sparse_diff_matrix.h

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/*
 * Copyright 2024 MusicScience37 (Kenta Kabashima)
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
#pragma once
 
#include <vector>
 
#include <Eigen/SparseCore>
 
#include "num_collect/base/concepts/sparse_matrix.h"
#include "num_collect/base/index_type.h"
 
namespace num_prob_collect::regularization {
 
template <num_collect::concepts::sparse_matrix Matrix>
[[nodiscard]] auto sparse_diff_matrix(num_collect::index_type size) -> Matrix {
    using scalar_type = typename Matrix::value_type;
    using storage_index_type = typename Matrix::StorageIndex;
 
    const num_collect::index_type rows = size - 1;
    const num_collect::index_type cols = size;
 
    std::vector<Eigen::Triplet<scalar_type, storage_index_type>> triplets;
    for (num_collect::index_type i = 0; i < rows; ++i) {
        triplets.emplace_back(i, i, static_cast<scalar_type>(1));
        triplets.emplace_back(i, i + 1, static_cast<scalar_type>(-1));
    }
 
    Matrix matrix(rows, cols);
    matrix.setFromTriplets(triplets.begin(), triplets.end());
    return matrix;
}
 
}  // namespace num_prob_collect::regularization