Squashed 'third_party/eigen/' content from commit 61d72f6

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/unsupported/Eigen/src/Splines/SplineFitting.h b/unsupported/Eigen/src/Splines/SplineFitting.h
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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 20010-2011 Hauke Heibel <hauke.heibel@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SPLINE_FITTING_H
+#define EIGEN_SPLINE_FITTING_H
+
+#include <numeric>
+
+#include "SplineFwd.h"
+
+#include <Eigen/QR>
+
+namespace Eigen
+{
+  /**
+   * \brief Computes knot averages.
+   * \ingroup Splines_Module
+   *
+   * The knots are computed as
+   * \f{align*}
+   *  u_0 & = \hdots = u_p = 0 \\
+   *  u_{m-p} & = \hdots = u_{m} = 1 \\
+   *  u_{j+p} & = \frac{1}{p}\sum_{i=j}^{j+p-1}\bar{u}_i \quad\quad j=1,\hdots,n-p
+   * \f}
+   * where \f$p\f$ is the degree and \f$m+1\f$ the number knots
+   * of the desired interpolating spline.
+   *
+   * \param[in] parameters The input parameters. During interpolation one for each data point.
+   * \param[in] degree The spline degree which is used during the interpolation.
+   * \param[out] knots The output knot vector.
+   *
+   * \sa Les Piegl and Wayne Tiller, The NURBS book (2nd ed.), 1997, 9.2.1 Global Curve Interpolation to Point Data
+   **/
+  template <typename KnotVectorType>
+  void KnotAveraging(const KnotVectorType& parameters, DenseIndex degree, KnotVectorType& knots)
+  {
+    knots.resize(parameters.size()+degree+1);      
+
+    for (DenseIndex j=1; j<parameters.size()-degree; ++j)
+      knots(j+degree) = parameters.segment(j,degree).mean();
+
+    knots.segment(0,degree+1) = KnotVectorType::Zero(degree+1);
+    knots.segment(knots.size()-degree-1,degree+1) = KnotVectorType::Ones(degree+1);
+  }
+
+  /**
+   * \brief Computes chord length parameters which are required for spline interpolation.
+   * \ingroup Splines_Module
+   *
+   * \param[in] pts The data points to which a spline should be fit.
+   * \param[out] chord_lengths The resulting chord lenggth vector.
+   *
+   * \sa Les Piegl and Wayne Tiller, The NURBS book (2nd ed.), 1997, 9.2.1 Global Curve Interpolation to Point Data
+   **/   
+  template <typename PointArrayType, typename KnotVectorType>
+  void ChordLengths(const PointArrayType& pts, KnotVectorType& chord_lengths)
+  {
+    typedef typename KnotVectorType::Scalar Scalar;
+
+    const DenseIndex n = pts.cols();
+
+    // 1. compute the column-wise norms
+    chord_lengths.resize(pts.cols());
+    chord_lengths[0] = 0;
+    chord_lengths.rightCols(n-1) = (pts.array().leftCols(n-1) - pts.array().rightCols(n-1)).matrix().colwise().norm();
+
+    // 2. compute the partial sums
+    std::partial_sum(chord_lengths.data(), chord_lengths.data()+n, chord_lengths.data());
+
+    // 3. normalize the data
+    chord_lengths /= chord_lengths(n-1);
+    chord_lengths(n-1) = Scalar(1);
+  }
+
+  /**
+   * \brief Spline fitting methods.
+   * \ingroup Splines_Module
+   **/     
+  template <typename SplineType>
+  struct SplineFitting
+  {
+    typedef typename SplineType::KnotVectorType KnotVectorType;
+
+    /**
+     * \brief Fits an interpolating Spline to the given data points.
+     *
+     * \param pts The points for which an interpolating spline will be computed.
+     * \param degree The degree of the interpolating spline.
+     *
+     * \returns A spline interpolating the initially provided points.
+     **/
+    template <typename PointArrayType>
+    static SplineType Interpolate(const PointArrayType& pts, DenseIndex degree);
+
+    /**
+     * \brief Fits an interpolating Spline to the given data points.
+     *
+     * \param pts The points for which an interpolating spline will be computed.
+     * \param degree The degree of the interpolating spline.
+     * \param knot_parameters The knot parameters for the interpolation.
+     *
+     * \returns A spline interpolating the initially provided points.
+     **/
+    template <typename PointArrayType>
+    static SplineType Interpolate(const PointArrayType& pts, DenseIndex degree, const KnotVectorType& knot_parameters);
+  };
+
+  template <typename SplineType>
+  template <typename PointArrayType>
+  SplineType SplineFitting<SplineType>::Interpolate(const PointArrayType& pts, DenseIndex degree, const KnotVectorType& knot_parameters)
+  {
+    typedef typename SplineType::KnotVectorType::Scalar Scalar;      
+    typedef typename SplineType::ControlPointVectorType ControlPointVectorType;      
+
+    typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType;
+
+    KnotVectorType knots;
+    KnotAveraging(knot_parameters, degree, knots);
+
+    DenseIndex n = pts.cols();
+    MatrixType A = MatrixType::Zero(n,n);
+    for (DenseIndex i=1; i<n-1; ++i)
+    {
+      const DenseIndex span = SplineType::Span(knot_parameters[i], degree, knots);
+
+      // The segment call should somehow be told the spline order at compile time.
+      A.row(i).segment(span-degree, degree+1) = SplineType::BasisFunctions(knot_parameters[i], degree, knots);
+    }
+    A(0,0) = 1.0;
+    A(n-1,n-1) = 1.0;
+
+    HouseholderQR<MatrixType> qr(A);
+
+    // Here, we are creating a temporary due to an Eigen issue.
+    ControlPointVectorType ctrls = qr.solve(MatrixType(pts.transpose())).transpose();
+
+    return SplineType(knots, ctrls);
+  }
+
+  template <typename SplineType>
+  template <typename PointArrayType>
+  SplineType SplineFitting<SplineType>::Interpolate(const PointArrayType& pts, DenseIndex degree)
+  {
+    KnotVectorType chord_lengths; // knot parameters
+    ChordLengths(pts, chord_lengths);
+    return Interpolate(pts, degree, chord_lengths);
+  }
+}
+
+#endif // EIGEN_SPLINE_FITTING_H