Added QR decomposition functions
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This commit is contained in:
2025-05-30 09:07:26 -04:00
parent 296f233b28
commit 74afbfeab8
6 changed files with 266 additions and 195 deletions

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@@ -353,4 +353,79 @@ TEST_CASE("Elementary Matrix Operations", "Matrix") {
REQUIRE(mat4.Get(0, 1) == 11);
REQUIRE(mat4.Get(0, 2) == 12);
}
SECTION("2x2 QRDecomposition") {
Matrix<2, 2> A{1.0f, 2.0f, 3.0f, 4.0f};
Matrix<2, 2> Q{}, R{};
A.QRDecomposition(Q, R);
// Check that Q * R ≈ A
Matrix<2, 2> QR{};
Q.Mult(R, QR);
for (int i = 0; i < 2; ++i) {
for (int j = 0; j < 2; ++j) {
REQUIRE_THAT(QR[i][j], Catch::Matchers::WithinRel(A[i][j], 1e-4f));
}
}
// Check that Q is orthonormal: Qᵀ * Q ≈ I
Matrix<2, 2> Qt = Q.Transpose();
Matrix<2, 2> QtQ{};
Qt.Mult(Q, QtQ);
for (int i = 0; i < 2; ++i) {
for (int j = 0; j < 2; ++j) {
if (i == j)
REQUIRE_THAT(QtQ[i][j], Catch::Matchers::WithinRel(1.0f, 1e-4f));
else
REQUIRE_THAT(QtQ[i][j], Catch::Matchers::WithinAbs(0.0f, 1e-4f));
}
}
// Optional: R should be upper triangular
REQUIRE(std::fabs(R[1][0]) < 1e-4f);
}
SECTION("3x3 QRDecomposition") {
// this symmetrix tridiagonal matrix is well behaved for testing
Matrix<3, 3> A{3.0f, -1.0f, 0.0f, -1.0f, 3.0f, -1.0f, 0.0f, -1.0f, 3.0f};
Matrix<3, 3> Q{}, R{};
A.QRDecomposition(Q, R);
std::string strBuf1 = "";
Q.ToString(strBuf1);
std::cout << "Matrix Q:\n" << strBuf1 << std::endl;
strBuf1 = "";
R.ToString(strBuf1);
std::cout << "Matrix R:\n" << strBuf1 << std::endl;
// Check that Q * R ≈ A
Matrix<3, 3> QR{};
Q.Mult(R, QR);
for (int i = 0; i < 3; ++i) {
for (int j = 0; j < 3; ++j) {
REQUIRE_THAT(QR[i][j], Catch::Matchers::WithinRel(A[i][j], 1e-4f));
}
}
// Check that Qᵀ * Q ≈ I
Matrix<3, 3> Qt = Q.Transpose();
Matrix<3, 3> QtQ{};
Qt.Mult(Q, QtQ);
for (int i = 0; i < 3; ++i) {
for (int j = 0; j < 3; ++j) {
if (i == j)
REQUIRE_THAT(QtQ[i][j], Catch::Matchers::WithinRel(1.0f, 1e-4f));
else
REQUIRE_THAT(QtQ[i][j], Catch::Matchers::WithinAbs(0.0f, 1e-4f));
}
}
// Optional: Check R is upper triangular
for (int i = 1; i < 3; ++i) {
for (int j = 0; j < i; ++j) {
REQUIRE(std::fabs(R[i][j]) < 1e-4f);
}
}
}
}