58 lines
2.3 KiB
C++
58 lines
2.3 KiB
C++
// Copyright (C) 2018 Craig Carignan <craigc at ssl dot umd dot edu>
|
|
|
|
// Version: 1.0
|
|
// Author: Craig Carignan <craigc at ssl dot umd dot edu>
|
|
// Maintainer: Ruben Smits <ruben dot smits at intermodalics dot eu>
|
|
// URL: http://www.orocos.org/kdl
|
|
|
|
// This library is free software; you can redistribute it and/or
|
|
// modify it under the terms of the GNU Lesser General Public
|
|
// License as published by the Free Software Foundation; either
|
|
// version 2.1 of the License, or (at your option) any later version.
|
|
|
|
// This library is distributed in the hope that it will be useful,
|
|
// but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
|
|
// Lesser General Public License for more details.
|
|
|
|
// You should have received a copy of the GNU Lesser General Public
|
|
// License along with this library; if not, write to the Free Software
|
|
// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
|
|
|
|
|
|
// Inverse of a positive definite symmetric matrix times a vector
|
|
// based on LDL^T Decomposition
|
|
#ifndef LDL_SOLVER_EIGEN_HPP
|
|
#define LDL_SOLVER_EIGEN_HPP
|
|
|
|
|
|
#include <Eigen/Core>
|
|
#include "../solveri.hpp"
|
|
|
|
namespace KDL
|
|
{
|
|
/**
|
|
* \brief Solves the system of equations Aq = v for q via LDL decomposition,
|
|
* where A is a square positive definite matrix
|
|
*
|
|
* The algorithm factor A into the product of three matrices LDL^T, where L
|
|
* is a lower triangular matrix and D is a diagonal matrix. This allows q
|
|
* to be computed without explicitly inverting A. Note that the LDL decomposition
|
|
* is a variant of the classical Cholesky Decomposition that does not require
|
|
* the computation of square roots.
|
|
* Input parameters:
|
|
* @param A matrix<double>(nxn)
|
|
* @param v vector<double> n
|
|
* @param vtmp vector<double> n [temp variable]
|
|
* Output parameters:
|
|
* @param L matrix<double>(nxn)
|
|
* @param D vector<double> n
|
|
* @param q vector<double> n
|
|
* @return 0 if successful, E_SIZE_MISMATCH if dimensions do not match
|
|
* References:
|
|
* https://en.wikipedia.org/wiki/Cholesky_decomposition
|
|
*/
|
|
int ldl_solver_eigen(const Eigen::MatrixXd& A, const Eigen::VectorXd& v, Eigen::MatrixXd& L, Eigen::VectorXd& D, Eigen::VectorXd& vtmp, Eigen::VectorXd& q);
|
|
}
|
|
#endif
|