Function generateKnot

tests/gar/test_util.cpp:14–55

}

knot_t generateKnot(std::mt19937 rng, knot_gen_opts_t opts,
                    const aligator::polymorphic_allocator &alloc) {
  normal_unary_op normal_op{rng};
  auto nx = opts.nx;
  auto nu = opts.nu;
  auto nc = opts.nc;
  auto nth = opts.nth;
  uint wishartDof = nx + nu + 1;
  knot_t out(nx, nu, nc, opts.nx2, nth, alloc);
  MatrixXs _qsr = sampleWishartDistributedMatrix(nx + nu, wishartDof);
  _qsr /= std::max(nx, nu);

  out.Q = _qsr.topLeftCorner(nx, nx);
  out.S = _qsr.topRightCorner(nx, nu);
  if (opts.singular) {
    uint dof = uint(0.8 * (nx + nu));
    out.Q = sampleWishartDistributedMatrix(nx, dof);
  }
  out.R = _qsr.bottomRightCorner(nu, nu);
  out.R.diagonal().array() *= 1 + 1e-6;
  out.q.setRandom();
  out.r.setRandom();

  out.A.setRandom();
  out.B.setRandom();
  out.f = VectorXs::NullaryExpr(nx, normal_op);

  if (nc > 0) {
    out.C.setIdentity();
    out.d.setRandom();
  }

  if (nth > 0) {
    out.Gx = MatrixXs::NullaryExpr(nx, nth, normal_op);
    out.Gu = MatrixXs::NullaryExpr(nu, nth, normal_op);
    out.Gth = sampleWishartDistributedMatrix(nth, nth + 2);
    out.gamma = VectorXs::NullaryExpr(nth, normal_op);
  }

  assert(out.get_allocator() == alloc);
  return out;
}

problem_t generateLqProblem(std::mt19937 rng, const ConstVectorRef &x0,
                            uint horz, uint nx, uint nu, uint nth, uint nc,