// Copyright (c) 2019, Vincent SAMY // All rights reserved. // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are met: // 1. Redistributions of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // 2. Redistributions in binary form must reproduce the above copyright notice, // this list of conditions and the following disclaimer in the documentation // and/or other materials provided with the distribution. // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND // ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED // WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE // DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR // ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES // (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; // LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND // ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT // (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. // The views and conclusions contained in the software and documentation are those // of the authors and should not be interpreted as representing official policies, // either expressed or implied, of the FreeBSD Project. #pragma once #include "typedefs.h" #include #include #include template using FunctionGenerator = std::tuple, difi::vectX_t, difi::vectX_t>; template FunctionGenerator sinGenerator(int nrSteps, T frequency, T dt = 0.001) { using namespace difi; std::random_device rd{}; std::mt19937 gen{rd()}; vectX_t truth; vectX_t noisy; vectX_t derivative; for (int i = 0; i < nrSteps; ++i) { // truth truth(i) = std::sin(2 * pi * frequency * i * dt); // noisy std::normal_distribution d{truth(i), T(0.01)}; noisy(i) = truth(i) + d(gen); // derivative derivative(i) = 2 * pi * frequency * i * std::cos(2 * pi * frequency * i * dt); } return { truth, noisy, derivative }; } template FunctionGenerator polyGenerator(int nrSteps, difi::vectX_t coeffs, T dt = 0.001) { using namespace difi; Expects(coeffs.size() >=2); std::random_device rd{}; std::mt19937 gen{rd()}; auto computePoly = [](const VectX_t& coeffs, T time) { auto recursiveComputation = [time, &coeffs](int i, T result) { if (i > 0) return recursiveComputation(i - 1, time * result + coeffs(i - 1)); else return result; }; return recursiveComputation(coeffs.size(), 0); }; vectX_t derivativeCoeffs(coeffs.size() - 1); for (Eigen::Index i = 1; i < coeffs.size(); ++i) derivativeCoeffs(i - 1) = i * coeffs.tail(i); vectX_t truth; vectX_t noisy; vectX_t derivative; for (int i = 0; i < nrSteps; ++i) { // truth truth(i) = computePoly(coeffs, i * dt); // noisy std::normal_distribution d{truth(i), T(0.01)}; noisy(i) = truth(i) + d(gen); // derivative derivative(i) = computePoly(derivativeCoeffs, i * dt); } return { truth, noisy, derivative }; }