MaximumVolumeEllipsoid.hpp

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#ifndef HOPS_MAXIMUMVOLUMEELLIPSOID_HPP
#define HOPS_MAXIMUMVOLUMEELLIPSOID_HPP
 
#include <cmath>
#include <Eigen/Core>
#include <hops/LinearProgram/LinearProgramFactory.hpp>
 
namespace hops {
    template<typename RealType>
    class MaximumVolumeEllipsoid {
    public:
        MaximumVolumeEllipsoid(const MaximumVolumeEllipsoid &) = default;
 
        MaximumVolumeEllipsoid(MaximumVolumeEllipsoid &&) noexcept = default;
 
        MaximumVolumeEllipsoid &operator=(const MaximumVolumeEllipsoid &) = default;
 
        [[nodiscard]] Eigen::Matrix<RealType, Eigen::Dynamic, 1>
        applyRoundingTransformation(Eigen::Matrix<RealType, Eigen::Dynamic, 1> &x);
 
        [[nodiscard]] RealType computeVolume() const;
 
        [[nodiscard]] const Eigen::Matrix<RealType, Eigen::Dynamic, Eigen::Dynamic> &getRoundingTransformation() const;
 
        [[nodiscard]] const Eigen::Matrix<RealType, Eigen::Dynamic, 1> &getCenter() const;
 
        [[nodiscard]] Eigen::Matrix<RealType, Eigen::Dynamic, Eigen::Dynamic> getEllipsoid() const;
 
        [[nodiscard]] bool hasConverged() const;
 
        [[nodiscard]] size_t getNumberOfIterations() const;
 
        [[nodiscard]] RealType getCurrentError() const;
 
        [[nodiscard]] RealType getTolerance() const;
 
        static MaximumVolumeEllipsoid
        construct(const Eigen::Matrix<RealType, Eigen::Dynamic, Eigen::Dynamic> &A,
                  const Eigen::Matrix<RealType, Eigen::Dynamic, 1> &b,
                  size_t maximumNumberOfIterationsToRun,
                  const Eigen::Matrix<RealType, Eigen::Dynamic, 1> &startingPoint,
                  RealType tolerance = 1e-6);
 
        static MaximumVolumeEllipsoid
        construct(const Eigen::Matrix<RealType, Eigen::Dynamic, Eigen::Dynamic> &A,
                  const Eigen::Matrix<RealType, Eigen::Dynamic, 1> &b,
                  size_t maximumNumberOfIterationsToRun,
                  RealType tolerance = 1e-6);
 
        template<typename Derived>
        friend std::ostream &
        operator<<(std::ostream &out, const MaximumVolumeEllipsoid<Derived> &maximumVolumeEllipsoid);
 
    private:
        template<typename Derived>
        friend void swap(MaximumVolumeEllipsoid<Derived> &first, MaximumVolumeEllipsoid<Derived> &second);
 
        MaximumVolumeEllipsoid() = default;
 
        Eigen::Matrix<RealType, Eigen::Dynamic, Eigen::Dynamic> roundingTransformation;
        Eigen::Matrix<RealType, Eigen::Dynamic, Eigen::Dynamic> maximumVolumeEllipsoid;
        Eigen::Matrix<RealType, Eigen::Dynamic, 1> center;
 
        size_t iterations = 0;
        RealType currentError = 0;
        RealType tolerance = 0;
        bool converged = false;
    };
}
 
#endif //HOPS_MAXIMUMVOLUMEELLIPSOID_HPP