lyapunov.h

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/***************************************************************************
 *   Copyright (C) 2005-2011 LpzRobots development team                    *
 *    Georg Martius  <georg dot martius at web dot de>                     *
 *    Frank Guettler <guettler at informatik dot uni-leipzig dot de        *
 *    Frank Hesse    <frank at nld dot ds dot mpg dot de>                  *
 *    Ralf Der       <ralfder at mis dot mpg dot de>                       *
 *                                                                         *
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 *   GNU General Public License for more details.                          *
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#ifndef __LYAPUNOV_H
#define __LYAPUNOV_H

#include "matrix.h"
#include "stl_map.h"

/**
 *  Class for calculating lyapunov exponents          
 *   online, over several time horizons, from given Jacobi matrices 
*/
class Lyapunov {
public:
  /// holds a matrix that is the result of a sliding window multiplication
  struct SlidingMatrix {
    /** @param dim dimension of the system (matrix is (dim x dim))
        @param horizon for sliding window
     */
    SlidingMatrix(int dim, int horizon);
    void step(int t, const matrix::Matrix* buffer, 
              const matrix::Matrix* invbuffer, int buffersize);
    /** nominal size of sliding window 
        (if <=0 then infinite and absolute value stands for the size so far) */
    int horizon;    
    matrix::Matrix M;   ///<  accumulated Matrix
    matrix::Matrix Exp; ///< Lyapunov exponents
  };
  
  typedef HashMap< int, SlidingMatrix* > Horizons;

public:
  Lyapunov();
  ~Lyapunov();

  /** initializes with a set of horizons.
      @param horizons for each horizon # in steps. 0 means infinite
      @param dim # of dimensions (expect a (dim x dim) matrix in step)
   */
  void init(const std::list<int>& horizons, int dim);

  /** provides the current Jacobi matrix. 
      Internally the sliding windows and the exponents are generated
   */
  void step(const matrix::Matrix& jacobi);

  /** returns the lyapunov matrix at the given horizon 
   */
  const matrix::Matrix& getLyapunovMatrix(int horizon);

  /** returns the lyapunov exponents at the given horizon
   */
  const matrix::Matrix& getLyapunovExp(int horizon);

protected:
  matrix::Matrix* buffer;
  matrix::Matrix* invbuffer; // buffer for inverses
  int buffersize;
  long int t;
  
  Horizons horizons;
};


#endif