Working on getting the QR decomposition to compile
This commit is contained in:
97
Matrix.cpp
97
Matrix.cpp
@@ -17,6 +17,16 @@ Matrix<rows, columns>::Matrix(const std::array<float, rows * columns> &array) {
|
||||
this->setMatrixToArray(array);
|
||||
}
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
Matrix<rows, columns>::Matrix(const Matrix<rows, columns> &other) {
|
||||
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
||||
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
||||
this->matrix[row_idx * columns + column_idx] =
|
||||
other.Get(row_idx, column_idx);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
template <typename... Args>
|
||||
Matrix<rows, columns>::Matrix(Args... args) {
|
||||
@@ -30,16 +40,6 @@ Matrix<rows, columns>::Matrix(Args... args) {
|
||||
memcpy(this->matrix.begin(), initList.begin(), minSize * sizeof(float));
|
||||
}
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
Matrix<rows, columns>::Matrix(const Matrix<rows, columns> &other) {
|
||||
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
||||
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
||||
this->matrix[row_idx * columns + column_idx] =
|
||||
other.Get(row_idx, column_idx);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
void Matrix<rows, columns>::setMatrixToArray(
|
||||
const std::array<float, rows * columns> &array) {
|
||||
@@ -86,7 +86,7 @@ Matrix<rows, columns>::Sub(const Matrix<rows, columns> &other,
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
template <uint8_t other_columns>
|
||||
Matrix<rows, columns> &
|
||||
Matrix<rows, other_columns> &
|
||||
Matrix<rows, columns>::Mult(const Matrix<columns, other_columns> &other,
|
||||
Matrix<rows, other_columns> &result) const {
|
||||
// allocate some buffers for all of our dot products
|
||||
@@ -353,11 +353,7 @@ float Matrix<rows, columns>::dotProduct(const Matrix<vector_size, 1> &vec1,
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
void Matrix<rows, columns>::Fill(float value) {
|
||||
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
||||
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
||||
this->matrix[row_idx * columns + column_idx] = value;
|
||||
}
|
||||
}
|
||||
this->matrix.fill(value);
|
||||
}
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
@@ -440,4 +436,73 @@ Matrix<rows, columns>::Normalize(Matrix<rows, columns> &result) const {
|
||||
return result;
|
||||
}
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
Matrix<rows, rows> Matrix<rows, columns>::Eye() {
|
||||
Matrix<rows, rows> i_matrix;
|
||||
i_matrix.Fill(0);
|
||||
for (uint8_t i{0}; i < rows; i++) {
|
||||
i_matrix[i][i] = 1;
|
||||
}
|
||||
return i_matrix;
|
||||
}
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
void Matrix<rows, columns>::QR_Decomposition(Matrix<rows, columns> &Q,
|
||||
Matrix<rows, columns> &R) const {
|
||||
Q = Matrix<rows, columns>::Eye(); // Q starts as the identity matrix
|
||||
R = *this; // R starts as a copy of this matrix (For this algorithm we'll call
|
||||
// this matrix A)
|
||||
|
||||
for (uint8_t row{0}; row < rows; row++) {
|
||||
// compute the householder vector
|
||||
const uint8_t houseHoldVectorSize{rows - row};
|
||||
const uint8_t subMatrixSize{columns - row};
|
||||
Matrix<houseHoldVectorSize, 1> x{};
|
||||
this->SubMatrix(row, row, x);
|
||||
|
||||
Matrix<houseHoldVectorSize, 1> e1{};
|
||||
e1.Fill(0);
|
||||
if (x[0][0] >= 0) {
|
||||
e1[0][0] = x.Norm();
|
||||
} else {
|
||||
e1[0][0] = -x.Norm();
|
||||
}
|
||||
|
||||
Matrix<houseHoldVectorSize, 1> v = x + e1;
|
||||
v = v * (1 / v.Norm()); // normalize V
|
||||
|
||||
// ************************************
|
||||
// Apply the reflection to the R matrix
|
||||
// ************************************
|
||||
// initialize R's submatrix
|
||||
Matrix<houseHoldVectorSize, subMatrixSize> R_subMatrix{};
|
||||
R.SubMatrix(row, row, R_subMatrix);
|
||||
// create some temporary buffers
|
||||
Matrix<1, subMatrixSize> vR{};
|
||||
Matrix<1, houseHoldVectorSize> v_T{};
|
||||
v.Transpose(v_T);
|
||||
Matrix<houseHoldVectorSize, subMatrixSize> vR_outer{};
|
||||
// calculate the reflection
|
||||
R_subMatrix =
|
||||
R_subMatrix - 2 * Matrix<rows, columns>::OuterProduct(
|
||||
v_T, v_T.Mult(R_subMatrix, vR), vR_outer);
|
||||
// save the reflection back to R
|
||||
R.CopySubMatrixInto(row, row, R_subMatrix);
|
||||
|
||||
// ************************************
|
||||
// Apply the reflection to the Q matrix
|
||||
// ************************************
|
||||
// initialize Q's submatrix
|
||||
Matrix<rows, houseHoldVectorSize> Q_subMatrix{};
|
||||
Q.SubMatrix(0, row, Q_subMatrix);
|
||||
// create some temporary buffers
|
||||
Matrix<rows, 1> Qv{};
|
||||
Matrix<rows, houseHoldVectorSize> Qv_outer{};
|
||||
|
||||
Q_subMatrix = Q_subMatrix - 2 * Matrix<rows, columns>::OuterProduct(
|
||||
Q_subMatrix.Mult(v, Qv), v, Qv_outer);
|
||||
Q.CopySubMatrixInto(0, row, Q_subMatrix);
|
||||
}
|
||||
}
|
||||
|
||||
#endif // MATRIX_H_
|
||||
Reference in New Issue
Block a user