cmp_defines.h File Reference

#include <Eigen/Dense>
#include <vector>
#include <fstream>
#include <iostream>
#include <chrono>
#include <math.h>
#include <iomanip>
#include <map>
#include <random>
#include <string>
#include <nlopt.hpp>
#include <functional>

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Namespaces
namespace	Eigen
namespace	cmp

Concepts
concept	cmp::VectorLike
	Concept for compile-time validation of vector-like containers.

Typedefs
using	Eigen::VectorXs = Matrix< size_t, Eigen::Dynamic, 1 >
using	cmp::score_t = std::function< double(const Eigen::VectorXd &)>
	The score_t type A function that takes a const reference to an Eigen::VectorXd and returns a double And also its gradient counterpart, gradient_t, which takes a const reference to an Eigen::Ref<const Eigen::VectorXd> and returns an Eigen::VectorXd.
using	cmp::gradient_t = std::function< Eigen::VectorXd(const Eigen::Ref< const Eigen::VectorXd > &)>

Functions
const Eigen::MatrixXd	cmp::DummyMatrix (0, 0)
const Eigen::VectorXd	cmp::DummyVector (0)
Eigen::LDLT< Eigen::MatrixXd >	cmp::ldltDecomposition (const Eigen::Ref< const Eigen::MatrixXd > &cov)
	Computes the LDLT decomposition of a symmetric matrix.
template<VectorLike V>
auto	cmp::asEigen (const V &v) -> Eigen::Map< const Eigen::Matrix< typename V::value_type, Eigen::Dynamic, 1 > >
	Creates a non-owning, read-only Eigen view (Eigen::Map) of a vector-like container.
template<VectorLike V>
auto	cmp::asEigen (V &v) -> Eigen::Map< Eigen::Matrix< typename V::value_type, Eigen::Dynamic, 1 > >
	Creates a non-owning, read-write Eigen view (Eigen::Map) of a vector-like container.
template<VectorLike V>
auto	cmp::toEigen (const V &v) -> Eigen::VectorXd
	Copies the elements of a vector-like container to a new Eigen::VectorXd.
template<VectorLike V>
auto	cmp::toStdVector (const V &v) -> std::vector< typename V::value_type >
	Copies the elements of a vector-like container to a new std::vector.
template<typename Derived >
Derived::PlainObject	cmp::slice (const Eigen::MatrixBase< Derived > &mat, const Eigen::VectorXs &indices)
	Slices a matrix along its rows based on a set of indices.
template<typename DerivedX , typename DerivedY >
auto	cmp::trainTestSplit (const Eigen::MatrixBase< DerivedX > &xObs, const Eigen::MatrixBase< DerivedY > &yObs, const std::pair< Eigen::VectorXs, Eigen::VectorXs > &train_test_pair)
	Function to split training data into training and test sets.

Variables
constexpr double	cmp::TOL = 1e-12
const Eigen::VectorXd	cmp::ScalarZero = Eigen::VectorXd::Zero(1)
const Eigen::VectorXd	cmp::ScalarOne = Eigen::VectorXd::Ones(1)