dvrlib

A C++ library for Data Validation and Reconciliation (DVR) based on the methods described in the VDI 2048 standard.

Given a set of measured values with known uncertainties and a system of constraints (e.g. mass or energy balances), dvrlib computes reconciled values that satisfy the constraints while minimising the weighted corrections according to the measurement covariances. It also propagates uncertainties to produce updated confidence intervals for the reconciled results.

Features

• RAII C++ wrappers around GSL vectors and matrices with operator overloading
• Linear reconciliation (lin_recon) and covariance update (lin_cov_update)
• Iterative non-linear reconciliation via linearisation (recon)
• High-level recon_system class for defining variables with names, measured values, confidence intervals, and covariance coefficients
• Conversion between 95% confidence intervals and variances (confint2var, var2confint)
• Worked example reproducing VDI 2048 Appendix A

Prerequisites

• A C++ compiler with C++11 support (e.g. GCC)
• GNU Scientific Library (GSL)
• GNU Make

On Debian/Ubuntu:

sudo apt install libgsl-dev build-essential

Building

make            # build everything (dependencies, test binary, static library)
make main       # build the test binary only
make lib        # build static library libdvrlib.a
make doc        # generate API docs (requires Doxygen)
make clean      # remove build artefacts

Running Tests

make main && src/main

The test binary runs the GSL wrapper tests, the reconciliation tests, and the VDI 2048 example. A clean exit (return code 0) means all tests pass; an assertion failure or uncaught exception indicates a failure.

Usage Example

#include "gsl_wrapper.h"
#include "recon.h"
#include "recon_system.h"

using namespace dvrlib;

int main() {
    gsl_enable_exceptions();

    // Define the measurement system
    recon_system system;
    system.add_var("flow_in",  100.0, 2.0);   // measured value, 95% confidence interval
    system.add_var("flow_out",  98.5, 1.5);
    system.add_var("loss",       0.8, 0.5);

    // Constraint: flow_in - flow_out - loss = 0
    double Fc[][3] = {{1, -1, -1}};
    matrix F(1, 3, Fc);

    // Reconcile
    matrix S_x = system.get_covariance_matrix();
    vector x = system.get_values();
    vector v(x.size());
    lin_recon(F * x, S_x, F, v);

    // x + v now satisfies the constraint within measurement uncertainties
}

Project Structure

src/
  gsl_wrapper.{h,cc}       GSL vector/matrix RAII wrappers
  gsl_wrapper_tests.{h,cc} Tests for the wrapper layer
  recon.{h,cc}              Reconciliation algorithms
  recon_system.{h,cc}       High-level system description
  recon_tests.{h,cc}        Tests for reconciliation
  vdi2048.{h,cc}            VDI 2048 worked example
  main.cc                   Test runner entry point

License

MIT License. See LICENSE for details.