px4_autopilot/README.md

# matrix [![Build Status](https://travis-ci.org/PX4/Matrix.svg?branch=master)](https://travis-ci.org/PX4/Matrix) [![Coverage Status](https://coveralls.io/repos/PX4/Matrix/badge.svg?branch=master&service=github)](https://coveralls.io/github/PX4/Matrix?branch=master)

A simple and efficient template based matrix library.

## License
* (BSD) The Matrix library is licensed under a permissive 3-clause BSD license. Contributions must be made under the same license.

## Features
* Compile time size checking.
* Euler angle (321), DCM, Quaternion conversion through constructors.
* High testing coverage. 

## Limitations
* No dynamically sized matrices.

## Example

```c++
	// define an euler angle (Body 3(yaw)-2(pitch)-1(roll) rotation)
	float roll = 0.1f;
	float pitch = 0.2f;
	float yaw = 0.3f;
	Eulerf euler(roll, pitch, yaw);

	// convert to quaternion from euler
	Quatf q_nb(euler);

	// convert to DCM from quaternion
	Dcmf dcm(q_nb);

	// do some kalman filtering
	const size_t n_x = 5;
	const size_t n_y = 3;

	// define matrix sizes
	SquareMatrix<float, n_x> P;
	Vector<float, n_x> x;
	Vector<float, n_y> y;
	Matrix<float, n_y, n_x> C;
	SquareMatrix<float, n_y> R;
	SquareMatrix<float, n_y> S;
	Matrix<float, n_x, n_y> K;

	// define measurement matrix
	C = zero<float, n_y, n_x>(); // or C.setZero()
	C(0,0) = 1;
	C(1,1) = 2;
	C(2,2) = 3;

	// set x to zero
	x = zero<float, n_x, 1>(); // or x.setZero()

	// set P to identity * 0.01
	P = eye<float, n_x>()*0.01;

	// set R to identity * 0.1
	R = eye<float, n_y>()*0.1;

	// measurement
	y(0) = 1;
	y(1) = 2;
	y(2) = 3;

	// innovation
	r = y - C*x;

	// innovations variance
	S = C*P*C.T() + R;

	// Kalman gain matrix
	K = P*C.T()*S.I();
	// S.I() is the inverse, defined for SquareMatrix

	// correction
	x += K*r;
```