numeric_utils Namespace Reference

Classes
class	NormalMultiVar
class	RandomGenerator

Functions
Eigen::MatrixXd	corr_to_cov (const Eigen::MatrixXd &corr, const Eigen::VectorXd &std_dev)
bool	convolve_1d (const std::vector< double > &input_x, const std::vector< double > &input_y, std::vector< double > &response)
double	trapazoid_rule (const std::vector< double > &input_vector, double spacing)
double	trapazoid_rule (const Eigen::VectorXd &input_vector, double spacing)

Detailed Description

Numeric utility functions not tied to any particular class

Function Documentation

bool numeric_utils::convolve_1d	(	const std::vector< double > &	input_x,
		const std::vector< double > &	input_y,
		std::vector< double > &	response
	)

Compute the 1-dimensional convolution of two input vectors

Parameters

[in]	input_x	First input vector of data
[in]	input_y	Second input vector of data
[out]	output	Vector to story convolution results to

Returns

Returns true if convolution was successful, false otherwise

Definition at line 21 of file numeric_utils.cc.

Eigen::MatrixXd numeric_utils::corr_to_cov	(	const Eigen::MatrixXd &	corr,
		const Eigen::VectorXd &	std_dev
	)

Convert input correlation matrix and standard deviation to covariance matrix

Parameters

[in]	corr	Input correlation matrix
[in]	std_dev	Standard deviation vector

Returns

Covariance matrix with same dimensions as input correlation matrix

Definition at line 8 of file numeric_utils.cc.

double numeric_utils::trapazoid_rule	(	const std::vector< double > &	input_vector,
		double	spacing
	)

Calculate the integral of the input vector with uniform spacing between data points

Parameters

[in]	input_vector	Vector containing function values
[in]	spacing	Spacing between data points

Returns

Approximate value of function integral

Definition at line 64 of file numeric_utils.cc.

double numeric_utils::trapazoid_rule	(	const Eigen::VectorXd &	input_vector,
		double	spacing
	)

Calculate the integral of the input vector with uniform spacing between data points

Parameters

[in]	input_vector	Vector containing function values
[in]	spacing	Spacing between data points

Returns

Approximate value of function integral

Definition at line 74 of file numeric_utils.cc.