 | } 28 | 29 | #include "src/Core/util/ReenableStupidWarnings.h" 30 | 31 | #endif 32 | 33 | #endif // EIGEN_QTMALLOC_MODULE_H 34 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 35 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/SPQRSupport: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_SPQRSUPPORT_MODULE_H 2 | #define EIGEN_SPQRSUPPORT_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #include "SuiteSparseQR.hpp" 9 | 10 | /** \ingroup Support_modules 11 | * \defgroup SPQRSupport_Module SuiteSparseQR module 12 | * 13 | * This module provides an interface to the SPQR library, which is part of the suitesparse package. 14 | * 15 | * \code 16 | * #include 17 | * \endcode 18 | * 19 | * In order to use this module, the SPQR headers must be accessible from the include paths, and your binary must be linked to the SPQR library and its dependencies (Cholmod, AMD, COLAMD,...). 20 | * For a cmake based project, you can use our FindSPQR.cmake and FindCholmod.Cmake modules 21 | * 22 | */ 23 | 24 | #include "src/misc/Solve.h" 25 | #include "src/misc/SparseSolve.h" 26 | #include "src/CholmodSupport/CholmodSupport.h" 27 | #include "src/SPQRSupport/SuiteSparseQRSupport.h" 28 | 29 | #endif 30 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/SVD: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_SVD_MODULE_H 2 | #define EIGEN_SVD_MODULE_H 3 | 4 | #include "QR" 5 | #include "Householder" 6 | #include "Jacobi" 7 | 8 | #include "src/Core/util/DisableStupidWarnings.h" 9 | 10 | /** \defgroup SVD_Module SVD module 11 | * 12 | * 13 | * 14 | * This module provides SVD decomposition for matrices (both real and complex). 15 | * This decomposition is accessible via the following MatrixBase method: 16 | * - MatrixBase::jacobiSvd() 17 | * 18 | * \code 19 | * #include 20 | * \endcode 21 | */ 22 | 23 | #include "src/misc/Solve.h" 24 | #include "src/SVD/JacobiSVD.h" 25 | #if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT) 26 | #include "src/SVD/JacobiSVD_MKL.h" 27 | #endif 28 | #include "src/SVD/UpperBidiagonalization.h" 29 | 30 | #ifdef EIGEN2_SUPPORT 31 | #include "src/Eigen2Support/SVD.h" 32 | #endif 33 | 34 | #include "src/Core/util/ReenableStupidWarnings.h" 35 | 36 | #endif // EIGEN_SVD_MODULE_H 37 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 38 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/Sparse: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_SPARSE_MODULE_H 2 | #define EIGEN_SPARSE_MODULE_H 3 | 4 | /** \defgroup Sparse_Module Sparse meta-module 5 | * 6 | * Meta-module including all related modules: 7 | * - \ref SparseCore_Module 8 | * - \ref OrderingMethods_Module 9 | * - \ref SparseCholesky_Module 10 | * - \ref SparseLU_Module 11 | * - \ref SparseQR_Module 12 | * - \ref IterativeLinearSolvers_Module 13 | * 14 | * \code 15 | * #include 16 | * \endcode 17 | */ 18 | 19 | #include "SparseCore" 20 | #include "OrderingMethods" 21 | #include "SparseCholesky" 22 | #include "SparseLU" 23 | #include "SparseQR" 24 | #include "IterativeLinearSolvers" 25 | 26 | #endif // EIGEN_SPARSE_MODULE_H 27 | 28 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/SparseCholesky: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008-2013 Gael Guennebaud 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_SPARSECHOLESKY_MODULE_H 11 | #define EIGEN_SPARSECHOLESKY_MODULE_H 12 | 13 | #include "SparseCore" 14 | #include "OrderingMethods" 15 | 16 | #include "src/Core/util/DisableStupidWarnings.h" 17 | 18 | /** 19 | * \defgroup SparseCholesky_Module SparseCholesky module 20 | * 21 | * This module currently provides two variants of the direct sparse Cholesky decomposition for selfadjoint (hermitian) matrices. 22 | * Those decompositions are accessible via the following classes: 23 | * - SimplicialLLt, 24 | * - SimplicialLDLt 25 | * 26 | * Such problems can also be solved using the ConjugateGradient solver from the IterativeLinearSolvers module. 27 | * 28 | * \code 29 | * #include 30 | * \endcode 31 | */ 32 | 33 | #ifdef EIGEN_MPL2_ONLY 34 | #error The SparseCholesky module has nothing to offer in MPL2 only mode 35 | #endif 36 | 37 | #include "src/misc/Solve.h" 38 | #include "src/misc/SparseSolve.h" 39 | #include "src/SparseCholesky/SimplicialCholesky.h" 40 | 41 | #ifndef EIGEN_MPL2_ONLY 42 | #include "src/SparseCholesky/SimplicialCholesky_impl.h" 43 | #endif 44 | 45 | #include "src/Core/util/ReenableStupidWarnings.h" 46 | 47 | #endif // EIGEN_SPARSECHOLESKY_MODULE_H 48 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/SparseCore: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_SPARSECORE_MODULE_H 2 | #define EIGEN_SPARSECORE_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #include 9 | #include 10 | #include 11 | #include 12 | #include 13 | 14 | /** 15 | * \defgroup SparseCore_Module SparseCore module 16 | * 17 | * This module provides a sparse matrix representation, and basic associated matrix manipulations 18 | * and operations. 19 | * 20 | * See the \ref TutorialSparse "Sparse tutorial" 21 | * 22 | * \code 23 | * #include 24 | * \endcode 25 | * 26 | * This module depends on: Core. 27 | */ 28 | 29 | namespace Eigen { 30 | 31 | /** The type used to identify a general sparse storage. */ 32 | struct Sparse {}; 33 | 34 | } 35 | 36 | #include "src/SparseCore/SparseUtil.h" 37 | #include "src/SparseCore/SparseMatrixBase.h" 38 | #include "src/SparseCore/CompressedStorage.h" 39 | #include "src/SparseCore/AmbiVector.h" 40 | #include "src/SparseCore/SparseMatrix.h" 41 | #include "src/SparseCore/MappedSparseMatrix.h" 42 | #include "src/SparseCore/SparseVector.h" 43 | #include "src/SparseCore/SparseBlock.h" 44 | #include "src/SparseCore/SparseTranspose.h" 45 | #include "src/SparseCore/SparseCwiseUnaryOp.h" 46 | #include "src/SparseCore/SparseCwiseBinaryOp.h" 47 | #include "src/SparseCore/SparseDot.h" 48 | #include "src/SparseCore/SparsePermutation.h" 49 | #include "src/SparseCore/SparseRedux.h" 50 | #include "src/SparseCore/SparseFuzzy.h" 51 | #include "src/SparseCore/ConservativeSparseSparseProduct.h" 52 | #include "src/SparseCore/SparseSparseProductWithPruning.h" 53 | #include "src/SparseCore/SparseProduct.h" 54 | #include "src/SparseCore/SparseDenseProduct.h" 55 | #include "src/SparseCore/SparseDiagonalProduct.h" 56 | #include "src/SparseCore/SparseTriangularView.h" 57 | #include "src/SparseCore/SparseSelfAdjointView.h" 58 | #include "src/SparseCore/TriangularSolver.h" 59 | #include "src/SparseCore/SparseView.h" 60 | 61 | #include "src/Core/util/ReenableStupidWarnings.h" 62 | 63 | #endif // EIGEN_SPARSECORE_MODULE_H 64 | 65 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/SparseLU: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2012 Désiré Nuentsa-Wakam 5 | // Copyright (C) 2012 Gael Guennebaud 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | #ifndef EIGEN_SPARSELU_MODULE_H 12 | #define EIGEN_SPARSELU_MODULE_H 13 | 14 | #include "SparseCore" 15 | 16 | /** 17 | * \defgroup SparseLU_Module SparseLU module 18 | * This module defines a supernodal factorization of general sparse matrices. 19 | * The code is fully optimized for supernode-panel updates with specialized kernels. 20 | * Please, see the documentation of the SparseLU class for more details. 21 | */ 22 | 23 | #include "src/misc/Solve.h" 24 | #include "src/misc/SparseSolve.h" 25 | 26 | // Ordering interface 27 | #include "OrderingMethods" 28 | 29 | #include "src/SparseLU/SparseLU_gemm_kernel.h" 30 | 31 | #include "src/SparseLU/SparseLU_Structs.h" 32 | #include "src/SparseLU/SparseLU_SupernodalMatrix.h" 33 | #include "src/SparseLU/SparseLUImpl.h" 34 | #include "src/SparseCore/SparseColEtree.h" 35 | #include "src/SparseLU/SparseLU_Memory.h" 36 | #include "src/SparseLU/SparseLU_heap_relax_snode.h" 37 | #include "src/SparseLU/SparseLU_relax_snode.h" 38 | #include "src/SparseLU/SparseLU_pivotL.h" 39 | #include "src/SparseLU/SparseLU_panel_dfs.h" 40 | #include "src/SparseLU/SparseLU_kernel_bmod.h" 41 | #include "src/SparseLU/SparseLU_panel_bmod.h" 42 | #include "src/SparseLU/SparseLU_column_dfs.h" 43 | #include "src/SparseLU/SparseLU_column_bmod.h" 44 | #include "src/SparseLU/SparseLU_copy_to_ucol.h" 45 | #include "src/SparseLU/SparseLU_pruneL.h" 46 | #include "src/SparseLU/SparseLU_Utils.h" 47 | #include "src/SparseLU/SparseLU.h" 48 | 49 | #endif // EIGEN_SPARSELU_MODULE_H 50 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/SparseQR: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_SPARSEQR_MODULE_H 2 | #define EIGEN_SPARSEQR_MODULE_H 3 | 4 | #include "SparseCore" 5 | #include "OrderingMethods" 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | /** \defgroup SparseQR_Module SparseQR module 9 | * \brief Provides QR decomposition for sparse matrices 10 | * 11 | * This module provides a simplicial version of the left-looking Sparse QR decomposition. 12 | * The columns of the input matrix should be reordered to limit the fill-in during the 13 | * decomposition. Built-in methods (COLAMD, AMD) or external methods (METIS) can be used to this end. 14 | * See the \link OrderingMethods_Module OrderingMethods\endlink module for the list 15 | * of built-in and external ordering methods. 16 | * 17 | * \code 18 | * #include 19 | * \endcode 20 | * 21 | * 22 | */ 23 | 24 | #include "src/misc/Solve.h" 25 | #include "src/misc/SparseSolve.h" 26 | 27 | #include "OrderingMethods" 28 | #include "src/SparseCore/SparseColEtree.h" 29 | #include "src/SparseQR/SparseQR.h" 30 | 31 | #include "src/Core/util/ReenableStupidWarnings.h" 32 | 33 | #endif 34 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/StdDeque: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2009 Gael Guennebaud 5 | // Copyright (C) 2009 Hauke Heibel 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | #ifndef EIGEN_STDDEQUE_MODULE_H 12 | #define EIGEN_STDDEQUE_MODULE_H 13 | 14 | #include "Core" 15 | #include 16 | 17 | #if (defined(_MSC_VER) && defined(_WIN64)) /* MSVC auto aligns in 64 bit builds */ 18 | 19 | #define EIGEN_DEFINE_STL_DEQUE_SPECIALIZATION(...) 20 | 21 | #else 22 | 23 | #include "src/StlSupport/StdDeque.h" 24 | 25 | #endif 26 | 27 | #endif // EIGEN_STDDEQUE_MODULE_H 28 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/StdList: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2009 Hauke Heibel 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_STDLIST_MODULE_H 11 | #define EIGEN_STDLIST_MODULE_H 12 | 13 | #include "Core" 14 | #include 15 | 16 | #if (defined(_MSC_VER) && defined(_WIN64)) /* MSVC auto aligns in 64 bit builds */ 17 | 18 | #define EIGEN_DEFINE_STL_LIST_SPECIALIZATION(...) 19 | 20 | #else 21 | 22 | #include "src/StlSupport/StdList.h" 23 | 24 | #endif 25 | 26 | #endif // EIGEN_STDLIST_MODULE_H 27 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/StdVector: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2009 Gael Guennebaud 5 | // Copyright (C) 2009 Hauke Heibel 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | #ifndef EIGEN_STDVECTOR_MODULE_H 12 | #define EIGEN_STDVECTOR_MODULE_H 13 | 14 | #include "Core" 15 | #include 16 | 17 | #if (defined(_MSC_VER) && defined(_WIN64)) /* MSVC auto aligns in 64 bit builds */ 18 | 19 | #define EIGEN_DEFINE_STL_VECTOR_SPECIALIZATION(...) 20 | 21 | #else 22 | 23 | #include "src/StlSupport/StdVector.h" 24 | 25 | #endif 26 | 27 | #endif // EIGEN_STDVECTOR_MODULE_H 28 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/SuperLUSupport: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_SUPERLUSUPPORT_MODULE_H 2 | #define EIGEN_SUPERLUSUPPORT_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #ifdef EMPTY 9 | #define EIGEN_EMPTY_WAS_ALREADY_DEFINED 10 | #endif 11 | 12 | typedef int int_t; 13 | #include 14 | #include 15 | #include 16 | 17 | // slu_util.h defines a preprocessor token named EMPTY which is really polluting, 18 | // so we remove it in favor of a SUPERLU_EMPTY token. 19 | // If EMPTY was already defined then we don't undef it. 20 | 21 | #if defined(EIGEN_EMPTY_WAS_ALREADY_DEFINED) 22 | # undef EIGEN_EMPTY_WAS_ALREADY_DEFINED 23 | #elif defined(EMPTY) 24 | # undef EMPTY 25 | #endif 26 | 27 | #define SUPERLU_EMPTY (-1) 28 | 29 | namespace Eigen { struct SluMatrix; } 30 | 31 | /** \ingroup Support_modules 32 | * \defgroup SuperLUSupport_Module SuperLUSupport module 33 | * 34 | * This module provides an interface to the SuperLU library. 35 | * It provides the following factorization class: 36 | * - class SuperLU: a supernodal sequential LU factorization. 37 | * - class SuperILU: a supernodal sequential incomplete LU factorization (to be used as a preconditioner for iterative methods). 38 | * 39 | * \warning When including this module, you have to use SUPERLU_EMPTY instead of EMPTY which is no longer defined because it is too polluting. 40 | * 41 | * \code 42 | * #include 43 | * \endcode 44 | * 45 | * In order to use this module, the superlu headers must be accessible from the include paths, and your binary must be linked to the superlu library and its dependencies. 46 | * The dependencies depend on how superlu has been compiled. 47 | * For a cmake based project, you can use our FindSuperLU.cmake module to help you in this task. 48 | * 49 | */ 50 | 51 | #include "src/misc/Solve.h" 52 | #include "src/misc/SparseSolve.h" 53 | 54 | #include "src/SuperLUSupport/SuperLUSupport.h" 55 | 56 | 57 | #include "src/Core/util/ReenableStupidWarnings.h" 58 | 59 | #endif // EIGEN_SUPERLUSUPPORT_MODULE_H 60 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/UmfPackSupport: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_UMFPACKSUPPORT_MODULE_H 2 | #define EIGEN_UMFPACKSUPPORT_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | extern "C" { 9 | #include 10 | } 11 | 12 | /** \ingroup Support_modules 13 | * \defgroup UmfPackSupport_Module UmfPackSupport module 14 | * 15 | * This module provides an interface to the UmfPack library which is part of the suitesparse package. 16 | * It provides the following factorization class: 17 | * - class UmfPackLU: a multifrontal sequential LU factorization. 18 | * 19 | * \code 20 | * #include 21 | * \endcode 22 | * 23 | * In order to use this module, the umfpack headers must be accessible from the include paths, and your binary must be linked to the umfpack library and its dependencies. 24 | * The dependencies depend on how umfpack has been compiled. 25 | * For a cmake based project, you can use our FindUmfPack.cmake module to help you in this task. 26 | * 27 | */ 28 | 29 | #include "src/misc/Solve.h" 30 | #include "src/misc/SparseSolve.h" 31 | 32 | #include "src/UmfPackSupport/UmfPackSupport.h" 33 | 34 | #include "src/Core/util/ReenableStupidWarnings.h" 35 | 36 | #endif // EIGEN_UMFPACKSUPPORT_MODULE_H 37 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | file(GLOB Eigen_src_subdirectories "*") 2 | escape_string_as_regex(ESCAPED_CMAKE_CURRENT_SOURCE_DIR "${CMAKE_CURRENT_SOURCE_DIR}") 3 | foreach(f ${Eigen_src_subdirectories}) 4 | if(NOT f MATCHES "\\.txt" AND NOT f MATCHES "${ESCAPED_CMAKE_CURRENT_SOURCE_DIR}/[.].+" ) 5 | add_subdirectory(${f}) 6 | endif() 7 | endforeach() 8 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Cholesky/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Cholesky_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Cholesky_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Cholesky COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/CholmodSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_CholmodSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_CholmodSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/CholmodSupport COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Core/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Core_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Core_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Core COMPONENT Devel 6 | ) 7 | 8 | ADD_SUBDIRECTORY(products) 9 | ADD_SUBDIRECTORY(util) 10 | ADD_SUBDIRECTORY(arch) 11 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Core/CoreIterators.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008-2010 Gael Guennebaud 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_COREITERATORS_H 11 | #define EIGEN_COREITERATORS_H 12 | 13 | namespace Eigen { 14 | 15 | /* This file contains the respective InnerIterator definition of the expressions defined in Eigen/Core 16 | */ 17 | 18 | /** \ingroup SparseCore_Module 19 | * \class InnerIterator 20 | * \brief An InnerIterator allows to loop over the element of a sparse (or dense) matrix or expression 21 | * 22 | * todo 23 | */ 24 | 25 | // generic version for dense matrix and expressions 26 | template class DenseBase::InnerIterator 27 | { 28 | protected: 29 | typedef typename Derived::Scalar Scalar; 30 | typedef typename Derived::Index Index; 31 | 32 | enum { IsRowMajor = (Derived::Flags&RowMajorBit)==RowMajorBit }; 33 | public: 34 | EIGEN_STRONG_INLINE InnerIterator(const Derived& expr, Index outer) 35 | : m_expression(expr), m_inner(0), m_outer(outer), m_end(expr.innerSize()) 36 | {} 37 | 38 | EIGEN_STRONG_INLINE Scalar value() const 39 | { 40 | return (IsRowMajor) ? m_expression.coeff(m_outer, m_inner) 41 | : m_expression.coeff(m_inner, m_outer); 42 | } 43 | 44 | EIGEN_STRONG_INLINE InnerIterator& operator++() { m_inner++; return *this; } 45 | 46 | EIGEN_STRONG_INLINE Index index() const { return m_inner; } 47 | inline Index row() const { return IsRowMajor ? m_outer : index(); } 48 | inline Index col() const { return IsRowMajor ? index() : m_outer; } 49 | 50 | EIGEN_STRONG_INLINE operator bool() const { return m_inner < m_end && m_inner>=0; } 51 | 52 | protected: 53 | const Derived& m_expression; 54 | Index m_inner; 55 | const Index m_outer; 56 | const Index m_end; 57 | }; 58 | 59 | } // end namespace Eigen 60 | 61 | #endif // EIGEN_COREITERATORS_H 62 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Core/arch/AltiVec/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Core_arch_AltiVec_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Core_arch_AltiVec_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Core/arch/AltiVec COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Core/arch/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | ADD_SUBDIRECTORY(SSE) 2 | ADD_SUBDIRECTORY(AltiVec) 3 | ADD_SUBDIRECTORY(NEON) 4 | ADD_SUBDIRECTORY(Default) 5 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Core/arch/Default/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Core_arch_Default_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Core_arch_Default_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Core/arch/Default COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Core/arch/Default/Settings.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008-2010 Gael Guennebaud 5 | // Copyright (C) 2006-2008 Benoit Jacob 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | 12 | /* All the parameters defined in this file can be specialized in the 13 | * architecture specific files, and/or by the user. 14 | * More to come... */ 15 | 16 | #ifndef EIGEN_DEFAULT_SETTINGS_H 17 | #define EIGEN_DEFAULT_SETTINGS_H 18 | 19 | /** Defines the maximal loop size to enable meta unrolling of loops. 20 | * Note that the value here is expressed in Eigen's own notion of "number of FLOPS", 21 | * it does not correspond to the number of iterations or the number of instructions 22 | */ 23 | #ifndef EIGEN_UNROLLING_LIMIT 24 | #define EIGEN_UNROLLING_LIMIT 100 25 | #endif 26 | 27 | /** Defines the threshold between a "small" and a "large" matrix. 28 | * This threshold is mainly used to select the proper product implementation. 29 | */ 30 | #ifndef EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 31 | #define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 8 32 | #endif 33 | 34 | /** Defines the maximal width of the blocks used in the triangular product and solver 35 | * for vectors (level 2 blas xTRMV and xTRSV). The default is 8. 36 | */ 37 | #ifndef EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH 38 | #define EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH 8 39 | #endif 40 | 41 | 42 | /** Defines the default number of registers available for that architecture. 43 | * Currently it must be 8 or 16. Other values will fail. 44 | */ 45 | #ifndef EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS 46 | #define EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS 8 47 | #endif 48 | 49 | #endif // EIGEN_DEFAULT_SETTINGS_H 50 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Core/arch/NEON/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Core_arch_NEON_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Core_arch_NEON_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Core/arch/NEON COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Core/arch/SSE/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Core_arch_SSE_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Core_arch_SSE_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Core/arch/SSE COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Core/products/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Core_Product_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Core_Product_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Core/products COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Core/util/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Core_util_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Core_util_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Core/util COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Core/util/DisableStupidWarnings.h: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_WARNINGS_DISABLED 2 | #define EIGEN_WARNINGS_DISABLED 3 | 4 | #ifdef _MSC_VER 5 | // 4100 - unreferenced formal parameter (occurred e.g. in aligned_allocator::destroy(pointer p)) 6 | // 4101 - unreferenced local variable 7 | // 4127 - conditional expression is constant 8 | // 4181 - qualifier applied to reference type ignored 9 | // 4211 - nonstandard extension used : redefined extern to static 10 | // 4244 - 'argument' : conversion from 'type1' to 'type2', possible loss of data 11 | // 4273 - QtAlignedMalloc, inconsistent DLL linkage 12 | // 4324 - structure was padded due to declspec(align()) 13 | // 4512 - assignment operator could not be generated 14 | // 4522 - 'class' : multiple assignment operators specified 15 | // 4700 - uninitialized local variable 'xyz' used 16 | // 4717 - 'function' : recursive on all control paths, function will cause runtime stack overflow 17 | #ifndef EIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS 18 | #pragma warning( push ) 19 | #endif 20 | #pragma warning( disable : 4100 4101 4127 4181 4211 4244 4273 4324 4512 4522 4700 4717 ) 21 | #elif defined __INTEL_COMPILER 22 | // 2196 - routine is both "inline" and "noinline" ("noinline" assumed) 23 | // ICC 12 generates this warning even without any inline keyword, when defining class methods 'inline' i.e. inside of class body 24 | // typedef that may be a reference type. 25 | // 279 - controlling expression is constant 26 | // ICC 12 generates this warning on assert(constant_expression_depending_on_template_params) and frankly this is a legitimate use case. 27 | #ifndef EIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS 28 | #pragma warning push 29 | #endif 30 | #pragma warning disable 2196 279 31 | #elif defined __clang__ 32 | // -Wconstant-logical-operand - warning: use of logical && with constant operand; switch to bitwise & or remove constant 33 | // this is really a stupid warning as it warns on compile-time expressions involving enums 34 | #ifndef EIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS 35 | #pragma clang diagnostic push 36 | #endif 37 | #pragma clang diagnostic ignored "-Wconstant-logical-operand" 38 | 39 | #elif defined __GNUC__ && __GNUC__>=6 40 | 41 | #ifndef EIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS 42 | #pragma GCC diagnostic push 43 | #endif 44 | #pragma GCC diagnostic ignored "-Wignored-attributes" 45 | 46 | #endif 47 | 48 | #endif // not EIGEN_WARNINGS_DISABLED 49 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Core/util/NonMPL2.h: -------------------------------------------------------------------------------- 1 | #ifdef EIGEN_MPL2_ONLY 2 | #error Including non-MPL2 code in EIGEN_MPL2_ONLY mode 3 | #endif 4 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Core/util/ReenableStupidWarnings.h: -------------------------------------------------------------------------------- 1 | #ifdef EIGEN_WARNINGS_DISABLED 2 | #undef EIGEN_WARNINGS_DISABLED 3 | 4 | #ifndef EIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS 5 | #ifdef _MSC_VER 6 | #pragma warning( pop ) 7 | #elif defined __INTEL_COMPILER 8 | #pragma warning pop 9 | #elif defined __clang__ 10 | #pragma clang diagnostic pop 11 | #elif defined __GNUC__ && __GNUC__>=6 12 | #pragma GCC diagnostic pop 13 | #endif 14 | 15 | #endif 16 | 17 | #endif // EIGEN_WARNINGS_DISABLED 18 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Eigen2Support/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Eigen2Support_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Eigen2Support_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Eigen2Support COMPONENT Devel 6 | ) 7 | 8 | ADD_SUBDIRECTORY(Geometry) -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Eigen2Support/Geometry/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Eigen2Support_Geometry_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Eigen2Support_Geometry_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Eigen2Support/Geometry 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Eigen2Support/Lazy.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008 Benoit Jacob 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_LAZY_H 11 | #define EIGEN_LAZY_H 12 | 13 | namespace Eigen { 14 | 15 | /** \deprecated it is only used by lazy() which is deprecated 16 | * 17 | * \returns an expression of *this with added flags 18 | * 19 | * Example: \include MatrixBase_marked.cpp 20 | * Output: \verbinclude MatrixBase_marked.out 21 | * 22 | * \sa class Flagged, extract(), part() 23 | */ 24 | template 25 | template 26 | inline const Flagged 27 | MatrixBase::marked() const 28 | { 29 | return derived(); 30 | } 31 | 32 | /** \deprecated use MatrixBase::noalias() 33 | * 34 | * \returns an expression of *this with the EvalBeforeAssigningBit flag removed. 35 | * 36 | * Example: \include MatrixBase_lazy.cpp 37 | * Output: \verbinclude MatrixBase_lazy.out 38 | * 39 | * \sa class Flagged, marked() 40 | */ 41 | template 42 | inline const Flagged 43 | MatrixBase::lazy() const 44 | { 45 | return derived(); 46 | } 47 | 48 | 49 | /** \internal 50 | * Overloaded to perform an efficient C += (A*B).lazy() */ 51 | template 52 | template 53 | Derived& MatrixBase::operator+=(const Flagged, 0, 54 | EvalBeforeAssigningBit>& other) 55 | { 56 | other._expression().derived().addTo(derived()); return derived(); 57 | } 58 | 59 | /** \internal 60 | * Overloaded to perform an efficient C -= (A*B).lazy() */ 61 | template 62 | template 63 | Derived& MatrixBase::operator-=(const Flagged, 0, 64 | EvalBeforeAssigningBit>& other) 65 | { 66 | other._expression().derived().subTo(derived()); return derived(); 67 | } 68 | 69 | } // end namespace Eigen 70 | 71 | #endif // EIGEN_LAZY_H 72 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Eigen2Support/Macros.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2011 Benoit Jacob 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN2_MACROS_H 11 | #define EIGEN2_MACROS_H 12 | 13 | #define ei_assert eigen_assert 14 | #define ei_internal_assert eigen_internal_assert 15 | 16 | #define EIGEN_ALIGN_128 EIGEN_ALIGN16 17 | 18 | #define EIGEN_ARCH_WANTS_ALIGNMENT EIGEN_ALIGN_STATICALLY 19 | 20 | #endif // EIGEN2_MACROS_H 21 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Eigen2Support/MathFunctions.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2010 Gael Guennebaud 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN2_MATH_FUNCTIONS_H 11 | #define EIGEN2_MATH_FUNCTIONS_H 12 | 13 | namespace Eigen { 14 | 15 | template inline typename NumTraits::Real ei_real(const T& x) { return numext::real(x); } 16 | template inline typename NumTraits::Real ei_imag(const T& x) { return numext::imag(x); } 17 | template inline T ei_conj(const T& x) { return numext::conj(x); } 18 | template inline typename NumTraits::Real ei_abs (const T& x) { using std::abs; return abs(x); } 19 | template inline typename NumTraits::Real ei_abs2(const T& x) { return numext::abs2(x); } 20 | template inline T ei_sqrt(const T& x) { using std::sqrt; return sqrt(x); } 21 | template inline T ei_exp (const T& x) { using std::exp; return exp(x); } 22 | template inline T ei_log (const T& x) { using std::log; return log(x); } 23 | template inline T ei_sin (const T& x) { using std::sin; return sin(x); } 24 | template inline T ei_cos (const T& x) { using std::cos; return cos(x); } 25 | template inline T ei_atan2(const T& x,const T& y) { using std::atan2; return atan2(x,y); } 26 | template inline T ei_pow (const T& x,const T& y) { return numext::pow(x,y); } 27 | template inline T ei_random () { return internal::random(); } 28 | template inline T ei_random (const T& x, const T& y) { return internal::random(x, y); } 29 | 30 | template inline T precision () { return NumTraits::dummy_precision(); } 31 | template inline T machine_epsilon () { return NumTraits::epsilon(); } 32 | 33 | 34 | template 35 | inline bool ei_isMuchSmallerThan(const Scalar& x, const OtherScalar& y, 36 | typename NumTraits::Real precision = NumTraits::dummy_precision()) 37 | { 38 | return internal::isMuchSmallerThan(x, y, precision); 39 | } 40 | 41 | template 42 | inline bool ei_isApprox(const Scalar& x, const Scalar& y, 43 | typename NumTraits::Real precision = NumTraits::dummy_precision()) 44 | { 45 | return internal::isApprox(x, y, precision); 46 | } 47 | 48 | template 49 | inline bool ei_isApproxOrLessThan(const Scalar& x, const Scalar& y, 50 | typename NumTraits::Real precision = NumTraits::dummy_precision()) 51 | { 52 | return internal::isApproxOrLessThan(x, y, precision); 53 | } 54 | 55 | } // end namespace Eigen 56 | 57 | #endif // EIGEN2_MATH_FUNCTIONS_H 58 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Eigen2Support/Memory.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2011 Benoit Jacob 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN2_MEMORY_H 11 | #define EIGEN2_MEMORY_H 12 | 13 | namespace Eigen { 14 | 15 | inline void* ei_aligned_malloc(size_t size) { return internal::aligned_malloc(size); } 16 | inline void ei_aligned_free(void *ptr) { internal::aligned_free(ptr); } 17 | inline void* ei_aligned_realloc(void *ptr, size_t new_size, size_t old_size) { return internal::aligned_realloc(ptr, new_size, old_size); } 18 | inline void* ei_handmade_aligned_malloc(size_t size) { return internal::handmade_aligned_malloc(size); } 19 | inline void ei_handmade_aligned_free(void *ptr) { internal::handmade_aligned_free(ptr); } 20 | 21 | template inline void* ei_conditional_aligned_malloc(size_t size) 22 | { 23 | return internal::conditional_aligned_malloc(size); 24 | } 25 | template inline void ei_conditional_aligned_free(void *ptr) 26 | { 27 | internal::conditional_aligned_free(ptr); 28 | } 29 | template inline void* ei_conditional_aligned_realloc(void* ptr, size_t new_size, size_t old_size) 30 | { 31 | return internal::conditional_aligned_realloc(ptr, new_size, old_size); 32 | } 33 | 34 | template inline T* ei_aligned_new(size_t size) 35 | { 36 | return internal::aligned_new(size); 37 | } 38 | template inline void ei_aligned_delete(T *ptr, size_t size) 39 | { 40 | return internal::aligned_delete(ptr, size); 41 | } 42 | 43 | } // end namespace Eigen 44 | 45 | #endif // EIGEN2_MACROS_H 46 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Eigen2Support/QR.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008 Gael Guennebaud 5 | // Copyright (C) 2011 Benoit Jacob 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | #ifndef EIGEN2_QR_H 12 | #define EIGEN2_QR_H 13 | 14 | namespace Eigen { 15 | 16 | template 17 | class QR : public HouseholderQR 18 | { 19 | public: 20 | 21 | typedef HouseholderQR Base; 22 | typedef Block MatrixRBlockType; 23 | 24 | QR() : Base() {} 25 | 26 | template 27 | explicit QR(const T& t) : Base(t) {} 28 | 29 | template 30 | bool solve(const MatrixBase& b, ResultType *result) const 31 | { 32 | *result = static_cast(this)->solve(b); 33 | return true; 34 | } 35 | 36 | MatrixType matrixQ(void) const { 37 | MatrixType ret = MatrixType::Identity(this->rows(), this->cols()); 38 | ret = this->householderQ() * ret; 39 | return ret; 40 | } 41 | 42 | bool isFullRank() const { 43 | return true; 44 | } 45 | 46 | const TriangularView 47 | matrixR(void) const 48 | { 49 | int cols = this->cols(); 50 | return MatrixRBlockType(this->matrixQR(), 0, 0, cols, cols).template triangularView(); 51 | } 52 | }; 53 | 54 | /** \return the QR decomposition of \c *this. 55 | * 56 | * \sa class QR 57 | */ 58 | template 59 | const QR::PlainObject> 60 | MatrixBase::qr() const 61 | { 62 | return QR(eval()); 63 | } 64 | 65 | } // end namespace Eigen 66 | 67 | #endif // EIGEN2_QR_H 68 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Eigen2Support/TriangularSolver.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2010 Gael Guennebaud 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_TRIANGULAR_SOLVER2_H 11 | #define EIGEN_TRIANGULAR_SOLVER2_H 12 | 13 | namespace Eigen { 14 | 15 | const unsigned int UnitDiagBit = UnitDiag; 16 | const unsigned int SelfAdjointBit = SelfAdjoint; 17 | const unsigned int UpperTriangularBit = Upper; 18 | const unsigned int LowerTriangularBit = Lower; 19 | 20 | const unsigned int UpperTriangular = Upper; 21 | const unsigned int LowerTriangular = Lower; 22 | const unsigned int UnitUpperTriangular = UnitUpper; 23 | const unsigned int UnitLowerTriangular = UnitLower; 24 | 25 | template 26 | template 27 | typename ExpressionType::PlainObject 28 | Flagged::solveTriangular(const MatrixBase& other) const 29 | { 30 | return m_matrix.template triangularView().solve(other.derived()); 31 | } 32 | 33 | template 34 | template 35 | void Flagged::solveTriangularInPlace(const MatrixBase& other) const 36 | { 37 | m_matrix.template triangularView().solveInPlace(other.derived()); 38 | } 39 | 40 | } // end namespace Eigen 41 | 42 | #endif // EIGEN_TRIANGULAR_SOLVER2_H 43 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Eigenvalues/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_EIGENVALUES_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_EIGENVALUES_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Eigenvalues COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Geometry/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Geometry_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Geometry_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Geometry COMPONENT Devel 6 | ) 7 | 8 | ADD_SUBDIRECTORY(arch) 9 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Geometry/arch/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Geometry_arch_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Geometry_arch_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Geometry/arch COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Householder/BlockHouseholder.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2010 Vincent Lejeune 5 | // Copyright (C) 2010 Gael Guennebaud 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | #ifndef EIGEN_BLOCK_HOUSEHOLDER_H 12 | #define EIGEN_BLOCK_HOUSEHOLDER_H 13 | 14 | // This file contains some helper function to deal with block householder reflectors 15 | 16 | namespace Eigen { 17 | 18 | namespace internal { 19 | 20 | /** \internal */ 21 | template 22 | void make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors, const CoeffsType& hCoeffs) 23 | { 24 | typedef typename TriangularFactorType::Index Index; 25 | typedef typename VectorsType::Scalar Scalar; 26 | const Index nbVecs = vectors.cols(); 27 | eigen_assert(triFactor.rows() == nbVecs && triFactor.cols() == nbVecs && vectors.rows()>=nbVecs); 28 | 29 | for(Index i = 0; i < nbVecs; i++) 30 | { 31 | Index rs = vectors.rows() - i; 32 | Scalar Vii = vectors(i,i); 33 | vectors.const_cast_derived().coeffRef(i,i) = Scalar(1); 34 | triFactor.col(i).head(i).noalias() = -hCoeffs(i) * vectors.block(i, 0, rs, i).adjoint() 35 | * vectors.col(i).tail(rs); 36 | vectors.const_cast_derived().coeffRef(i, i) = Vii; 37 | // FIXME add .noalias() once the triangular product can work inplace 38 | triFactor.col(i).head(i) = triFactor.block(0,0,i,i).template triangularView() 39 | * triFactor.col(i).head(i); 40 | triFactor(i,i) = hCoeffs(i); 41 | } 42 | } 43 | 44 | /** \internal */ 45 | template 46 | void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vectors, const CoeffsType& hCoeffs) 47 | { 48 | typedef typename MatrixType::Index Index; 49 | enum { TFactorSize = MatrixType::ColsAtCompileTime }; 50 | Index nbVecs = vectors.cols(); 51 | Matrix T(nbVecs,nbVecs); 52 | make_block_householder_triangular_factor(T, vectors, hCoeffs); 53 | 54 | const TriangularView& V(vectors); 55 | 56 | // A -= V T V^* A 57 | Matrix tmp = V.adjoint() * mat; 59 | // FIXME add .noalias() once the triangular product can work inplace 60 | tmp = T.template triangularView().adjoint() * tmp; 61 | mat.noalias() -= V * tmp; 62 | } 63 | 64 | } // end namespace internal 65 | 66 | } // end namespace Eigen 67 | 68 | #endif // EIGEN_BLOCK_HOUSEHOLDER_H 69 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Householder/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Householder_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Householder_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Householder COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/IterativeLinearSolvers/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_IterativeLinearSolvers_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_IterativeLinearSolvers_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/IterativeLinearSolvers COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/Jacobi/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Jacobi_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Jacobi_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Jacobi COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/LU/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_LU_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_LU_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/LU COMPONENT Devel 6 | ) 7 | 8 | ADD_SUBDIRECTORY(arch) 9 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/LU/arch/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_LU_arch_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_LU_arch_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/LU/arch COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/MetisSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_MetisSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_MetisSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/MetisSupport COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/OrderingMethods/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_OrderingMethods_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_OrderingMethods_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/OrderingMethods COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/PaStiXSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_PastixSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_PastixSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/PaStiXSupport COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/PardisoSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_PardisoSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_PardisoSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/PardisoSupport COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/QR/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_QR_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_QR_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/QR COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/SPQRSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_SPQRSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_SPQRSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/SPQRSupport/ COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/SVD/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_SVD_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_SVD_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/SVD COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/SparseCholesky/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_SparseCholesky_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_SparseCholesky_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/SparseCholesky COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/SparseCore/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_SparseCore_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_SparseCore_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/SparseCore COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/SparseCore/SparseFuzzy.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008 Gael Guennebaud 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_SPARSE_FUZZY_H 11 | #define EIGEN_SPARSE_FUZZY_H 12 | 13 | // template 14 | // template 15 | // bool SparseMatrixBase::isApprox( 16 | // const OtherDerived& other, 17 | // typename NumTraits::Real prec 18 | // ) const 19 | // { 20 | // const typename internal::nested::type nested(derived()); 21 | // const typename internal::nested::type otherNested(other.derived()); 22 | // return (nested - otherNested).cwise().abs2().sum() 23 | // <= prec * prec * (std::min)(nested.cwise().abs2().sum(), otherNested.cwise().abs2().sum()); 24 | // } 25 | 26 | #endif // EIGEN_SPARSE_FUZZY_H 27 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/SparseCore/SparseRedux.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008 Gael Guennebaud 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_SPARSEREDUX_H 11 | #define EIGEN_SPARSEREDUX_H 12 | 13 | namespace Eigen { 14 | 15 | template 16 | typename internal::traits::Scalar 17 | SparseMatrixBase::sum() const 18 | { 19 | eigen_assert(rows()>0 && cols()>0 && "you are using a non initialized matrix"); 20 | Scalar res(0); 21 | for (Index j=0; j 28 | typename internal::traits >::Scalar 29 | SparseMatrix<_Scalar,_Options,_Index>::sum() const 30 | { 31 | eigen_assert(rows()>0 && cols()>0 && "you are using a non initialized matrix"); 32 | if(this->isCompressed()) 33 | return Matrix::Map(m_data.valuePtr(), m_data.size()).sum(); 34 | else 35 | return Base::sum(); 36 | } 37 | 38 | template 39 | typename internal::traits >::Scalar 40 | SparseVector<_Scalar,_Options,_Index>::sum() const 41 | { 42 | eigen_assert(rows()>0 && cols()>0 && "you are using a non initialized matrix"); 43 | return Matrix::Map(m_data.valuePtr(), m_data.size()).sum(); 44 | } 45 | 46 | } // end namespace Eigen 47 | 48 | #endif // EIGEN_SPARSEREDUX_H 49 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/SparseCore/SparseTranspose.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008-2009 Gael Guennebaud 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_SPARSETRANSPOSE_H 11 | #define EIGEN_SPARSETRANSPOSE_H 12 | 13 | namespace Eigen { 14 | 15 | template class TransposeImpl 16 | : public SparseMatrixBase > 17 | { 18 | typedef typename internal::remove_all::type _MatrixTypeNested; 19 | public: 20 | 21 | EIGEN_SPARSE_PUBLIC_INTERFACE(Transpose ) 22 | 23 | class InnerIterator; 24 | class ReverseInnerIterator; 25 | 26 | inline Index nonZeros() const { return derived().nestedExpression().nonZeros(); } 27 | }; 28 | 29 | // NOTE: VC10 and VC11 trigger an ICE if don't put typename TransposeImpl:: in front of Index, 30 | // a typedef typename TransposeImpl::Index Index; 31 | // does not fix the issue. 32 | // An alternative is to define the nested class in the parent class itself. 33 | template class TransposeImpl::InnerIterator 34 | : public _MatrixTypeNested::InnerIterator 35 | { 36 | typedef typename _MatrixTypeNested::InnerIterator Base; 37 | typedef typename TransposeImpl::Index Index; 38 | public: 39 | 40 | EIGEN_STRONG_INLINE InnerIterator(const TransposeImpl& trans, typename TransposeImpl::Index outer) 41 | : Base(trans.derived().nestedExpression(), outer) 42 | {} 43 | typename TransposeImpl::Index row() const { return Base::col(); } 44 | typename TransposeImpl::Index col() const { return Base::row(); } 45 | }; 46 | 47 | template class TransposeImpl::ReverseInnerIterator 48 | : public _MatrixTypeNested::ReverseInnerIterator 49 | { 50 | typedef typename _MatrixTypeNested::ReverseInnerIterator Base; 51 | typedef typename TransposeImpl::Index Index; 52 | public: 53 | 54 | EIGEN_STRONG_INLINE ReverseInnerIterator(const TransposeImpl& xpr, typename TransposeImpl::Index outer) 55 | : Base(xpr.derived().nestedExpression(), outer) 56 | {} 57 | typename TransposeImpl::Index row() const { return Base::col(); } 58 | typename TransposeImpl::Index col() const { return Base::row(); } 59 | }; 60 | 61 | } // end namespace Eigen 62 | 63 | #endif // EIGEN_SPARSETRANSPOSE_H 64 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/SparseLU/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_SparseLU_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_SparseLU_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/SparseLU COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/SparseLU/SparseLU_Utils.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2012 Désiré Nuentsa-Wakam 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | 11 | #ifndef EIGEN_SPARSELU_UTILS_H 12 | #define EIGEN_SPARSELU_UTILS_H 13 | 14 | namespace Eigen { 15 | namespace internal { 16 | 17 | /** 18 | * \brief Count Nonzero elements in the factors 19 | */ 20 | template 21 | void SparseLUImpl::countnz(const Index n, Index& nnzL, Index& nnzU, GlobalLU_t& glu) 22 | { 23 | nnzL = 0; 24 | nnzU = (glu.xusub)(n); 25 | Index nsuper = (glu.supno)(n); 26 | Index jlen; 27 | Index i, j, fsupc; 28 | if (n <= 0 ) return; 29 | // For each supernode 30 | for (i = 0; i <= nsuper; i++) 31 | { 32 | fsupc = glu.xsup(i); 33 | jlen = glu.xlsub(fsupc+1) - glu.xlsub(fsupc); 34 | 35 | for (j = fsupc; j < glu.xsup(i+1); j++) 36 | { 37 | nnzL += jlen; 38 | nnzU += j - fsupc + 1; 39 | jlen--; 40 | } 41 | } 42 | } 43 | 44 | /** 45 | * \brief Fix up the data storage lsub for L-subscripts. 46 | * 47 | * It removes the subscripts sets for structural pruning, 48 | * and applies permutation to the remaining subscripts 49 | * 50 | */ 51 | template 52 | void SparseLUImpl::fixupL(const Index n, const IndexVector& perm_r, GlobalLU_t& glu) 53 | { 54 | Index fsupc, i, j, k, jstart; 55 | 56 | Index nextl = 0; 57 | Index nsuper = (glu.supno)(n); 58 | 59 | // For each supernode 60 | for (i = 0; i <= nsuper; i++) 61 | { 62 | fsupc = glu.xsup(i); 63 | jstart = glu.xlsub(fsupc); 64 | glu.xlsub(fsupc) = nextl; 65 | for (j = jstart; j < glu.xlsub(fsupc + 1); j++) 66 | { 67 | glu.lsub(nextl) = perm_r(glu.lsub(j)); // Now indexed into P*A 68 | nextl++; 69 | } 70 | for (k = fsupc+1; k < glu.xsup(i+1); k++) 71 | glu.xlsub(k) = nextl; // other columns in supernode i 72 | } 73 | 74 | glu.xlsub(n) = nextl; 75 | } 76 | 77 | } // end namespace internal 78 | 79 | } // end namespace Eigen 80 | #endif // EIGEN_SPARSELU_UTILS_H 81 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/SparseQR/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_SparseQR_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_SparseQR_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/SparseQR/ COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/StlSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_StlSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_StlSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/StlSupport COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/SuperLUSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_SuperLUSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_SuperLUSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/SuperLUSupport COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/UmfPackSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_UmfPackSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_UmfPackSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/UmfPackSupport COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/misc/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_misc_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_misc_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/misc COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/misc/Solve.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2009 Benoit Jacob 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_MISC_SOLVE_H 11 | #define EIGEN_MISC_SOLVE_H 12 | 13 | namespace Eigen { 14 | 15 | namespace internal { 16 | 17 | /** \class solve_retval_base 18 | * 19 | */ 20 | template 21 | struct traits > 22 | { 23 | typedef typename DecompositionType::MatrixType MatrixType; 24 | typedef Matrix ReturnType; 30 | }; 31 | 32 | template struct solve_retval_base 33 | : public ReturnByValue > 34 | { 35 | typedef typename remove_all::type RhsNestedCleaned; 36 | typedef _DecompositionType DecompositionType; 37 | typedef ReturnByValue Base; 38 | typedef typename Base::Index Index; 39 | 40 | solve_retval_base(const DecompositionType& dec, const Rhs& rhs) 41 | : m_dec(dec), m_rhs(rhs) 42 | {} 43 | 44 | inline Index rows() const { return m_dec.cols(); } 45 | inline Index cols() const { return m_rhs.cols(); } 46 | inline const DecompositionType& dec() const { return m_dec; } 47 | inline const RhsNestedCleaned& rhs() const { return m_rhs; } 48 | 49 | template inline void evalTo(Dest& dst) const 50 | { 51 | static_cast*>(this)->evalTo(dst); 52 | } 53 | 54 | protected: 55 | const DecompositionType& m_dec; 56 | typename Rhs::Nested m_rhs; 57 | }; 58 | 59 | } // end namespace internal 60 | 61 | #define EIGEN_MAKE_SOLVE_HELPERS(DecompositionType,Rhs) \ 62 | typedef typename DecompositionType::MatrixType MatrixType; \ 63 | typedef typename MatrixType::Scalar Scalar; \ 64 | typedef typename MatrixType::RealScalar RealScalar; \ 65 | typedef typename MatrixType::Index Index; \ 66 | typedef Eigen::internal::solve_retval_base Base; \ 67 | using Base::dec; \ 68 | using Base::rhs; \ 69 | using Base::rows; \ 70 | using Base::cols; \ 71 | solve_retval(const DecompositionType& dec, const Rhs& rhs) \ 72 | : Base(dec, rhs) {} 73 | 74 | } // end namespace Eigen 75 | 76 | #endif // EIGEN_MISC_SOLVE_H 77 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/plugins/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_plugins_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_plugins_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/plugins COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/plugins/CommonCwiseBinaryOps.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008-2009 Gael Guennebaud 5 | // Copyright (C) 2006-2008 Benoit Jacob 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | // This file is a base class plugin containing common coefficient wise functions. 12 | 13 | /** \returns an expression of the difference of \c *this and \a other 14 | * 15 | * \note If you want to substract a given scalar from all coefficients, see Cwise::operator-(). 16 | * 17 | * \sa class CwiseBinaryOp, operator-=() 18 | */ 19 | EIGEN_MAKE_CWISE_BINARY_OP(operator-,internal::scalar_difference_op) 20 | 21 | /** \returns an expression of the sum of \c *this and \a other 22 | * 23 | * \note If you want to add a given scalar to all coefficients, see Cwise::operator+(). 24 | * 25 | * \sa class CwiseBinaryOp, operator+=() 26 | */ 27 | EIGEN_MAKE_CWISE_BINARY_OP(operator+,internal::scalar_sum_op) 28 | 29 | /** \returns an expression of a custom coefficient-wise operator \a func of *this and \a other 30 | * 31 | * The template parameter \a CustomBinaryOp is the type of the functor 32 | * of the custom operator (see class CwiseBinaryOp for an example) 33 | * 34 | * Here is an example illustrating the use of custom functors: 35 | * \include class_CwiseBinaryOp.cpp 36 | * Output: \verbinclude class_CwiseBinaryOp.out 37 | * 38 | * \sa class CwiseBinaryOp, operator+(), operator-(), cwiseProduct() 39 | */ 40 | template 41 | EIGEN_STRONG_INLINE const CwiseBinaryOp 42 | binaryExpr(const EIGEN_CURRENT_STORAGE_BASE_CLASS &other, const CustomBinaryOp& func = CustomBinaryOp()) const 43 | { 44 | return CwiseBinaryOp(derived(), other.derived(), func); 45 | } 46 | 47 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/Eigen/src/plugins/MatrixCwiseUnaryOps.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008-2009 Gael Guennebaud 5 | // Copyright (C) 2006-2008 Benoit Jacob 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | // This file is a base class plugin containing matrix specifics coefficient wise functions. 12 | 13 | /** \returns an expression of the coefficient-wise absolute value of \c *this 14 | * 15 | * Example: \include MatrixBase_cwiseAbs.cpp 16 | * Output: \verbinclude MatrixBase_cwiseAbs.out 17 | * 18 | * \sa cwiseAbs2() 19 | */ 20 | EIGEN_STRONG_INLINE const CwiseUnaryOp, const Derived> 21 | cwiseAbs() const { return derived(); } 22 | 23 | /** \returns an expression of the coefficient-wise squared absolute value of \c *this 24 | * 25 | * Example: \include MatrixBase_cwiseAbs2.cpp 26 | * Output: \verbinclude MatrixBase_cwiseAbs2.out 27 | * 28 | * \sa cwiseAbs() 29 | */ 30 | EIGEN_STRONG_INLINE const CwiseUnaryOp, const Derived> 31 | cwiseAbs2() const { return derived(); } 32 | 33 | /** \returns an expression of the coefficient-wise square root of *this. 34 | * 35 | * Example: \include MatrixBase_cwiseSqrt.cpp 36 | * Output: \verbinclude MatrixBase_cwiseSqrt.out 37 | * 38 | * \sa cwisePow(), cwiseSquare() 39 | */ 40 | inline const CwiseUnaryOp, const Derived> 41 | cwiseSqrt() const { return derived(); } 42 | 43 | /** \returns an expression of the coefficient-wise inverse of *this. 44 | * 45 | * Example: \include MatrixBase_cwiseInverse.cpp 46 | * Output: \verbinclude MatrixBase_cwiseInverse.out 47 | * 48 | * \sa cwiseProduct() 49 | */ 50 | inline const CwiseUnaryOp, const Derived> 51 | cwiseInverse() const { return derived(); } 52 | 53 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/FusionEKF.cpp: -------------------------------------------------------------------------------- 1 | #include "FusionEKF.h" 2 | #include "Eigen/Dense" 3 | #include 4 | 5 | using namespace std; 6 | using Eigen::MatrixXd; 7 | using Eigen::VectorXd; 8 | using std::vector; 9 | 10 | /* 11 | * Constructor. 12 | */ 13 | FusionEKF::FusionEKF() { 14 | is_initialized_ = false; 15 | 16 | previous_timestamp_ = 0; 17 | 18 | ekf_ = KalmanFilter(); 19 | 20 | } 21 | 22 | /** 23 | * Destructor. 24 | */ 25 | FusionEKF::~FusionEKF() {} 26 | 27 | void FusionEKF::ProcessMeasurement(const MeasurementPackage &measurement_pack) { 28 | 29 | 30 | /***************************************************************************** 31 | * Initialization 32 | ****************************************************************************/ 33 | if (!is_initialized_) { 34 | 35 | VectorXd x_init_ = VectorXd::Zero(4); 36 | 37 | if (measurement_pack.sensor_type_ == MeasurementPackage::RADAR) { 38 | /** 39 | Convert radar from polar to cartesian coordinates and initialize state. 40 | */ 41 | x_init_(0) = measurement_pack.raw_measurements_[0] 42 | * std::cos(measurement_pack.raw_measurements_[1]); 43 | x_init_(1) = measurement_pack.raw_measurements_[0] 44 | * std::sin(measurement_pack.raw_measurements_[1]); 45 | } 46 | else if (measurement_pack.sensor_type_ == MeasurementPackage::LASER) { 47 | /** 48 | Initialize state. 49 | */ 50 | for(int i = 0; i < measurement_pack.raw_measurements_.size(); ++i){ 51 | x_init_[i] = measurement_pack.raw_measurements_[i]; 52 | } 53 | } 54 | // Done initializing, no need to predict or update 55 | ekf_.Init(x_init_); 56 | 57 | is_initialized_ = true; 58 | previous_timestamp_ = measurement_pack.timestamp_; 59 | return; 60 | } 61 | 62 | /***************************************************************************** 63 | * Prediction 64 | ****************************************************************************/ 65 | 66 | // Calculate time difference to last time step and store new timestamp 67 | float dt = (measurement_pack.timestamp_ - previous_timestamp_) / 1000000.0; 68 | previous_timestamp_ = measurement_pack.timestamp_; 69 | 70 | // cout << "DT = " << dt << endl; 71 | ekf_.Predict(dt); 72 | 73 | /***************************************************************************** 74 | * Update 75 | ****************************************************************************/ 76 | 77 | if (measurement_pack.sensor_type_ == MeasurementPackage::RADAR) { 78 | // Radar updates 79 | ekf_.UpdateEKF(measurement_pack.raw_measurements_); 80 | } 81 | else { 82 | // Laser updates 83 | ekf_.Update(measurement_pack.raw_measurements_); 84 | } 85 | 86 | // Print the output 87 | cout << "x_ = " << endl << ekf_.x_ << endl; 88 | cout << "P_ = " << endl << ekf_.P_ << endl; 89 | } 90 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/FusionEKF.h: -------------------------------------------------------------------------------- 1 | #ifndef FusionEKF_H_ 2 | #define FusionEKF_H_ 3 | 4 | #include "measurement_package.h" 5 | #include "Eigen/Dense" 6 | #include 7 | #include 8 | #include 9 | #include "kalman_filter.h" 10 | 11 | class FusionEKF { 12 | public: 13 | /** 14 | * Constructor. 15 | */ 16 | FusionEKF(); 17 | 18 | /** 19 | * Destructor. 20 | */ 21 | virtual ~FusionEKF(); 22 | 23 | /** 24 | * Run the whole flow of the Kalman Filter from here. 25 | */ 26 | void ProcessMeasurement(const MeasurementPackage &measurement_pack); 27 | 28 | /** 29 | * Kalman Filter update and prediction math lives in here. 30 | */ 31 | KalmanFilter ekf_; 32 | 33 | private: 34 | // check whether the tracking toolbox was initialized or not (first measurement) 35 | bool is_initialized_; 36 | 37 | // previous timestamp 38 | long long previous_timestamp_; 39 | 40 | }; 41 | 42 | #endif /* FusionEKF_H_ */ 43 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/kalman_filter.h: -------------------------------------------------------------------------------- 1 | #ifndef KALMAN_FILTER_H_ 2 | #define KALMAN_FILTER_H_ 3 | #include "Eigen/Dense" 4 | #include 5 | #include "tools.h" 6 | 7 | using namespace std; 8 | 9 | class KalmanFilter { 10 | public: 11 | 12 | // declare dimensions 13 | int number_of_states_; 14 | int number_of_laser_observations_; 15 | int number_of_radar_observations_; 16 | 17 | // state vector 18 | Eigen::VectorXd x_; 19 | 20 | // state covariance matrix 21 | Eigen::MatrixXd P_; 22 | 23 | // state transition matrix 24 | Eigen::MatrixXd F_; 25 | 26 | // process covariance matrix 27 | Eigen::MatrixXd Q_; 28 | 29 | // measurement matrix 30 | Eigen::MatrixXd H_; 31 | 32 | // measurement covariance matrix 33 | Eigen::MatrixXd R_laser_; 34 | Eigen::MatrixXd R_radar_; 35 | 36 | // identity matrix 37 | Eigen::MatrixXd I_; 38 | 39 | // process noise 40 | float noise_ax_; 41 | float noise_ay_; 42 | 43 | // tool object used to compute Jacobian and RMSE 44 | Tools tools; 45 | 46 | /** 47 | * Constructor 48 | */ 49 | KalmanFilter(); 50 | 51 | /** 52 | * Destructor 53 | */ 54 | virtual ~KalmanFilter(); 55 | 56 | /** 57 | * Init Initializes Kalman filter 58 | * @param x_in Initial state 59 | */ 60 | void Init(const Eigen::VectorXd &x_in); 61 | 62 | /** 63 | * Prediction Predicts the state and the state covariance 64 | * using the process model 65 | * @param delta_T Time between k and k+1 in s 66 | */ 67 | void Predict(const float delta_T); 68 | 69 | /** 70 | * Updates the state by using standard Kalman Filter equations 71 | * @param z The measurement at k+1 72 | */ 73 | void Update(const Eigen::VectorXd &z); 74 | 75 | /** 76 | * Updates the state by using Extended Kalman Filter equations 77 | * @param z The measurement at k+1 78 | */ 79 | void UpdateEKF(const Eigen::VectorXd &z); 80 | 81 | }; 82 | 83 | #endif /* KALMAN_FILTER_H_ */ 84 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/measurement_package.h: -------------------------------------------------------------------------------- 1 | #ifndef MEASUREMENT_PACKAGE_H_ 2 | #define MEASUREMENT_PACKAGE_H_ 3 | 4 | #include "Eigen/Dense" 5 | 6 | class MeasurementPackage { 7 | public: 8 | long long timestamp_; 9 | 10 | enum SensorType{ 11 | LASER, 12 | RADAR 13 | } sensor_type_; 14 | 15 | Eigen::VectorXd raw_measurements_; 16 | }; 17 | 18 | #endif /* MEASUREMENT_PACKAGE_H_ */ 19 | -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/tools.cpp: -------------------------------------------------------------------------------- 1 | #include 2 | #include "tools.h" 3 | 4 | using Eigen::VectorXd; 5 | using Eigen::MatrixXd; 6 | using std::vector; 7 | 8 | Tools::Tools() {} 9 | 10 | Tools::~Tools() {} 11 | 12 | VectorXd Tools::CalculateRMSE(const vector &estimations, 13 | const vector &ground_truth) { 14 | VectorXd rmse(4); 15 | rmse << 0,0,0,0; 16 | 17 | // check the validity of the following inputs: 18 | // * the estimation vector size should not be zero 19 | // * the estimation vector size should equal ground truth vector size 20 | if(estimations.size() != ground_truth.size() 21 | || estimations.size() == 0){ 22 | cout << "Invalid estimation or ground_truth data" << endl; 23 | return rmse; 24 | } 25 | 26 | //accumulate squared residuals 27 | for(unsigned int i=0; i < estimations.size(); ++i){ 28 | 29 | VectorXd residual = estimations[i] - ground_truth[i]; 30 | 31 | //coefficient-wise multiplication 32 | residual = residual.array()*residual.array(); 33 | rmse += residual; 34 | } 35 | 36 | //calculate the mean 37 | rmse = rmse/estimations.size(); 38 | 39 | //calculate the squared root 40 | rmse = rmse.array().sqrt(); 41 | 42 | //return the result 43 | return rmse; 44 | } 45 | 46 | MatrixXd Tools::CalculateJacobian(const VectorXd& x_state) { 47 | 48 | MatrixXd Hj = MatrixXd::Zero(3,4); 49 | //recover state parameters 50 | float px = x_state(0); 51 | float py = x_state(1); 52 | float vx = x_state(2); 53 | float vy = x_state(3); 54 | 55 | //pre-compute a set of terms to avoid repeated calculation 56 | float c1 = px*px+py*py; 57 | float c2 = sqrt(c1); 58 | float c3 = (c1*c2); 59 | 60 | //check division by zero 61 | if(fabs(c1) < 0.0001){ 62 | cout << "CalculateJacobian () - Error - Division by Zero" << endl; 63 | return MatrixXd::Ones(3,4);; 64 | } 65 | 66 | //compute the Jacobian matrix 67 | Hj << (px/c2), (py/c2), 0, 0, 68 | -(py/c1), (px/c1), 0, 0, 69 | py*(vx*py - vy*px)/c3, px*(px*vy - py*vx)/c3, px/c2, py/c2; 70 | 71 | // return jacobian 72 | return Hj; 73 | } 74 | 75 | VectorXd Tools::ConvertCartesianIntoPolar(const VectorXd& x_cart){ 76 | 77 | VectorXd x_polar = VectorXd::Zero(3); 78 | float c = std::sqrt(x_cart(0)*x_cart(0)+x_cart(1)*x_cart(1)); 79 | x_polar(0) = c; 80 | x_polar(1) = std::atan2(x_cart(1),x_cart(0)); 81 | x_polar(2) = (x_cart(0)*x_cart(2) + x_cart(1)*x_cart(3))/ c; 82 | 83 | return x_polar; 84 | } -------------------------------------------------------------------------------- /ExtendedKalmanFilter/src/tools.h: -------------------------------------------------------------------------------- 1 | #ifndef TOOLS_H_ 2 | #define TOOLS_H_ 3 | #include 4 | #include "Eigen/Dense" 5 | 6 | using Eigen::MatrixXd; 7 | using Eigen::VectorXd; 8 | using namespace std; 9 | 10 | class Tools { 11 | public: 12 | /** 13 | * Constructor. 14 | */ 15 | Tools(); 16 | 17 | /** 18 | * Destructor. 19 | */ 20 | virtual ~Tools(); 21 | 22 | /** 23 | * A helper method to calculate RMSE. 24 | */ 25 | VectorXd CalculateRMSE(const vector &estimations, const vector &ground_truth); 26 | 27 | /** 28 | * A helper method to calculate Jacobians. 29 | */ 30 | MatrixXd CalculateJacobian(const VectorXd& x_state); 31 | 32 | /* 33 | * A helper method to convert cartesian coordinates into polar coordinates 34 | */ 35 | VectorXd ConvertCartesianIntoPolar(const VectorXd& x_cart); 36 | 37 | }; 38 | 39 | #endif /* TOOLS_H_ */ 40 | -------------------------------------------------------------------------------- /ParticleFilter/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | project(PARTICLE_FILTER) 2 | 3 | cmake_minimum_required (VERSION 3.5) 4 | 5 | add_definitions(-std=c++11) 6 | 7 | set(CXX_FLAGS "-Wall") 8 | set(CMAKE_CXX_FLAGS, "${CXX_FLAGS}") 9 | 10 | set(sources src/particle_filter.cpp src/main.cpp) 11 | 12 | 13 | if(${CMAKE_SYSTEM_NAME} MATCHES "Darwin") 14 | 15 | include_directories(/usr/local/include) 16 | include_directories(/usr/local/opt/openssl/include) 17 | link_directories(/usr/local/lib) 18 | link_directories(/usr/local/opt/openssl/lib) 19 | link_directories(/usr/local/Cellar/libuv/1*/lib) 20 | 21 | endif(${CMAKE_SYSTEM_NAME} MATCHES "Darwin") 22 | 23 | 24 | add_executable(particle_filter ${sources}) 25 | 26 | 27 | target_link_libraries(particle_filter z ssl uv uWS) 28 | 29 | -------------------------------------------------------------------------------- /ParticleFilter/LICENSE: -------------------------------------------------------------------------------- 1 | MIT License 2 | 3 | Copyright (c) 2017-2018 Udacity, Inc. 4 | 5 | Permission is hereby granted, free of charge, to any person obtaining a copy 6 | of this software and associated documentation files (the "Software"), to deal 7 | in the Software without restriction, including without limitation the rights 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | copies of the Software, and to permit persons to whom the Software is 10 | furnished to do so, subject to the following conditions: 11 | 12 | The above copyright notice and this permission notice shall be included in all 13 | copies or substantial portions of the Software. 14 | 15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE 21 | SOFTWARE. 22 | -------------------------------------------------------------------------------- /ParticleFilter/README.md: -------------------------------------------------------------------------------- 1 | # Term 2 Project 3: Particle Filter 2 | 3 |

4 | 5 |

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Script to clean the tree from all compiled files. 3 | # You can rebuild them afterwards using "build.sh". 4 | # 5 | # Written by Tiffany Huang, 12/14/2016 6 | # 7 | 8 | # Remove the dedicated output directories 9 | cd `dirname $0` 10 | 11 | rm -rf build 12 | 13 | # We're done! 14 | echo Cleaned up the project! 15 | -------------------------------------------------------------------------------- /ParticleFilter/cmakepatch.txt: -------------------------------------------------------------------------------- 1 | --- CMakeLists.txt 2017-03-23 20:58:47.000000000 +0900 2 | +++ CMakeListsnew.txt 2017-03-23 20:57:33.000000000 +0900 3 | @@ -32,10 +32,16 @@ 4 | target_link_libraries (uWS LINK_PUBLIC ${OPENSSL_CRYPTO_LIBRARY}) 5 | target_link_libraries (uWS LINK_PUBLIC ${ZLIB_LIBRARY}) 6 | 7 | -if (UNIX) 8 | +if(${CMAKE_SYSTEM_NAME} MATCHES "Linux") 9 | target_link_libraries (uWS LINK_PUBLIC pthread) 10 | install (TARGETS uWS DESTINATION /usr/lib64) 11 | install (FILES src/Extensions.h src/WebSocketProtocol.h src/Networking.h src/WebSocket.h src/Hub.h src/Group.h src/Node.h src/Socket.h src/HTTPSocket.h src/uWS.h src/uUV.h DESTINATION /usr/include/uWS) 12 | -endif (UNIX) 13 | +endif(${CMAKE_SYSTEM_NAME} MATCHES "Linux") 14 | + 15 | +if(${CMAKE_SYSTEM_NAME} MATCHES "Darwin") 16 | +target_link_libraries (uWS LINK_PUBLIC pthread) 17 | +install (TARGETS uWS DESTINATION /usr/local/lib) 18 | +install (FILES src/Extensions.h src/WebSocketProtocol.h src/Networking.h src/WebSocket.h src/Hub.h src/Group.h src/Node.h src/Socket.h src/HTTPSocket.h src/uWS.h src/uUV.h DESTINATION /usr/local/include/uWS) 19 | +endif(${CMAKE_SYSTEM_NAME} MATCHES "Darwin") 20 | 21 | add_subdirectory(examples) 22 | -------------------------------------------------------------------------------- /ParticleFilter/data/map_data.txt: -------------------------------------------------------------------------------- 1 | 92.064 -34.777 1 2 | 61.109 -47.132 2 3 | 17.42 -4.5993 3 4 | -7.1285 -34.54 4 5 | 232.32 32.032 5 6 | 177.43 28.083 6 7 | 286.89 18.159 7 8 | 274.37 31.197 8 9 | 47.484 -36.786 9 10 | 69.2 -78.217 10 11 | 124.61 24.277 11 12 | 36.203 14.827 12 13 | -39.786 -12.615 13 14 | -38.025 -99.976 14 15 | 267.33 -14.272 15 16 | 28.898 -39.754 16 17 | -29.836 -23.277 17 18 | 255.67 9.8137 18 19 | 13.452 -72.827 19 20 | 102.04 5.1777 20 21 | 62.838 1.9057 21 22 | -14.947 -61.919 22 23 | 15.162 -97.037 23 24 | 36.626 -28.898 24 25 | 172.16 -15.217 25 26 | 136.95 -14.13 26 27 | -41.714 -61.328 27 28 | 39.556 -47.361 28 29 | 195.65 8.6677 29 30 | 278 13.181 30 31 | 151.03 8.9127 31 32 | 8.7638 7.5647 32 33 | 83.006 20.959 33 34 | 205.39 29.686 34 35 | 264.51 24.454 35 36 | 214.54 -7.8711 36 37 | 53.27 -55.233 37 38 | 20.139 -20.15 38 39 | 8.2018 -20.97 39 40 | -13.641 -0.098341 40 41 | 278.92 21.918 41 42 | 170.62 28.733 42 43 | -------------------------------------------------------------------------------- /ParticleFilter/install-mac.sh: -------------------------------------------------------------------------------- 1 | brew install openssl libuv cmake 2 | git clone https://github.com/uWebSockets/uWebSockets 3 | cd uWebSockets 4 | git checkout e94b6e1 5 | patch CMakeLists.txt < ../cmakepatch.txt 6 | mkdir build 7 | export PKG_CONFIG_PATH=/usr/local/opt/openssl/lib/pkgconfig 8 | cd build 9 | OPENSSL_VERSION=`openssl version -v | cut -d' ' -f2` 10 | cmake -DOPENSSL_ROOT_DIR=$(brew --cellar openssl)/$OPENSSL_VERSION -DOPENSSL_LIBRARIES=$(brew --cellar openssl)/$OPENSSL_VERSION/lib .. 11 | make 12 | sudo make install 13 | cd .. 14 | cd .. 15 | sudo rm -r uWebSockets 16 | -------------------------------------------------------------------------------- /ParticleFilter/install-ubuntu.sh: -------------------------------------------------------------------------------- 1 | sudo apt-get install libuv1-dev libssl-dev 2 | git clone https://github.com/uWebSockets/uWebSockets 3 | cd uWebSockets 4 | git checkout e94b6e1 5 | mkdir build 6 | cd build 7 | cmake .. 8 | make 9 | sudo make install 10 | cd .. 11 | cd .. 12 | sudo ln -s /usr/lib64/libuWS.so /usr/lib/libuWS.so 13 | sudo rm -r uWebSockets -------------------------------------------------------------------------------- /ParticleFilter/pf.gif: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/appinho/SASensorFusionLocalization/5f7ed3363cfaf0e8e9165ea915b8210db18570f9/ParticleFilter/pf.gif -------------------------------------------------------------------------------- /ParticleFilter/run.sh: -------------------------------------------------------------------------------- 1 | #!/bin/bash 2 | # Script to run particle filter! 3 | # 4 | # Written by Tiffany Huang, 12/14/2016 5 | # 6 | 7 | # Run particle filter 8 | cd ./build 9 | ./particle_filter 10 | -------------------------------------------------------------------------------- /ParticleFilter/src/map.h: -------------------------------------------------------------------------------- 1 | /* 2 | * map.h 3 | * 4 | * Created on: Dec 12, 2016 5 | * Author: mufferm 6 | */ 7 | 8 | #ifndef MAP_H_ 9 | #define MAP_H_ 10 | 11 | class Map { 12 | public: 13 | 14 | struct single_landmark_s{ 15 | 16 | int id_i ; // Landmark ID 17 | float x_f; // Landmark x-position in the map (global coordinates) 18 | float y_f; // Landmark y-position in the map (global coordinates) 19 | }; 20 | 21 | std::vector landmark_list ; // List of landmarks in the map 22 | 23 | }; 24 | 25 | 26 | 27 | #endif /* MAP_H_ */ 28 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # SDC - Sensor Fusion and Localization Projects 2 | [![Udacity - Self-Driving Car NanoDegree](https://s3.amazonaws.com/udacity-sdc/github/shield-carnd.svg)](http://www.udacity.com/drive) 3 | 4 | Sensor Fusion and Localization related projects of Udacity's Self-driving Car Nanodegree Program: 5 | * [Extended Kalman Filter for Object Tracking](./ExtendedKalmanFilter/) 6 | * [Unscented Kalman Filter for Object Tracking](./UnscentedKalmanFilter/) 7 | * [Particle Filter for Localization](./ParticleFilter/) 8 | 9 | ## Extended Kalman Filter for Object Tracking 10 | 11 |

12 | 13 |

14 | 15 | ## Unscented Kalman Filter for Object Tracking 16 | 17 |

18 | 19 |

20 | 21 | ## Particle Filter for Localization 22 | 23 |

24 | 25 |

26 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | project(UnscentedKF) 2 | 3 | cmake_minimum_required (VERSION 3.5) 4 | 5 | add_definitions(-std=c++11) 6 | 7 | set(CXX_FLAGS "-Wall") 8 | set(CMAKE_CXX_FLAGS, "${CXX_FLAGS}") 9 | 10 | set(sources src/ukf.cpp src/main.cpp src/tools.cpp) 11 | 12 | 13 | if(${CMAKE_SYSTEM_NAME} MATCHES "Darwin") 14 | 15 | include_directories(/usr/local/include) 16 | include_directories(/usr/local/opt/openssl/include) 17 | link_directories(/usr/local/lib) 18 | link_directories(/usr/local/opt/openssl/lib) 19 | link_directories(/usr/local/Cellar/libuv/1*/lib) 20 | 21 | endif(${CMAKE_SYSTEM_NAME} MATCHES "Darwin") 22 | 23 | 24 | add_executable(UnscentedKF ${sources}) 25 | 26 | target_link_libraries(UnscentedKF z ssl uv uWS) 27 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/README.md: -------------------------------------------------------------------------------- 1 | # Term 2 Project 2: Unscented Kalman Filter 2 | 3 |

4 | 5 |

6 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/Array: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_ARRAY_MODULE_H 2 | #define EIGEN_ARRAY_MODULE_H 3 | 4 | // include Core first to handle Eigen2 support macros 5 | #include "Core" 6 | 7 | #ifndef EIGEN2_SUPPORT 8 | #error The Eigen/Array header does no longer exist in Eigen3. All that functionality has moved to Eigen/Core. 9 | #endif 10 | 11 | #endif // EIGEN_ARRAY_MODULE_H 12 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | include(RegexUtils) 2 | test_escape_string_as_regex() 3 | 4 | file(GLOB Eigen_directory_files "*") 5 | 6 | escape_string_as_regex(ESCAPED_CMAKE_CURRENT_SOURCE_DIR "${CMAKE_CURRENT_SOURCE_DIR}") 7 | 8 | foreach(f ${Eigen_directory_files}) 9 | if(NOT f MATCHES "\\.txt" AND NOT f MATCHES "${ESCAPED_CMAKE_CURRENT_SOURCE_DIR}/[.].+" AND NOT f MATCHES "${ESCAPED_CMAKE_CURRENT_SOURCE_DIR}/src") 10 | list(APPEND Eigen_directory_files_to_install ${f}) 11 | endif() 12 | endforeach(f ${Eigen_directory_files}) 13 | 14 | install(FILES 15 | ${Eigen_directory_files_to_install} 16 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen COMPONENT Devel 17 | ) 18 | 19 | add_subdirectory(src) 20 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/Cholesky: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_CHOLESKY_MODULE_H 2 | #define EIGEN_CHOLESKY_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | /** \defgroup Cholesky_Module Cholesky module 9 | * 10 | * 11 | * 12 | * This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices. 13 | * Those decompositions are accessible via the following MatrixBase methods: 14 | * - MatrixBase::llt(), 15 | * - MatrixBase::ldlt() 16 | * 17 | * \code 18 | * #include 19 | * \endcode 20 | */ 21 | 22 | #include "src/misc/Solve.h" 23 | #include "src/Cholesky/LLT.h" 24 | #include "src/Cholesky/LDLT.h" 25 | #ifdef EIGEN_USE_LAPACKE 26 | #include "src/Cholesky/LLT_MKL.h" 27 | #endif 28 | 29 | #include "src/Core/util/ReenableStupidWarnings.h" 30 | 31 | #endif // EIGEN_CHOLESKY_MODULE_H 32 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 33 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/CholmodSupport: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_CHOLMODSUPPORT_MODULE_H 2 | #define EIGEN_CHOLMODSUPPORT_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | extern "C" { 9 | #include 10 | } 11 | 12 | /** \ingroup Support_modules 13 | * \defgroup CholmodSupport_Module CholmodSupport module 14 | * 15 | * This module provides an interface to the Cholmod library which is part of the suitesparse package. 16 | * It provides the two following main factorization classes: 17 | * - class CholmodSupernodalLLT: a supernodal LLT Cholesky factorization. 18 | * - class CholmodDecomposiiton: a general L(D)LT Cholesky factorization with automatic or explicit runtime selection of the underlying factorization method (supernodal or simplicial). 19 | * 20 | * For the sake of completeness, this module also propose the two following classes: 21 | * - class CholmodSimplicialLLT 22 | * - class CholmodSimplicialLDLT 23 | * Note that these classes does not bring any particular advantage compared to the built-in 24 | * SimplicialLLT and SimplicialLDLT factorization classes. 25 | * 26 | * \code 27 | * #include 28 | * \endcode 29 | * 30 | * In order to use this module, the cholmod headers must be accessible from the include paths, and your binary must be linked to the cholmod library and its dependencies. 31 | * The dependencies depend on how cholmod has been compiled. 32 | * For a cmake based project, you can use our FindCholmod.cmake module to help you in this task. 33 | * 34 | */ 35 | 36 | #include "src/misc/Solve.h" 37 | #include "src/misc/SparseSolve.h" 38 | 39 | #include "src/CholmodSupport/CholmodSupport.h" 40 | 41 | 42 | #include "src/Core/util/ReenableStupidWarnings.h" 43 | 44 | #endif // EIGEN_CHOLMODSUPPORT_MODULE_H 45 | 46 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/Dense: -------------------------------------------------------------------------------- 1 | #include "Core" 2 | #include "LU" 3 | #include "Cholesky" 4 | #include "QR" 5 | #include "SVD" 6 | #include "Geometry" 7 | #include "Eigenvalues" 8 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/Eigen: -------------------------------------------------------------------------------- 1 | #include "Dense" 2 | //#include "Sparse" 3 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/Eigenvalues: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_EIGENVALUES_MODULE_H 2 | #define EIGEN_EIGENVALUES_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #include "Cholesky" 9 | #include "Jacobi" 10 | #include "Householder" 11 | #include "LU" 12 | #include "Geometry" 13 | 14 | /** \defgroup Eigenvalues_Module Eigenvalues module 15 | * 16 | * 17 | * 18 | * This module mainly provides various eigenvalue solvers. 19 | * This module also provides some MatrixBase methods, including: 20 | * - MatrixBase::eigenvalues(), 21 | * - MatrixBase::operatorNorm() 22 | * 23 | * \code 24 | * #include 25 | * \endcode 26 | */ 27 | 28 | #include "src/Eigenvalues/Tridiagonalization.h" 29 | #include "src/Eigenvalues/RealSchur.h" 30 | #include "src/Eigenvalues/EigenSolver.h" 31 | #include "src/Eigenvalues/SelfAdjointEigenSolver.h" 32 | #include "src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h" 33 | #include "src/Eigenvalues/HessenbergDecomposition.h" 34 | #include "src/Eigenvalues/ComplexSchur.h" 35 | #include "src/Eigenvalues/ComplexEigenSolver.h" 36 | #include "src/Eigenvalues/RealQZ.h" 37 | #include "src/Eigenvalues/GeneralizedEigenSolver.h" 38 | #include "src/Eigenvalues/MatrixBaseEigenvalues.h" 39 | #ifdef EIGEN_USE_LAPACKE 40 | #include "src/Eigenvalues/RealSchur_MKL.h" 41 | #include "src/Eigenvalues/ComplexSchur_MKL.h" 42 | #include "src/Eigenvalues/SelfAdjointEigenSolver_MKL.h" 43 | #endif 44 | 45 | #include "src/Core/util/ReenableStupidWarnings.h" 46 | 47 | #endif // EIGEN_EIGENVALUES_MODULE_H 48 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 49 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/Geometry: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_GEOMETRY_MODULE_H 2 | #define EIGEN_GEOMETRY_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #include "SVD" 9 | #include "LU" 10 | #include 11 | 12 | #ifndef M_PI 13 | #define M_PI 3.14159265358979323846 14 | #endif 15 | 16 | /** \defgroup Geometry_Module Geometry module 17 | * 18 | * 19 | * 20 | * This module provides support for: 21 | * - fixed-size homogeneous transformations 22 | * - translation, scaling, 2D and 3D rotations 23 | * - quaternions 24 | * - \ref MatrixBase::cross() "cross product" 25 | * - \ref MatrixBase::unitOrthogonal() "orthognal vector generation" 26 | * - some linear components: parametrized-lines and hyperplanes 27 | * 28 | * \code 29 | * #include 30 | * \endcode 31 | */ 32 | 33 | #include "src/Geometry/OrthoMethods.h" 34 | #include "src/Geometry/EulerAngles.h" 35 | 36 | #if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS 37 | #include "src/Geometry/Homogeneous.h" 38 | #include "src/Geometry/RotationBase.h" 39 | #include "src/Geometry/Rotation2D.h" 40 | #include "src/Geometry/Quaternion.h" 41 | #include "src/Geometry/AngleAxis.h" 42 | #include "src/Geometry/Transform.h" 43 | #include "src/Geometry/Translation.h" 44 | #include "src/Geometry/Scaling.h" 45 | #include "src/Geometry/Hyperplane.h" 46 | #include "src/Geometry/ParametrizedLine.h" 47 | #include "src/Geometry/AlignedBox.h" 48 | #include "src/Geometry/Umeyama.h" 49 | 50 | #if defined EIGEN_VECTORIZE_SSE 51 | #include "src/Geometry/arch/Geometry_SSE.h" 52 | #endif 53 | #endif 54 | 55 | #ifdef EIGEN2_SUPPORT 56 | #include "src/Eigen2Support/Geometry/All.h" 57 | #endif 58 | 59 | #include "src/Core/util/ReenableStupidWarnings.h" 60 | 61 | #endif // EIGEN_GEOMETRY_MODULE_H 62 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 63 | 64 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/Householder: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_HOUSEHOLDER_MODULE_H 2 | #define EIGEN_HOUSEHOLDER_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | /** \defgroup Householder_Module Householder module 9 | * This module provides Householder transformations. 10 | * 11 | * \code 12 | * #include 13 | * \endcode 14 | */ 15 | 16 | #include "src/Householder/Householder.h" 17 | #include "src/Householder/HouseholderSequence.h" 18 | #include "src/Householder/BlockHouseholder.h" 19 | 20 | #include "src/Core/util/ReenableStupidWarnings.h" 21 | 22 | #endif // EIGEN_HOUSEHOLDER_MODULE_H 23 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 24 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/IterativeLinearSolvers: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_ITERATIVELINEARSOLVERS_MODULE_H 2 | #define EIGEN_ITERATIVELINEARSOLVERS_MODULE_H 3 | 4 | #include "SparseCore" 5 | #include "OrderingMethods" 6 | 7 | #include "src/Core/util/DisableStupidWarnings.h" 8 | 9 | /** 10 | * \defgroup IterativeLinearSolvers_Module IterativeLinearSolvers module 11 | * 12 | * This module currently provides iterative methods to solve problems of the form \c A \c x = \c b, where \c A is a squared matrix, usually very large and sparse. 13 | * Those solvers are accessible via the following classes: 14 | * - ConjugateGradient for selfadjoint (hermitian) matrices, 15 | * - BiCGSTAB for general square matrices. 16 | * 17 | * These iterative solvers are associated with some preconditioners: 18 | * - IdentityPreconditioner - not really useful 19 | * - DiagonalPreconditioner - also called JAcobi preconditioner, work very well on diagonal dominant matrices. 20 | * - IncompleteILUT - incomplete LU factorization with dual thresholding 21 | * 22 | * Such problems can also be solved using the direct sparse decomposition modules: SparseCholesky, CholmodSupport, UmfPackSupport, SuperLUSupport. 23 | * 24 | * \code 25 | * #include 26 | * \endcode 27 | */ 28 | 29 | #include "src/misc/Solve.h" 30 | #include "src/misc/SparseSolve.h" 31 | 32 | #include "src/IterativeLinearSolvers/IterativeSolverBase.h" 33 | #include "src/IterativeLinearSolvers/BasicPreconditioners.h" 34 | #include "src/IterativeLinearSolvers/ConjugateGradient.h" 35 | #include "src/IterativeLinearSolvers/BiCGSTAB.h" 36 | #include "src/IterativeLinearSolvers/IncompleteLUT.h" 37 | 38 | #include "src/Core/util/ReenableStupidWarnings.h" 39 | 40 | #endif // EIGEN_ITERATIVELINEARSOLVERS_MODULE_H 41 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/Jacobi: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_JACOBI_MODULE_H 2 | #define EIGEN_JACOBI_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | /** \defgroup Jacobi_Module Jacobi module 9 | * This module provides Jacobi and Givens rotations. 10 | * 11 | * \code 12 | * #include 13 | * \endcode 14 | * 15 | * In addition to listed classes, it defines the two following MatrixBase methods to apply a Jacobi or Givens rotation: 16 | * - MatrixBase::applyOnTheLeft() 17 | * - MatrixBase::applyOnTheRight(). 18 | */ 19 | 20 | #include "src/Jacobi/Jacobi.h" 21 | 22 | #include "src/Core/util/ReenableStupidWarnings.h" 23 | 24 | #endif // EIGEN_JACOBI_MODULE_H 25 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 26 | 27 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/LU: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_LU_MODULE_H 2 | #define EIGEN_LU_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | /** \defgroup LU_Module LU module 9 | * This module includes %LU decomposition and related notions such as matrix inversion and determinant. 10 | * This module defines the following MatrixBase methods: 11 | * - MatrixBase::inverse() 12 | * - MatrixBase::determinant() 13 | * 14 | * \code 15 | * #include 16 | * \endcode 17 | */ 18 | 19 | #include "src/misc/Solve.h" 20 | #include "src/misc/Kernel.h" 21 | #include "src/misc/Image.h" 22 | #include "src/LU/FullPivLU.h" 23 | #include "src/LU/PartialPivLU.h" 24 | #ifdef EIGEN_USE_LAPACKE 25 | #include "src/LU/PartialPivLU_MKL.h" 26 | #endif 27 | #include "src/LU/Determinant.h" 28 | #include "src/LU/Inverse.h" 29 | 30 | #if defined EIGEN_VECTORIZE_SSE 31 | #include "src/LU/arch/Inverse_SSE.h" 32 | #endif 33 | 34 | #ifdef EIGEN2_SUPPORT 35 | #include "src/Eigen2Support/LU.h" 36 | #endif 37 | 38 | #include "src/Core/util/ReenableStupidWarnings.h" 39 | 40 | #endif // EIGEN_LU_MODULE_H 41 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 42 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/LeastSquares: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_REGRESSION_MODULE_H 2 | #define EIGEN_REGRESSION_MODULE_H 3 | 4 | #ifndef EIGEN2_SUPPORT 5 | #error LeastSquares is only available in Eigen2 support mode (define EIGEN2_SUPPORT) 6 | #endif 7 | 8 | // exclude from normal eigen3-only documentation 9 | #ifdef EIGEN2_SUPPORT 10 | 11 | #include "Core" 12 | 13 | #include "src/Core/util/DisableStupidWarnings.h" 14 | 15 | #include "Eigenvalues" 16 | #include "Geometry" 17 | 18 | /** \defgroup LeastSquares_Module LeastSquares module 19 | * This module provides linear regression and related features. 20 | * 21 | * \code 22 | * #include 23 | * \endcode 24 | */ 25 | 26 | #include "src/Eigen2Support/LeastSquares.h" 27 | 28 | #include "src/Core/util/ReenableStupidWarnings.h" 29 | 30 | #endif // EIGEN2_SUPPORT 31 | 32 | #endif // EIGEN_REGRESSION_MODULE_H 33 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/MetisSupport: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_METISSUPPORT_MODULE_H 2 | #define EIGEN_METISSUPPORT_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | extern "C" { 9 | #include 10 | } 11 | 12 | 13 | /** \ingroup Support_modules 14 | * \defgroup MetisSupport_Module MetisSupport module 15 | * 16 | * \code 17 | * #include 18 | * \endcode 19 | * This module defines an interface to the METIS reordering package (http://glaros.dtc.umn.edu/gkhome/views/metis). 20 | * It can be used just as any other built-in method as explained in \link OrderingMethods_Module here. \endlink 21 | */ 22 | 23 | 24 | #include "src/MetisSupport/MetisSupport.h" 25 | 26 | #include "src/Core/util/ReenableStupidWarnings.h" 27 | 28 | #endif // EIGEN_METISSUPPORT_MODULE_H 29 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/OrderingMethods: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_ORDERINGMETHODS_MODULE_H 2 | #define EIGEN_ORDERINGMETHODS_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | /** 9 | * \defgroup OrderingMethods_Module OrderingMethods module 10 | * 11 | * This module is currently for internal use only 12 | * 13 | * It defines various built-in and external ordering methods for sparse matrices. 14 | * They are typically used to reduce the number of elements during 15 | * the sparse matrix decomposition (LLT, LU, QR). 16 | * Precisely, in a preprocessing step, a permutation matrix P is computed using 17 | * those ordering methods and applied to the columns of the matrix. 18 | * Using for instance the sparse Cholesky decomposition, it is expected that 19 | * the nonzeros elements in LLT(A*P) will be much smaller than that in LLT(A). 20 | * 21 | * 22 | * Usage : 23 | * \code 24 | * #include 25 | * \endcode 26 | * 27 | * A simple usage is as a template parameter in the sparse decomposition classes : 28 | * 29 | * \code 30 | * SparseLU > solver; 31 | * \endcode 32 | * 33 | * \code 34 | * SparseQR > solver; 35 | * \endcode 36 | * 37 | * It is possible as well to call directly a particular ordering method for your own purpose, 38 | * \code 39 | * AMDOrdering ordering; 40 | * PermutationMatrix perm; 41 | * SparseMatrix A; 42 | * //Fill the matrix ... 43 | * 44 | * ordering(A, perm); // Call AMD 45 | * \endcode 46 | * 47 | * \note Some of these methods (like AMD or METIS), need the sparsity pattern 48 | * of the input matrix to be symmetric. When the matrix is structurally unsymmetric, 49 | * Eigen computes internally the pattern of \f$A^T*A\f$ before calling the method. 50 | * If your matrix is already symmetric (at leat in structure), you can avoid that 51 | * by calling the method with a SelfAdjointView type. 52 | * 53 | * \code 54 | * // Call the ordering on the pattern of the lower triangular matrix A 55 | * ordering(A.selfadjointView(), perm); 56 | * \endcode 57 | */ 58 | 59 | #ifndef EIGEN_MPL2_ONLY 60 | #include "src/OrderingMethods/Amd.h" 61 | #endif 62 | 63 | #include "src/OrderingMethods/Ordering.h" 64 | #include "src/Core/util/ReenableStupidWarnings.h" 65 | 66 | #endif // EIGEN_ORDERINGMETHODS_MODULE_H 67 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/PaStiXSupport: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_PASTIXSUPPORT_MODULE_H 2 | #define EIGEN_PASTIXSUPPORT_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #include 9 | extern "C" { 10 | #include 11 | #include 12 | } 13 | 14 | #ifdef complex 15 | #undef complex 16 | #endif 17 | 18 | /** \ingroup Support_modules 19 | * \defgroup PaStiXSupport_Module PaStiXSupport module 20 | * 21 | * This module provides an interface to the PaSTiX library. 22 | * PaSTiX is a general \b supernodal, \b parallel and \b opensource sparse solver. 23 | * It provides the two following main factorization classes: 24 | * - class PastixLLT : a supernodal, parallel LLt Cholesky factorization. 25 | * - class PastixLDLT: a supernodal, parallel LDLt Cholesky factorization. 26 | * - class PastixLU : a supernodal, parallel LU factorization (optimized for a symmetric pattern). 27 | * 28 | * \code 29 | * #include 30 | * \endcode 31 | * 32 | * In order to use this module, the PaSTiX headers must be accessible from the include paths, and your binary must be linked to the PaSTiX library and its dependencies. 33 | * The dependencies depend on how PaSTiX has been compiled. 34 | * For a cmake based project, you can use our FindPaSTiX.cmake module to help you in this task. 35 | * 36 | */ 37 | 38 | #include "src/misc/Solve.h" 39 | #include "src/misc/SparseSolve.h" 40 | 41 | #include "src/PaStiXSupport/PaStiXSupport.h" 42 | 43 | 44 | #include "src/Core/util/ReenableStupidWarnings.h" 45 | 46 | #endif // EIGEN_PASTIXSUPPORT_MODULE_H 47 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/PardisoSupport: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_PARDISOSUPPORT_MODULE_H 2 | #define EIGEN_PARDISOSUPPORT_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #include 9 | 10 | #include 11 | 12 | /** \ingroup Support_modules 13 | * \defgroup PardisoSupport_Module PardisoSupport module 14 | * 15 | * This module brings support for the Intel(R) MKL PARDISO direct sparse solvers. 16 | * 17 | * \code 18 | * #include 19 | * \endcode 20 | * 21 | * In order to use this module, the MKL headers must be accessible from the include paths, and your binary must be linked to the MKL library and its dependencies. 22 | * See this \ref TopicUsingIntelMKL "page" for more information on MKL-Eigen integration. 23 | * 24 | */ 25 | 26 | #include "src/PardisoSupport/PardisoSupport.h" 27 | 28 | #include "src/Core/util/ReenableStupidWarnings.h" 29 | 30 | #endif // EIGEN_PARDISOSUPPORT_MODULE_H 31 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/QR: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_QR_MODULE_H 2 | #define EIGEN_QR_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #include "Cholesky" 9 | #include "Jacobi" 10 | #include "Householder" 11 | 12 | /** \defgroup QR_Module QR module 13 | * 14 | * 15 | * 16 | * This module provides various QR decompositions 17 | * This module also provides some MatrixBase methods, including: 18 | * - MatrixBase::qr(), 19 | * 20 | * \code 21 | * #include 22 | * \endcode 23 | */ 24 | 25 | #include "src/misc/Solve.h" 26 | #include "src/QR/HouseholderQR.h" 27 | #include "src/QR/FullPivHouseholderQR.h" 28 | #include "src/QR/ColPivHouseholderQR.h" 29 | #ifdef EIGEN_USE_LAPACKE 30 | #include "src/QR/HouseholderQR_MKL.h" 31 | #include "src/QR/ColPivHouseholderQR_MKL.h" 32 | #endif 33 | 34 | #ifdef EIGEN2_SUPPORT 35 | #include "src/Eigen2Support/QR.h" 36 | #endif 37 | 38 | #include "src/Core/util/ReenableStupidWarnings.h" 39 | 40 | #ifdef EIGEN2_SUPPORT 41 | #include "Eigenvalues" 42 | #endif 43 | 44 | #endif // EIGEN_QR_MODULE_H 45 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 46 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/QtAlignedMalloc: -------------------------------------------------------------------------------- 1 | 2 | #ifndef EIGEN_QTMALLOC_MODULE_H 3 | #define EIGEN_QTMALLOC_MODULE_H 4 | 5 | #include "Core" 6 | 7 | #if (!EIGEN_MALLOC_ALREADY_ALIGNED) 8 | 9 | #include "src/Core/util/DisableStupidWarnings.h" 10 | 11 | void *qMalloc(size_t size) 12 | { 13 | return Eigen::internal::aligned_malloc(size); 14 | } 15 | 16 | void qFree(void *ptr) 17 | { 18 | Eigen::internal::aligned_free(ptr); 19 | } 20 | 21 | void *qRealloc(void *ptr, size_t size) 22 | { 23 | void* newPtr = Eigen::internal::aligned_malloc(size); 24 | memcpy(newPtr, ptr, size); 25 | Eigen::internal::aligned_free(ptr); 26 | return newPtr; 27 | } 28 | 29 | #include "src/Core/util/ReenableStupidWarnings.h" 30 | 31 | #endif 32 | 33 | #endif // EIGEN_QTMALLOC_MODULE_H 34 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 35 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/SPQRSupport: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_SPQRSUPPORT_MODULE_H 2 | #define EIGEN_SPQRSUPPORT_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #include "SuiteSparseQR.hpp" 9 | 10 | /** \ingroup Support_modules 11 | * \defgroup SPQRSupport_Module SuiteSparseQR module 12 | * 13 | * This module provides an interface to the SPQR library, which is part of the suitesparse package. 14 | * 15 | * \code 16 | * #include 17 | * \endcode 18 | * 19 | * In order to use this module, the SPQR headers must be accessible from the include paths, and your binary must be linked to the SPQR library and its dependencies (Cholmod, AMD, COLAMD,...). 20 | * For a cmake based project, you can use our FindSPQR.cmake and FindCholmod.Cmake modules 21 | * 22 | */ 23 | 24 | #include "src/misc/Solve.h" 25 | #include "src/misc/SparseSolve.h" 26 | #include "src/CholmodSupport/CholmodSupport.h" 27 | #include "src/SPQRSupport/SuiteSparseQRSupport.h" 28 | 29 | #endif 30 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/SVD: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_SVD_MODULE_H 2 | #define EIGEN_SVD_MODULE_H 3 | 4 | #include "QR" 5 | #include "Householder" 6 | #include "Jacobi" 7 | 8 | #include "src/Core/util/DisableStupidWarnings.h" 9 | 10 | /** \defgroup SVD_Module SVD module 11 | * 12 | * 13 | * 14 | * This module provides SVD decomposition for matrices (both real and complex). 15 | * This decomposition is accessible via the following MatrixBase method: 16 | * - MatrixBase::jacobiSvd() 17 | * 18 | * \code 19 | * #include 20 | * \endcode 21 | */ 22 | 23 | #include "src/misc/Solve.h" 24 | #include "src/SVD/JacobiSVD.h" 25 | #if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT) 26 | #include "src/SVD/JacobiSVD_MKL.h" 27 | #endif 28 | #include "src/SVD/UpperBidiagonalization.h" 29 | 30 | #ifdef EIGEN2_SUPPORT 31 | #include "src/Eigen2Support/SVD.h" 32 | #endif 33 | 34 | #include "src/Core/util/ReenableStupidWarnings.h" 35 | 36 | #endif // EIGEN_SVD_MODULE_H 37 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 38 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/Sparse: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_SPARSE_MODULE_H 2 | #define EIGEN_SPARSE_MODULE_H 3 | 4 | /** \defgroup Sparse_Module Sparse meta-module 5 | * 6 | * Meta-module including all related modules: 7 | * - \ref SparseCore_Module 8 | * - \ref OrderingMethods_Module 9 | * - \ref SparseCholesky_Module 10 | * - \ref SparseLU_Module 11 | * - \ref SparseQR_Module 12 | * - \ref IterativeLinearSolvers_Module 13 | * 14 | * \code 15 | * #include 16 | * \endcode 17 | */ 18 | 19 | #include "SparseCore" 20 | #include "OrderingMethods" 21 | #include "SparseCholesky" 22 | #include "SparseLU" 23 | #include "SparseQR" 24 | #include "IterativeLinearSolvers" 25 | 26 | #endif // EIGEN_SPARSE_MODULE_H 27 | 28 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/SparseCholesky: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008-2013 Gael Guennebaud 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_SPARSECHOLESKY_MODULE_H 11 | #define EIGEN_SPARSECHOLESKY_MODULE_H 12 | 13 | #include "SparseCore" 14 | #include "OrderingMethods" 15 | 16 | #include "src/Core/util/DisableStupidWarnings.h" 17 | 18 | /** 19 | * \defgroup SparseCholesky_Module SparseCholesky module 20 | * 21 | * This module currently provides two variants of the direct sparse Cholesky decomposition for selfadjoint (hermitian) matrices. 22 | * Those decompositions are accessible via the following classes: 23 | * - SimplicialLLt, 24 | * - SimplicialLDLt 25 | * 26 | * Such problems can also be solved using the ConjugateGradient solver from the IterativeLinearSolvers module. 27 | * 28 | * \code 29 | * #include 30 | * \endcode 31 | */ 32 | 33 | #ifdef EIGEN_MPL2_ONLY 34 | #error The SparseCholesky module has nothing to offer in MPL2 only mode 35 | #endif 36 | 37 | #include "src/misc/Solve.h" 38 | #include "src/misc/SparseSolve.h" 39 | #include "src/SparseCholesky/SimplicialCholesky.h" 40 | 41 | #ifndef EIGEN_MPL2_ONLY 42 | #include "src/SparseCholesky/SimplicialCholesky_impl.h" 43 | #endif 44 | 45 | #include "src/Core/util/ReenableStupidWarnings.h" 46 | 47 | #endif // EIGEN_SPARSECHOLESKY_MODULE_H 48 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/SparseCore: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_SPARSECORE_MODULE_H 2 | #define EIGEN_SPARSECORE_MODULE_H 3 | 4 | #include "Core" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #include 9 | #include 10 | #include 11 | #include 12 | #include 13 | 14 | /** 15 | * \defgroup SparseCore_Module SparseCore module 16 | * 17 | * This module provides a sparse matrix representation, and basic associated matrix manipulations 18 | * and operations. 19 | * 20 | * See the \ref TutorialSparse "Sparse tutorial" 21 | * 22 | * \code 23 | * #include 24 | * \endcode 25 | * 26 | * This module depends on: Core. 27 | */ 28 | 29 | namespace Eigen { 30 | 31 | /** The type used to identify a general sparse storage. */ 32 | struct Sparse {}; 33 | 34 | } 35 | 36 | #include "src/SparseCore/SparseUtil.h" 37 | #include "src/SparseCore/SparseMatrixBase.h" 38 | #include "src/SparseCore/CompressedStorage.h" 39 | #include "src/SparseCore/AmbiVector.h" 40 | #include "src/SparseCore/SparseMatrix.h" 41 | #include "src/SparseCore/MappedSparseMatrix.h" 42 | #include "src/SparseCore/SparseVector.h" 43 | #include "src/SparseCore/SparseBlock.h" 44 | #include "src/SparseCore/SparseTranspose.h" 45 | #include "src/SparseCore/SparseCwiseUnaryOp.h" 46 | #include "src/SparseCore/SparseCwiseBinaryOp.h" 47 | #include "src/SparseCore/SparseDot.h" 48 | #include "src/SparseCore/SparsePermutation.h" 49 | #include "src/SparseCore/SparseRedux.h" 50 | #include "src/SparseCore/SparseFuzzy.h" 51 | #include "src/SparseCore/ConservativeSparseSparseProduct.h" 52 | #include "src/SparseCore/SparseSparseProductWithPruning.h" 53 | #include "src/SparseCore/SparseProduct.h" 54 | #include "src/SparseCore/SparseDenseProduct.h" 55 | #include "src/SparseCore/SparseDiagonalProduct.h" 56 | #include "src/SparseCore/SparseTriangularView.h" 57 | #include "src/SparseCore/SparseSelfAdjointView.h" 58 | #include "src/SparseCore/TriangularSolver.h" 59 | #include "src/SparseCore/SparseView.h" 60 | 61 | #include "src/Core/util/ReenableStupidWarnings.h" 62 | 63 | #endif // EIGEN_SPARSECORE_MODULE_H 64 | 65 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/SparseLU: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2012 Désiré Nuentsa-Wakam 5 | // Copyright (C) 2012 Gael Guennebaud 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | #ifndef EIGEN_SPARSELU_MODULE_H 12 | #define EIGEN_SPARSELU_MODULE_H 13 | 14 | #include "SparseCore" 15 | 16 | /** 17 | * \defgroup SparseLU_Module SparseLU module 18 | * This module defines a supernodal factorization of general sparse matrices. 19 | * The code is fully optimized for supernode-panel updates with specialized kernels. 20 | * Please, see the documentation of the SparseLU class for more details. 21 | */ 22 | 23 | #include "src/misc/Solve.h" 24 | #include "src/misc/SparseSolve.h" 25 | 26 | // Ordering interface 27 | #include "OrderingMethods" 28 | 29 | #include "src/SparseLU/SparseLU_gemm_kernel.h" 30 | 31 | #include "src/SparseLU/SparseLU_Structs.h" 32 | #include "src/SparseLU/SparseLU_SupernodalMatrix.h" 33 | #include "src/SparseLU/SparseLUImpl.h" 34 | #include "src/SparseCore/SparseColEtree.h" 35 | #include "src/SparseLU/SparseLU_Memory.h" 36 | #include "src/SparseLU/SparseLU_heap_relax_snode.h" 37 | #include "src/SparseLU/SparseLU_relax_snode.h" 38 | #include "src/SparseLU/SparseLU_pivotL.h" 39 | #include "src/SparseLU/SparseLU_panel_dfs.h" 40 | #include "src/SparseLU/SparseLU_kernel_bmod.h" 41 | #include "src/SparseLU/SparseLU_panel_bmod.h" 42 | #include "src/SparseLU/SparseLU_column_dfs.h" 43 | #include "src/SparseLU/SparseLU_column_bmod.h" 44 | #include "src/SparseLU/SparseLU_copy_to_ucol.h" 45 | #include "src/SparseLU/SparseLU_pruneL.h" 46 | #include "src/SparseLU/SparseLU_Utils.h" 47 | #include "src/SparseLU/SparseLU.h" 48 | 49 | #endif // EIGEN_SPARSELU_MODULE_H 50 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/SparseQR: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_SPARSEQR_MODULE_H 2 | #define EIGEN_SPARSEQR_MODULE_H 3 | 4 | #include "SparseCore" 5 | #include "OrderingMethods" 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | /** \defgroup SparseQR_Module SparseQR module 9 | * \brief Provides QR decomposition for sparse matrices 10 | * 11 | * This module provides a simplicial version of the left-looking Sparse QR decomposition. 12 | * The columns of the input matrix should be reordered to limit the fill-in during the 13 | * decomposition. Built-in methods (COLAMD, AMD) or external methods (METIS) can be used to this end. 14 | * See the \link OrderingMethods_Module OrderingMethods\endlink module for the list 15 | * of built-in and external ordering methods. 16 | * 17 | * \code 18 | * #include 19 | * \endcode 20 | * 21 | * 22 | */ 23 | 24 | #include "src/misc/Solve.h" 25 | #include "src/misc/SparseSolve.h" 26 | 27 | #include "OrderingMethods" 28 | #include "src/SparseCore/SparseColEtree.h" 29 | #include "src/SparseQR/SparseQR.h" 30 | 31 | #include "src/Core/util/ReenableStupidWarnings.h" 32 | 33 | #endif 34 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/StdDeque: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2009 Gael Guennebaud 5 | // Copyright (C) 2009 Hauke Heibel 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | #ifndef EIGEN_STDDEQUE_MODULE_H 12 | #define EIGEN_STDDEQUE_MODULE_H 13 | 14 | #include "Core" 15 | #include 16 | 17 | #if (defined(_MSC_VER) && defined(_WIN64)) /* MSVC auto aligns in 64 bit builds */ 18 | 19 | #define EIGEN_DEFINE_STL_DEQUE_SPECIALIZATION(...) 20 | 21 | #else 22 | 23 | #include "src/StlSupport/StdDeque.h" 24 | 25 | #endif 26 | 27 | #endif // EIGEN_STDDEQUE_MODULE_H 28 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/StdList: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2009 Hauke Heibel 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_STDLIST_MODULE_H 11 | #define EIGEN_STDLIST_MODULE_H 12 | 13 | #include "Core" 14 | #include 15 | 16 | #if (defined(_MSC_VER) && defined(_WIN64)) /* MSVC auto aligns in 64 bit builds */ 17 | 18 | #define EIGEN_DEFINE_STL_LIST_SPECIALIZATION(...) 19 | 20 | #else 21 | 22 | #include "src/StlSupport/StdList.h" 23 | 24 | #endif 25 | 26 | #endif // EIGEN_STDLIST_MODULE_H 27 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/StdVector: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2009 Gael Guennebaud 5 | // Copyright (C) 2009 Hauke Heibel 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | #ifndef EIGEN_STDVECTOR_MODULE_H 12 | #define EIGEN_STDVECTOR_MODULE_H 13 | 14 | #include "Core" 15 | #include 16 | 17 | #if (defined(_MSC_VER) && defined(_WIN64)) /* MSVC auto aligns in 64 bit builds */ 18 | 19 | #define EIGEN_DEFINE_STL_VECTOR_SPECIALIZATION(...) 20 | 21 | #else 22 | 23 | #include "src/StlSupport/StdVector.h" 24 | 25 | #endif 26 | 27 | #endif // EIGEN_STDVECTOR_MODULE_H 28 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/SuperLUSupport: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_SUPERLUSUPPORT_MODULE_H 2 | #define EIGEN_SUPERLUSUPPORT_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | #ifdef EMPTY 9 | #define EIGEN_EMPTY_WAS_ALREADY_DEFINED 10 | #endif 11 | 12 | typedef int int_t; 13 | #include 14 | #include 15 | #include 16 | 17 | // slu_util.h defines a preprocessor token named EMPTY which is really polluting, 18 | // so we remove it in favor of a SUPERLU_EMPTY token. 19 | // If EMPTY was already defined then we don't undef it. 20 | 21 | #if defined(EIGEN_EMPTY_WAS_ALREADY_DEFINED) 22 | # undef EIGEN_EMPTY_WAS_ALREADY_DEFINED 23 | #elif defined(EMPTY) 24 | # undef EMPTY 25 | #endif 26 | 27 | #define SUPERLU_EMPTY (-1) 28 | 29 | namespace Eigen { struct SluMatrix; } 30 | 31 | /** \ingroup Support_modules 32 | * \defgroup SuperLUSupport_Module SuperLUSupport module 33 | * 34 | * This module provides an interface to the SuperLU library. 35 | * It provides the following factorization class: 36 | * - class SuperLU: a supernodal sequential LU factorization. 37 | * - class SuperILU: a supernodal sequential incomplete LU factorization (to be used as a preconditioner for iterative methods). 38 | * 39 | * \warning When including this module, you have to use SUPERLU_EMPTY instead of EMPTY which is no longer defined because it is too polluting. 40 | * 41 | * \code 42 | * #include 43 | * \endcode 44 | * 45 | * In order to use this module, the superlu headers must be accessible from the include paths, and your binary must be linked to the superlu library and its dependencies. 46 | * The dependencies depend on how superlu has been compiled. 47 | * For a cmake based project, you can use our FindSuperLU.cmake module to help you in this task. 48 | * 49 | */ 50 | 51 | #include "src/misc/Solve.h" 52 | #include "src/misc/SparseSolve.h" 53 | 54 | #include "src/SuperLUSupport/SuperLUSupport.h" 55 | 56 | 57 | #include "src/Core/util/ReenableStupidWarnings.h" 58 | 59 | #endif // EIGEN_SUPERLUSUPPORT_MODULE_H 60 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/UmfPackSupport: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_UMFPACKSUPPORT_MODULE_H 2 | #define EIGEN_UMFPACKSUPPORT_MODULE_H 3 | 4 | #include "SparseCore" 5 | 6 | #include "src/Core/util/DisableStupidWarnings.h" 7 | 8 | extern "C" { 9 | #include 10 | } 11 | 12 | /** \ingroup Support_modules 13 | * \defgroup UmfPackSupport_Module UmfPackSupport module 14 | * 15 | * This module provides an interface to the UmfPack library which is part of the suitesparse package. 16 | * It provides the following factorization class: 17 | * - class UmfPackLU: a multifrontal sequential LU factorization. 18 | * 19 | * \code 20 | * #include 21 | * \endcode 22 | * 23 | * In order to use this module, the umfpack headers must be accessible from the include paths, and your binary must be linked to the umfpack library and its dependencies. 24 | * The dependencies depend on how umfpack has been compiled. 25 | * For a cmake based project, you can use our FindUmfPack.cmake module to help you in this task. 26 | * 27 | */ 28 | 29 | #include "src/misc/Solve.h" 30 | #include "src/misc/SparseSolve.h" 31 | 32 | #include "src/UmfPackSupport/UmfPackSupport.h" 33 | 34 | #include "src/Core/util/ReenableStupidWarnings.h" 35 | 36 | #endif // EIGEN_UMFPACKSUPPORT_MODULE_H 37 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | file(GLOB Eigen_src_subdirectories "*") 2 | escape_string_as_regex(ESCAPED_CMAKE_CURRENT_SOURCE_DIR "${CMAKE_CURRENT_SOURCE_DIR}") 3 | foreach(f ${Eigen_src_subdirectories}) 4 | if(NOT f MATCHES "\\.txt" AND NOT f MATCHES "${ESCAPED_CMAKE_CURRENT_SOURCE_DIR}/[.].+" ) 5 | add_subdirectory(${f}) 6 | endif() 7 | endforeach() 8 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Cholesky/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Cholesky_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Cholesky_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Cholesky COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/CholmodSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_CholmodSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_CholmodSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/CholmodSupport COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Core/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Core_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Core_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Core COMPONENT Devel 6 | ) 7 | 8 | ADD_SUBDIRECTORY(products) 9 | ADD_SUBDIRECTORY(util) 10 | ADD_SUBDIRECTORY(arch) 11 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Core/CoreIterators.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008-2010 Gael Guennebaud 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_COREITERATORS_H 11 | #define EIGEN_COREITERATORS_H 12 | 13 | namespace Eigen { 14 | 15 | /* This file contains the respective InnerIterator definition of the expressions defined in Eigen/Core 16 | */ 17 | 18 | /** \ingroup SparseCore_Module 19 | * \class InnerIterator 20 | * \brief An InnerIterator allows to loop over the element of a sparse (or dense) matrix or expression 21 | * 22 | * todo 23 | */ 24 | 25 | // generic version for dense matrix and expressions 26 | template class DenseBase::InnerIterator 27 | { 28 | protected: 29 | typedef typename Derived::Scalar Scalar; 30 | typedef typename Derived::Index Index; 31 | 32 | enum { IsRowMajor = (Derived::Flags&RowMajorBit)==RowMajorBit }; 33 | public: 34 | EIGEN_STRONG_INLINE InnerIterator(const Derived& expr, Index outer) 35 | : m_expression(expr), m_inner(0), m_outer(outer), m_end(expr.innerSize()) 36 | {} 37 | 38 | EIGEN_STRONG_INLINE Scalar value() const 39 | { 40 | return (IsRowMajor) ? m_expression.coeff(m_outer, m_inner) 41 | : m_expression.coeff(m_inner, m_outer); 42 | } 43 | 44 | EIGEN_STRONG_INLINE InnerIterator& operator++() { m_inner++; return *this; } 45 | 46 | EIGEN_STRONG_INLINE Index index() const { return m_inner; } 47 | inline Index row() const { return IsRowMajor ? m_outer : index(); } 48 | inline Index col() const { return IsRowMajor ? index() : m_outer; } 49 | 50 | EIGEN_STRONG_INLINE operator bool() const { return m_inner < m_end && m_inner>=0; } 51 | 52 | protected: 53 | const Derived& m_expression; 54 | Index m_inner; 55 | const Index m_outer; 56 | const Index m_end; 57 | }; 58 | 59 | } // end namespace Eigen 60 | 61 | #endif // EIGEN_COREITERATORS_H 62 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Core/arch/AltiVec/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Core_arch_AltiVec_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Core_arch_AltiVec_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Core/arch/AltiVec COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Core/arch/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | ADD_SUBDIRECTORY(SSE) 2 | ADD_SUBDIRECTORY(AltiVec) 3 | ADD_SUBDIRECTORY(NEON) 4 | ADD_SUBDIRECTORY(Default) 5 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Core/arch/Default/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Core_arch_Default_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Core_arch_Default_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Core/arch/Default COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Core/arch/Default/Settings.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008-2010 Gael Guennebaud 5 | // Copyright (C) 2006-2008 Benoit Jacob 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | 12 | /* All the parameters defined in this file can be specialized in the 13 | * architecture specific files, and/or by the user. 14 | * More to come... */ 15 | 16 | #ifndef EIGEN_DEFAULT_SETTINGS_H 17 | #define EIGEN_DEFAULT_SETTINGS_H 18 | 19 | /** Defines the maximal loop size to enable meta unrolling of loops. 20 | * Note that the value here is expressed in Eigen's own notion of "number of FLOPS", 21 | * it does not correspond to the number of iterations or the number of instructions 22 | */ 23 | #ifndef EIGEN_UNROLLING_LIMIT 24 | #define EIGEN_UNROLLING_LIMIT 100 25 | #endif 26 | 27 | /** Defines the threshold between a "small" and a "large" matrix. 28 | * This threshold is mainly used to select the proper product implementation. 29 | */ 30 | #ifndef EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 31 | #define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 8 32 | #endif 33 | 34 | /** Defines the maximal width of the blocks used in the triangular product and solver 35 | * for vectors (level 2 blas xTRMV and xTRSV). The default is 8. 36 | */ 37 | #ifndef EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH 38 | #define EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH 8 39 | #endif 40 | 41 | 42 | /** Defines the default number of registers available for that architecture. 43 | * Currently it must be 8 or 16. Other values will fail. 44 | */ 45 | #ifndef EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS 46 | #define EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS 8 47 | #endif 48 | 49 | #endif // EIGEN_DEFAULT_SETTINGS_H 50 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Core/arch/NEON/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Core_arch_NEON_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Core_arch_NEON_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Core/arch/NEON COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Core/arch/SSE/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Core_arch_SSE_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Core_arch_SSE_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Core/arch/SSE COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Core/products/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Core_Product_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Core_Product_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Core/products COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Core/util/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Core_util_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Core_util_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Core/util COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Core/util/DisableStupidWarnings.h: -------------------------------------------------------------------------------- 1 | #ifndef EIGEN_WARNINGS_DISABLED 2 | #define EIGEN_WARNINGS_DISABLED 3 | 4 | #ifdef _MSC_VER 5 | // 4100 - unreferenced formal parameter (occurred e.g. in aligned_allocator::destroy(pointer p)) 6 | // 4101 - unreferenced local variable 7 | // 4127 - conditional expression is constant 8 | // 4181 - qualifier applied to reference type ignored 9 | // 4211 - nonstandard extension used : redefined extern to static 10 | // 4244 - 'argument' : conversion from 'type1' to 'type2', possible loss of data 11 | // 4273 - QtAlignedMalloc, inconsistent DLL linkage 12 | // 4324 - structure was padded due to declspec(align()) 13 | // 4512 - assignment operator could not be generated 14 | // 4522 - 'class' : multiple assignment operators specified 15 | // 4700 - uninitialized local variable 'xyz' used 16 | // 4717 - 'function' : recursive on all control paths, function will cause runtime stack overflow 17 | #ifndef EIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS 18 | #pragma warning( push ) 19 | #endif 20 | #pragma warning( disable : 4100 4101 4127 4181 4211 4244 4273 4324 4512 4522 4700 4717 ) 21 | #elif defined __INTEL_COMPILER 22 | // 2196 - routine is both "inline" and "noinline" ("noinline" assumed) 23 | // ICC 12 generates this warning even without any inline keyword, when defining class methods 'inline' i.e. inside of class body 24 | // typedef that may be a reference type. 25 | // 279 - controlling expression is constant 26 | // ICC 12 generates this warning on assert(constant_expression_depending_on_template_params) and frankly this is a legitimate use case. 27 | #ifndef EIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS 28 | #pragma warning push 29 | #endif 30 | #pragma warning disable 2196 279 31 | #elif defined __clang__ 32 | // -Wconstant-logical-operand - warning: use of logical && with constant operand; switch to bitwise & or remove constant 33 | // this is really a stupid warning as it warns on compile-time expressions involving enums 34 | #ifndef EIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS 35 | #pragma clang diagnostic push 36 | #endif 37 | #pragma clang diagnostic ignored "-Wconstant-logical-operand" 38 | 39 | #elif defined __GNUC__ && __GNUC__>=6 40 | 41 | #ifndef EIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS 42 | #pragma GCC diagnostic push 43 | #endif 44 | #pragma GCC diagnostic ignored "-Wignored-attributes" 45 | 46 | #endif 47 | 48 | #endif // not EIGEN_WARNINGS_DISABLED 49 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Core/util/NonMPL2.h: -------------------------------------------------------------------------------- 1 | #ifdef EIGEN_MPL2_ONLY 2 | #error Including non-MPL2 code in EIGEN_MPL2_ONLY mode 3 | #endif 4 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Core/util/ReenableStupidWarnings.h: -------------------------------------------------------------------------------- 1 | #ifdef EIGEN_WARNINGS_DISABLED 2 | #undef EIGEN_WARNINGS_DISABLED 3 | 4 | #ifndef EIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS 5 | #ifdef _MSC_VER 6 | #pragma warning( pop ) 7 | #elif defined __INTEL_COMPILER 8 | #pragma warning pop 9 | #elif defined __clang__ 10 | #pragma clang diagnostic pop 11 | #elif defined __GNUC__ && __GNUC__>=6 12 | #pragma GCC diagnostic pop 13 | #endif 14 | 15 | #endif 16 | 17 | #endif // EIGEN_WARNINGS_DISABLED 18 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Eigen2Support/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Eigen2Support_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Eigen2Support_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Eigen2Support COMPONENT Devel 6 | ) 7 | 8 | ADD_SUBDIRECTORY(Geometry) -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Eigen2Support/Geometry/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Eigen2Support_Geometry_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Eigen2Support_Geometry_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Eigen2Support/Geometry 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Eigen2Support/Lazy.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008 Benoit Jacob 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_LAZY_H 11 | #define EIGEN_LAZY_H 12 | 13 | namespace Eigen { 14 | 15 | /** \deprecated it is only used by lazy() which is deprecated 16 | * 17 | * \returns an expression of *this with added flags 18 | * 19 | * Example: \include MatrixBase_marked.cpp 20 | * Output: \verbinclude MatrixBase_marked.out 21 | * 22 | * \sa class Flagged, extract(), part() 23 | */ 24 | template 25 | template 26 | inline const Flagged 27 | MatrixBase::marked() const 28 | { 29 | return derived(); 30 | } 31 | 32 | /** \deprecated use MatrixBase::noalias() 33 | * 34 | * \returns an expression of *this with the EvalBeforeAssigningBit flag removed. 35 | * 36 | * Example: \include MatrixBase_lazy.cpp 37 | * Output: \verbinclude MatrixBase_lazy.out 38 | * 39 | * \sa class Flagged, marked() 40 | */ 41 | template 42 | inline const Flagged 43 | MatrixBase::lazy() const 44 | { 45 | return derived(); 46 | } 47 | 48 | 49 | /** \internal 50 | * Overloaded to perform an efficient C += (A*B).lazy() */ 51 | template 52 | template 53 | Derived& MatrixBase::operator+=(const Flagged, 0, 54 | EvalBeforeAssigningBit>& other) 55 | { 56 | other._expression().derived().addTo(derived()); return derived(); 57 | } 58 | 59 | /** \internal 60 | * Overloaded to perform an efficient C -= (A*B).lazy() */ 61 | template 62 | template 63 | Derived& MatrixBase::operator-=(const Flagged, 0, 64 | EvalBeforeAssigningBit>& other) 65 | { 66 | other._expression().derived().subTo(derived()); return derived(); 67 | } 68 | 69 | } // end namespace Eigen 70 | 71 | #endif // EIGEN_LAZY_H 72 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Eigen2Support/Macros.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2011 Benoit Jacob 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN2_MACROS_H 11 | #define EIGEN2_MACROS_H 12 | 13 | #define ei_assert eigen_assert 14 | #define ei_internal_assert eigen_internal_assert 15 | 16 | #define EIGEN_ALIGN_128 EIGEN_ALIGN16 17 | 18 | #define EIGEN_ARCH_WANTS_ALIGNMENT EIGEN_ALIGN_STATICALLY 19 | 20 | #endif // EIGEN2_MACROS_H 21 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Eigen2Support/MathFunctions.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2010 Gael Guennebaud 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN2_MATH_FUNCTIONS_H 11 | #define EIGEN2_MATH_FUNCTIONS_H 12 | 13 | namespace Eigen { 14 | 15 | template inline typename NumTraits::Real ei_real(const T& x) { return numext::real(x); } 16 | template inline typename NumTraits::Real ei_imag(const T& x) { return numext::imag(x); } 17 | template inline T ei_conj(const T& x) { return numext::conj(x); } 18 | template inline typename NumTraits::Real ei_abs (const T& x) { using std::abs; return abs(x); } 19 | template inline typename NumTraits::Real ei_abs2(const T& x) { return numext::abs2(x); } 20 | template inline T ei_sqrt(const T& x) { using std::sqrt; return sqrt(x); } 21 | template inline T ei_exp (const T& x) { using std::exp; return exp(x); } 22 | template inline T ei_log (const T& x) { using std::log; return log(x); } 23 | template inline T ei_sin (const T& x) { using std::sin; return sin(x); } 24 | template inline T ei_cos (const T& x) { using std::cos; return cos(x); } 25 | template inline T ei_atan2(const T& x,const T& y) { using std::atan2; return atan2(x,y); } 26 | template inline T ei_pow (const T& x,const T& y) { return numext::pow(x,y); } 27 | template inline T ei_random () { return internal::random(); } 28 | template inline T ei_random (const T& x, const T& y) { return internal::random(x, y); } 29 | 30 | template inline T precision () { return NumTraits::dummy_precision(); } 31 | template inline T machine_epsilon () { return NumTraits::epsilon(); } 32 | 33 | 34 | template 35 | inline bool ei_isMuchSmallerThan(const Scalar& x, const OtherScalar& y, 36 | typename NumTraits::Real precision = NumTraits::dummy_precision()) 37 | { 38 | return internal::isMuchSmallerThan(x, y, precision); 39 | } 40 | 41 | template 42 | inline bool ei_isApprox(const Scalar& x, const Scalar& y, 43 | typename NumTraits::Real precision = NumTraits::dummy_precision()) 44 | { 45 | return internal::isApprox(x, y, precision); 46 | } 47 | 48 | template 49 | inline bool ei_isApproxOrLessThan(const Scalar& x, const Scalar& y, 50 | typename NumTraits::Real precision = NumTraits::dummy_precision()) 51 | { 52 | return internal::isApproxOrLessThan(x, y, precision); 53 | } 54 | 55 | } // end namespace Eigen 56 | 57 | #endif // EIGEN2_MATH_FUNCTIONS_H 58 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Eigen2Support/Memory.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2011 Benoit Jacob 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN2_MEMORY_H 11 | #define EIGEN2_MEMORY_H 12 | 13 | namespace Eigen { 14 | 15 | inline void* ei_aligned_malloc(size_t size) { return internal::aligned_malloc(size); } 16 | inline void ei_aligned_free(void *ptr) { internal::aligned_free(ptr); } 17 | inline void* ei_aligned_realloc(void *ptr, size_t new_size, size_t old_size) { return internal::aligned_realloc(ptr, new_size, old_size); } 18 | inline void* ei_handmade_aligned_malloc(size_t size) { return internal::handmade_aligned_malloc(size); } 19 | inline void ei_handmade_aligned_free(void *ptr) { internal::handmade_aligned_free(ptr); } 20 | 21 | template inline void* ei_conditional_aligned_malloc(size_t size) 22 | { 23 | return internal::conditional_aligned_malloc(size); 24 | } 25 | template inline void ei_conditional_aligned_free(void *ptr) 26 | { 27 | internal::conditional_aligned_free(ptr); 28 | } 29 | template inline void* ei_conditional_aligned_realloc(void* ptr, size_t new_size, size_t old_size) 30 | { 31 | return internal::conditional_aligned_realloc(ptr, new_size, old_size); 32 | } 33 | 34 | template inline T* ei_aligned_new(size_t size) 35 | { 36 | return internal::aligned_new(size); 37 | } 38 | template inline void ei_aligned_delete(T *ptr, size_t size) 39 | { 40 | return internal::aligned_delete(ptr, size); 41 | } 42 | 43 | } // end namespace Eigen 44 | 45 | #endif // EIGEN2_MACROS_H 46 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Eigen2Support/QR.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008 Gael Guennebaud 5 | // Copyright (C) 2011 Benoit Jacob 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | #ifndef EIGEN2_QR_H 12 | #define EIGEN2_QR_H 13 | 14 | namespace Eigen { 15 | 16 | template 17 | class QR : public HouseholderQR 18 | { 19 | public: 20 | 21 | typedef HouseholderQR Base; 22 | typedef Block MatrixRBlockType; 23 | 24 | QR() : Base() {} 25 | 26 | template 27 | explicit QR(const T& t) : Base(t) {} 28 | 29 | template 30 | bool solve(const MatrixBase& b, ResultType *result) const 31 | { 32 | *result = static_cast(this)->solve(b); 33 | return true; 34 | } 35 | 36 | MatrixType matrixQ(void) const { 37 | MatrixType ret = MatrixType::Identity(this->rows(), this->cols()); 38 | ret = this->householderQ() * ret; 39 | return ret; 40 | } 41 | 42 | bool isFullRank() const { 43 | return true; 44 | } 45 | 46 | const TriangularView 47 | matrixR(void) const 48 | { 49 | int cols = this->cols(); 50 | return MatrixRBlockType(this->matrixQR(), 0, 0, cols, cols).template triangularView(); 51 | } 52 | }; 53 | 54 | /** \return the QR decomposition of \c *this. 55 | * 56 | * \sa class QR 57 | */ 58 | template 59 | const QR::PlainObject> 60 | MatrixBase::qr() const 61 | { 62 | return QR(eval()); 63 | } 64 | 65 | } // end namespace Eigen 66 | 67 | #endif // EIGEN2_QR_H 68 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Eigen2Support/TriangularSolver.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2010 Gael Guennebaud 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_TRIANGULAR_SOLVER2_H 11 | #define EIGEN_TRIANGULAR_SOLVER2_H 12 | 13 | namespace Eigen { 14 | 15 | const unsigned int UnitDiagBit = UnitDiag; 16 | const unsigned int SelfAdjointBit = SelfAdjoint; 17 | const unsigned int UpperTriangularBit = Upper; 18 | const unsigned int LowerTriangularBit = Lower; 19 | 20 | const unsigned int UpperTriangular = Upper; 21 | const unsigned int LowerTriangular = Lower; 22 | const unsigned int UnitUpperTriangular = UnitUpper; 23 | const unsigned int UnitLowerTriangular = UnitLower; 24 | 25 | template 26 | template 27 | typename ExpressionType::PlainObject 28 | Flagged::solveTriangular(const MatrixBase& other) const 29 | { 30 | return m_matrix.template triangularView().solve(other.derived()); 31 | } 32 | 33 | template 34 | template 35 | void Flagged::solveTriangularInPlace(const MatrixBase& other) const 36 | { 37 | m_matrix.template triangularView().solveInPlace(other.derived()); 38 | } 39 | 40 | } // end namespace Eigen 41 | 42 | #endif // EIGEN_TRIANGULAR_SOLVER2_H 43 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Eigenvalues/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_EIGENVALUES_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_EIGENVALUES_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Eigenvalues COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Geometry/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Geometry_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Geometry_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Geometry COMPONENT Devel 6 | ) 7 | 8 | ADD_SUBDIRECTORY(arch) 9 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Geometry/arch/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Geometry_arch_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Geometry_arch_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Geometry/arch COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Householder/BlockHouseholder.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2010 Vincent Lejeune 5 | // Copyright (C) 2010 Gael Guennebaud 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | #ifndef EIGEN_BLOCK_HOUSEHOLDER_H 12 | #define EIGEN_BLOCK_HOUSEHOLDER_H 13 | 14 | // This file contains some helper function to deal with block householder reflectors 15 | 16 | namespace Eigen { 17 | 18 | namespace internal { 19 | 20 | /** \internal */ 21 | template 22 | void make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors, const CoeffsType& hCoeffs) 23 | { 24 | typedef typename TriangularFactorType::Index Index; 25 | typedef typename VectorsType::Scalar Scalar; 26 | const Index nbVecs = vectors.cols(); 27 | eigen_assert(triFactor.rows() == nbVecs && triFactor.cols() == nbVecs && vectors.rows()>=nbVecs); 28 | 29 | for(Index i = 0; i < nbVecs; i++) 30 | { 31 | Index rs = vectors.rows() - i; 32 | Scalar Vii = vectors(i,i); 33 | vectors.const_cast_derived().coeffRef(i,i) = Scalar(1); 34 | triFactor.col(i).head(i).noalias() = -hCoeffs(i) * vectors.block(i, 0, rs, i).adjoint() 35 | * vectors.col(i).tail(rs); 36 | vectors.const_cast_derived().coeffRef(i, i) = Vii; 37 | // FIXME add .noalias() once the triangular product can work inplace 38 | triFactor.col(i).head(i) = triFactor.block(0,0,i,i).template triangularView() 39 | * triFactor.col(i).head(i); 40 | triFactor(i,i) = hCoeffs(i); 41 | } 42 | } 43 | 44 | /** \internal */ 45 | template 46 | void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vectors, const CoeffsType& hCoeffs) 47 | { 48 | typedef typename MatrixType::Index Index; 49 | enum { TFactorSize = MatrixType::ColsAtCompileTime }; 50 | Index nbVecs = vectors.cols(); 51 | Matrix T(nbVecs,nbVecs); 52 | make_block_householder_triangular_factor(T, vectors, hCoeffs); 53 | 54 | const TriangularView& V(vectors); 55 | 56 | // A -= V T V^* A 57 | Matrix tmp = V.adjoint() * mat; 59 | // FIXME add .noalias() once the triangular product can work inplace 60 | tmp = T.template triangularView().adjoint() * tmp; 61 | mat.noalias() -= V * tmp; 62 | } 63 | 64 | } // end namespace internal 65 | 66 | } // end namespace Eigen 67 | 68 | #endif // EIGEN_BLOCK_HOUSEHOLDER_H 69 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Householder/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Householder_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Householder_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Householder COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/IterativeLinearSolvers/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_IterativeLinearSolvers_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_IterativeLinearSolvers_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/IterativeLinearSolvers COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/Jacobi/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_Jacobi_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_Jacobi_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Jacobi COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/LU/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_LU_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_LU_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/LU COMPONENT Devel 6 | ) 7 | 8 | ADD_SUBDIRECTORY(arch) 9 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/LU/arch/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_LU_arch_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_LU_arch_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/LU/arch COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/MetisSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_MetisSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_MetisSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/MetisSupport COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/OrderingMethods/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_OrderingMethods_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_OrderingMethods_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/OrderingMethods COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/PaStiXSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_PastixSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_PastixSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/PaStiXSupport COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/PardisoSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_PardisoSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_PardisoSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/PardisoSupport COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/QR/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_QR_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_QR_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/QR COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/SPQRSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_SPQRSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_SPQRSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/SPQRSupport/ COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/SVD/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_SVD_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_SVD_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/SVD COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/SparseCholesky/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_SparseCholesky_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_SparseCholesky_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/SparseCholesky COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/SparseCore/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_SparseCore_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_SparseCore_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/SparseCore COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/SparseCore/SparseFuzzy.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008 Gael Guennebaud 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_SPARSE_FUZZY_H 11 | #define EIGEN_SPARSE_FUZZY_H 12 | 13 | // template 14 | // template 15 | // bool SparseMatrixBase::isApprox( 16 | // const OtherDerived& other, 17 | // typename NumTraits::Real prec 18 | // ) const 19 | // { 20 | // const typename internal::nested::type nested(derived()); 21 | // const typename internal::nested::type otherNested(other.derived()); 22 | // return (nested - otherNested).cwise().abs2().sum() 23 | // <= prec * prec * (std::min)(nested.cwise().abs2().sum(), otherNested.cwise().abs2().sum()); 24 | // } 25 | 26 | #endif // EIGEN_SPARSE_FUZZY_H 27 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/SparseCore/SparseRedux.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008 Gael Guennebaud 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_SPARSEREDUX_H 11 | #define EIGEN_SPARSEREDUX_H 12 | 13 | namespace Eigen { 14 | 15 | template 16 | typename internal::traits::Scalar 17 | SparseMatrixBase::sum() const 18 | { 19 | eigen_assert(rows()>0 && cols()>0 && "you are using a non initialized matrix"); 20 | Scalar res(0); 21 | for (Index j=0; j 28 | typename internal::traits >::Scalar 29 | SparseMatrix<_Scalar,_Options,_Index>::sum() const 30 | { 31 | eigen_assert(rows()>0 && cols()>0 && "you are using a non initialized matrix"); 32 | if(this->isCompressed()) 33 | return Matrix::Map(m_data.valuePtr(), m_data.size()).sum(); 34 | else 35 | return Base::sum(); 36 | } 37 | 38 | template 39 | typename internal::traits >::Scalar 40 | SparseVector<_Scalar,_Options,_Index>::sum() const 41 | { 42 | eigen_assert(rows()>0 && cols()>0 && "you are using a non initialized matrix"); 43 | return Matrix::Map(m_data.valuePtr(), m_data.size()).sum(); 44 | } 45 | 46 | } // end namespace Eigen 47 | 48 | #endif // EIGEN_SPARSEREDUX_H 49 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/SparseCore/SparseTranspose.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008-2009 Gael Guennebaud 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_SPARSETRANSPOSE_H 11 | #define EIGEN_SPARSETRANSPOSE_H 12 | 13 | namespace Eigen { 14 | 15 | template class TransposeImpl 16 | : public SparseMatrixBase > 17 | { 18 | typedef typename internal::remove_all::type _MatrixTypeNested; 19 | public: 20 | 21 | EIGEN_SPARSE_PUBLIC_INTERFACE(Transpose ) 22 | 23 | class InnerIterator; 24 | class ReverseInnerIterator; 25 | 26 | inline Index nonZeros() const { return derived().nestedExpression().nonZeros(); } 27 | }; 28 | 29 | // NOTE: VC10 and VC11 trigger an ICE if don't put typename TransposeImpl:: in front of Index, 30 | // a typedef typename TransposeImpl::Index Index; 31 | // does not fix the issue. 32 | // An alternative is to define the nested class in the parent class itself. 33 | template class TransposeImpl::InnerIterator 34 | : public _MatrixTypeNested::InnerIterator 35 | { 36 | typedef typename _MatrixTypeNested::InnerIterator Base; 37 | typedef typename TransposeImpl::Index Index; 38 | public: 39 | 40 | EIGEN_STRONG_INLINE InnerIterator(const TransposeImpl& trans, typename TransposeImpl::Index outer) 41 | : Base(trans.derived().nestedExpression(), outer) 42 | {} 43 | typename TransposeImpl::Index row() const { return Base::col(); } 44 | typename TransposeImpl::Index col() const { return Base::row(); } 45 | }; 46 | 47 | template class TransposeImpl::ReverseInnerIterator 48 | : public _MatrixTypeNested::ReverseInnerIterator 49 | { 50 | typedef typename _MatrixTypeNested::ReverseInnerIterator Base; 51 | typedef typename TransposeImpl::Index Index; 52 | public: 53 | 54 | EIGEN_STRONG_INLINE ReverseInnerIterator(const TransposeImpl& xpr, typename TransposeImpl::Index outer) 55 | : Base(xpr.derived().nestedExpression(), outer) 56 | {} 57 | typename TransposeImpl::Index row() const { return Base::col(); } 58 | typename TransposeImpl::Index col() const { return Base::row(); } 59 | }; 60 | 61 | } // end namespace Eigen 62 | 63 | #endif // EIGEN_SPARSETRANSPOSE_H 64 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/SparseLU/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_SparseLU_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_SparseLU_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/SparseLU COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/SparseLU/SparseLU_Utils.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2012 Désiré Nuentsa-Wakam 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | 11 | #ifndef EIGEN_SPARSELU_UTILS_H 12 | #define EIGEN_SPARSELU_UTILS_H 13 | 14 | namespace Eigen { 15 | namespace internal { 16 | 17 | /** 18 | * \brief Count Nonzero elements in the factors 19 | */ 20 | template 21 | void SparseLUImpl::countnz(const Index n, Index& nnzL, Index& nnzU, GlobalLU_t& glu) 22 | { 23 | nnzL = 0; 24 | nnzU = (glu.xusub)(n); 25 | Index nsuper = (glu.supno)(n); 26 | Index jlen; 27 | Index i, j, fsupc; 28 | if (n <= 0 ) return; 29 | // For each supernode 30 | for (i = 0; i <= nsuper; i++) 31 | { 32 | fsupc = glu.xsup(i); 33 | jlen = glu.xlsub(fsupc+1) - glu.xlsub(fsupc); 34 | 35 | for (j = fsupc; j < glu.xsup(i+1); j++) 36 | { 37 | nnzL += jlen; 38 | nnzU += j - fsupc + 1; 39 | jlen--; 40 | } 41 | } 42 | } 43 | 44 | /** 45 | * \brief Fix up the data storage lsub for L-subscripts. 46 | * 47 | * It removes the subscripts sets for structural pruning, 48 | * and applies permutation to the remaining subscripts 49 | * 50 | */ 51 | template 52 | void SparseLUImpl::fixupL(const Index n, const IndexVector& perm_r, GlobalLU_t& glu) 53 | { 54 | Index fsupc, i, j, k, jstart; 55 | 56 | Index nextl = 0; 57 | Index nsuper = (glu.supno)(n); 58 | 59 | // For each supernode 60 | for (i = 0; i <= nsuper; i++) 61 | { 62 | fsupc = glu.xsup(i); 63 | jstart = glu.xlsub(fsupc); 64 | glu.xlsub(fsupc) = nextl; 65 | for (j = jstart; j < glu.xlsub(fsupc + 1); j++) 66 | { 67 | glu.lsub(nextl) = perm_r(glu.lsub(j)); // Now indexed into P*A 68 | nextl++; 69 | } 70 | for (k = fsupc+1; k < glu.xsup(i+1); k++) 71 | glu.xlsub(k) = nextl; // other columns in supernode i 72 | } 73 | 74 | glu.xlsub(n) = nextl; 75 | } 76 | 77 | } // end namespace internal 78 | 79 | } // end namespace Eigen 80 | #endif // EIGEN_SPARSELU_UTILS_H 81 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/SparseQR/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_SparseQR_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_SparseQR_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/SparseQR/ COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/StlSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_StlSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_StlSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/StlSupport COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/SuperLUSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_SuperLUSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_SuperLUSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/SuperLUSupport COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/UmfPackSupport/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_UmfPackSupport_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_UmfPackSupport_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/UmfPackSupport COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/misc/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_misc_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_misc_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/misc COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/misc/Solve.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2009 Benoit Jacob 5 | // 6 | // This Source Code Form is subject to the terms of the Mozilla 7 | // Public License v. 2.0. If a copy of the MPL was not distributed 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 | 10 | #ifndef EIGEN_MISC_SOLVE_H 11 | #define EIGEN_MISC_SOLVE_H 12 | 13 | namespace Eigen { 14 | 15 | namespace internal { 16 | 17 | /** \class solve_retval_base 18 | * 19 | */ 20 | template 21 | struct traits > 22 | { 23 | typedef typename DecompositionType::MatrixType MatrixType; 24 | typedef Matrix ReturnType; 30 | }; 31 | 32 | template struct solve_retval_base 33 | : public ReturnByValue > 34 | { 35 | typedef typename remove_all::type RhsNestedCleaned; 36 | typedef _DecompositionType DecompositionType; 37 | typedef ReturnByValue Base; 38 | typedef typename Base::Index Index; 39 | 40 | solve_retval_base(const DecompositionType& dec, const Rhs& rhs) 41 | : m_dec(dec), m_rhs(rhs) 42 | {} 43 | 44 | inline Index rows() const { return m_dec.cols(); } 45 | inline Index cols() const { return m_rhs.cols(); } 46 | inline const DecompositionType& dec() const { return m_dec; } 47 | inline const RhsNestedCleaned& rhs() const { return m_rhs; } 48 | 49 | template inline void evalTo(Dest& dst) const 50 | { 51 | static_cast*>(this)->evalTo(dst); 52 | } 53 | 54 | protected: 55 | const DecompositionType& m_dec; 56 | typename Rhs::Nested m_rhs; 57 | }; 58 | 59 | } // end namespace internal 60 | 61 | #define EIGEN_MAKE_SOLVE_HELPERS(DecompositionType,Rhs) \ 62 | typedef typename DecompositionType::MatrixType MatrixType; \ 63 | typedef typename MatrixType::Scalar Scalar; \ 64 | typedef typename MatrixType::RealScalar RealScalar; \ 65 | typedef typename MatrixType::Index Index; \ 66 | typedef Eigen::internal::solve_retval_base Base; \ 67 | using Base::dec; \ 68 | using Base::rhs; \ 69 | using Base::rows; \ 70 | using Base::cols; \ 71 | solve_retval(const DecompositionType& dec, const Rhs& rhs) \ 72 | : Base(dec, rhs) {} 73 | 74 | } // end namespace Eigen 75 | 76 | #endif // EIGEN_MISC_SOLVE_H 77 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/plugins/CMakeLists.txt: -------------------------------------------------------------------------------- 1 | FILE(GLOB Eigen_plugins_SRCS "*.h") 2 | 3 | INSTALL(FILES 4 | ${Eigen_plugins_SRCS} 5 | DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/plugins COMPONENT Devel 6 | ) 7 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/plugins/CommonCwiseBinaryOps.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008-2009 Gael Guennebaud 5 | // Copyright (C) 2006-2008 Benoit Jacob 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | // This file is a base class plugin containing common coefficient wise functions. 12 | 13 | /** \returns an expression of the difference of \c *this and \a other 14 | * 15 | * \note If you want to substract a given scalar from all coefficients, see Cwise::operator-(). 16 | * 17 | * \sa class CwiseBinaryOp, operator-=() 18 | */ 19 | EIGEN_MAKE_CWISE_BINARY_OP(operator-,internal::scalar_difference_op) 20 | 21 | /** \returns an expression of the sum of \c *this and \a other 22 | * 23 | * \note If you want to add a given scalar to all coefficients, see Cwise::operator+(). 24 | * 25 | * \sa class CwiseBinaryOp, operator+=() 26 | */ 27 | EIGEN_MAKE_CWISE_BINARY_OP(operator+,internal::scalar_sum_op) 28 | 29 | /** \returns an expression of a custom coefficient-wise operator \a func of *this and \a other 30 | * 31 | * The template parameter \a CustomBinaryOp is the type of the functor 32 | * of the custom operator (see class CwiseBinaryOp for an example) 33 | * 34 | * Here is an example illustrating the use of custom functors: 35 | * \include class_CwiseBinaryOp.cpp 36 | * Output: \verbinclude class_CwiseBinaryOp.out 37 | * 38 | * \sa class CwiseBinaryOp, operator+(), operator-(), cwiseProduct() 39 | */ 40 | template 41 | EIGEN_STRONG_INLINE const CwiseBinaryOp 42 | binaryExpr(const EIGEN_CURRENT_STORAGE_BASE_CLASS &other, const CustomBinaryOp& func = CustomBinaryOp()) const 43 | { 44 | return CwiseBinaryOp(derived(), other.derived(), func); 45 | } 46 | 47 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/Eigen/src/plugins/MatrixCwiseUnaryOps.h: -------------------------------------------------------------------------------- 1 | // This file is part of Eigen, a lightweight C++ template library 2 | // for linear algebra. 3 | // 4 | // Copyright (C) 2008-2009 Gael Guennebaud 5 | // Copyright (C) 2006-2008 Benoit Jacob 6 | // 7 | // This Source Code Form is subject to the terms of the Mozilla 8 | // Public License v. 2.0. If a copy of the MPL was not distributed 9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 | 11 | // This file is a base class plugin containing matrix specifics coefficient wise functions. 12 | 13 | /** \returns an expression of the coefficient-wise absolute value of \c *this 14 | * 15 | * Example: \include MatrixBase_cwiseAbs.cpp 16 | * Output: \verbinclude MatrixBase_cwiseAbs.out 17 | * 18 | * \sa cwiseAbs2() 19 | */ 20 | EIGEN_STRONG_INLINE const CwiseUnaryOp, const Derived> 21 | cwiseAbs() const { return derived(); } 22 | 23 | /** \returns an expression of the coefficient-wise squared absolute value of \c *this 24 | * 25 | * Example: \include MatrixBase_cwiseAbs2.cpp 26 | * Output: \verbinclude MatrixBase_cwiseAbs2.out 27 | * 28 | * \sa cwiseAbs() 29 | */ 30 | EIGEN_STRONG_INLINE const CwiseUnaryOp, const Derived> 31 | cwiseAbs2() const { return derived(); } 32 | 33 | /** \returns an expression of the coefficient-wise square root of *this. 34 | * 35 | * Example: \include MatrixBase_cwiseSqrt.cpp 36 | * Output: \verbinclude MatrixBase_cwiseSqrt.out 37 | * 38 | * \sa cwisePow(), cwiseSquare() 39 | */ 40 | inline const CwiseUnaryOp, const Derived> 41 | cwiseSqrt() const { return derived(); } 42 | 43 | /** \returns an expression of the coefficient-wise inverse of *this. 44 | * 45 | * Example: \include MatrixBase_cwiseInverse.cpp 46 | * Output: \verbinclude MatrixBase_cwiseInverse.out 47 | * 48 | * \sa cwiseProduct() 49 | */ 50 | inline const CwiseUnaryOp, const Derived> 51 | cwiseInverse() const { return derived(); } 52 | 53 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/measurement_package.h: -------------------------------------------------------------------------------- 1 | #ifndef MEASUREMENT_PACKAGE_H_ 2 | #define MEASUREMENT_PACKAGE_H_ 3 | 4 | #include "Eigen/Dense" 5 | 6 | class MeasurementPackage { 7 | public: 8 | long timestamp_; 9 | 10 | enum SensorType{ 11 | LASER, 12 | RADAR 13 | } sensor_type_; 14 | 15 | Eigen::VectorXd raw_measurements_; 16 | 17 | }; 18 | 19 | #endif /* MEASUREMENT_PACKAGE_H_ */ 20 | -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/tools.cpp: -------------------------------------------------------------------------------- 1 | #include 2 | #include "tools.h" 3 | 4 | using Eigen::VectorXd; 5 | using Eigen::MatrixXd; 6 | using std::vector; 7 | 8 | Tools::Tools() {} 9 | 10 | Tools::~Tools() {} 11 | 12 | VectorXd Tools::CalculateRMSE(const vector &estimations, 13 | const vector &ground_truth) { 14 | VectorXd rmse(4); 15 | rmse << 0,0,0,0; 16 | 17 | // check the validity of the following inputs: 18 | // * the estimation vector size should not be zero 19 | // * the estimation vector size should equal ground truth vector size 20 | if(estimations.size() != ground_truth.size() 21 | || estimations.size() == 0){ 22 | cout << "Invalid estimation or ground_truth data" << endl; 23 | return rmse; 24 | } 25 | 26 | //accumulate squared residuals 27 | for(unsigned int i=0; i < estimations.size(); ++i){ 28 | 29 | VectorXd residual = estimations[i] - ground_truth[i]; 30 | 31 | //coefficient-wise multiplication 32 | residual = residual.array()*residual.array(); 33 | rmse += residual; 34 | } 35 | 36 | //calculate the mean 37 | rmse = rmse/estimations.size(); 38 | 39 | //calculate the squared root 40 | rmse = rmse.array().sqrt(); 41 | 42 | //return the result 43 | return rmse; 44 | } -------------------------------------------------------------------------------- /UnscentedKalmanFilter/src/tools.h: -------------------------------------------------------------------------------- 1 | #ifndef TOOLS_H_ 2 | #define TOOLS_H_ 3 | #include 4 | #include "Eigen/Dense" 5 | 6 | using Eigen::MatrixXd; 7 | using Eigen::VectorXd; 8 | using namespace std; 9 | 10 | class Tools { 11 | public: 12 | /** 13 | * Constructor. 14 | */ 15 | Tools(); 16 | 17 | /** 18 | * Destructor. 19 | */ 20 | virtual ~Tools(); 21 | 22 | /** 23 | * A helper method to calculate RMSE. 24 | */ 25 | VectorXd CalculateRMSE(const vector &estimations, const vector &ground_truth); 26 | 27 | }; 28 | 29 | #endif /* TOOLS_H_ */ -------------------------------------------------------------------------------- /UnscentedKalmanFilter/ukf.gif: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/appinho/SASensorFusionLocalization/5f7ed3363cfaf0e8e9165ea915b8210db18570f9/UnscentedKalmanFilter/ukf.gif --------------------------------------------------------------------------------