Added QR decomposition functions
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3
.vscode/settings.json
vendored
3
.vscode/settings.json
vendored
@@ -75,5 +75,6 @@
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},
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"clangd.enable": true,
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"C_Cpp.dimInactiveRegions": false,
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"editor.defaultFormatter": "xaver.clang-format"
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"editor.defaultFormatter": "xaver.clang-format",
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"clangd.inactiveRegions.useBackgroundHighlight": true
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}
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@@ -6,7 +6,9 @@ add_subdirectory(unit-tests)
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set(CMAKE_CXX_STANDARD 11)
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add_compile_options(-fdiagnostics-color=always -Wall -Wextra -Wpedantic)
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add_compile_options(-Wall -Wextra -Wpedantic)
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add_compile_options (-fdiagnostics-color=always)
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set(CMAKE_COLOR_DIAGNOSTICS ON)
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include(FetchContent)
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@@ -3,7 +3,7 @@ This matrix math library is focused on embedded development and avoids any heap
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It uses templates to pre-allocate matrices on the stack.
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There are still several operations that are works in progress such as:
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TODO: Add a function to calculate eigenvalues/vectors
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TODO: Add a function to compute RREF
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TODO: Add a function for SVD decomposition
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TODO: Add a function for LQ decomposition
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- Add a function to calculate eigenvalues/vectors
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- Add a function to compute RREF
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- Add a function for SVD decomposition
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- Add a function for LQ decomposition
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362
src/Matrix.cpp
362
src/Matrix.cpp
@@ -5,25 +5,22 @@
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#include <algorithm>
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#include <cmath>
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#include <cstdlib>
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#include <type_traits>
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#include <cstring>
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#include <type_traits>
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template <uint8_t rows, uint8_t columns>
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Matrix<rows, columns>::Matrix(float value)
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{
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Matrix<rows, columns>::Matrix(float value) {
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this->Fill(value);
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}
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template <uint8_t rows, uint8_t columns>
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Matrix<rows, columns>::Matrix(const std::array<float, rows * columns> &array)
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{
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Matrix<rows, columns>::Matrix(const std::array<float, rows * columns> &array) {
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this->setMatrixToArray(array);
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}
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template <uint8_t rows, uint8_t columns>
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template <typename... Args>
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Matrix<rows, columns>::Matrix(Args... args)
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{
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Matrix<rows, columns>::Matrix(Args... args) {
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constexpr uint16_t arraySize{static_cast<uint16_t>(rows) *
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static_cast<uint16_t>(columns)};
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@@ -35,22 +32,17 @@ Matrix<rows, columns>::Matrix(Args... args)
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}
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template <uint8_t rows, uint8_t columns>
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void Matrix<rows, columns>::Identity()
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{
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void Matrix<rows, columns>::Identity() {
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this->Fill(0);
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for (uint8_t idx{0}; idx < rows; idx++)
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{
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for (uint8_t idx{0}; idx < rows; idx++) {
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this->matrix[idx * columns + idx] = 1;
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}
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}
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template <uint8_t rows, uint8_t columns>
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Matrix<rows, columns>::Matrix(const Matrix<rows, columns> &other)
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{
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++)
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{
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++)
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{
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Matrix<rows, columns>::Matrix(const Matrix<rows, columns> &other) {
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
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this->matrix[row_idx * columns + column_idx] =
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other.Get(row_idx, column_idx);
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}
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@@ -59,21 +51,15 @@ Matrix<rows, columns>::Matrix(const Matrix<rows, columns> &other)
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template <uint8_t rows, uint8_t columns>
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void Matrix<rows, columns>::setMatrixToArray(
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const std::array<float, rows * columns> &array)
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{
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++)
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{
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++)
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{
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const std::array<float, rows * columns> &array) {
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
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uint16_t array_idx =
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static_cast<uint16_t>(row_idx) * static_cast<uint16_t>(columns) +
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static_cast<uint16_t>(column_idx);
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if (array_idx < array.size())
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{
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if (array_idx < array.size()) {
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this->matrix[row_idx * columns + column_idx] = array[array_idx];
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}
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else
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{
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} else {
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this->matrix[row_idx * columns + column_idx] = 0;
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}
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}
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@@ -83,12 +69,9 @@ void Matrix<rows, columns>::setMatrixToArray(
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template <uint8_t rows, uint8_t columns>
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Matrix<rows, columns> &
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Matrix<rows, columns>::Add(const Matrix<rows, columns> &other,
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Matrix<rows, columns> &result) const
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{
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++)
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{
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++)
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{
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Matrix<rows, columns> &result) const {
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
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result[row_idx][column_idx] =
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this->Get(row_idx, column_idx) + other.Get(row_idx, column_idx);
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}
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@@ -99,12 +82,9 @@ Matrix<rows, columns>::Add(const Matrix<rows, columns> &other,
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template <uint8_t rows, uint8_t columns>
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Matrix<rows, columns> &
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Matrix<rows, columns>::Sub(const Matrix<rows, columns> &other,
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Matrix<rows, columns> &result) const
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{
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++)
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{
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++)
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{
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Matrix<rows, columns> &result) const {
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
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result[row_idx][column_idx] =
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this->Get(row_idx, column_idx) - other.Get(row_idx, column_idx);
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}
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@@ -117,18 +97,15 @@ template <uint8_t rows, uint8_t columns>
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template <uint8_t other_columns>
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Matrix<rows, other_columns> &
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Matrix<rows, columns>::Mult(const Matrix<columns, other_columns> &other,
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Matrix<rows, other_columns> &result) const
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{
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Matrix<rows, other_columns> &result) const {
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// allocate some buffers for all of our dot products
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Matrix<1, columns> this_row;
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Matrix<columns, 1> other_column;
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++)
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{
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
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// get our row
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this->GetRow(row_idx, this_row);
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++)
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{
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
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// get the other matrix'ss column
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other.GetColumn(column_idx, other_column);
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@@ -143,12 +120,9 @@ Matrix<rows, columns>::Mult(const Matrix<columns, other_columns> &other,
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template <uint8_t rows, uint8_t columns>
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Matrix<rows, columns> &
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Matrix<rows, columns>::Mult(float scalar, Matrix<rows, columns> &result) const
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{
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++)
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{
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++)
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{
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Matrix<rows, columns>::Mult(float scalar, Matrix<rows, columns> &result) const {
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
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result[row_idx][column_idx] = this->Get(row_idx, column_idx) * scalar;
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}
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}
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@@ -157,9 +131,7 @@ Matrix<rows, columns>::Mult(float scalar, Matrix<rows, columns> &result) const
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}
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template <uint8_t rows, uint8_t columns>
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Matrix<rows, columns>
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Matrix<rows, columns>::Invert() const
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{
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Matrix<rows, columns> Matrix<rows, columns>::Invert() const {
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// since all matrix sizes have to be statically specified at compile time we
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// can do this
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static_assert(rows == columns,
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@@ -169,8 +141,7 @@ Matrix<rows, columns>::Invert() const
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// unfortunately we can't calculate this at compile time so we'll just reurn
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// zeros
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float determinant{this->Det()};
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if (determinant == 0)
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{
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if (determinant == 0) {
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// you can't invert a matrix with a negative determinant
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result.Fill(0);
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return result;
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@@ -195,14 +166,10 @@ Matrix<rows, columns>::Invert() const
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}
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template <uint8_t rows, uint8_t columns>
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Matrix<columns, rows>
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Matrix<rows, columns>::Transpose() const
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{
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Matrix<columns, rows> Matrix<rows, columns>::Transpose() const {
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Matrix<columns, rows> result{};
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for (uint8_t column_idx{0}; column_idx < rows; column_idx++)
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{
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for (uint8_t row_idx{0}; row_idx < columns; row_idx++)
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{
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for (uint8_t column_idx{0}; column_idx < rows; column_idx++) {
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for (uint8_t row_idx{0}; row_idx < columns; row_idx++) {
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result[row_idx][column_idx] = this->Get(column_idx, row_idx);
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}
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}
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@@ -214,24 +181,19 @@ Matrix<rows, columns>::Transpose() const
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// the fastest way to calculate a 2x2 matrix determinant
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// template <>
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// inline float Matrix<0, 0>::Det() const { return 1e+6; }
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template <>
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inline float Matrix<1, 1>::Det() const { return this->matrix[0]; }
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template <>
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inline float Matrix<2, 2>::Det() const
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{
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template <> inline float Matrix<1, 1>::Det() const { return this->matrix[0]; }
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template <> inline float Matrix<2, 2>::Det() const {
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return this->matrix[0] * this->matrix[3] - this->matrix[1] * this->matrix[2];
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}
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template <uint8_t rows, uint8_t columns>
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float Matrix<rows, columns>::Det() const
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{
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float Matrix<rows, columns>::Det() const {
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static_assert(rows == columns,
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"You can't take the determinant of a non-square matrix.");
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Matrix<rows - 1, columns - 1> MinorMatrix{};
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float determinant{0};
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++)
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{
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
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// for odd indices the sign is negative
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float sign = (column_idx % 2 == 0) ? 1 : -1;
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determinant += sign * this->matrix[column_idx] *
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@@ -244,12 +206,9 @@ float Matrix<rows, columns>::Det() const
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template <uint8_t rows, uint8_t columns>
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Matrix<rows, columns> &
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Matrix<rows, columns>::ElementMultiply(const Matrix<rows, columns> &other,
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Matrix<rows, columns> &result) const
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{
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++)
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{
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++)
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{
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Matrix<rows, columns> &result) const {
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
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result[row_idx][column_idx] =
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this->Get(row_idx, column_idx) * other.Get(row_idx, column_idx);
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}
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@@ -261,12 +220,9 @@ Matrix<rows, columns>::ElementMultiply(const Matrix<rows, columns> &other,
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template <uint8_t rows, uint8_t columns>
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Matrix<rows, columns> &
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Matrix<rows, columns>::ElementDivide(const Matrix<rows, columns> &other,
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Matrix<rows, columns> &result) const
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{
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++)
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{
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++)
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{
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Matrix<rows, columns> &result) const {
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
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result[row_idx][column_idx] =
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this->Get(row_idx, column_idx) / other.Get(row_idx, column_idx);
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}
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@@ -277,10 +233,8 @@ Matrix<rows, columns>::ElementDivide(const Matrix<rows, columns> &other,
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template <uint8_t rows, uint8_t columns>
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float Matrix<rows, columns>::Get(uint8_t row_index,
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uint8_t column_index) const
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{
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if (row_index > rows - 1 || column_index > columns - 1)
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{
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uint8_t column_index) const {
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if (row_index > rows - 1 || column_index > columns - 1) {
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return 1e+10; // TODO: We should throw something here instead of failing
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// quietly
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}
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@@ -290,8 +244,7 @@ float Matrix<rows, columns>::Get(uint8_t row_index,
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template <uint8_t rows, uint8_t columns>
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Matrix<1, columns> &
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Matrix<rows, columns>::GetRow(uint8_t row_index,
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Matrix<1, columns> &row) const
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{
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Matrix<1, columns> &row) const {
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memcpy(&(row[0]), this->matrix.begin() + row_index * columns,
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columns * sizeof(float));
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@@ -301,10 +254,8 @@ Matrix<rows, columns>::GetRow(uint8_t row_index,
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template <uint8_t rows, uint8_t columns>
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Matrix<rows, 1> &
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Matrix<rows, columns>::GetColumn(uint8_t column_index,
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Matrix<rows, 1> &column) const
|
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{
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++)
|
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{
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Matrix<rows, 1> &column) const {
|
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
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column[row_idx][0] = this->Get(row_idx, column_index);
|
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}
|
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|
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@@ -312,17 +263,13 @@ Matrix<rows, columns>::GetColumn(uint8_t column_index,
|
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}
|
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|
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template <uint8_t rows, uint8_t columns>
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void Matrix<rows, columns>::ToString(std::string &stringBuffer) const
|
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{
|
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++)
|
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{
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void Matrix<rows, columns>::ToString(std::string &stringBuffer) const {
|
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for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
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stringBuffer += "|";
|
||||
for (uint8_t column_idx{0}; column_idx < columns; column_idx++)
|
||||
{
|
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for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
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stringBuffer +=
|
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std::to_string(this->matrix[row_idx * columns + column_idx]);
|
||||
if (column_idx != columns - 1)
|
||||
{
|
||||
if (column_idx != columns - 1) {
|
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stringBuffer += "\t";
|
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}
|
||||
}
|
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@@ -331,11 +278,9 @@ void Matrix<rows, columns>::ToString(std::string &stringBuffer) const
|
||||
}
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
std::array<float, columns> &Matrix<rows, columns>::
|
||||
operator[](uint8_t row_index)
|
||||
{
|
||||
if (row_index > rows - 1)
|
||||
{
|
||||
std::array<float, columns> &
|
||||
Matrix<rows, columns>::operator[](uint8_t row_index) {
|
||||
if (row_index > rows - 1) {
|
||||
// TODO: We should throw something here instead of failing quietly.
|
||||
row_index = 0;
|
||||
}
|
||||
@@ -346,9 +291,8 @@ operator[](uint8_t row_index)
|
||||
}
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
Matrix<rows, columns> &Matrix<rows, columns>::
|
||||
operator=(const Matrix<rows, columns> &other)
|
||||
{
|
||||
Matrix<rows, columns> &
|
||||
Matrix<rows, columns>::operator=(const Matrix<rows, columns> &other) {
|
||||
memcpy(this->matrix.begin(), other.matrix.begin(),
|
||||
rows * columns * sizeof(float));
|
||||
|
||||
@@ -357,18 +301,16 @@ operator=(const Matrix<rows, columns> &other)
|
||||
}
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
Matrix<rows, columns> Matrix<rows, columns>::
|
||||
operator+(const Matrix<rows, columns> &other) const
|
||||
{
|
||||
Matrix<rows, columns>
|
||||
Matrix<rows, columns>::operator+(const Matrix<rows, columns> &other) const {
|
||||
Matrix<rows, columns> buffer{};
|
||||
this->Add(other, buffer);
|
||||
return buffer;
|
||||
}
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
Matrix<rows, columns> Matrix<rows, columns>::
|
||||
operator-(const Matrix<rows, columns> &other) const
|
||||
{
|
||||
Matrix<rows, columns>
|
||||
Matrix<rows, columns>::operator-(const Matrix<rows, columns> &other) const {
|
||||
Matrix<rows, columns> buffer{};
|
||||
this->Sub(other, buffer);
|
||||
return buffer;
|
||||
@@ -376,17 +318,15 @@ operator-(const Matrix<rows, columns> &other) const
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
template <uint8_t other_columns>
|
||||
Matrix<rows, other_columns> Matrix<rows, columns>::
|
||||
operator*(const Matrix<columns, other_columns> &other) const
|
||||
{
|
||||
Matrix<rows, other_columns> Matrix<rows, columns>::operator*(
|
||||
const Matrix<columns, other_columns> &other) const {
|
||||
Matrix<rows, other_columns> buffer{};
|
||||
this->Mult(other, buffer);
|
||||
return buffer;
|
||||
}
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
Matrix<rows, columns> Matrix<rows, columns>::operator*(float scalar) const
|
||||
{
|
||||
Matrix<rows, columns> Matrix<rows, columns>::operator*(float scalar) const {
|
||||
Matrix<rows, columns> buffer{};
|
||||
this->Mult(scalar, buffer);
|
||||
return buffer;
|
||||
@@ -395,11 +335,9 @@ Matrix<rows, columns> Matrix<rows, columns>::operator*(float scalar) const
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
template <uint8_t vector_size>
|
||||
float Matrix<rows, columns>::DotProduct(const Matrix<1, vector_size> &vec1,
|
||||
const Matrix<1, vector_size> &vec2)
|
||||
{
|
||||
const Matrix<1, vector_size> &vec2) {
|
||||
float sum{0};
|
||||
for (uint8_t i{0}; i < vector_size; i++)
|
||||
{
|
||||
for (uint8_t i{0}; i < vector_size; i++) {
|
||||
sum += vec1.Get(0, i) * vec2.Get(0, i);
|
||||
}
|
||||
|
||||
@@ -409,11 +347,9 @@ float Matrix<rows, columns>::DotProduct(const Matrix<1, vector_size> &vec1,
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
template <uint8_t vector_size>
|
||||
float Matrix<rows, columns>::DotProduct(const Matrix<vector_size, 1> &vec1,
|
||||
const Matrix<vector_size, 1> &vec2)
|
||||
{
|
||||
const Matrix<vector_size, 1> &vec2) {
|
||||
float sum{0};
|
||||
for (uint8_t i{0}; i < vector_size; i++)
|
||||
{
|
||||
for (uint8_t i{0}; i < vector_size; i++) {
|
||||
sum += vec1.Get(i, 0) * vec2.Get(i, 0);
|
||||
}
|
||||
|
||||
@@ -421,12 +357,9 @@ 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++)
|
||||
{
|
||||
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;
|
||||
}
|
||||
}
|
||||
@@ -434,14 +367,11 @@ void Matrix<rows, columns>::Fill(float value)
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
Matrix<rows, columns> &
|
||||
Matrix<rows, columns>::MatrixOfMinors(Matrix<rows, columns> &result) const
|
||||
{
|
||||
Matrix<rows, columns>::MatrixOfMinors(Matrix<rows, columns> &result) const {
|
||||
Matrix<rows - 1, columns - 1> MinorMatrix{};
|
||||
|
||||
for (uint8_t row_idx{0}; row_idx < rows; row_idx++)
|
||||
{
|
||||
for (uint8_t column_idx{0}; column_idx < columns; column_idx++)
|
||||
{
|
||||
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
||||
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
||||
this->MinorMatrix(MinorMatrix, row_idx, column_idx);
|
||||
result[row_idx][column_idx] = MinorMatrix.Det();
|
||||
}
|
||||
@@ -453,20 +383,15 @@ Matrix<rows, columns>::MatrixOfMinors(Matrix<rows, columns> &result) const
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
Matrix<rows - 1, columns - 1> &
|
||||
Matrix<rows, columns>::MinorMatrix(Matrix<rows - 1, columns - 1> &result,
|
||||
uint8_t row_idx, uint8_t column_idx) const
|
||||
{
|
||||
uint8_t row_idx, uint8_t column_idx) const {
|
||||
std::array<float, (rows - 1) * (columns - 1)> subArray{};
|
||||
uint16_t array_idx{0};
|
||||
for (uint8_t row_iter{0}; row_iter < rows; row_iter++)
|
||||
{
|
||||
if (row_iter == row_idx)
|
||||
{
|
||||
for (uint8_t row_iter{0}; row_iter < rows; row_iter++) {
|
||||
if (row_iter == row_idx) {
|
||||
continue;
|
||||
}
|
||||
for (uint8_t column_iter{0}; column_iter < columns; column_iter++)
|
||||
{
|
||||
if (column_iter == column_idx)
|
||||
{
|
||||
for (uint8_t column_iter{0}; column_iter < columns; column_iter++) {
|
||||
if (column_iter == column_idx) {
|
||||
continue;
|
||||
}
|
||||
subArray[array_idx] = this->Get(row_iter, column_iter);
|
||||
@@ -480,12 +405,9 @@ Matrix<rows, columns>::MinorMatrix(Matrix<rows - 1, columns - 1> &result,
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
Matrix<rows, columns> &
|
||||
Matrix<rows, columns>::adjugate(Matrix<rows, columns> &result) const
|
||||
{
|
||||
for (uint8_t row_iter{0}; row_iter < rows; row_iter++)
|
||||
{
|
||||
for (uint8_t column_iter{0}; column_iter < columns; column_iter++)
|
||||
{
|
||||
Matrix<rows, columns>::adjugate(Matrix<rows, columns> &result) const {
|
||||
for (uint8_t row_iter{0}; row_iter < rows; row_iter++) {
|
||||
for (uint8_t column_iter{0}; column_iter < columns; column_iter++) {
|
||||
float sign = ((row_iter + 1) % 2) == 0 ? -1 : 1;
|
||||
sign *= ((column_iter + 1) % 2) == 0 ? -1 : 1;
|
||||
result[column_iter][row_iter] = this->Get(row_iter, column_iter) * sign;
|
||||
@@ -497,20 +419,16 @@ Matrix<rows, columns>::adjugate(Matrix<rows, columns> &result) const
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
Matrix<rows, columns> &
|
||||
Matrix<rows, columns>::Normalize(Matrix<rows, columns> &result) const
|
||||
{
|
||||
Matrix<rows, columns>::Normalize(Matrix<rows, columns> &result) const {
|
||||
float sum{0};
|
||||
for (uint8_t row_idx{0}; row_idx < rows; row_idx++)
|
||||
{
|
||||
for (uint8_t column_idx{0}; column_idx < columns; column_idx++)
|
||||
{
|
||||
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
||||
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
||||
float val{this->Get(row_idx, column_idx)};
|
||||
sum += val * val;
|
||||
}
|
||||
}
|
||||
|
||||
if (sum == 0)
|
||||
{
|
||||
if (sum == 0) {
|
||||
// this wouldn't do anything anyways
|
||||
result.Fill(1e+6);
|
||||
return result;
|
||||
@@ -518,10 +436,8 @@ Matrix<rows, columns>::Normalize(Matrix<rows, columns> &result) const
|
||||
|
||||
sum = sqrt(sum);
|
||||
|
||||
for (uint8_t row_idx{0}; row_idx < rows; row_idx++)
|
||||
{
|
||||
for (uint8_t column_idx{0}; column_idx < columns; column_idx++)
|
||||
{
|
||||
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
||||
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
||||
result[row_idx][column_idx] = this->Get(row_idx, column_idx) / sum;
|
||||
}
|
||||
}
|
||||
@@ -530,21 +446,20 @@ Matrix<rows, columns>::Normalize(Matrix<rows, columns> &result) const
|
||||
}
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
template <uint8_t sub_rows, uint8_t sub_columns, uint8_t row_offset, uint8_t column_offset>
|
||||
Matrix<sub_rows, sub_columns> Matrix<rows, columns>::SubMatrix() const
|
||||
{
|
||||
template <uint8_t sub_rows, uint8_t sub_columns, uint8_t row_offset,
|
||||
uint8_t column_offset>
|
||||
Matrix<sub_rows, sub_columns> Matrix<rows, columns>::SubMatrix() const {
|
||||
// static assert that sub_rows + row_offset <= rows
|
||||
// static assert that sub_columns + column_offset <= columns
|
||||
static_assert(sub_rows + row_offset <= rows,
|
||||
"The submatrix you're trying to get is out of bounds (rows)");
|
||||
static_assert(sub_columns + column_offset <= columns,
|
||||
static_assert(
|
||||
sub_columns + column_offset <= columns,
|
||||
"The submatrix you're trying to get is out of bounds (columns)");
|
||||
|
||||
Matrix<sub_rows, sub_columns> buffer{};
|
||||
for (uint8_t row_idx{0}; row_idx < sub_rows; row_idx++)
|
||||
{
|
||||
for (uint8_t column_idx{0}; column_idx < sub_columns; column_idx++)
|
||||
{
|
||||
for (uint8_t row_idx{0}; row_idx < sub_rows; row_idx++) {
|
||||
for (uint8_t column_idx{0}; column_idx < sub_columns; column_idx++) {
|
||||
buffer[row_idx][column_idx] =
|
||||
this->Get(row_idx + row_offset, column_idx + column_offset);
|
||||
}
|
||||
@@ -553,21 +468,94 @@ Matrix<sub_rows, sub_columns> Matrix<rows, columns>::SubMatrix() const
|
||||
}
|
||||
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
template <uint8_t sub_rows, uint8_t sub_columns, uint8_t row_offset, uint8_t column_offset>
|
||||
void Matrix<rows, columns>::SetSubMatrix(const Matrix<sub_rows, sub_columns> &sub_matrix)
|
||||
{
|
||||
template <uint8_t sub_rows, uint8_t sub_columns, uint8_t row_offset,
|
||||
uint8_t column_offset>
|
||||
void Matrix<rows, columns>::SetSubMatrix(
|
||||
const Matrix<sub_rows, sub_columns> &sub_matrix) {
|
||||
static_assert(sub_rows + row_offset <= rows,
|
||||
"The submatrix you're trying to set is out of bounds (rows)");
|
||||
static_assert(sub_columns + column_offset <= columns,
|
||||
static_assert(
|
||||
sub_columns + column_offset <= columns,
|
||||
"The submatrix you're trying to set is out of bounds (columns)");
|
||||
|
||||
for (uint8_t row_idx{0}; row_idx < sub_rows; row_idx++)
|
||||
{
|
||||
for (uint8_t column_idx{0}; column_idx < sub_columns; column_idx++)
|
||||
{
|
||||
this->matrix[(row_idx + row_offset) * columns + column_idx + column_offset] = sub_matrix.Get(row_idx, column_idx);
|
||||
for (uint8_t row_idx{0}; row_idx < sub_rows; row_idx++) {
|
||||
for (uint8_t column_idx{0}; column_idx < sub_columns; column_idx++) {
|
||||
this->matrix[(row_idx + row_offset) * columns + column_idx +
|
||||
column_offset] = sub_matrix.Get(row_idx, column_idx);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// QR decomposition: decomposes this matrix A into Q and R
|
||||
// Assumes square matrix
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
void Matrix<rows, columns>::QRDecomposition(Matrix<rows, rows> &Q,
|
||||
Matrix<rows, rows> &R) const {
|
||||
// Use Gram-Schmidt orthogonalization for simplicity
|
||||
Matrix<rows, 1> a_col, u, e, proj;
|
||||
Matrix<rows, 1> q_col;
|
||||
Q.Fill(0);
|
||||
R.Fill(0);
|
||||
|
||||
for (uint8_t k = 0; k < rows; ++k) {
|
||||
this->GetColumn(k, a_col);
|
||||
u = a_col;
|
||||
|
||||
for (uint8_t j = 0; j < k; ++j) {
|
||||
Q.GetColumn(j, q_col);
|
||||
float r_jk = Matrix<rows, 1>::DotProduct(q_col, a_col);
|
||||
R[j][k] = r_jk;
|
||||
|
||||
// proj = r_jk * q_j
|
||||
proj = q_col * r_jk;
|
||||
u = u - proj;
|
||||
}
|
||||
|
||||
float norm = sqrt(Matrix<rows, 1>::DotProduct(u, u));
|
||||
if (norm < 1e-12f)
|
||||
norm = 1e-12f; // avoid div by zero
|
||||
|
||||
for (uint8_t i = 0; i < rows; ++i)
|
||||
Q[i][k] = u[i][0] / norm;
|
||||
|
||||
R[k][k] = norm;
|
||||
}
|
||||
}
|
||||
|
||||
// Compute eigenvalues and eigenvectors by QR iteration
|
||||
// maxIterations: safety limit, tolerance: stop criteria
|
||||
template <uint8_t rows, uint8_t columns>
|
||||
void Matrix<rows, columns>::EigenQR(Matrix<rows, rows> &eigenVectors,
|
||||
Matrix<rows, 1> &eigenValues,
|
||||
uint16_t maxIterations,
|
||||
float tolerance) const {
|
||||
static_assert(rows > 1, "Matrix size must be > 1 for QR iteration");
|
||||
|
||||
Matrix<rows, rows> A = *this; // copy original matrix
|
||||
eigenVectors.Identity();
|
||||
|
||||
for (uint16_t iter = 0; iter < maxIterations; ++iter) {
|
||||
Matrix<rows, rows> Q, R;
|
||||
A.QRDecomposition(Q, R);
|
||||
|
||||
A = R * Q;
|
||||
eigenVectors = eigenVectors * Q;
|
||||
|
||||
// Check convergence: off-diagonal norm
|
||||
float offDiagSum = 0.f;
|
||||
for (uint8_t i = 0; i < rows; ++i) {
|
||||
for (uint8_t j = 0; j < rows; ++j) {
|
||||
if (i != j)
|
||||
offDiagSum += fabs(A[i][j]);
|
||||
}
|
||||
}
|
||||
if (offDiagSum < tolerance)
|
||||
break;
|
||||
}
|
||||
|
||||
// eigenvalues are the diagonal elements of A
|
||||
for (uint8_t i = 0; i < rows; ++i)
|
||||
eigenValues[i][0] = A[i][i];
|
||||
}
|
||||
|
||||
#endif // MATRIX_H_
|
||||
@@ -216,6 +216,11 @@ public:
|
||||
return vec1.Get(0, 0) * vec2.Get(0, 0);
|
||||
}
|
||||
|
||||
void QRDecomposition(Matrix<rows, rows> &Q, Matrix<rows, rows> &R) const;
|
||||
|
||||
void EigenQR(Matrix<rows, rows> &eigenVectors, Matrix<rows, 1> &eigenValues,
|
||||
uint16_t maxIterations = 1000, float tolerance = 1e-6f) const;
|
||||
|
||||
protected:
|
||||
std::array<float, rows * columns> matrix;
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user