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Author SHA1 Message Date
Cynopolis f12625b41e Working on breaking up the steps into manageable chunks 2026-08-17 15:33:33 -04:00
Cynopolis 6f91c96de8 Small refactor of SVD implimentation 2026-08-14 11:02:25 -04:00
Cynopolis 5600b05b09 Working on an SVD implimentation 2026-08-14 09:19:56 -04:00
Cynopolis a49e357f4c Added additional constraints to list instantiation 2026-08-13 11:33:19 -04:00
Cynopolis ea29ea27f2 Removed some unused variables 2026-08-11 11:19:56 -04:00
Cynopolis 48b016d8b7 Merge pull request 'Updating the readme' (#7) from update-readme into main
Reviewed-on: #7
2025-06-30 19:05:53 +00:00
Cynopolis 8e4595f2ef Updated readme
Merge-Checker / build_and_test (pull_request) Successful in 1m10s
2025-06-30 14:52:48 -04:00
Cynopolis 99c0d3ed70 Merge pull request 'Adjusted timing test repetition and added QR decomposition' (#6) from Minor-cicd-fixes into main
Merge-Checker / build_and_test (pull_request) Successful in 1m13s
Reviewed-on: #6
2025-06-10 23:06:02 +00:00
Cynopolis 80c4ebfece Put time usage back
Merge-Checker / build_and_test (pull_request) Successful in 1m18s
2025-06-07 11:08:56 -04:00
Cynopolis 8b6f1de822 Updated timing test timings
Merge-Checker / build_and_test (pull_request) Successful in 1m17s
2025-06-07 11:03:55 -04:00
Cynopolis 719fc4d28a Adjusted timing test repetition and added QR decomposition
Merge-Checker / build_and_test (pull_request) Has been cancelled
2025-06-07 10:58:59 -04:00
Cynopolis 2a7eb93ebe Merge pull request 'Working on adding efficient eigenvector and value calculations' (#2) from eigenvector-and-values into main
Reviewed-on: #2
2025-06-06 22:32:18 +00:00
Cynopolis c099dfe760 Throwing in the towel on eigenvectors for now
Merge-Checker / build_and_test (pull_request) Successful in 26s
2025-06-06 16:33:20 -04:00
Cynopolis d84664b567 Improved on old unit tests
Merge-Checker / build_and_test (pull_request) Failing after 22s
2025-06-05 15:10:00 -04:00
Cynopolis 1091bbda32 Got QR decomposition fully working! (The unit tests were wrong)
Merge-Checker / build_and_test (pull_request) Successful in 37s
2025-06-03 10:01:52 -04:00
Cynopolis bec70facb2 Fixed clangd type hints in the matrix.cpp file
Merge-Checker / build_and_test (pull_request) Failing after 26s
2025-06-03 09:08:23 -04:00
Cynopolis 75edad3d0a Made my own equally wrong QR factorization
Merge-Checker / build_and_test (pull_request) Failing after 20s
2025-06-02 21:44:41 -04:00
Cynopolis 64820553c7 New norms and division by scalar
Merge-Checker / build_and_test (pull_request) Failing after 21s
2025-06-02 16:19:23 -04:00
Cynopolis 60a2b12b5f Replaced normalize with EuclideanNorm
Merge-Checker / build_and_test (pull_request) Failing after 21s
2025-06-02 14:26:41 -04:00
Cynopolis 37556c7c81 Made unit tests a little better and fixed matrix multiplication errors for non-square amtrices
Merge-Checker / build_and_test (pull_request) Failing after 20s
2025-06-02 10:49:16 -04:00
Cynopolis 6fdab5be30 Added unit tests for eigen
Merge-Checker / build_and_test (pull_request) Successful in 23s
2025-05-30 15:26:19 -04:00
Cynopolis d07ac43f7b Added function comments
Merge-Checker / build_and_test (pull_request) Successful in 23s
2025-05-30 14:47:42 -04:00
Cynopolis 74afbfeab8 Added QR decomposition functions
Merge-Checker / build_and_test (pull_request) Successful in 24s
2025-05-30 09:07:26 -04:00
Cynopolis 1715d2b46c Merge pull request 'Add a merge checker script' (#1) from Testing-merge-checker into main
Reviewed-on: #1
2025-05-29 20:36:30 +00:00
Cynopolis 296f233b28 Updated README
Merge-Checker / build_and_test (pull_request) Successful in 23s
2025-05-29 16:35:52 -04:00
Cynopolis 32c2a5cef2 Added a check to see if the timing results have signifigantly changed
Update matrix-timing-tests timings [skip ci]

Fixing timing test runner

Update matrix-timing-tests timings

Removed the seperate benchmark action
2025-05-29 16:34:31 -04:00
Cynopolis 54d9699df8 Added a merge checker script that has to run before you can merge to main
Updated merge checker and seperated the matrix tests fro mthe timing tests

Added matrix test timings

Timings get auto-comitted

Update matrix-timing-tests timings [skip ci]

Updated readme

Update matrix-timing-tests timings [skip ci]

Fixing auto-checkout issues

updated readme

Update matrix-timing-tests timings [skip ci]

Split timing tests into its own job

Update matrix-timing-tests timings [skip ci]
2025-05-29 16:34:28 -04:00
Cynopolis 8a15459fc8 Adding a merge checker script 2025-05-21 17:46:49 -04:00
Cynopolis dee19b54ad Added a ToEulerAngle function 2025-04-09 18:41:45 -04:00
Cynopolis 4b802458ef Changed matrix unit tests to reflect new syntax 2025-02-09 20:53:37 -05:00
Cynopolis e92fc6e5a0 Made the dot product public 2025-02-09 19:03:32 -05:00
Cynopolis b21236e5db Fixed quaternion equals operator 2025-02-09 11:32:46 -05:00
Cynopolis b897b13880 Merge branch 'main' of https://github.com/Cynopolis/Vector3D 2025-02-09 11:18:03 -05:00
Cynopolis 1a0af95fe7 Reworked how getting a submatrix works 2025-02-09 11:17:45 -05:00
Cynopolis c8dce7d7d8 Fixed broken unit tests 2025-02-09 00:17:16 -05:00
Cynopolis f51afb42e0 Refactored file layout because platformio failed to find things 2025-02-08 23:57:43 -05:00
Cynopolis 2385446ac5 Reworked some of the matrix interface 2025-02-08 18:06:43 -05:00
Cynopolis 713809a82b Fixed library json file so platformio can build again 2025-02-08 00:08:36 -05:00
Cynopolis 55ff4aa693 Finished implimenting quaternion basics 2025-02-07 23:40:56 -05:00
Cynopolis aa8056240a Fixed quaternion multiplication 2025-02-07 19:19:06 -05:00
Cynopolis 28c30c5ea7 Moved unit tests into their respective module's subfolders 2025-02-06 23:45:15 -05:00
Cynopolis 742749457c Implimented the quaternion class and added unit tests 2025-02-06 23:44:55 -05:00
Cynopolis 6e480dce86 Added quaternion class 2025-02-06 23:16:51 -05:00
Cynopolis 39274eb964 Refactored the src dir layout 2025-02-06 22:02:50 -05:00
Cynopolis 3b023d2104 Multiplication was completely broken actually 2025-02-06 21:56:54 -05:00
Cynopolis 9726ebbca0 Fixed typo and missing include 2025-02-04 22:06:34 -05:00
Cynopolis ab2d9f002b Added scalar addition / subtraction 2025-02-04 14:33:29 -05:00
Cynopolis 437d209200 Added a scalar divisor operator 2025-02-03 15:21:22 -05:00
Cynopolis cccadc5d21 consted some vector functions 2025-02-03 12:46:26 -05:00
Cynopolis 519c953fcb Added inline to explicit template specialization functions 2025-02-03 12:34:37 -05:00
Cynopolis c1a1f994ea Fixed some cmake errors 2025-02-03 12:23:13 -05:00
Cynopolis fee5486ea2 Refactored folder layout 2025-02-03 12:20:30 -05:00
Cynopolis 4a25414b92 Got vector unit tests compiling 2025-02-03 11:59:49 -05:00
Cynopolis ae4806510b Added better support for casting vector3d to/from MAtrix 2025-02-03 10:10:31 -05:00
32 changed files with 5444 additions and 682 deletions
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+102
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@@ -0,0 +1,102 @@
name: Merge-Checker
on:
pull_request:
branches: ["**"]
jobs:
build_and_test:
runs-on: ubuntu-latest
steps:
- name: Checkout source code
uses: actions/checkout@v3
with:
persist-credentials: true
fetch-depth: 0
- name: Install dependencies (CMake + Ninja + build tools)
run: |
sudo apt-get update
sudo apt-get install -y cmake ninja-build build-essential time git
- name: Configure project with CMake
run: cmake -G Ninja -S . -B build/
- name: Build with Ninja
run: ninja -C build/
- name: Run all unit tests except matrix-timing-tests
run: |
for test_exec in build/unit-tests/matrix-tests build/unit-tests/quaternion-tests build/unit-tests/vector-3d-tests; do
if [ -x "$test_exec" ]; then
echo "Running $test_exec"
"$test_exec"
else
echo "Warning: $test_exec not found or not executable"
fi
done
- name: Run matrix-timing-tests
run: |
mkdir -p unit-tests/timing-results
if [ -x build/unit-tests/matrix-timing-tests ]; then
echo "Running matrix-timing-tests with timing"
/usr/bin/time -v build/unit-tests/matrix-timing-tests -d yes &> unit-tests/timing-results/matrix-timing-tests.txt
cat unit-tests/timing-results/matrix-timing-tests.txt
else
echo "matrix-timing-tests executable not found or not executable"
exit 1
fi
- name: Compare timing results
id: check_diff
run: |
git show origin/${{ github.event.pull_request.head.ref }}:unit-tests/timing-results/matrix-timing-tests.txt > old.txt || echo "" > old.txt
cp unit-tests/timing-results/matrix-timing-tests.txt new.txt
echo "Comparing timing results for changes ≥ 0.1s (ignoring 'Timing Tests' lines)..."
changed=0
awk -v changed_ref=/tmp/timings_changed.flag '
BEGIN {
change_threshold = 0.1
}
FILENAME == "old.txt" && /^[0-9]+\.[0-9]+ s: / {
label = substr($0, index($0, ":") + 2)
if (label != "Timing Tests") {
label_times[label] = $1
}
}
FILENAME == "new.txt" && /^[0-9]+\.[0-9]+ s: / {
new_time = $1
label = substr($0, index($0, ":") + 2)
if (label == "Timing Tests") next
old_time = label_times[label]
delta = new_time - old_time
if (delta < 0) delta = -delta
if (old_time != "" && delta >= change_threshold) {
printf "⚠️ %.3f s → %.3f s: %s (Δ=%.3f s)\n", old_time, new_time, label, delta
system("touch " changed_ref)
} else if (old_time == "") {
printf "🆕 New timing entry: %.3f s: %s\n", new_time, label
system("touch " changed_ref)
}
}
END {
if (!system("test -f " changed_ref)) {
exit 0
} else {
print "✅ Timings havent changed significantly (Δ < 0.1s)."
exit 0
}
}
' old.txt new.txt
if [ -f /tmp/timings_changed.flag ]; then
echo "timings_changed=true" >> $GITHUB_OUTPUT
else
echo "timings_changed=false" >> $GITHUB_OUTPUT
fi
+1 -1
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@@ -1,2 +1,2 @@
build/
venv/
.cache/
+19 -10
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@@ -8,14 +8,14 @@
"name": "Debug Matrix Unit Tests",
"type": "cppdbg",
"request": "launch",
"program": "${workspaceFolder}/build/unit-tests/matrix-tests",
"args": [],
"program": "${workspaceFolder}/build/unit-tests/matrix-tests",
"args": [],
"stopAtEntry": false,
"cwd": "${workspaceFolder}",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"miDebuggerPath": "/usr/bin/gdb", // Adjust to your debugger path
"MIMode": "gdb",
"miDebuggerPath": "/usr/bin/gdb", // Adjust to your debugger path
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
@@ -23,20 +23,29 @@
"ignoreFailures": true
}
],
"preLaunchTask": "build_tests", // Task to compile unit tests
"preLaunchTask": "build_tests", // Task to compile unit tests
"internalConsoleOptions": "openOnSessionStart"
},
{
"name": "Run Matrix Unit Tests",
"type": "cpp",
"name": "Debug Quaternion Unit Tests",
"type": "cppdbg",
"request": "launch",
"program": "${workspaceFolder}/build/unit-tests/matrix-tests",
"args": [],
"program": "${workspaceFolder}/build/unit-tests/quaternion-tests",
"args": [],
"stopAtEntry": false,
"cwd": "${workspaceFolder}",
"environment": [],
"externalConsole": false,
"preLaunchTask": "build_tests", // Compile unit tests before running
"MIMode": "gdb",
"miDebuggerPath": "/usr/bin/gdb", // Adjust to your debugger path
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
],
"preLaunchTask": "build_tests", // Task to compile unit tests
"internalConsoleOptions": "openOnSessionStart"
}
]
+11 -6
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@@ -1,8 +1,5 @@
{
"C_Cpp.intelliSenseEngine": "default",
"clangd.arguments": [
"--include-directory=build/unit-tests"
],
"C_Cpp.default.intelliSenseMode": "linux-gcc-x64",
"files.associations": {
"*.h": "cpp",
@@ -71,8 +68,16 @@
"typeinfo": "cpp",
"variant": "cpp",
"shared_mutex": "cpp",
"complex": "cpp"
"charconv": "cpp",
"format": "cpp",
"csignal": "cpp",
"span": "cpp"
},
"clangd.enable": false,
"C_Cpp.dimInactiveRegions": false
"clangd.enable": true,
"C_Cpp.dimInactiveRegions": false,
"editor.defaultFormatter": "xaver.clang-format",
"clangd.inactiveRegions.useBackgroundHighlight": false,
"clangd.arguments": [
"--compile-commands-dir=${workspaceFolder}/build"
],
}
+4 -2
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@@ -4,12 +4,14 @@
{
"label": "build_tests",
"type": "shell",
"command": "cd build && ninja matrix-tests",
"command": "cd build && ninja",
"group": {
"kind": "build",
"isDefault": true
},
"problemMatcher": ["$gcc"],
"problemMatcher": [
"$gcc"
],
"detail": "Generated task to build unit test executable"
}
]
+14 -33
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@@ -1,40 +1,21 @@
cmake_minimum_required(VERSION 3.6)
cmake_minimum_required (VERSION 3.11)
project(Vector3D)
add_subdirectory(src)
add_subdirectory(unit-tests)
set(CMAKE_CXX_STANDARD 11)
set(CMAKE_CXX_STANDARD 17)
add_compile_options(-fdiagnostics-color=always)
add_compile_options(-Wall -Wextra -Wpedantic)
add_compile_options (-fdiagnostics-color=always)
set(CMAKE_COLOR_DIAGNOSTICS ON)
# Vector3d
add_library(Vector3D
STATIC
Vector3D.hpp
include(FetchContent)
FetchContent_Declare(
Catch2
GIT_REPOSITORY https://github.com/catchorg/Catch2.git
GIT_TAG v3.8.0 # or a later release
)
set_target_properties(Vector3D
PROPERTIES
LINKER_LANGUAGE CXX
)
target_include_directories(Vector3D PUBLIC
include
)
# Matrix
add_library(Matrix
STATIC
Matrix.hpp
Matrix.cpp
)
set_target_properties(Matrix
PROPERTIES
LINKER_LANGUAGE CXX
)
target_include_directories(Matrix
PUBLIC
.
)
FetchContent_MakeAvailable(Catch2)
+12 -1
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@@ -1 +1,12 @@
A Simple matrix math library focused on embedded development which avoids and heap memory allocation unless you explicitly ask for it.
# Introduction
This matrix math library is focused on embedded development and avoids any heap memory allocation unless you explicitly ask for it.
It uses templates to pre-allocate matrices on the stack.
# Building
1. Initialize the repositiory with the command:
```bash
cmake -S . -B build -G Ninja
```
2. Go into the build folder and run `ninja`
3. That's it. You can test out the build by running `./unit-tests/matrix-tests`
-81
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@@ -1,81 +0,0 @@
#pragma once
#include <cstdint>
#include <cmath>
#include <type_traits>
template <typename Type>
class V3D{
public:
constexpr V3D(const V3D& other):
x(other.x),
y(other.y),
z(other.z){
static_assert(std::is_arithmetic<Type>::value, "Type must be a number");
}
constexpr V3D(Type x=0, Type y=0, Type z=0):
x(x),
y(y),
z(z){
static_assert(std::is_arithmetic<Type>::value, "Type must be a number");
}
template <typename OtherType>
constexpr V3D(const V3D<OtherType> other):
x(static_cast<Type>(other.x)),
y(static_cast<Type>(other.y)),
z(static_cast<Type>(other.z)){
static_assert(std::is_arithmetic<Type>::value, "Type must be a number");
static_assert(std::is_arithmetic<OtherType>::value, "OtherType must be a number");
}
V3D& operator=(const V3D &other){
this->x = other.x;
this->y = other.y;
this->z = other.z;
return *this;
}
V3D& operator+=(const V3D &other){
this->x += other.x;
this->y += other.y;
this->z += other.z;
return *this;
}
V3D& operator-=(const V3D &other){
this->x -= other.x;
this->y -= other.y;
this->z -= other.z;
return *this;
}
V3D& operator/=(const Type scalar){
if(scalar == 0){
return *this;
}
this->x /= scalar;
this->y /= scalar;
this->z /= scalar;
return *this;
}
V3D& operator*=(const Type scalar){
this->x *= scalar;
this->y *= scalar;
this->z *= scalar;
return *this;
}
bool operator==(const V3D &other){
return this->x == other.x && this->y == other.y && this->z == other.z;
}
float magnitude(){
return std::sqrt(static_cast<float>(this->x * this->x + this->y * this->y + this->z * this->z));
}
Type x;
Type y;
Type z;
};
+20
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@@ -0,0 +1,20 @@
{
"name": "Vector3D",
"version": "1.0.0",
"description": "Contains a V3D object for easy 3d vector math and a Matrix object for more complicated linear algebra operations.",
"keywords": "linear algebra, vector, matrix, 3D",
"repository": {
"type": "git",
"url": "https://github.com/Cynopolis/Vector3D.git"
},
"authors": [
{
"name": "Cynopolis",
"email": "megaveganzombie@gmail.com",
"url": "https://github.com/Cynopolis"
}
],
"license": "None Yet",
"frameworks": "*",
"platforms": "*"
}
-159
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@@ -1,159 +0,0 @@
import numpy as np
# QR decomposition using the householder reflection method
def householder_reflection(A):
"""
Perform QR decomposition using Householder reflection.
Arguments:
A -- A matrix to be decomposed (m x n).
Returns:
Q -- Orthogonal matrix (m x m).
R -- Upper triangular matrix (m x n).
"""
A = A.astype(float) # Ensure the matrix is of type float
m, n = A.shape
Q = np.eye(m) # Initialize Q as an identity matrix
R = A.copy() # R starts as a copy of A
# Apply Householder reflections for each column
for k in range(n):
# Step 1: Compute the Householder vector
x = R[k:m, k]
e1 = np.zeros_like(x)
e1[0] = np.linalg.norm(x) if x[0] >= 0 else -np.linalg.norm(x)
v = x + e1
v = v / np.linalg.norm(v) # Normalize v
# Step 2: Apply the reflection to the matrix
R[k:m, k:n] = R[k:m, k:n] - 2 * np.outer(v, v.T @ R[k:m, k:n])
# Step 3: Apply the reflection to Q
Q[:, k:m] = Q[:, k:m] - 2 * np.outer(Q[:, k:m] @ v, v)
# The resulting Q and R are the QR decomposition
return Q, R
# Example usage
A = np.array([[12, -51, 4],
[6, 167, -68],
[-4, 24, -41]])
Q, R = householder_reflection(A)
print("Q matrix:")
print(Q)
print("\nR matrix:")
print(R)
print("Multiplied Together:")
print(Q@R)
def svd_decomposition(A):
"""
Perform Singular Value Decomposition (SVD) from scratch.
Arguments:
A -- The matrix to be decomposed (m x n).
Returns:
U -- Orthogonal matrix of left singular vectors (m x m).
Sigma -- Diagonal matrix of singular values (m x n).
Vt -- Orthogonal matrix of right singular vectors (n x n).
"""
# Step 1: Compute A^T A
AtA = np.dot(A.T, A) # A transpose multiplied by A
# Step 2: Compute the eigenvalues and eigenvectors of A^T A
eigenvalues, V = np.linalg.eig(AtA)
# Step 3: Sort eigenvalues in descending order and sort V accordingly
sorted_indices = np.argsort(eigenvalues)[::-1] # Indices to sort eigenvalues in descending order
eigenvalues = eigenvalues[sorted_indices]
V = V[:, sorted_indices]
# Step 4: Compute the singular values (sqrt of eigenvalues)
singular_values = np.sqrt(eigenvalues)
# Step 5: Construct the Sigma matrix
m, n = A.shape
Sigma = np.zeros((m, n)) # Initialize Sigma as a zero matrix
for i in range(min(m, n)):
Sigma[i, i] = singular_values[i] # Place the singular values on the diagonal
# Step 6: Compute the U matrix using A * V = U * Sigma
U = np.dot(A, V) # A * V gives us the unnormalized U
# Normalize the columns of U
for i in range(U.shape[1]):
U[:, i] = U[:, i] / singular_values[i] # Normalize each column by the corresponding singular value
# Step 7: Return U, Sigma, Vt
return U, Sigma, V.T # V.T is the transpose of V
# Example usage
A = np.array([[12, -51, 4],
[6, 167, -68],
[-4, 24, -41]])
U, Sigma, Vt = svd_decomposition(A)
print("\nSVD DECOMPOSITION\nU matrix:")
print(U)
print("\nSigma matrix:")
print(Sigma)
print("\nVt matrix:")
print(Vt)
print("Multiplied together:")
print(U@Sigma@Vt)
def eigen_decomposition_qr(A, max_iter=1000, tol=1e-9):
"""
Compute the eigenvalues and eigenvectors of a matrix A using the QR algorithm
with QR decomposition.
Arguments:
A -- A square matrix (n x n).
max_iter -- Maximum number of iterations for convergence (default 1000).
tol -- Tolerance for convergence (default 1e-9).
Returns:
eigenvalues -- List of eigenvalues.
eigenvectors -- Matrix of eigenvectors.
"""
# Make a copy of A to perform the iteration
A_copy = A.copy()
n = A_copy.shape[0]
# Initialize the matrix for eigenvectors (this will accumulate the Q matrices)
eigenvectors = np.eye(n)
# Perform QR iterations
for _ in range(max_iter):
# Perform QR decomposition on A_copy
Q, R = householder_reflection(A_copy)
# Update A_copy to be R * Q (QR algorithm step)
A_copy = R @ Q
# Accumulate the eigenvectors
eigenvectors = eigenvectors @ Q
# Check for convergence: if the off-diagonal elements are small enough, we stop
off_diagonal_norm = np.linalg.norm(np.tril(A_copy, -1)) # Norm of the lower triangle (off-diagonal)
if off_diagonal_norm < tol:
break
# The eigenvalues are the diagonal elements of the matrix A_copy
eigenvalues = np.diag(A_copy)
return eigenvalues, eigenvectors
# Example usage
A = np.array([[12, -51, 4],
[6, 167, -68],
[-4, 24, -41]])
eigenvalues, eigenvectors = eigen_decomposition_qr(A)
print("\n\nEigenvalues:", eigenvalues)
print("Eigenvectors:\n", eigenvectors)
+76
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@@ -0,0 +1,76 @@
# Quaternion Interface
add_library(vector-3d-intf
INTERFACE
)
target_include_directories(vector-3d-intf
INTERFACE
.
)
target_link_libraries(vector-3d-intf
INTERFACE
)
# Quaternion
add_library(quaternion
STATIC
Quaternion.cpp
)
target_link_libraries(quaternion
PUBLIC
vector-3d-intf
PRIVATE
)
set_target_properties(quaternion
PROPERTIES
LINKER_LANGUAGE CXX
)
# Vector3d
add_library(vector-3d
STATIC
Vector3D.cpp
)
target_link_libraries(vector-3d
PUBLIC
vector-3d-intf
PRIVATE
)
# Matrix
add_library(matrix
STATIC
Matrix.cpp
)
target_link_libraries(matrix
PUBLIC
vector-3d-intf
PRIVATE
)
set_target_properties(matrix
PROPERTIES
LINKER_LANGUAGE CXX
)
# SVD
add_library(svd
STATIC
SVD.cpp
)
target_link_libraries(svd
PUBLIC
vector-3d-intf
PRIVATE
)
set_target_properties(svd
PROPERTIES
LINKER_LANGUAGE CXX
)
+220 -121
View File
@@ -1,3 +1,10 @@
// This #ifndef section makes clangd happy so that it can properly do type hints
// in this file
#ifndef MATRIX_H_
#define MATRIX_H_
#include "Matrix.hpp"
#endif
#ifdef MATRIX_H_ // since the .cpp file has to be included by the .hpp file this
// will evaluate to true
#include "Matrix.hpp"
@@ -5,18 +12,45 @@
#include <algorithm>
#include <cmath>
#include <cstdlib>
#include <type_traits>
template <uint8_t rows, uint8_t columns>
Matrix<rows, columns>::Matrix(float value) {
this->Fill(value);
}
#include <cstring>
template <uint8_t rows, uint8_t columns>
Matrix<rows, columns>::Matrix(const std::array<float, rows * columns> &array) {
this->setMatrixToArray(array);
}
template <uint8_t rows, uint8_t columns>
template <typename... Args,
std::enable_if_t<(std::is_arithmetic_v<Args> && ...), int>>
Matrix<rows, columns>::Matrix(Args... args) {
constexpr uint16_t arraySize{static_cast<uint16_t>(rows) *
static_cast<uint16_t>(columns)};
std::initializer_list<float> initList{static_cast<float>(args)...};
// if there is only one value, we actually want to do a fill
if (sizeof...(args) == 1) {
this->Fill(*initList.begin());
}
static_assert(sizeof...(args) == arraySize || sizeof...(args) == 1,
"You did not provide the right amount of initializers for this "
"matrix size");
// choose whichever buffer size is smaller for the copy length
uint32_t minSize =
std::min(arraySize, static_cast<uint16_t>(initList.size()));
memcpy(this->matrix.begin(), initList.begin(), minSize * sizeof(float));
}
template <uint8_t rows, uint8_t columns>
Matrix<rows, columns> Matrix<rows, columns>::Identity() {
Matrix<rows, columns> identityMatrix{0};
uint32_t minDimension = std::min(rows, columns);
for (uint8_t idx{0}; idx < minDimension; idx++) {
identityMatrix[idx][idx] = 1;
}
return identityMatrix;
}
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++) {
@@ -27,19 +61,6 @@ Matrix<rows, columns>::Matrix(const Matrix<rows, columns> &other) {
}
}
template <uint8_t rows, uint8_t columns>
template <typename... Args>
Matrix<rows, columns>::Matrix(Args... args) {
constexpr uint16_t arraySize{static_cast<uint16_t>(rows) *
static_cast<uint16_t>(columns)};
std::initializer_list<float> initList{static_cast<float>(args)...};
// choose whichever buffer size is smaller for the copy length
uint32_t minSize =
std::min(arraySize, static_cast<uint16_t>(initList.size()));
memcpy(this->matrix.begin(), initList.begin(), minSize * sizeof(float));
}
template <uint8_t rows, uint8_t columns>
void Matrix<rows, columns>::setMatrixToArray(
const std::array<float, rows * columns> &array) {
@@ -91,21 +112,18 @@ 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
Matrix<1, columns> this_row;
Matrix<rows, 1> other_column;
Matrix<1, rows> other_column_t;
Matrix<columns, 1> other_column;
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
// get our row
this->GetRow(row_idx, this_row);
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
for (uint8_t column_idx{0}; column_idx < other_columns; column_idx++) {
// get the other matrix'ss column
other.GetColumn(column_idx, other_column);
// transpose the other matrix's column
other_column.Transpose(other_column_t);
// the result's index is equal to the dot product of these two vectors
result[row_idx][column_idx] =
Matrix<rows, columns>::dotProduct(this_row, other_column_t);
Matrix<rows, columns>::DotProduct(this_row, other_column.Transpose());
}
}
@@ -125,13 +143,13 @@ Matrix<rows, columns>::Mult(float scalar, Matrix<rows, columns> &result) const {
}
template <uint8_t rows, uint8_t columns>
Matrix<rows, columns> &
Matrix<rows, columns>::Invert(Matrix<rows, columns> &result) const {
Matrix<rows, columns> Matrix<rows, columns>::Invert() const {
// since all matrix sizes have to be statically specified at compile time we
// can do this
static_assert(rows == columns,
"Your matrix isn't square and can't be inverted");
Matrix<rows, columns> result{};
// unfortunately we can't calculate this at compile time so we'll just reurn
// zeros
float determinant{this->Det()};
@@ -160,8 +178,8 @@ Matrix<rows, columns>::Invert(Matrix<rows, columns> &result) const {
}
template <uint8_t rows, uint8_t columns>
Matrix<columns, rows> &
Matrix<rows, columns>::Transpose(Matrix<columns, rows> &result) const {
Matrix<columns, rows> Matrix<rows, columns>::Transpose() const {
Matrix<columns, rows> result{};
for (uint8_t column_idx{0}; column_idx < rows; column_idx++) {
for (uint8_t row_idx{0}; row_idx < columns; row_idx++) {
result[row_idx][column_idx] = this->Get(column_idx, row_idx);
@@ -173,9 +191,10 @@ Matrix<rows, columns>::Transpose(Matrix<columns, rows> &result) const {
// explicitly define the determinant for a 2x2 matrix because it is definitely
// the fastest way to calculate a 2x2 matrix determinant
template <> float Matrix<0, 0>::Det() const { return 1e+6; }
template <> float Matrix<1, 1>::Det() const { return this->matrix[0]; }
template <> float Matrix<2, 2>::Det() const {
// template <>
// inline float Matrix<0, 0>::Det() const { return 1e+6; }
template <> inline float Matrix<1, 1>::Det() const { return this->matrix[0]; }
template <> inline float Matrix<2, 2>::Det() const {
return this->matrix[0] * this->matrix[3] - this->matrix[1] * this->matrix[2];
}
@@ -271,8 +290,13 @@ 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) {
const float *Matrix<rows, columns>::ToArray() const {
return this->matrix.data();
}
template <uint8_t rows, uint8_t columns>
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;
@@ -284,38 +308,36 @@ operator[](uint8_t row_index) {
}
template <uint8_t rows, uint8_t columns>
Matrix<rows, columns> &Matrix<rows, columns>::
operator=(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);
}
}
Matrix<rows, columns> &
Matrix<rows, columns>::operator=(const Matrix<rows, columns> &other) {
memcpy(this->matrix.begin(), other.matrix.begin(),
rows * columns * sizeof(float));
// return a reference to ourselves so you can chain together these functions
return *this;
}
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;
}
template <uint8_t rows, uint8_t columns>
Matrix<rows, columns> Matrix<rows, columns>::
operator*(const Matrix<rows, columns> &other) const {
Matrix<rows, columns> buffer{};
template <uint8_t other_columns>
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;
}
@@ -327,9 +349,25 @@ Matrix<rows, columns> Matrix<rows, columns>::operator*(float scalar) const {
return buffer;
}
template <uint8_t rows, uint8_t columns>
Matrix<rows, columns> Matrix<rows, columns>::operator/(float scalar) const {
Matrix<rows, columns> buffer = *this;
if (scalar == 0) {
buffer.Fill(1e+10);
return buffer;
}
for (uint8_t row = 0; row < rows; row++) {
for (uint8_t column = 0; column < columns; column++) {
buffer[row][column] /= scalar;
}
}
return buffer;
}
template <uint8_t rows, uint8_t columns>
template <uint8_t vector_size>
float Matrix<rows, columns>::dotProduct(const Matrix<1, vector_size> &vec1,
float Matrix<rows, columns>::DotProduct(const Matrix<1, vector_size> &vec1,
const Matrix<1, vector_size> &vec2) {
float sum{0};
for (uint8_t i{0}; i < vector_size; i++) {
@@ -341,7 +379,7 @@ 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,
float Matrix<rows, columns>::DotProduct(const Matrix<vector_size, 1> &vec1,
const Matrix<vector_size, 1> &vec2) {
float sum{0};
for (uint8_t i{0}; i < vector_size; i++) {
@@ -353,7 +391,11 @@ 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) {
this->matrix.fill(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;
}
}
}
template <uint8_t rows, uint8_t columns>
@@ -409,8 +451,8 @@ 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 {
float Matrix<rows, columns>::EuclideanNorm() 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++) {
@@ -419,90 +461,147 @@ Matrix<rows, columns>::Normalize(Matrix<rows, columns> &result) const {
}
}
if (sum == 0) {
// this wouldn't do anything anyways
result.Fill(1e+6);
return result;
}
return sqrt(sum);
}
sum = sqrt(sum);
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 {
// 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,
"The submatrix you're trying to get is out of bounds (columns)");
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;
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++) {
buffer[row_idx][column_idx] =
this->Get(row_idx + row_offset, column_idx + column_offset);
}
}
return result;
return buffer;
}
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;
template <uint8_t sub_rows, uint8_t sub_columns>
void Matrix<rows, columns>::SetSubMatrix(
uint8_t rowOffset, uint8_t columnOffset,
const Matrix<sub_rows, sub_columns> &sub_matrix) {
int16_t adjustedSubRows = sub_rows;
int16_t adjustedSubColumns = sub_columns;
int16_t adjustedRowOffset = rowOffset;
int16_t adjustedColumnOffset = columnOffset;
// a bunch of safety checks to make sure we don't overflow the matrix
if (sub_rows > rows) {
adjustedSubRows = rows;
}
if (sub_columns > columns) {
adjustedSubColumns = columns;
}
if (adjustedSubRows + adjustedRowOffset >= rows) {
adjustedRowOffset =
std::max(0, static_cast<int16_t>(rows) - adjustedSubRows);
}
if (adjustedSubColumns + adjustedColumnOffset >= columns) {
adjustedColumnOffset =
std::max(0, static_cast<int16_t>(columns) - adjustedSubColumns);
}
for (uint8_t row_idx{0}; row_idx < adjustedSubRows; row_idx++) {
for (uint8_t column_idx{0}; column_idx < adjustedSubColumns; column_idx++) {
this->matrix[(row_idx + adjustedRowOffset) * columns + column_idx +
adjustedColumnOffset] = sub_matrix.Get(row_idx, column_idx);
}
}
return i_matrix;
}
// QR decomposition: decomposes this matrix A into Q and R
// Assumes square 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)
void Matrix<rows, columns>::QRDecomposition(Matrix<rows, columns> &Q,
Matrix<columns, columns> &R) const {
static_assert(columns <= rows, "QR decomposition requires columns <= rows");
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);
Q.Fill(0);
R.Fill(0);
Matrix<rows, 1> a_col, e, u, Q_column_k{};
Matrix<1, rows> e_T{};
Matrix<houseHoldVectorSize, 1> e1{};
e1.Fill(0);
if (x[0][0] >= 0) {
e1[0][0] = x.Norm();
for (uint8_t column = 0; column < columns; column++) {
this->GetColumn(column, a_col);
u = a_col;
// -----------------------
// ----- CALCULATE Q -----
// -----------------------
for (uint8_t k = 0; k <= column; k++) {
Q.GetColumn(k, Q_column_k);
Matrix<1, rows> Q_column_k_T = Q_column_k.Transpose();
u = u - Q_column_k * (Q_column_k_T * a_col);
}
float norm = u.EuclideanNorm();
if (norm > 1e-4) {
u = u / norm;
} else {
e1[0][0] = -x.Norm();
u.Fill(0);
}
Q.SetSubMatrix(0, column, u);
// -----------------------
// ----- CALCULATE R -----
// -----------------------
for (uint8_t k = 0; k <= column; k++) {
Q.GetColumn(k, e);
R[k][column] = (a_col.Transpose() * e).Get(0, 0);
}
}
}
template <uint8_t rows, uint8_t columns>
void Matrix<rows, columns>::EigenQR(Matrix<rows, rows> &eigenVectors,
Matrix<rows, 1> &eigenValues,
uint32_t maxIterations,
float tolerance) const {
static_assert(rows > 1, "Matrix size must be > 1 for QR iteration");
static_assert(rows == columns, "Matrix size must be square for QR iteration");
Matrix<rows, rows> Ak = *this; // Copy original matrix
Matrix<rows, rows> QQ{Matrix<rows, rows>::Identity()};
Matrix<rows, rows> shift{0};
for (uint32_t iter = 0; iter < maxIterations; ++iter) {
Matrix<rows, rows> Q, R;
// // QR shift lets us "attack" the first diagonal to speed up the algorithm
// shift = Matrix<rows, rows>::Identity() * Ak[rows - 1][rows - 1];
(Ak - shift).QRDecomposition(Q, R);
Ak = R * Q + shift;
QQ = QQ * Q;
// Check convergence: off-diagonal norm
float offDiagSum = 0.0f;
for (uint32_t row = 1; row < rows; row++) {
for (uint32_t column = 0; column < row; column++) {
offDiagSum += fabs(Ak[row][column]);
}
}
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);
if (offDiagSum < tolerance) {
break;
}
}
// Diagonal elements are the eigenvalues
for (uint8_t i = 0; i < rows; i++) {
eigenValues[i][0] = Ak[i][i];
}
eigenVectors = QQ;
}
#endif // MATRIX_H_
+76 -86
View File
@@ -1,8 +1,9 @@
#ifndef MATRIX_H_
#define MATRIX_H_
#pragma once
#include <array>
#include <cstdint>
#include <string>
#include <type_traits>
// TODO: Add a function to calculate eigenvalues/vectors
// TODO: Add a function to compute RREF
@@ -11,16 +12,13 @@
template <uint8_t rows, uint8_t columns> class Matrix {
public:
static_assert(rows > 0, "Template error: rows must be greater than 0.");
static_assert(columns > 0, "Template error: columns must be greater than 0.");
/**
* @brief create a matrix but leave all of its values unitialized
*/
Matrix() = default;
/**
* @brief Create a matrix but fill all of its entries with one value
*/
Matrix(float value);
/**
* @brief Initialize a matrix with an array
*/
@@ -32,9 +30,17 @@ public:
Matrix(const Matrix<rows, columns> &other);
/**
* @brief Initialize a matrix directly with any number of arguments
* @brief Initialize a matrix directly with scalar values
* Uses SFINAE to only accept arithmetic types (int, float, double, etc.)
*/
template <typename... Args> Matrix(Args... args);
template <typename... Args,
std::enable_if_t<(std::is_arithmetic_v<Args> && ...), int> = 0>
Matrix(Args... args);
/**
* @brief Create an identity matrix
*/
static Matrix<rows, columns> Identity();
/**
* @brief Set all elements in this to value
@@ -96,8 +102,8 @@ public:
Matrix<rows, columns> &result) const;
Matrix<rows - 1, columns - 1> &
MinorMatrix(Matrix<rows - 1, columns - 1> &result, uint8_t row_idx,
uint8_t column_idx) const;
MinorMatrix(Matrix<rows - 1, columns - 1> &result, uint8_t row_idx,
uint8_t column_idx) const;
/**
* @return Get the determinant of the matrix
@@ -112,79 +118,20 @@ public:
* @param result A buffer to store the result into
* @warning this is super slow! Only call it if you absolutely have to!!!
*/
Matrix<rows, columns> &Invert(Matrix<rows, columns> &result) const;
Matrix<rows, columns> Invert() const;
/**
* @brief Transpose this matrix
* @param result A buffer to store the result into
*/
Matrix<columns, rows> &Transpose(Matrix<columns, rows> &result) const;
Matrix<columns, rows> Transpose() const;
/**
* @brief reduce the matrix so the sum of its elements equal 1
* @brief Returns the euclidean magnitude of the matrix. Also known as the L2
* norm
* @param result a buffer to store the result into
*/
Matrix<rows, columns> &Normalize(Matrix<rows, columns> &result) const;
/**
* @brief return an identity matrix of the specified size
*/
static Matrix<rows, rows> Eye();
/**
* @brief write a copy of a sub matrix into the given result matrix.
* @param rowIndex The row index to start the copy from
* @param columnIndex the column index to start the copy from
* @param result the matrix buffer to write the sub matrix into. The size of
* the matrix buffer allows the function to determine the end indices of the
* sub matrix
*/
template <uint8_t subRows, uint8_t subColumns>
Matrix<subRows, subColumns> &
SubMatrix(uint8_t rowIndex, uint8_t columnIndex,
Matrix<subRows, subColumns> &result) const {
return result;
}
/**
* @brief write a copy of a sub matrix into this matrix starting at the given
* idnex.
* @param rowIndex The row index to start the copy from
* @param columnIndex the column index to start the copy from
* @param subMatrix The submatrix to copy into this matrix. The size of
* the matrix buffer allows the function to determine the end indices of the
* sub matrix
*/
template <uint8_t subRows, uint8_t subColumns>
void CopySubMatrixInto(uint8_t rowIndex, uint8_t columnIndex,
const Matrix<subRows, subColumns> &subMatrix) {}
/**
* @brief Returns the norm of the matrix
*/
float Norm() { return 0; }
template <uint8_t vec1Length, uint8_t vec2Length>
static Matrix<vec1Length, vec2Length> &
OuterProduct(const Matrix<1, vec1Length> &vec1,
const Matrix<1, vec2Length> &vec2,
Matrix<vec1Length, vec2Length> &result) {
return result;
}
template <uint8_t vec1Length, uint8_t vec2Length>
static Matrix<vec1Length, vec2Length> &
OuterProduct(const Matrix<vec1Length, 1> &vec1,
const Matrix<vec2Length, 1> &vec2,
Matrix<vec1Length, vec2Length> &result) {
return result;
}
/**
* @brief Calulcate the QR decomposition of a matrix
* @param Q the
*/
void QR_Decomposition(Matrix<rows, columns> &Q,
Matrix<rows, columns> &R) const;
float EuclideanNorm() const;
/**
* @brief Get a row from the matrix
@@ -211,8 +158,16 @@ public:
*/
constexpr uint8_t GetColumnSize() { return columns; }
/**
* @brief Write a string representation of the matrix into the buffer
*/
void ToString(std::string &stringBuffer) const;
/**
* @brief Returns the internal representation of the matrix as an array
*/
const float *ToArray() const;
/**
* @brief Get an element from the matrix
* @param row the row index of the element
@@ -221,10 +176,6 @@ public:
*/
float Get(uint8_t row_index, uint8_t column_index) const;
// *******************************************************
// ************** OPERATOR OVERRIDES *********************
// *******************************************************
/**
* @brief get the specified row of the matrix returned as a reference to the
* internal array
@@ -243,29 +194,68 @@ public:
Matrix<rows, columns> operator-(const Matrix<rows, columns> &other) const;
Matrix<rows, columns> operator*(const Matrix<rows, columns> &other) const;
template <uint8_t other_columns>
Matrix<rows, other_columns>
operator*(const Matrix<columns, other_columns> &other) const;
Matrix<rows, columns> operator*(float scalar) const;
private:
Matrix<rows, columns> operator/(float scalar) const;
template <uint8_t sub_rows, uint8_t sub_columns, uint8_t row_offset,
uint8_t column_offset>
Matrix<sub_rows, sub_columns> SubMatrix() const;
template <uint8_t sub_rows, uint8_t sub_columns>
void SetSubMatrix(uint8_t rowOffset, uint8_t columnOffset,
const Matrix<sub_rows, sub_columns> &sub_matrix);
/**
* @brief take the dot product of the two vectors
*/
template <uint8_t vector_size>
static float dotProduct(const Matrix<1, vector_size> &vec1,
static float DotProduct(const Matrix<1, vector_size> &vec1,
const Matrix<1, vector_size> &vec2);
template <uint8_t vector_size>
static float dotProduct(const Matrix<vector_size, 1> &vec1,
static float DotProduct(const Matrix<vector_size, 1> &vec1,
const Matrix<vector_size, 1> &vec2);
static float DotProduct(const Matrix<1, 1> &vec1, const Matrix<1, 1> &vec2) {
return vec1.Get(0, 0) * vec2.Get(0, 0);
}
/**
* @brief Performs QR decomposition on this matrix
* @param Q a buffer that will contain Q after the function completes
* @param R a buffer that will contain R after the function completes
*/
void QRDecomposition(Matrix<rows, columns> &Q,
Matrix<columns, columns> &R) const;
/**
* @brief Uses QR decomposition to efficiently calculate the eigenvectors
* and values of this matrix
* @param eigenVectors a buffer that will contain the eigenvectors fo this
* matrix
* @param eigenValues a buffer that will contain the eigenValues fo this
* matrix
* @param maxIterations the number of iterations to perform before giving
* up on reaching the given tolerance
* @param tolerance the level of accuracy to obtain before stopping.
*/
void EigenQR(Matrix<rows, rows> &eigenVectors, Matrix<rows, 1> &eigenValues,
uint32_t maxIterations = 1000, float tolerance = 1e-6f) const;
protected:
std::array<float, rows * columns> matrix;
private:
Matrix<rows, columns> &adjugate(Matrix<rows, columns> &result) const;
void setMatrixToArray(const std::array<float, rows * columns> &array);
std::array<float, rows * columns> matrix;
};
#ifndef MATRIX_H_
#include "Matrix.cpp"
#endif // MATRIX_H_
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#include "Quaternion.h"
#include <cmath>
/**
* @brief Create a quaternion from an angle and axis
* @param angle The angle to rotate by
* @param axis The axis to rotate around
*/
Quaternion Quaternion::FromAngleAndAxis(float angle, const Matrix<1, 3> &axis) {
const float halfAngle = angle / 2;
const float sinHalfAngle = sin(halfAngle);
Matrix<1, 3> normalizedAxis = axis / axis.EuclideanNorm();
return Quaternion{static_cast<float>(cos(halfAngle)),
normalizedAxis.Get(0, 0) * sinHalfAngle,
normalizedAxis.Get(0, 1) * sinHalfAngle,
normalizedAxis.Get(0, 2) * sinHalfAngle};
}
float Quaternion::operator[](uint8_t index) const {
if (index < 4) {
return this->matrix[index];
}
// index out of bounds
return 1e+6;
}
void Quaternion::operator=(const Quaternion &other) {
memcpy(&(this->matrix), &(other.matrix), 4 * sizeof(float));
}
Quaternion Quaternion::operator*(const Quaternion &other) const {
Quaternion result{};
this->Q_Mult(other, result);
return result;
}
Quaternion Quaternion::operator*(float scalar) const {
return Quaternion{this->w * scalar, this->v1 * scalar, this->v2 * scalar,
this->v3 * scalar};
}
Quaternion Quaternion::operator+(const Quaternion &other) const {
return Quaternion{this->w + other.w, this->v1 + other.v1, this->v2 + other.v2,
this->v3 + other.v3};
}
Quaternion &Quaternion::Q_Mult(const Quaternion &other,
Quaternion &buffer) const {
// eq. 6
buffer.w = (other.w * this->w - other.v1 * this->v1 - other.v2 * this->v2 -
other.v3 * this->v3);
buffer.v1 = (other.w * this->v1 + other.v1 * this->w - other.v2 * this->v3 +
other.v3 * this->v2);
buffer.v2 = (other.w * this->v2 + other.v1 * this->v3 + other.v2 * this->w -
other.v3 * this->v1);
buffer.v3 = (other.w * this->v3 - other.v1 * this->v2 + other.v2 * this->v1 +
other.v3 * this->w);
return buffer;
}
Quaternion &Quaternion::Rotate(Quaternion &other, Quaternion &buffer) const {
Quaternion prime{this->w, -this->v1, -this->v2, -this->v3};
buffer.v1 = other.v1;
buffer.v2 = other.v2;
buffer.v3 = other.v3;
buffer.w = 0;
Quaternion temp{};
this->Q_Mult(buffer, temp);
temp.Q_Mult(prime, buffer);
return buffer;
}
void Quaternion::Normalize() {
float magnitude = sqrt(this->v1 * this->v1 + this->v2 * this->v2 +
this->v3 * this->v3 + this->w * this->w);
if (magnitude == 0) {
return;
}
this->v1 /= magnitude;
this->v2 /= magnitude;
this->v3 /= magnitude;
this->w /= magnitude;
}
Matrix<3, 3> Quaternion::ToRotationMatrix() const {
float xx = this->v1 * this->v1;
float yy = this->v2 * this->v2;
float zz = this->v3 * this->v3;
Matrix<3, 3> rotationMatrix{1 - 2 * (yy - zz),
2 * (this->v1 * this->v2 - this->v3 * this->w),
2 * (this->v1 * this->v3 + this->v2 * this->w),
2 * (this->v1 * this->v2 + this->v3 * this->w),
1 - 2 * (xx - zz),
2 * (this->v2 * this->v3 - this->v1 * this->w),
2 * (this->v1 * this->v3 - this->v2 * this->w),
2 * (this->v2 * this->v3 + this->v1 * this->w),
1 - 2 * (xx - yy)};
return rotationMatrix;
};
Matrix<3, 1> Quaternion::ToEulerAngle() const {
float sqv1 = this->v1 * this->v1;
float sqv2 = this->v2 * this->v2;
float sqv3 = this->v3 * this->v3;
float sqw = this->w * this->w;
Matrix<3, 1> eulerAngle;
{
atan2(2.0 * (this->v1 * this->v2 + this->v3 * this->w),
(sqv1 - sqv2 - sqv3 + sqw));
asin(-2.0 * (this->v1 * this->v3 - this->v2 * this->w) /
(sqv1 + sqv2 + sqv3 + sqw));
atan2(2.0 * (this->v2 * this->v3 + this->v1 * this->w),
(-sqv1 - sqv2 + sqv3 + sqw));
};
return eulerAngle;
}
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#ifndef QUATERNION_H_
#define QUATERNION_H_
#include "Matrix.hpp"
class Quaternion : public Matrix<1, 4> {
public:
Quaternion() : Matrix<1, 4>() {}
Quaternion(float w, float v1, float v2, float v3)
: Matrix<1, 4>(w, v1, v2, v3) {}
Quaternion(const Quaternion &q) : Matrix<1, 4>(q.w, q.v1, q.v2, q.v3) {}
Quaternion(const Matrix<1, 4> &matrix) : Matrix<1, 4>(matrix) {}
Quaternion(const std::array<float, 4> &array) : Matrix<1, 4>(array) {}
/**
* @brief Create a quaternion from an angle and axis
* @param angle The angle to rotate by
* @param axis The axis to rotate around
*/
static Quaternion FromAngleAndAxis(float angle, const Matrix<1, 3> &axis);
/**
* @brief Access the elements of the quaternion
* @param index The index of the element to access
* @return The value of the element at the index
*/
float operator[](uint8_t index) const;
/**
* @brief Assign one quaternion to another
*/
void operator=(const Quaternion &other);
/**
* @brief Do quaternion multiplication
*/
Quaternion operator*(const Quaternion &other) const;
/**
* @brief Multiply the quaternion by a scalar
*/
Quaternion operator*(float scalar) const;
/**
* @brief Add two quaternions together
* @param other The quaternion to add to this one
* @return The net quaternion
*/
Quaternion operator+(const Quaternion &other) const;
/**
* @brief Q_Mult a quaternion by another quaternion
* @param other The quaternion to rotate by
* @param buffer The buffer to store the result in
* @return A reference to the buffer
*/
Quaternion &Q_Mult(const Quaternion &other, Quaternion &buffer) const;
/**
* @brief Rotate a quaternion by this quaternion
* @param other The quaternion to rotate
* @param buffer The buffer to store the result in
*
*/
Quaternion &Rotate(Quaternion &other, Quaternion &buffer) const;
/**
* @brief Normalize the quaternion to a magnitude of 1
*/
void Normalize();
/**
* @brief Convert the quaternion to a rotation matrix
* @return The rotation matrix
*/
Matrix<3, 3> ToRotationMatrix() const;
/**
* @brief Convert the quaternion to an Euler angle representation
* @return The Euler angle representation of the quaternion
*/
Matrix<3, 1> ToEulerAngle() const;
// Give people an easy way to access the elements
float &w{matrix[0]};
float &v1{matrix[1]};
float &v2{matrix[2]};
float &v3{matrix[3]};
};
#endif // QUATERNION_H_
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// This #ifndef section makes clangd happy so that it can properly do type hints
// in this file
#ifndef SVD_H_
#define SVD_H_
#include "SVD.hpp"
#endif
#ifdef SVD_H_ // since the .cpp file has to be included by the .hpp file this
// will evaluate to true
#include "SVD.hpp"
#include <cstdint>
// ============================================================================
// SVD Building Block Implementations
// ============================================================================
float SVD::ComputeHouseholder(const float *x, uint8_t len, float *v,
float &alpha) {
// Compute ||x||
float norm = 0.0f;
for (uint8_t i = 0; i < len; i++) {
norm += x[i] * x[i];
}
norm = sqrtf(norm);
if (norm < 1e-30f) {
alpha = 0.0f;
for (uint8_t i = 0; i < len; i++) {
v[i] = 0.0f;
}
return 0.0f;
}
// Choose sign to avoid cancellation: alpha has opposite sign of x[0]
alpha = (x[0] >= 0.0f) ? -norm : norm;
// v = x - alpha * e1, then normalize
float v0 = x[0] - alpha;
// Compute ||v||² directly: v0² + x₁² + ... + xₙ₋₁²
float vv = v0 * v0;
for (uint8_t i = 1; i < len; i++) {
vv += x[i] * x[i];
}
if (vv < 1e-30f) {
// Already aligned with e1
for (uint8_t i = 0; i < len; i++) {
v[i] = (i == 0) ? 1.0f : 0.0f;
}
return norm;
}
float scale = 1.0f / sqrtf(vv);
for (uint8_t i = 0; i < len; i++) {
v[i] = (i == 0) ? v0 * scale : x[i] * scale;
}
return norm;
}
void SVD::ApplyHouseholderLeft(Matrix<5, 5> &W, const float *v,
uint8_t startRow, uint8_t endRow) {
uint8_t len = endRow - startRow + 1;
// Compute vᵀv (should be 2.0 for our normalized vectors, but compute
// explicitly)
float vv = 0.0f;
for (uint8_t i = 0; i < len; i++) {
vv += v[i] * v[i];
}
if (vv < 1e-30f)
return;
float twoOverVv = 2.0f / vv;
// W = (I - 2vvᵀ) · W
for (uint8_t col = 0; col < 5; col++) {
float dot = 0.0f;
for (uint8_t i = 0; i < len; i++) {
dot += v[i] * W[startRow + i][col];
}
dot *= twoOverVv;
for (uint8_t i = 0; i < len; i++) {
W[startRow + i][col] -= dot * v[i];
}
}
}
void SVD::ApplyHouseholderRight(Matrix<5, 5> &W, const float *v,
uint8_t startCol, uint8_t endCol) {
uint8_t len = endCol - startCol + 1;
float vv = 0.0f;
for (uint8_t i = 0; i < len; i++) {
vv += v[i] * v[i];
}
if (vv < 1e-30f)
return;
float twoOverVv = 2.0f / vv;
// W = W · (I - 2vvᵀ)
for (uint8_t row = 0; row < 5; row++) {
float dot = 0.0f;
for (uint8_t i = 0; i < len; i++) {
dot += W[row][startCol + i] * v[i];
}
dot *= twoOverVv;
for (uint8_t i = 0; i < len; i++) {
W[row][startCol + i] -= dot * v[i];
}
}
}
[[gnu::unused]] void SVD::ComputeGivens(float x, float y, float &c, float &s) {
float r = sqrtf(x * x + y * y);
if (r < 1e-30f) {
c = 1.0f;
s = 0.0f;
return;
}
c = x / r;
s = y / r;
}
[[gnu::unused]] void SVD::ApplyGivensLeft(Matrix<5, 5> &W, uint8_t i, uint8_t j, float c,
float s, uint8_t startCol, uint8_t endCol) {
// [c s] [row_i] = [new_row_i]
// [-s c] [row_j] [new_row_j]
for (uint8_t col = startCol; col <= endCol && col < 5; col++) {
float t1 = W[i][col];
float t2 = W[j][col];
W[i][col] = c * t1 + s * t2;
W[j][col] = -s * t1 + c * t2;
}
}
[[gnu::unused]] void SVD::ApplyGivensRight(Matrix<5, 5> &W, uint8_t i, uint8_t j, float c,
float s, uint8_t startRow, uint8_t endRow) {
// [col_i col_j] · [c -s] = [new_col_i new_col_j]
// [s c]
for (uint8_t row = startRow; row <= endRow && row < 5; row++) {
float t1 = W[row][i];
float t2 = W[row][j];
W[row][i] = c * t1 + s * t2;
W[row][j] = -s * t1 + c * t2;
}
}
// ============================================================================
// Phase 1: Householder Bidiagonalization
// ============================================================================
void SVD::Bidiagonalize(Matrix<5, 5> &W,
uint8_t m, uint8_t q, uint8_t p,
Matrix<5, 5> &QL,
Matrix<5, 5> &QR) {
// Working matrix W is m×q (padded to 5×5).
// QL and QR are initialized to identity by the caller.
// We reduce W to upper bidiagonal form B using Householder reflections.
float hhVec[5]; // Householder vector storage
for (uint8_t k = 0; k < p; k++) {
// --- Left Householder on column k, rows k..m-1 ---
// Zero out subdiagonal elements below B[k+1][k]
{
uint8_t len = m - k;
if (len <= 1)
continue;
// Extract the column segment W[k..k+len-1][k]
float x[5];
for (uint8_t i = 0; i < len; i++) {
x[i] = W[k + i][k];
}
// Compute Householder reflector
float alpha;
SVD::ComputeHouseholder(x, len, hhVec, alpha);
if (alpha == 0.0f)
continue;
// Apply H from left to W: W = H·W (columns k..q-1)
SVD::ApplyHouseholderLeft(W, hhVec, k, k + len - 1);
// Apply H from right to QL: QL = QL · H
SVD::ApplyHouseholderRight(QL, hhVec, k, k + len - 1);
}
// --- Right Householder on row k, columns k+1..q-1 ---
// Zero out elements above the first superdiagonal in row k.
// The Householder maps [W[k][k+1], ..., W[k][q-1]] to [gamma, 0, ..., 0],
// preserving the first superdiagonal element (now gamma) and zeroing the rest.
{
int len = static_cast<int>(q) - 1 - k;
if (len <= 1)
continue; // Need at least 2 elements to zero something out
// Extract the row segment starting from column k+1
float x[5];
for (uint8_t i = 0; i < len; i++) {
x[i] = W[k][k + 1 + i];
}
// Compute Householder reflector
float alpha;
SVD::ComputeHouseholder(x, len, hhVec, alpha);
if (alpha == 0.0f)
continue;
// Apply H from right to W: W = W·H (columns k+1..k+len-1)
SVD::ApplyHouseholderRight(W, hhVec, k + 1, k + len);
// Apply H from right to QR: QR = QR · H
SVD::ApplyHouseholderRight(QR, hhVec, k + 1, k + len);
}
}
}
// ============================================================================
// Phase 2 helpers: block solving of the bidiagonal matrix
// ============================================================================
void SVD::DeflateBidiagonal(Matrix<5, 5> &W, uint8_t p, float tol) {
// Zero out superdiagonal elements that are negligible relative to the
// local diagonal scale. This deflates the bidiagonal matrix into
// independent unreduced blocks, each of which can be solved on its own.
if (p < 2)
return;
for (uint8_t i = 0; i < p - 1; i++) {
float test = fabsf(W[i][i + 1]);
float scale = fabsf(W[i][i]) + fabsf(W[i + 1][i + 1]);
// Use absolute threshold for small scales to avoid division issues
if (test < tol * fmaxf(scale, 1e-10f)) {
W[i][i + 1] = 0;
}
}
}
bool SVD::BidiagonalIsDiagonal(const Matrix<5, 5> &W, uint8_t p, float tol) {
// True when every superdiagonal element of the p×p bidiagonal matrix
// has been reduced to (numerically) zero, i.e. the diagonal holds the
// singular values and no unreduced blocks remain.
if (p < 2)
return true;
for (uint8_t i = 0; i < p - 1; i++) {
if (fabsf(W.Get(i, i + 1)) > tol * 1e-30f) {
return false;
}
}
return true;
}
void SVD::SolveBidiagonalBlock2x2(float a, float b, float d, float Ublock[2][2],
float Vblock[2][2], float sigma[2]) {
// Full SVD of the 2×2 upper-bidiagonal block B = [[a, b], [0, d]]:
// B = Ublock · diag(sigma[0], sigma[1]) · Vblockᵀ
// where:
// - sigma[0] ≥ sigma[1] ≥ 0
// - columns of Ublock are the left singular vectors
// - columns of Vblock are the right singular vectors (Vblock = scipy Vᵀᵀ)
//
// Uses eigen-decomposition of BᵀB = [[a², ab], [ab, b²+d²]] (symmetric
// 2×2, closed form), then uᵢ = B·vᵢ/σᵢ.
// Singular values = sqrt of eigenvalues of BᵀB (trace/det closed form)
float trace = a * a + b * b + d * d;
float det = a * a * d * d;
float disc = trace * trace - 4.0f * det;
if (disc < 0)
disc = 0;
float sqrtDisc = sqrtf(disc);
float hi = sqrtf((trace + sqrtDisc) / 2.0f);
float lo = sqrtf((trace - sqrtDisc) / 2.0f);
if (lo > hi) {
float tmp = hi;
hi = lo;
lo = tmp;
}
sigma[0] = hi;
sigma[1] = lo;
// Right singular vector v1: eigenvector of BᵀB for λ1 = hi².
// Null-space vector of (BᵀB λ1·I) is [ab, λ1 a²].
float a2 = a * a;
float ab_val = a * b;
float e1x = ab_val;
float e1y = hi * hi - a2;
float normE1 = sqrtf(e1x * e1x + e1y * e1y);
float v1x, v1y;
if (normE1 > 1e-30f) {
v1x = e1x / normE1;
v1y = e1y / normE1;
} else {
// Degenerate (e.g. b = 0 and |a| ≥ |d|): e₁ is already an eigenvector
v1x = 1.0f;
v1y = 0.0f;
}
// v2 is the unit vector orthogonal to v1 (completes the 2D basis)
float v2x = -v1y;
float v2y = v1x;
// Vblock columns = right singular vectors
Vblock[0][0] = v1x;
Vblock[1][0] = v1y;
Vblock[0][1] = v2x;
Vblock[1][1] = v2y;
// Ublock columns: uᵢ = B·vᵢ / σᵢ, with a rank-deficiency guard.
// When σᵢ ≈ 0, dividing produces inf/NaN; instead fill the U column with
// the signed orthogonal complement of the other U column (keeps Ublock
// orthogonal, and B·vᵢ ≈ 0 so any unit complement satisfies the SVD).
float u1x, u1y, u2x, u2y;
if (hi > 1e-30f) {
u1x = (a * v1x + b * v1y) / hi;
u1y = d * v1y / hi;
} else {
u1x = 1.0f;
u1y = 0.0f;
}
if (lo > 1e-30f) {
u2x = (a * v2x + b * v2y) / lo;
u2y = d * v2y / lo;
} else {
u2x = -u1y;
u2y = u1x;
}
Ublock[0][0] = u1x;
Ublock[1][0] = u1y;
Ublock[0][1] = u2x;
Ublock[1][1] = u2y;
}
void SVD::JacobiEigenSymmetric(float T[5][5], uint8_t n, float evals[5],
float V[5][5]) {
// Cyclic Jacobi eigenvalue algorithm on symmetric n×n matrix T (in place).
// On return:
// - T is (near-)diagonal; its diagonal entries are the eigenvalues
// - evals[i] = T[i][i] (unsorted)
// - columns of V are the corresponding eigenvectors (V is accumulated
// as V ← V·J so that T·V = V·Λ)
float jacTol = 1e-10f;
// V starts as the identity: eigenvector accumulator
for (uint8_t i = 0; i < n; i++)
for (uint8_t j = 0; j < n; j++)
V[i][j] = (i == j) ? 1.0f : 0.0f;
for (uint32_t jacIter = 0; jacIter < 100; jacIter++) {
// Check convergence over ALL off-diagonal entries, not just the
// tridiagonal band: cyclic Jacobi on a 3x3+ block fills non-band
// entries (e.g. T[0][2]) during sweeps, so a band-only test can
// declare convergence too early.
bool converged = true;
for (uint8_t i = 0; i < n - 1 && converged; i++) {
for (uint8_t j = i + 1; j < n; j++) {
float scale = fabsf(T[i][i]) + fabsf(T[j][j]);
if (fabsf(T[i][j]) > jacTol * fmaxf(scale, 1e-30f)) {
converged = false;
break;
}
}
}
if (converged)
break;
// Cyclic Jacobi: zero out T[p][q] for p < q
for (uint8_t p = 0; p < n - 1; p++) {
for (uint8_t q = p + 1; q < n; q++) {
float tPQ = T[p][q];
if (fabsf(tPQ) < jacTol * 1e-30f)
continue;
float tPP = T[p][p];
float tQQ = T[q][q];
float theta = (tQQ - tPP) / (2.0f * tPQ);
float t;
if (theta >= 0.0f)
t = 1.0f / (theta + sqrtf(1.0f + theta * theta));
else
t = -1.0f / (-theta + sqrtf(1.0f + theta * theta));
float c = 1.0f / sqrtf(1.0f + t * t);
float s = t * c;
// Update T
T[p][p] = tPP - t * tPQ;
T[q][q] = tQQ + t * tPQ;
T[p][q] = 0.0f;
T[q][p] = 0.0f;
// Update other elements
for (uint8_t k = 0; k < n; k++) {
if (k == p || k == q)
continue;
float tPK = T[k][p];
float tQK = T[k][q];
T[k][p] = c * tPK - s * tQK;
T[p][k] = T[k][p];
T[k][q] = s * tPK + c * tQK;
T[q][k] = T[k][q];
}
// Accumulate eigenvectors
for (uint8_t k = 0; k < n; k++) {
float vKP = V[k][p];
float vKQ = V[k][q];
V[k][p] = c * vKP - s * vKQ;
V[k][q] = s * vKP + c * vKQ;
}
}
}
}
for (uint8_t i = 0; i < n; i++) {
evals[i] = fabsf(T[i][i]);
}
}
void SVD::ApplyBlockFactorsToAccumulators(uint8_t blockStart, uint8_t blockSize,
const float Ublock[5][5],
const float Vblock[5][5],
uint8_t rowsQL, uint8_t rowsQR,
Matrix<5, 5> &QL,
Matrix<5, 5> &QR) {
// Fold the block SVD factors into the accumulated Householder
// transformation matrices:
// QL[:, blockStart..blockStart+blockSize-1] ← QL[:, ...] · Ublock
// (over rows 0..rowsQL1)
// QR[:, blockStart..blockStart+blockSize-1] ← QR[:, ...] · Vblock
// (over rows 0..rowsQR1)
//
// rowsQL / rowsQR are the meaningful row extents of the accumulators:
// for a transposed (wide) problem W = Aᵀ has n rows, so QL carries n
// meaningful rows while in the normal case it carries m.
for (uint8_t j = 0; j < rowsQL; j++) {
for (uint8_t i = 0; i < blockSize; i++) {
float sum = 0.0f;
for (uint8_t k = 0; k < blockSize; k++) {
sum += QL[j][blockStart + k] * Ublock[k][i];
}
QL[j][blockStart + i] = sum;
}
}
for (uint8_t j = 0; j < rowsQR; j++) {
for (uint8_t i = 0; i < blockSize; i++) {
float sum = 0.0f;
for (uint8_t k = 0; k < blockSize; k++) {
sum += QR[j][blockStart + k] * Vblock[k][i];
}
QR[j][blockStart + i] = sum;
}
}
}
void SVD::SolveBidiagonalBlockJacobi(Matrix<5, 5> &W, uint8_t blockStart,
uint8_t blockSize, uint8_t rowsQL,
uint8_t rowsQR, Matrix<5, 5> &QL,
Matrix<5, 5> &QR, float tol) {
// Full SVD of an unreduced upper-bidiagonal block of size > 2 via
// eigen-decomposition of the tridiagonal T = BᵀB:
// 1. Snapshot the ORIGINAL block diagonal/superdiagonal from W
// 2. Form T = BᵀB (tridiagonal symmetric)
// 3. JacobiEigenSymmetric → eigenvalues + eigenvector matrix V
// 4. Sort eigenvalues descending, reordering V
// 5. Ublock = B_orig · V · Σ⁻¹ (computed from the SNAPSHOT so that
// overwriting W's diagonal does not corrupt it)
// 6. Fold Ublock/Vblock into QL/QR via ApplyBlockFactorsToAccumulators
// 7. Only now write sqrt(eigenvalues) into W's diagonal and zero the
// block's superdiagonals
(void)tol; // Jacobi convergence tolerance is internal
// Step 1: snapshot original block values (diagonal d[i], superdiag e[i])
float d[5], e[4];
for (uint8_t i = 0; i < blockSize; i++) {
d[i] = W[blockStart + i][blockStart + i];
}
for (uint8_t i = 0; i < blockSize - 1; i++) {
e[i] = W[blockStart + i][blockStart + i + 1];
}
// Step 2: form T = BᵀB (tridiagonal)
// T[i][i] = d[i]² + e[i1]² (e[1] = 0)
// T[i][i+1] = d[i] · e[i]
float T[5][5] = {{0}};
for (uint8_t i = 0; i < blockSize; i++) {
float diag = d[i] * d[i];
if (i > 0) {
diag += e[i - 1] * e[i - 1];
}
T[i][i] = diag;
if (i < blockSize - 1) {
float off = d[i] * e[i];
T[i][i + 1] = off;
T[i + 1][i] = off;
}
}
// Step 3: Jacobi eigenvalue algorithm
float evals[5] = {0};
float V[5][5] = {{0}};
SVD::JacobiEigenSymmetric(T, blockSize, evals, V);
// Step 4: sort eigenvalues descending, reordering eigenvector columns
for (uint8_t i = 0; i < blockSize - 1; i++) {
for (uint8_t j = i + 1; j < blockSize; j++) {
if (evals[j] > evals[i]) {
float tmpE = evals[i];
evals[i] = evals[j];
evals[j] = tmpE;
for (uint8_t k = 0; k < blockSize; k++) {
float tmpV = V[k][i];
V[k][i] = V[k][j];
V[k][j] = tmpV;
}
}
}
}
// Step 5: Ublock = B_orig · V · Σ⁻¹, from the SNAPSHOT values.
// Column i of Ublock is u_i = (B_orig · v_i) / σ_i.
float Ublock[5][5] = {{0}};
for (uint8_t i = 0; i < blockSize; i++) {
float sigmaI = sqrtf(evals[i]);
for (uint8_t r = 0; r < blockSize; r++) {
float result = d[r] * V[r][i];
if (r + 1 < blockSize) {
result += e[r] * V[r + 1][i];
}
Ublock[r][i] = (sigmaI > 1e-30f) ? result / sigmaI : 0.0f;
}
}
// Step 6: fold the factors into the accumulators
SVD::ApplyBlockFactorsToAccumulators(blockStart, blockSize, Ublock, V,
rowsQL, rowsQR, QL, QR);
// Step 7: W last — write singular values onto the diagonal and zero
// the block's superdiagonals
for (uint8_t i = 0; i < blockSize; i++) {
W[blockStart + i][blockStart + i] = sqrtf(evals[i]);
if (i < blockSize - 1) {
W[blockStart + i][blockStart + i + 1] = 0.0f;
}
}
}
// ============================================================================
// Phase 3: Extract and Sort Singular Values
// ============================================================================
void SVD::ExtractAndSortSingularValues(Matrix<5, 5> &W,
Matrix<5, 1> &sigma,
uint8_t p,
Matrix<5, 5> &QL,
Matrix<5, 5> &QR) {
// Extract singular values as absolute values of diagonal elements.
// If a diagonal element is negative, flip the sign of the corresponding
// column in QL to maintain U * Sigma * Vt = A.
for (uint8_t i = 0; i < p; i++) {
if (W[i][i] < 0.0f) {
// Flip sign of column i in QL
for (uint8_t k = 0; k < 5; k++) {
QL[k][i] = -QL[k][i];
}
}
sigma[i][0] = fabsf(W[i][i]);
}
// Sort singular values in descending order and reorder U, V accordingly
for (uint8_t i = 0; i < p - 1; i++) {
for (uint8_t j = i + 1; j < p; j++) {
if (sigma[j][0] > sigma[i][0]) {
// Swap singular values
float tmpS = sigma[i][0];
sigma[i][0] = sigma[j][0];
sigma[j][0] = tmpS;
// Swap columns of QL
for (uint8_t k = 0; k < 5; k++) {
float tmpQ = QL[k][i];
QL[k][i] = QL[k][j];
QL[k][j] = tmpQ;
}
// Swap columns of QR
for (uint8_t k = 0; k < 5; k++) {
float tmpQ = QR[k][i];
QR[k][i] = QR[k][j];
QR[k][j] = tmpQ;
}
}
}
}
}
// ============================================================================
// Phase 4: Assemble Final U and Vt Matrices
// ============================================================================
void SVD::AssembleUAndVt(uint8_t m, uint8_t n, uint8_t p,
bool transposeNeeded,
const Matrix<5, 5> &QL,
const Matrix<5, 5> &QR,
Matrix<5, 5> &U,
Matrix<5, 5> &Vt) {
// Initialize output matrices to zero
for (uint8_t i = 0; i < 5; i++)
for (uint8_t j = 0; j < 5; j++) {
U[i][j] = 0;
Vt[i][j] = 0;
}
// ---- Compute Final U and Vt ----
// After bidiagonalization, A = QL · W · QRᵀ (QL = product of left
// Householders in application order, QR = product of right Householders),
// and the block solvers fold the block SVD factors in: QL <- QL·U_block,
// QR <- QR·V_block. Hence:
//
// Non-transposed (m ≥ n): A = (QL)·Σ·(QR)ᵀ
// U = QL (first m rows, first p columns)
// Vt = QRᵀ (first p rows of the n×n matrix)
//
// Transposed (wide, m < n): we computed SVD of Aᵀ = QL·W·QRᵀ, so
// A = (QR)·Σ·(QL)ᵀ
// U = QR (first m rows, first p columns) — NOT QRᵀ
// Vt = QLᵀ (the FULL n×n transpose: QL is the left singular-vector
// matrix of Aᵀ and has n = rows(W) meaningful rows, so Vt needs all
// n rows, not just p)
for (uint8_t i = 0; i < m; i++) {
for (uint8_t j = 0; j < n; j++) {
if (j < p) {
if (transposeNeeded) {
U[i][j] = QR.Get(i, j);
} else {
U[i][j] = QL.Get(i, j);
}
} else {
U[i][j] = 0;
}
}
}
for (uint8_t i = 0; i < n; i++) {
for (uint8_t j = 0; j < n; j++) {
if (transposeNeeded) {
Vt[i][j] = QL.Get(j, i);
} else if (i < p) {
Vt[i][j] = QR.Get(j, i);
} else {
Vt[i][j] = 0;
}
}
}
}
// ============================================================================
// SVD Implementation - Golub-Kahan-Reinsch Algorithm
// ============================================================================
/**
* @brief SVD for any m×n matrix using Householder bidiagonalization +
* implicit QR iteration on the bidiagonal form.
*
* Given A (m×n), computes U (m×k), Σ (k×k diagonal), Vᵀ (k×n) where
* k = min(m,n) and A = U·Σ·Vᵀ.
*
* We store results as:
* - U: Matrix<m, n> — first k columns are meaningful
* - sigma: Matrix<n, 1> — first k entries are non-zero singular values
* - Vt: Matrix<n, n> — first k rows are meaningful
*
* For m < n (wide matrices), we work with Aᵀ and swap roles of U and V.
*/
template <uint8_t rows, uint8_t columns>
void SVD::SVD(Matrix<rows, columns> &matrixToDecompose,
Matrix<rows, columns> &U, Matrix<columns, 1> &sigma,
Matrix<columns, columns> &Vt) {
static_assert(rows <= 5 && columns <= 5,
"SVD currently supports matrices up to 5×5");
uint8_t m = rows;
uint8_t n = columns;
uint8_t p = (m < n) ? m : n; // rank = min(m,n)
// For wide matrices (m < n), work with Aᵀ instead.
// SVD(A) = U·Σ·Vᵀ ⟺ SVD(Aᵀ) = V·Σ·Uᵀ
// So if we compute SVD(Aᵀ) = Ũ·Σ·Ṽᵀ, then U = Ṽ and Vt = Ũᵀ.
bool transposeNeeded = (m < n);
// Working matrix: always p×p or larger square
Matrix<5, 5> W{0};
for (uint8_t i = 0; i < m; i++) {
for (uint8_t j = 0; j < n; j++) {
float val = matrixToDecompose.Get(i, j);
if (transposeNeeded) {
W[j][i] = val; // store Aᵀ
} else {
W[i][j] = val;
}
}
}
// After bidiagonalization, W holds the bidiagonal matrix B.
// Q_L and Q_R accumulate the Householder transformations.
Matrix<5, 5> QL{0}, QR{0};
for (uint8_t i = 0; i < 5; i++) {
QL[i][i] = 1;
QR[i][i] = 1;
}
// ---- Phase 1: Householder Bidiagonalization ----
// For non-transpose (m ≥ n): W is m×n, bidiagonalize to get B (m×n)
// For transpose (m < n): W is n×m (= Aᵀ), bidiagonalize to get B (n×m)
// Pass the ACTUAL dimensions of W: Bidiagonalize needs the full row count
// so that the last left Householder (k = p-1, len = rowsW - k) folds the
// extra rows into the last diagonal element and zeros them out.
{
uint8_t rowsW = transposeNeeded ? n : m; // rows of W
uint8_t colsW = transposeNeeded ? m : n; // columns of W
SVD::Bidiagonalize(W, rowsW, colsW, p, QL, QR);
}
// ---- Phase 2: QR Iteration on Bidiagonal Matrix -->
// W now contains the upper bidiagonal matrix B.
// We apply QR iterations to converge superdiagonal elements to zero,
// leaving singular values on the diagonal.
//
// rowsQL / rowsQR are the meaningful row extents of the accumulators.
// QL is the LEFT factor of the bidiagonalized working matrix W, so it
// carries rowsW = (transposeNeeded ? n : m) meaningful rows: in the wide
// (transposed) case Vt = QLᵀ needs ALL n rows, so block factors must be
// applied over 0..n1. QR is only ever read back over its first m rows
// (as U), but applying factors over all n rows is harmless and matches
// the full-row Householder application in Bidiagonalize.
uint8_t rowsQL = transposeNeeded ? n : m;
uint8_t rowsQR = n;
uint32_t maxIter = 1000;
float tol = 1e-8f;
for (uint32_t iter = 0; iter < maxIter; iter++) {
// Deflate: zero out negligible SUPERDIAGONAL elements
SVD::DeflateBidiagonal(W, p, tol);
// If all superdiagonal elements are zero, we're done
if (SVD::BidiagonalIsDiagonal(W, p, tol))
break;
// Process all unreduced blocks in the matrix
bool processedAny = false;
uint8_t blockStart = 0;
while (blockStart < p - 1) {
// Find end of current unreduced block
uint8_t blockEnd = blockStart;
while (blockEnd < p - 1 &&
fabsf(W[blockEnd][blockEnd + 1]) >
tol * fmaxf(fabsf(W[blockEnd][blockEnd]) +
fabsf(W[blockEnd + 1][blockEnd + 1]),
1e-10f)) {
blockEnd++;
}
// blockStart..blockEnd is an unreduced block of size
// (blockEnd - blockStart + 1)
uint8_t blockSize = blockEnd - blockStart + 1;
if (blockSize == 2) {
// Handle 2×2 block directly using closed-form solution
float Ub2[2][2] = {{0}}, Vb2[2][2] = {{0}};
float sig[2] = {0, 0};
SVD::SolveBidiagonalBlock2x2(W[blockStart][blockStart],
W[blockStart][blockEnd],
W[blockEnd][blockEnd], Ub2, Vb2, sig);
float Ublock[5][5] = {{0}}, Vblock[5][5] = {{0}};
for (uint8_t i = 0; i < 2; i++)
for (uint8_t j = 0; j < 2; j++) {
Ublock[i][j] = Ub2[i][j];
Vblock[i][j] = Vb2[i][j];
}
// Apply block factors to the accumulators
SVD::ApplyBlockFactorsToAccumulators(blockStart, 2, Ublock, Vblock,
rowsQL, rowsQR, QL, QR);
// Store singular values on diagonal, zero the superdiagonal
W[blockStart][blockStart] = sig[0];
W[blockEnd][blockEnd] = sig[1];
W[blockStart][blockEnd] = 0;
} else if (blockSize > 2) {
// Larger blocks: SVD via eigendecomposition of BᵀB (Jacobi)
SVD::SolveBidiagonalBlockJacobi(W, blockStart, blockSize, rowsQL,
rowsQR, QL, QR, tol);
}
processedAny = true;
blockStart = blockEnd + 1; // Move to next block
}
if (!processedAny) {
// No unreduced blocks found, but superdiagonal is not all zero
// This can happen with numerical issues, just break
break;
}
}
// ---- Phase 3: Extract and Sort Singular Values ----
// Use internal 5×1 buffer for sigma
Matrix<5, 1> sigmaInternal{0};
ExtractAndSortSingularValues(W, sigmaInternal, p, QL, QR);
// ---- Phase 4: Assemble Final U and Vt ----
// Use internal 5×5 buffers for U and Vt
Matrix<5, 5> UInternal{0}, VtInternal{0};
AssembleUAndVt(m, n, p, transposeNeeded, QL, QR, UInternal, VtInternal);
// Copy results to output parameters
for (uint8_t i = 0; i < columns; i++) {
sigma[i][0] = sigmaInternal.Get(i, 0);
}
for (uint8_t i = 0; i < rows; i++) {
for (uint8_t j = 0; j < columns; j++) {
U[i][j] = UInternal.Get(i, j);
}
}
// Vt is a columns×columns (n×n) matrix: BOTH bounds must run over columns.
for (uint8_t i = 0; i < columns; i++) {
for (uint8_t j = 0; j < columns; j++) {
Vt[i][j] = VtInternal.Get(i, j);
}
}
}
#endif
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#pragma once
#include "Matrix.hpp"
/**
* @brief library that uses Matrix.hpp and performs SVD on a matrix
*/
namespace SVD {
/**
* @brief Compute the Singular Value Decomposition (SVD) of this matrix.
*
* Decomposes A into U × Σ × Vᵀ where:
* - U is an m×k orthogonal matrix (left singular vectors)
* - Σ is a k×k diagonal matrix with non-negative singular values
* (stored as a k×1 column vector)
* - Vᵀ is a k×n orthogonal matrix (right singular vectors, transposed)
* - k = min(m, n)
*
* The decomposition satisfies: A ≈ U × diag(Σ) × Vᵀ
* Singular values are returned in descending order.
*
* @param U Output: left singular vectors (m×k orthogonal matrix)
* @param sigma Output: singular values as k×1 column vector, sorted descending
* @param Vt Output: right singular vectors transposed (k×n matrix)
*
* @note This implementation uses the Golub-Kahan-Reinsch algorithm:
* 1. Householder bidiagonalization of A
* 2. Implicit QR iteration on the bidiagonal matrix
* 3. Accumulation of U and V factors throughout
*/
template <uint8_t rows, uint8_t columns>
void SVD(Matrix<rows, columns> &matrixToDecompose, Matrix<rows, columns> &U,
Matrix<columns, 1> &sigma, Matrix<columns, columns> &Vt);
// ========================================================================
// SVD Building Block Functions (for unit testing)
// These operate on internal 5×5 working arrays for maximum flexibility.
// ========================================================================
/**
* @brief Compute a Householder reflector vector.
*
* Given input vector x, computes normalized v and scalar alpha such that:
* (I - 2·v·vᵀ) · x = [alpha, 0, 0, ...]ᵀ
*
* @param x Input vector (up to 5 elements)
* @param len Number of valid elements in x
* @param v Output: normalized Householder vector (v[0] is the first element)
* @param alpha Output: the resulting first element after reflection
* @return The norm of the input vector x
*/
static float ComputeHouseholder(const float *x, uint8_t len, float *v,
float &alpha);
/**
* @brief Apply a Householder reflection from the left.
*
* Transforms W = (I - 2·v·vᵀ) · W where v operates on rows [startRow..endRow].
*
* @param W Input/output: matrix to transform (5×5 working array)
* @param v Householder vector (length = endRow - startRow + 1)
* @param startRow First row index
* @param endRow Last row index
*/
static void ApplyHouseholderLeft(Matrix<5, 5> &W, const float *v,
uint8_t startRow, uint8_t endRow);
/**
* @brief Apply a Householder reflection from the right.
*
* Transforms W = W · (I - 2·v·vᵀ) where v operates on columns
* [startCol..endCol].
*
* @param W Input/output: matrix to transform (5×5 working array)
* @param v Householder vector (length = endCol - startCol + 1)
* @param startCol First column index
* @param endCol Last column index
*/
static void ApplyHouseholderRight(Matrix<5, 5> &W, const float *v,
uint8_t startCol, uint8_t endCol);
/**
* @brief Reduce a matrix to upper bidiagonal form using Householder reflections.
*
* Applies a sequence of Householder reflections to reduce the input matrix
* W (m×q, where q ≥ p) to upper bidiagonal form B (p×q), accumulating
* the left and right transformation matrices in QL and QR respectively.
*
* Algorithm (Golub-Kahan bidiagonalization):
* For k = 0 to p-1:
* 1. Left HH on column k, rows k..m-1: zero out subdiagonal below B[k+1][k]
* 2. Right HH on row k, cols k+2..q-1: zero out superdiagonal above B[k][k+1]
*
* The accumulated transformations satisfy:
* QLᵀ · W_original · QR = B (upper bidiagonal)
*
* @param W Input/output: matrix to bidiagonalize (5×5, must be at least p×q)
* @param m Number of rows in the working matrix
* @param q Number of columns in the working matrix (q ≥ p)
* @param p Rank = min(m, original_columns) — number of bidiagonalization steps
* @param QL Input/output: left Householder accumulation (initialized to identity,
* output: QLᵀ such that QLᵀ·W = B)
* @param QR Input/output: right Householder accumulation (initialized to identity,
* output: QR such that W·QR = B after left apply)
*/
static void Bidiagonalize(Matrix<5, 5> &W,
uint8_t m, uint8_t q, uint8_t p,
Matrix<5, 5> &QL,
Matrix<5, 5> &QR);
/**
* @brief Deflate a bidiagonal matrix by zeroing negligible superdiagonals.
*
* Scans the p×p upper-bidiagonal matrix stored in W and zeros out any
* superdiagonal element W[i][i+1] whose magnitude is negligible relative to
* the local diagonal scale (|W[i][i]| + |W[i+1][i+1]|). Deflating splits
* the matrix into independent unreduced blocks that can each be solved
* separately.
*
* @param W Input/output: bidiagonal matrix (5×5 working array, first p×p used)
* @param p Size of the bidiagonal matrix (min(rows, columns))
* @param tol Relative deflation tolerance (e.g. 1e-8f)
*/
static void DeflateBidiagonal(Matrix<5, 5> &W, uint8_t p, float tol);
/**
* @brief Check whether a bidiagonal matrix has fully reduced to diagonal.
*
* Returns true when every superdiagonal element of the p×p bidiagonal
* matrix in W is (numerically) zero, i.e. the diagonal entries are the
* (unsorted) singular values and no unreduced blocks remain.
*
* @param W Input: bidiagonal matrix (5×5 working array, first p×p used)
* @param p Size of the bidiagonal matrix (min(rows, columns))
* @param tol Numerical zero threshold multiplier
* @return true when all superdiagonal elements are ~0
*/
static bool BidiagonalIsDiagonal(const Matrix<5, 5> &W, uint8_t p, float tol);
/**
* @brief Compute the full SVD of a 2×2 upper-bidiagonal block (pure).
*
* Decomposes B = [[a, b], [0, d]] as:
* B = Ublock · diag(sigma[0], sigma[1]) · Vblockᵀ
*
* Guarantees:
* - sigma[0] ≥ sigma[1] ≥ 0 (singular values, from eigenvalues of BᵀB)
* - Ublock and Vblock are orthogonal (columns are the left/right
* singular vectors respectively; Vblock = scipy's Vᵀᵀ)
* - Ublock · diag(sigma) · Vblockᵀ == B (within float tolerance)
*
* Math: eigenvectors of BᵀB = [[a², ab], [ab, b²+d²]] give the right
* singular vectors (v1 = normalize(ab, σ1²−a²) with a safe fallback when
* that vector is ~0; v2 = (v1y, v1x)); left singular vectors are
* uᵢ = B·vᵢ/σᵢ with a rank-deficiency guard: when σᵢ ≈ 0 (i.e. ~1e-30),
* that U column is filled with the signed orthogonal complement of the
* other U column instead of dividing by ~0.
*
* @param a B[0][0] (first diagonal element)
* @param b B[0][1] (superdiagonal element)
* @param d B[1][1] (second diagonal element)
* @param Ublock Output: 2×2 left singular vectors (columns)
* @param Vblock Output: 2×2 right singular vectors (columns)
* @param sigma Output: singular values, sigma[0] ≥ sigma[1] ≥ 0
*/
static void SolveBidiagonalBlock2x2(float a, float b, float d,
float Ublock[2][2], float Vblock[2][2],
float sigma[2]);
/**
* @brief Cyclic Jacobi eigenvalue algorithm for a symmetric matrix (pure).
*
* Reduces symmetric n×n matrix T to (near-)diagonal form IN PLACE using
* cyclic Jacobi rotations, accumulating the eigenvectors in V.
*
* On return:
* - T's diagonal entries are the eigenvalues (off-diagonals ~0)
* - evals[i] = T[i][i], UNSORTED
* - columns of V are the corresponding eigenvectors (T·V = V·Λ)
*
* @param T Input/output: symmetric matrix (5×5 storage, first n×n used,
* destroyed in place)
* @param n Matrix size (≤ 5)
* @param evals Output: eigenvalues, unsorted (evals[i] = T[i][i])
* @param V Output: eigenvector matrix, columns are eigenvectors
*/
static void JacobiEigenSymmetric(float T[5][5], uint8_t n, float evals[5],
float V[5][5]);
/**
* @brief Fold a block SVD's factors into the QL/QR accumulators.
*
* Given the block SVD of a bidiagonal block, B = Ublock·Σ·Vblockᵀ, the
* accumulated Householder matrices must absorb the block factors:
* QL[:, blockStart..blockStart+blockSize1] ← QL[:, ...] · Ublock
* (rows 0..rowsQL1)
* QR[:, blockStart..blockStart+blockSize1] ← QR[:, ...] · Vblock
* (rows 0..rowsQR1)
*
* rowsQL / rowsQR are the meaningful row extents of the accumulators
* (e.g. for a wide matrix W = Aᵀ, QL carries n = rows(W) meaningful
* rows while QR is read back over its first m rows).
*
* @param blockStart First column/row index of the block in W
* @param blockSize Size of the block (2, or > 2 for the Jacobi path)
* @param Ublock Left singular-vector factor of the block (blockSize×blockSize in 5×5 storage)
* @param Vblock Right singular-vector factor of the block (blockSize×blockSize in 5×5 storage)
* @param rowsQL Number of meaningful rows of QL
* @param rowsQR Number of meaningful rows of QR
* @param QL Input/output: left transformation accumulator
* @param QR Input/output: right transformation accumulator
*/
static void ApplyBlockFactorsToAccumulators(uint8_t blockStart,
uint8_t blockSize,
const float Ublock[5][5],
const float Vblock[5][5],
uint8_t rowsQL, uint8_t rowsQR,
Matrix<5, 5> &QL,
Matrix<5, 5> &QR);
/**
* @brief Solve a bidiagonal block larger than 2×2 via Jacobi eigen of BᵀB.
*
* Computes the full SVD of the unreduced upper-bidiagonal block
* W[blockStart..blockStart+blockSize1] via eigendecomposition of the
* tridiagonal T = BᵀB:
* 1. Snapshot the ORIGINAL block diagonal/superdiagonal from W
* 2. JacobiEigenSymmetric on T → eigenvalues (unsorted) + V
* 3. Sort eigenvalues descending, reordering V
* 4. Ublock = B_orig · V · Σ⁻¹ (from the snapshot, so W is not
* overwritten before Ublock is computed)
* 5. Fold Ublock/Vblock into QL/QR via ApplyBlockFactorsToAccumulators
* 6. Only then write sqrt(eigenvalues) into W's diagonal and zero the
* block's superdiagonals
*
* @param W Input/output: bidiagonal matrix (5×5 working array); the block's
* diagonal holds the singular values and its superdiagonals are
* zeroed on return
* @param blockStart First column/row index of the block
* @param blockSize Size of the block (> 2, ≤ 5)
* @param rowsQL Number of meaningful rows of QL
* @param rowsQR Number of meaningful rows of QR
* @param QL Input/output: left transformation accumulator
* @param QR Input/output: right transformation accumulator
* @param tol (unused: Jacobi convergence tolerance is internal)
*/
static void SolveBidiagonalBlockJacobi(Matrix<5, 5> &W, uint8_t blockStart,
uint8_t blockSize, uint8_t rowsQL,
uint8_t rowsQR, Matrix<5, 5> &QL,
Matrix<5, 5> &QR, float tol);
/**
* @brief Extract singular values from bidiagonal matrix diagonal and sort.
*
* Extracts absolute values of diagonal elements of W as singular values,
* then sorts them in descending order while reordering columns of QL
* and QR to maintain consistency.
*
* @param W Input: bidiagonal matrix (5×5 working array)
* @param sigma Output: sorted singular values (5×1 column vector, only first p used)
* @param p Number of singular values (min(rows, columns))
* @param QL Input/output: left transformation matrix (modified during sort)
* @param QR Input/output: right transformation matrix (modified during sort)
*/
static void ExtractAndSortSingularValues(Matrix<5, 5> &W,
Matrix<5, 1> &sigma,
uint8_t p,
Matrix<5, 5> &QL,
Matrix<5, 5> &QR);
/**
* @brief Assemble final U and Vt matrices from QL/QR.
*
* Computes the final left singular vectors (U) and right singular vectors
* transposed (Vt) from the accumulated Householder transformations.
*
* For non-transpose case: U = QL[:,0:p], Vt = QR[:,0:p]ᵀ
* For transpose case: U = QR[:,0:p]ᵀ, Vt = QL[:,0:p]ᵀ
*
* @param m Number of rows in original matrix
* @param n Number of columns in original matrix
* @param p Rank = min(m, n)
* @param transposeNeeded True if we computed SVD(Aᵀ) instead of SVD(A)
* @param QL Left Householder accumulation (5×5)
* @param QR Right Householder accumulation (5×5)
* @param U Output: left singular vectors (m×n matrix, only first p columns used)
* @param Vt Output: right singular vectors transposed (n×n matrix, only first p rows used)
*/
static void AssembleUAndVt(uint8_t m, uint8_t n, uint8_t p,
bool transposeNeeded,
const Matrix<5, 5> &QL,
const Matrix<5, 5> &QR,
Matrix<5, 5> &U,
Matrix<5, 5> &Vt);
/**
* @brief Compute a Givens rotation that zeros out y.
*
* Computes c, s such that:
* [c s] [x] = [r]
* [-s c] [y] [0]
* where r = sqrt(x² + y²).
*
* @param x First element
* @param y Second element (to be zeroed)
* @param c Output: cosine of rotation angle
* @param s Output: sine of rotation angle
*/
static void ComputeGivens(float x, float y, float &c, float &s);
/**
* @brief Apply a Givens rotation from the left to rows i and j.
*
* Applies [c s; -s c] to rows i, j of W (columns startCol..endCol).
*
* @param W Input/output: matrix to transform
* @param i First row index
* @param j Second row index
* @param c Cosine of rotation angle
* @param s Sine of rotation angle
* @param startCol First column to transform
* @param endCol Last column to transform
*/
static void ApplyGivensLeft(Matrix<5, 5> &W, uint8_t i, uint8_t j, float c,
float s, uint8_t startCol, uint8_t endCol);
/**
* @brief Apply a Givens rotation from the right to columns i and j.
*
* Applies [c -s; s c]ᵀ to columns i, j of W (rows startRow..endRow).
*
* @param W Input/output: matrix to transform
* @param i First column index
* @param j Second column index
* @param c Cosine of rotation angle
* @param s Sine of rotation angle
* @param startRow First row to transform
* @param endRow Last row to transform
*/
static void ApplyGivensRight(Matrix<5, 5> &W, uint8_t i, uint8_t j, float c,
float s, uint8_t startRow, uint8_t endRow);
} // namespace SVD
#ifndef SVD_H_
#include "SVD.cpp"
#endif // SVD_H_
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#ifdef VECTOR3D_H_ // since the .cpp file has to be included by the .hpp file this
// will evaluate to true
#include <cmath>
#include <type_traits>
#include <string>
template <typename Type>
V3D<Type>::V3D(const Matrix<1, 3> &other)
{
this->x = other.Get(0, 0);
this->y = other.Get(0, 1);
this->z = other.Get(0, 2);
}
template <typename Type>
V3D<Type>::V3D(const Matrix<3, 1> &other)
{
this->x = other.Get(0, 0);
this->y = other.Get(1, 0);
this->z = other.Get(2, 0);
}
template <typename Type>
V3D<Type>::V3D(const V3D &other) : x(other.x),
y(other.y),
z(other.z)
{
static_assert(std::is_arithmetic<Type>::value, "Type must be a number");
}
template <typename Type>
V3D<Type>::V3D(Type x, Type y, Type z) : x(x),
y(y),
z(z)
{
static_assert(std::is_arithmetic<Type>::value, "Type must be a number");
}
template <typename Type>
template <typename OtherType>
V3D<Type>::V3D(const V3D<OtherType> &other)
{
static_assert(std::is_arithmetic<Type>::value, "Type must be a number");
static_assert(std::is_arithmetic<OtherType>::value, "OtherType must be a number");
this->x = static_cast<Type>(other.x);
this->y = static_cast<Type>(other.y);
this->z = static_cast<Type>(other.z);
}
template <typename Type>
std::array<Type, 3> V3D<Type>::ToArray() const
{
return {this->x, this->y, this->z};
}
template <typename Type>
void V3D<Type>::operator=(const V3D<Type> &other)
{
this->x = other.x;
this->y = other.y;
this->z = other.z;
}
template <typename Type>
V3D<Type> V3D<Type>::operator+(Type other) const
{
return V3D<Type>{this->x + other, this->y + other, this->z + other};
}
template <typename Type>
V3D<Type> V3D<Type>::operator+(const V3D<Type> &other) const
{
return V3D<Type>{this->x + other.x, this->y + other.y, this->z + other.z};
}
template <typename Type>
V3D<Type> V3D<Type>::operator-(Type other) const
{
return V3D<Type>{this->x - other, this->y - other, this->z - other};
}
template <typename Type>
V3D<Type> V3D<Type>::operator-(const V3D<Type> &other) const
{
return V3D<Type>{this->x - other.x, this->y - other.y, this->z - other.z};
}
template <typename Type>
V3D<Type> V3D<Type>::operator*(Type scalar) const
{
return V3D<Type>{this->x * scalar, this->y * scalar, this->z * scalar};
}
template <typename Type>
V3D<Type> V3D<Type>::operator/(Type scalar) const
{
return V3D<Type>{this->x / scalar, this->y / scalar, this->z / scalar};
}
template <typename Type>
V3D<Type> &V3D<Type>::operator+=(Type other)
{
*this = *this + other;
return *this;
}
template <typename Type>
V3D<Type> &V3D<Type>::operator+=(const V3D<Type> &other)
{
*this = *this + other;
return *this;
}
template <typename Type>
V3D<Type> &V3D<Type>::operator-=(Type other)
{
*this = *this - other;
return *this;
}
template <typename Type>
V3D<Type> &V3D<Type>::operator-=(const V3D<Type> &other)
{
*this = *this - other;
return *this;
}
template <typename Type>
V3D<Type> &V3D<Type>::operator/=(Type scalar)
{
if (scalar == 0)
{
return *this;
}
this->x /= scalar;
this->y /= scalar;
this->z /= scalar;
return *this;
}
template <typename Type>
V3D<Type> &V3D<Type>::operator*=(Type scalar)
{
this->x *= scalar;
this->y *= scalar;
this->z *= scalar;
return *this;
}
template <typename Type>
bool V3D<Type>::operator==(const V3D<Type> &other)
{
return this->x == other.x && this->y == other.y && this->z == other.z;
}
template <typename Type>
float V3D<Type>::magnitude()
{
return std::sqrt(static_cast<float>(this->x * this->x + this->y * this->y + this->z * this->z));
}
#endif // VECTOR3D_H_
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#ifndef VECTOR3D_H_
#define VECTOR3D_H_
#include <cstdint>
#include "Matrix.hpp"
template <typename Type>
class V3D
{
public:
V3D(const Matrix<1, 3> &other);
V3D(const Matrix<3, 1> &other);
V3D(const V3D &other);
V3D(Type x = 0, Type y = 0, Type z = 0);
template <typename OtherType>
V3D(const V3D<OtherType> &other);
template <typename OtherType>
operator OtherType() const;
std::array<Type, 3> ToArray() const;
V3D<Type> operator+(Type other) const;
V3D<Type> operator+(const V3D<Type> &other) const;
V3D<Type> operator-(Type other) const;
V3D<Type> operator-(const V3D<Type> &other) const;
V3D<Type> operator*(Type scalar) const;
V3D<Type> operator/(Type scalar) const;
void operator=(const V3D<Type> &other);
V3D<Type> &operator+=(Type other);
V3D<Type> &operator+=(const V3D<Type> &other);
V3D<Type> &operator-=(Type other);
V3D<Type> &operator-=(const V3D<Type> &other);
V3D<Type> &operator/=(Type scalar);
V3D<Type> &operator*=(Type scalar);
bool operator==(const V3D<Type> &other);
float magnitude();
Type x;
Type y;
Type z;
};
#include "Vector3D.cpp"
#endif // VECTOR3D_H_
+47 -13
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@@ -1,21 +1,55 @@
cmake_minimum_required (VERSION 3.11)
# Quaternion tests
add_executable(quaternion-tests quaternion-tests.cpp)
project ("test_driver")
include(FetchContent)
FetchContent_Declare(
Catch2
GIT_REPOSITORY https://github.com/catchorg/Catch2.git
GIT_TAG v3.0.1 # or a later release
target_link_libraries(quaternion-tests
PRIVATE
quaternion
Catch2::Catch2WithMain
)
FetchContent_MakeAvailable(Catch2)
# matrix tests
add_executable(matrix-tests matrix-tests.cpp)
target_link_libraries(matrix-tests
PRIVATE
Matrix
matrix
Catch2::Catch2WithMain
)
# matrix timing tests
add_executable(matrix-timing-tests matrix-timing-tests.cpp)
target_link_libraries(matrix-timing-tests
PRIVATE
matrix
Catch2::Catch2WithMain
)
# Vector 3D Tests
add_executable(vector-3d-tests vector-tests.cpp)
target_link_libraries(vector-3d-tests
PRIVATE
vector-3d
Catch2::Catch2WithMain
)
# SVD building block tests
add_executable(svd-build-blocks-tests svd-build-blocks-tests.cpp)
target_link_libraries(svd-build-blocks-tests
PRIVATE
matrix
svd
Catch2::Catch2WithMain
)
# SVD integration tests
add_executable(svd-integration-test svd-integration-test.cpp)
target_link_libraries(svd-integration-test
PRIVATE
matrix
svd
Catch2::Catch2WithMain
)
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@@ -1,14 +0,0 @@
Addition: 0.419 s
Subtraction: 0.421 s
Multiplication: 3.297 s
Scalar Multiplication: 0.329 s
Element Multiply: 0.306 s
Element Divide: 0.302 s
Minor Matrix: 0.331 s
Determinant: 0.177 s
Matrix of Minors: 0.766 s
Invert: 0.183 s
Transpose: 0.215 s
Normalize: 0.315 s
GET ROW: 0.008 s
GET COLUMN: 0.43 s
File diff suppressed because it is too large Load Diff
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// include the unit test framework first
#include <catch2/catch_test_macros.hpp>
#include <catch2/matchers/catch_matchers_floating_point.hpp>
// include the module you're going to test next
#include "Matrix.hpp"
// any other libraries
#include <array>
#include <cmath>
#include <cstdint>
// basically re-run all of the matrix tests with huge matrices and time the
// results.
TEST_CASE("Timing Tests", "Matrix") {
std::array<float, 50 * 50> arr1{};
for (uint16_t i{0}; i < 50 * 50; i++) {
arr1[i] = i;
}
std::array<float, 50 * 50> arr2{5, 6, 7, 8};
for (uint16_t i{50 * 50}; i < 2 * 50 * 50; i++) {
arr2[i] = i;
}
Matrix<50, 50> mat1{arr1};
Matrix<50, 50> mat2{arr2};
Matrix<50, 50> mat3{};
// A smaller matrix to use for really badly optimized operations
Matrix<4, 4> mat4{1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16};
Matrix<4, 4> mat5{};
SECTION("Addition") {
for (uint32_t i{0}; i < 100000; i++) {
mat3 = mat1 + mat2;
}
}
SECTION("Subtraction") {
for (uint32_t i{0}; i < 100000; i++) {
mat3 = mat1 - mat2;
}
}
SECTION("Multiplication") {
for (uint32_t i{0}; i < 1000; i++) {
mat3 = mat1 * mat2;
}
}
SECTION("Scalar Multiplication") {
for (uint32_t i{0}; i < 100000; i++) {
mat3 = mat1 * 3;
}
}
SECTION("Element Multiply") {
for (uint32_t i{0}; i < 100000; i++) {
mat1.ElementMultiply(mat2, mat3);
}
}
SECTION("Element Divide") {
for (uint32_t i{0}; i < 100000; i++) {
mat1.ElementDivide(mat2, mat3);
}
}
SECTION("Minor Matrix") {
// what about matrices of 0,0 or 1,1?
// minor matrix for 2x2 matrix
Matrix<49, 49> minorMat1{};
for (uint32_t i{0}; i < 100000; i++) {
mat1.MinorMatrix(minorMat1, 0, 0);
}
}
SECTION("Determinant") {
for (uint32_t i{0}; i < 1000000; i++) {
float det = mat4.Det();
(void)det;
}
}
SECTION("Matrix of Minors") {
for (uint32_t i{0}; i < 1000000; i++) {
mat4.MatrixOfMinors(mat5);
}
}
SECTION("Invert") {
for (uint32_t i{0}; i < 1000000; i++) {
mat5 = mat4.Invert();
}
};
SECTION("Transpose") {
for (uint32_t i{0}; i < 100000; i++) {
mat3 = mat1.Transpose();
}
}
SECTION("Normalize") {
for (uint32_t i{0}; i < 100000; i++) {
mat3 = mat1 / mat1.EuclideanNorm();
}
}
SECTION("GET ROW") {
Matrix<1, 50> mat1Rows{};
for (uint32_t i{0}; i < 100000000; i++) {
mat1.GetRow(0, mat1Rows);
}
}
SECTION("GET COLUMN") {
Matrix<50, 1> mat1Columns{};
for (uint32_t i{0}; i < 100000000; i++) {
mat1.GetColumn(0, mat1Columns);
}
}
SECTION("QR Decomposition") {
Matrix<50, 50> Q, R{};
for (uint32_t i{0}; i < 500; i++) {
mat1.QRDecomposition(Q, R);
}
}
}
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// include the unit test framework first
#include <catch2/catch_test_macros.hpp>
#include <catch2/matchers/catch_matchers_floating_point.hpp>
// include the module you're going to test next
#include "Quaternion.h"
// any other libraries
#include <array>
#include <cmath>
#include <iostream>
TEST_CASE("Vector Math", "Vector")
{
Quaternion q1{1, 2, 3, 4};
Quaternion q2{5, 6, 7, 8};
SECTION("Initialization")
{
// explicit initialization
REQUIRE(q1.w == 1);
REQUIRE(q1.v1 == 2);
REQUIRE(q1.v2 == 3);
REQUIRE(q1.v3 == 4);
// fill initialization
Quaternion q3{0};
REQUIRE(q3.w == 0);
REQUIRE(q3.v1 == 0);
REQUIRE(q3.v2 == 0);
REQUIRE(q3.v3 == 0);
// copy initialization
Quaternion q4{q1};
REQUIRE(q4.w == 1);
REQUIRE(q4.v1 == 2);
REQUIRE(q4.v2 == 3);
REQUIRE(q4.v3 == 4);
// matrix initialization
Matrix<1, 4> m1{1, 2, 3, 4};
Quaternion q5{m1};
REQUIRE(q5.w == 1);
REQUIRE(q5.v1 == 2);
REQUIRE(q5.v2 == 3);
REQUIRE(q5.v3 == 4);
// array initialization
Quaternion q6{std::array<float, 4>{1, 2, 3, 4}};
REQUIRE(q6.w == 1);
REQUIRE(q6.v1 == 2);
REQUIRE(q6.v2 == 3);
REQUIRE(q6.v3 == 4);
}
SECTION("Equals")
{
Quaternion q3{0, 0, 0, 0};
q3 = q1;
REQUIRE(q3.w == 1);
REQUIRE(q3.v1 == 2);
REQUIRE(q3.v2 == 3);
REQUIRE(q3.v3 == 4);
}
SECTION("Array access")
{
REQUIRE(q1[0] == 1);
REQUIRE(q1[1] == 2);
REQUIRE(q1[2] == 3);
REQUIRE(q1[3] == 4);
}
SECTION("Addition")
{
Quaternion q3 = q1 + q2;
REQUIRE(q3.w == 6);
REQUIRE(q3.v1 == 8);
REQUIRE(q3.v2 == 10);
REQUIRE(q3.v3 == 12);
}
SECTION("Multiplication")
{
Quaternion q3;
q1.Q_Mult(q2, q3);
REQUIRE(q3.w == -60);
REQUIRE(q3.v1 == 12);
REQUIRE(q3.v2 == 30);
REQUIRE(q3.v3 == 24);
}
SECTION("Rotation")
{
Quaternion q3{Quaternion::FromAngleAndAxis(M_PI / 2, Matrix<1, 3>{0, 0, 1})};
Quaternion q4{0, 1, 0, 0};
Quaternion q5;
q3.Rotate(q4, q5);
REQUIRE_THAT(q5.v1, Catch::Matchers::WithinRel(0.0f, 1e-6f));
REQUIRE_THAT(q5.v2, Catch::Matchers::WithinRel(1.0f, 1e-6f));
REQUIRE_THAT(q5.v3, Catch::Matchers::WithinRel(0.0f, 1e-6f));
}
}
-7
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@@ -1,7 +0,0 @@
# be in the root folder of this project when you run this
cd build/
ninja matrix-tests
echo "Running tests. This will take a while."
./unit-tests/matrix-tests -n "Timing Tests" -d yes > ../unit-tests/matrix-test-timings-temp.txt
cd ../unit-tests/
python3 test-timing-post-process.py
File diff suppressed because it is too large Load Diff
+252
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@@ -0,0 +1,252 @@
#include "Matrix.hpp"
#include "SVD.hpp"
#include <catch2/catch_test_macros.hpp>
#include <catch2/matchers/catch_matchers_floating_point.hpp>
#include <iostream>
// Generic helper functions for any matrix size
template <uint8_t rows, uint8_t columns>
static float frobeniusNorm(const Matrix<rows, columns> &M) {
float sum = 0.0f;
for (int i = 0; i < rows; i++)
for (int j = 0; j < columns; j++) {
float v = M.Get(i, j);
sum += v * v;
}
return sqrtf(sum);
}
template <uint8_t n>
static bool isOrthogonal(const Matrix<n, n> &M, float tol = 1e-4f) {
Matrix<n, n> Mt = M.Transpose();
Matrix<n, n> MtM{0};
Mt.Mult(M, MtM);
for (int i = 0; i < n; i++)
for (int j = 0; j < n; j++) {
float expected = (i == j) ? 1.0f : 0.0f;
if (fabsf(MtM.Get(i, j) - expected) > tol)
return false;
}
return true;
}
TEST_CASE("SVD Integration: 2x2 [[1,2],[3,4]]", "[Matrix][SVD][Integration]") {
Matrix<2, 2> A{1, 2, 3, 4};
Matrix<2, 2> U{0};
Matrix<2, 1> sigma{0};
Matrix<2, 2> Vt{0};
SVD::SVD(A, U, sigma, Vt);
// Reference singular values from scipy: [5.464985704219, 0.365966190626]
REQUIRE_THAT(sigma.Get(0, 0), Catch::Matchers::WithinRel(5.4649857f, 1e-3f));
REQUIRE_THAT(sigma.Get(1, 0), Catch::Matchers::WithinRel(0.3659662f, 1e-3f));
// Check orthogonality of U and Vt (first 2x2 blocks)
REQUIRE(isOrthogonal<2>(U));
REQUIRE(isOrthogonal<2>(Vt));
// Check reconstruction: A ≈ U · diag(sigma) · Vt
Matrix<2, 2> recon{0};
Matrix<2, 2> Usig{0};
for (int i = 0; i < 2; i++)
for (int j = 0; j < 2; j++)
Usig[i][j] = U.Get(i, j) * sigma.Get(j, 0);
Usig.Mult(Vt, recon);
float err = 0.0f;
for (int i = 0; i < 2; i++)
for (int j = 0; j < 2; j++) {
float diff = recon.Get(i, j) - A.Get(i, j);
err += diff * diff;
}
err = sqrtf(err);
REQUIRE_THAT(err, Catch::Matchers::WithinAbs(0.0f, 1e-3f));
std::cout << "SVD 2x2 [[1,2],[3,4]]:\n";
std::cout << "Sigma: [" << sigma.Get(0, 0) << ", " << sigma.Get(1, 0)
<< "]\n";
}
TEST_CASE("SVD Integration: 3x3 diagonal [10,5,2]",
"[Matrix][SVD][Integration]") {
Matrix<3, 3> A{10, 0, 0, 0, 5, 0, 0, 0, 2};
Matrix<3, 3> U{0};
Matrix<3, 1> sigma{0};
Matrix<3, 3> Vt{0};
SVD::SVD(A, U, sigma, Vt);
// Singular values should be [10, 5, 2] (already diagonal)
REQUIRE_THAT(sigma.Get(0, 0), Catch::Matchers::WithinRel(10.0f, 1e-3f));
REQUIRE_THAT(sigma.Get(1, 0), Catch::Matchers::WithinRel(5.0f, 1e-3f));
REQUIRE_THAT(sigma.Get(2, 0), Catch::Matchers::WithinRel(2.0f, 1e-3f));
// U and Vt should be identity (or close) for diagonal matrix
float uErr = frobeniusNorm(U - Matrix<3, 3>{1, 0, 0, 0, 1, 0, 0, 0, 1});
float vtErr = frobeniusNorm(Vt - Matrix<3, 3>{1, 0, 0, 0, 1, 0, 0, 0, 1});
REQUIRE_THAT(uErr, Catch::Matchers::WithinAbs(0.0f, 1e-2f));
REQUIRE_THAT(vtErr, Catch::Matchers::WithinAbs(0.0f, 1e-2f));
}
TEST_CASE("SVD Integration: 3x3 rank-deficient [[1,2,3],[4,5,6],[7,8,9]]",
"[Matrix][SVD][Integration]") {
Matrix<3, 3> A{1, 2, 3, 4, 5, 6, 7, 8, 9};
Matrix<3, 3> U{0};
Matrix<3, 1> sigma{0};
Matrix<3, 3> Vt{0};
SVD::SVD(A, U, sigma, Vt);
// Reference: [16.848103352614, 1.068369514555, 0.0]
REQUIRE_THAT(sigma.Get(0, 0), Catch::Matchers::WithinRel(16.8481f, 1e-2f));
REQUIRE_THAT(sigma.Get(1, 0), Catch::Matchers::WithinRel(1.06837f, 1e-2f));
// Third singular value should be ~0 (rank-deficient)
REQUIRE_THAT(sigma.Get(2, 0), Catch::Matchers::WithinAbs(0.0f, 1e-2f));
// Check reconstruction
Matrix<3, 3> recon{0};
Matrix<3, 3> Usig{0};
for (int i = 0; i < 3; i++)
for (int j = 0; j < 3; j++)
Usig[i][j] = U.Get(i, j) * sigma.Get(j, 0);
Usig.Mult(Vt, recon);
float err = 0.0f;
for (int i = 0; i < 3; i++)
for (int j = 0; j < 3; j++) {
float diff = recon.Get(i, j) - A.Get(i, j);
err += diff * diff;
}
err = sqrtf(err);
REQUIRE_THAT(err, Catch::Matchers::WithinAbs(0.0f, 1e-2f));
std::cout << "SVD 3x3 rank-deficient:\n";
std::cout << "Sigma: [" << sigma.Get(0, 0) << ", " << sigma.Get(1, 0) << ", "
<< sigma.Get(2, 0) << "]\n";
}
TEST_CASE("SVD Integration: tall 4x3 matrix", "[Matrix][SVD][Integration]") {
Matrix<4, 3> A{1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12};
Matrix<4, 3> U{0};
Matrix<3, 1> sigma{0};
Matrix<3, 3> Vt{0};
SVD::SVD(A, U, sigma, Vt);
// Reference: [25.462407436036, 1.290661675761, 0.0]
REQUIRE_THAT(sigma.Get(0, 0), Catch::Matchers::WithinRel(25.4624f, 1e-2f));
REQUIRE_THAT(sigma.Get(1, 0), Catch::Matchers::WithinRel(1.29066f, 1e-2f));
REQUIRE_THAT(sigma.Get(2, 0), Catch::Matchers::WithinAbs(0.0f, 1e-2f));
// Check reconstruction
Matrix<4, 3> recon{0};
Matrix<4, 3> Usig{0};
for (int i = 0; i < 4; i++)
for (int j = 0; j < 3; j++)
Usig[i][j] = U.Get(i, j) * sigma.Get(j, 0);
Usig.Mult(Vt, recon);
float err = 0.0f;
for (int i = 0; i < 4; i++)
for (int j = 0; j < 3; j++) {
float diff = recon.Get(i, j) - A.Get(i, j);
err += diff * diff;
}
err = sqrtf(err);
REQUIRE_THAT(err, Catch::Matchers::WithinAbs(0.0f, 1e-2f));
std::cout << "SVD tall 4x3:\n";
std::cout << "Sigma: [" << sigma.Get(0, 0) << ", " << sigma.Get(1, 0) << ", "
<< sigma.Get(2, 0) << "]\n";
}
TEST_CASE("SVD Integration: wide 3x5 matrix", "[Matrix][SVD][Integration]") {
Matrix<3, 5> A{1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15};
Matrix<3, 5> U{0};
Matrix<5, 1> sigma{0}; // sigma is columns x 1 = 5x1 for wide matrix
Matrix<5, 5> Vt{0}; // Vt is columns x columns = 5x5
SVD::SVD(A, U, sigma, Vt);
// Reference: [35.127223333575, 2.465396696917, 0.0]
REQUIRE_THAT(sigma.Get(0, 0), Catch::Matchers::WithinRel(35.1272f, 1e-2f));
REQUIRE_THAT(sigma.Get(1, 0), Catch::Matchers::WithinRel(2.46540f, 1e-2f));
REQUIRE_THAT(sigma.Get(2, 0), Catch::Matchers::WithinAbs(0.0f, 1e-2f));
// Check reconstruction: A (3x5) = U * Sigma * Vt, where U (3x5) has
// its meaningful part in the first 3 columns, sigma (5x1) in the
// first 3 entries, and Vt (5x5) in its first 3 rows (right
// singular vectors as rows). So:
// A[i][j] = sum_k U[i][k] * sigma[k] * Vt[k][j]
float err2 = 0.0f;
for (int i = 0; i < 3; i++) {
for (int j = 0; j < 5; j++) {
float recon_val = 0.0f;
for (int k = 0; k < 3; k++) {
recon_val += U.Get(i, k) * sigma.Get(k, 0) * Vt.Get(k, j);
}
float diff = recon_val - A.Get(i, j);
err2 += diff * diff;
}
}
err2 = sqrtf(err2);
REQUIRE_THAT(err2, Catch::Matchers::WithinAbs(0.0f, 1e-2f));
std::cout << "SVD wide 3x5:\n";
std::cout << "Sigma: [" << sigma.Get(0, 0) << ", " << sigma.Get(1, 0) << ", "
<< sigma.Get(2, 0) << "]\n";
}
TEST_CASE("SVD Integration: identity 3x3", "[Matrix][SVD][Integration]") {
Matrix<3, 3> A{1, 0, 0, 0, 1, 0, 0, 0, 1};
Matrix<3, 3> U{0};
Matrix<3, 1> sigma{0};
Matrix<3, 3> Vt{0};
SVD::SVD(A, U, sigma, Vt);
REQUIRE_THAT(sigma.Get(0, 0), Catch::Matchers::WithinRel(1.0f, 1e-3f));
REQUIRE_THAT(sigma.Get(1, 0), Catch::Matchers::WithinRel(1.0f, 1e-3f));
REQUIRE_THAT(sigma.Get(2, 0), Catch::Matchers::WithinRel(1.0f, 1e-3f));
float err = frobeniusNorm(U - Matrix<3, 3>{1, 0, 0, 0, 1, 0, 0, 0, 1});
REQUIRE_THAT(err, Catch::Matchers::WithinAbs(0.0f, 1e-2f));
}
TEST_CASE("SVD Integration: symmetric positive definite 2x2 [[5,3],[3,5]]",
"[Matrix][SVD][Integration]") {
Matrix<2, 2> A{5, 3, 3, 5};
Matrix<2, 2> U{0};
Matrix<2, 1> sigma{0};
Matrix<2, 2> Vt{0};
SVD::SVD(A, U, sigma, Vt);
// For SPD matrix, singular values = eigenvalues: [8, 2]
REQUIRE_THAT(sigma.Get(0, 0), Catch::Matchers::WithinRel(8.0f, 1e-3f));
REQUIRE_THAT(sigma.Get(1, 0), Catch::Matchers::WithinRel(2.0f, 1e-3f));
// Check reconstruction
Matrix<2, 2> recon{0};
Matrix<2, 2> Usig{0};
for (int i = 0; i < 2; i++)
for (int j = 0; j < 2; j++)
Usig[i][j] = U.Get(i, j) * sigma.Get(j, 0);
Usig.Mult(Vt, recon);
float err = 0.0f;
for (int i = 0; i < 2; i++)
for (int j = 0; j < 2; j++) {
float diff = recon.Get(i, j) - A.Get(i, j);
err += diff * diff;
}
err = sqrtf(err);
REQUIRE_THAT(err, Catch::Matchers::WithinAbs(0.0f, 1e-3f));
std::cout << "SVD SPD 2x2 [[5,3],[3,5]]:\n";
std::cout << "Sigma: [" << sigma.Get(0, 0) << ", " << sigma.Get(1, 0)
<< "]\n";
}
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#!/usr/bin/env python3
"""
Generate reference values for SVD building block unit tests.
Run this to verify/implement the C++ SVD implementation against scipy/numpy.
Usage: python3 svd-reference-values.py
"""
import numpy as np
from scipy.linalg import svd, qr as scipy_qr
import json
def compute_householder(x):
"""Compute Householder reflector: H*x = [alpha, 0, 0, ...]^T.
Returns (v_normalized, alpha) where v is the normalized Householder vector.
H = I - 2*v*v^T / (v^T*v)
"""
x = np.array(x, dtype=np.float64)
norm_x = np.linalg.norm(x)
if norm_x < 1e-30:
return x.copy(), 0.0
alpha = -np.sign(x[0]) * norm_x if x[0] != 0 else -norm_x
v = x.copy()
v[0] -= alpha
v_norm = np.linalg.norm(v)
if v_norm < 1e-30:
return np.zeros_like(x), alpha
v /= v_norm
return v, alpha
def apply_householder_left(A, v, start_row):
"""Apply Householder reflection from the left: A = (I - 2vv^T) @ A.
v is the normalized Householder vector operating on rows [start_row:].
The length of v must match the number of rows affected.
"""
A = A.copy()
k = len(v)
for col in range(A.shape[1]):
dot = np.dot(v, A[start_row:start_row+k, col])
A[start_row:start_row+k, col] -= 2.0 * dot * v
return A
def apply_householder_right(A, v, start_col):
"""Apply Householder reflection from the right: A = A @ (I - 2vv^T).
v is the normalized Householder vector operating on columns [start_col:].
The length of v must match the number of columns affected.
"""
A = A.copy()
k = len(v)
for row in range(A.shape[0]):
dot = np.dot(A[row, start_col:start_col+k], v)
A[row, start_col:start_col+k] -= 2.0 * dot * v
return A
def compute_givens(x, y):
"""Compute Givens rotation that zeros out y.
Returns (c, s) such that [c s; -s c] @ [x; y] = [r; 0].
"""
r = np.sqrt(x*x + y*y)
if r < 1e-30:
return 1.0, 0.0
c = x / r
s = y / r
return c, s
def apply_givens_left(A, i, j, c, s):
"""Apply Givens rotation from the left to rows i and j of A.
[c s] [row_i]
[-s c] @ [row_j] = [new_row_i]
[new_row_j]
"""
A = A.copy()
new_i = c * A[i] + s * A[j]
new_j = -s * A[i] + c * A[j]
A[i] = new_i
A[j] = new_j
return A
def apply_givens_right(A, i, j, c, s):
"""Apply Givens rotation from the right to columns i and j of A.
[col_i col_j] @ [c -s] = [new_col_i new_col_j]
[s c]
"""
A = A.copy()
new_i = c * A[:, i] + s * A[:, j]
new_j = -s * A[:, i] + c * A[:, j]
A[:, i] = new_i
A[:, j] = new_j
return A
def householder_bidiagonalization(A):
"""Full Householder bidiagonalization: A = Q_L @ B @ Q_R^T.
Returns (B, Q_L, Q_R) where B is upper bidiagonal.
"""
m, n = A.shape
p = min(m, n)
QL = np.eye(m, dtype=np.float64)
QR = np.eye(n, dtype=np.float64)
W = A.copy()
for k in range(p):
# Left HH: zero out W[k+1:, k]
if k < m - 1:
x = W[k+1:, k].copy()
v, alpha = compute_householder(x)
if np.linalg.norm(v) > 1e-30:
W = apply_householder_left(W, v, k + 1)
QL = apply_householder_right(QL, v, k + 1)
# Right HH: zero out W[k, k+2:] (superdiagonal)
if k < p - 1 and k + 2 <= n:
x = W[k, k+2:].copy()
v, alpha = compute_householder(x)
if np.linalg.norm(v) > 1e-30:
W = apply_householder_right(W, v, k + 2)
QR = apply_householder_right(QR, v, k + 2)
return W, QL, QR
def implicit_qr_iteration(B, QR_acc):
"""Implicit QR iteration on a bidiagonal matrix.
Returns (Sigma, QR_acc) where Sigma is diagonal with singular values
and QR_acc contains the accumulated right transformations.
"""
m, n = B.shape
p = min(m, n)
W = B.copy()
max_iter = 1000
tol = 1e-10
for iteration in range(max_iter):
# Deflate negligible subdiagonal elements
for i in range(p - 1, 0, -1):
if abs(W[i, i-1]) < tol * (abs(W[i-1, i-1]) + abs(W[i, i])):
W[i, i-1] = 0.0
# Find smallest unreduced block [start, end]
start = 0
for i in range(p - 1):
if abs(W[i+1, i]) >= tol * (abs(W[i, i]) + abs(W[i+1, i+1])):
start = i + 1
end = p - 1
for i in range(p - 2, -1, -1):
if abs(W[i+1, i]) >= tol * (abs(W[i, i]) + abs(W[i+1, i+1])):
end = i
break
if start >= end:
continue
# Wilkinson shift from bottom 2x2 corner
a, b = W[end-1, end-1], W[end-1, end]
c_val, d = W[end, end-1], W[end, end]
trace = a + d
det = a * d - b * c_val
disc = trace**2 - 4 * det
if disc >= 0:
sqrt_disc = np.sqrt(disc)
e1, e2 = (trace + sqrt_disc) / 2, (trace - sqrt_disc) / 2
shift = e1 if abs(e1 - d) < abs(e2 - d) else e2
else:
shift = d
# Implicit QR step using Givens rotations
# Process from top to bottom within the block
x = W[start, start] - shift
y = W[start + 1, start]
for i in range(start, end):
r = np.sqrt(x*x + y*y)
if r < 1e-30:
x = W[i + 1, i]
y = W[i + 1, i + 1] if i + 2 <= end else 0.0
continue
c_rot = x / r
s_rot = y / r
# Apply from left to rows i, i+1 (columns i..n-1)
for j in range(i, n):
t1, t2 = W[i, j], W[i + 1, j]
W[i, j] = c_rot * t1 + s_rot * t2
W[i + 1, j] = -s_rot * t1 + c_rot * t2
# Apply from right to columns i, i+1 (rows 0..i)
if i > start:
for j in range(i + 1):
t1, t2 = W[j, i], W[j, i + 1]
W[j, i] = c_rot * t1 + s_rot * t2
W[j, i + 1] = -s_rot * t1 + c_rot * t2
# Accumulate into QR_acc
for j in range(QR_acc.shape[0]):
t1, t2 = QR_acc[j, i], QR_acc[j, i + 1]
QR_acc[j, i] = c_rot * t1 + s_rot * t2
QR_acc[j, i + 1] = -s_rot * t1 + c_rot * t2
# Prepare for next rotation
x = W[i + 1, i]
y = W[i + 1, i + 1] if i + 2 <= end else 0.0
return W, QR_acc
def main():
print("=" * 70)
print("SVB BUILDING BLOCK REFERENCE VALUES")
print("Generated with scipy/numpy for C++ unit test verification")
print("=" * 70)
# ------------------------------------------------------------------
# Test 1: Householder Vector Computation
# ------------------------------------------------------------------
print("\n" + "=" * 70)
print("TEST 1: computeHouseholderVector")
print("=" * 70)
test_vectors = [
("2D [1,3]", [1.0, 3.0]),
("2D [3,4] (norm=5)", [3.0, 4.0]),
("3D [1,2,3]", [1.0, 2.0, 3.0]),
("3D [0,0,1]", [0.0, 0.0, 1.0]),
("4D [5,-3,2,1]", [5.0, -3.0, 2.0, 1.0]),
]
for name, vec in test_vectors:
v, alpha = compute_householder(vec)
x = np.array(vec)
Hx = x - 2 * np.dot(v, x) * v
print(f"\n{name}:")
print(f" Input: {list(x)}")
print(f" ||x||: {np.linalg.norm(x):.15f}")
print(f" alpha: {alpha:.15f}")
print(f" v (normalized): {[round(float(vi), 12) for vi in v]}")
print(f" H*x = [alpha,0..]: {[round(float(xi), 12) for xi in Hx]}")
print(f" Off-diagonal ~0: {np.allclose(Hx[1:], 0, atol=1e-12)}")
# ------------------------------------------------------------------
# Test 2: Householder Apply Left
# ------------------------------------------------------------------
print("\n" + "=" * 70)
print("TEST 2: applyHouseholderLeft")
print("=" * 70)
A_test = np.array([[1.0, 2.0, 3.0], [4.0, 5.0, 6.0], [7.0, 8.0, 9.0]], dtype=np.float64)
x_col = A_test[1:, 0].copy()
v_left, _ = compute_householder(x_col)
print(f"\nInput matrix:\n{A_test}")
print(f"Householder vector (rows 1:3): {[round(float(vi), 12) for vi in v_left]}")
A_result = apply_householder_left(A_test, v_left, 1)
print(f"\nAfter applyHouseholderLeft:\n{A_result}")
print(f" A[1,0] = {A_result[1,0]:.2e}, A[2,0] = {A_result[2,0]:.2e} (should be ~0)")
# ------------------------------------------------------------------
# Test 3: Householder Apply Right
# ------------------------------------------------------------------
print("\n" + "=" * 70)
print("TEST 3: applyHouseholderRight")
print("=" * 70)
A_test = np.array([[1.0, 2.0, 3.0], [4.0, 5.0, 6.0], [7.0, 8.0, 9.0]], dtype=np.float64)
x_row = A_test[0, 1:].copy()
v_right, _ = compute_householder(x_row)
print(f"\nInput matrix:\n{A_test}")
print(f"Householder vector (cols 1:3): {[round(float(vi), 12) for vi in v_right]}")
A_result = apply_householder_right(A_test, v_right, 1)
print(f"\nAfter applyHouseholderRight:\n{A_result}")
print(f" A[0,1] = {A_result[0,1]:.2e}, A[0,2] = {A_result[0,2]:.2e} (should be ~0)")
# ------------------------------------------------------------------
# Test 4: Givens Rotation Computation
# ------------------------------------------------------------------
print("\n" + "=" * 70)
print("TEST 4: computeGivens")
print("=" * 70)
givens_tests = [
("3-4-5 triangle", 3.0, 4.0),
("y already zero", 1.0, 0.0),
("x is zero", 0.0, 5.0),
("Both negative", -3.0, -4.0),
("45 degree case", 1.0, -1.0),
]
for name, x, y in givens_tests:
c, s = compute_givens(x, y)
result_x = c * x + s * y
result_y = -s * x + c * y
print(f"\n{name}: x={x}, y={y}")
print(f" r = {np.sqrt(x*x+y*y):.12f}")
print(f" c = {c:.12f}, s = {s:.12f}")
print(f" [c s; -s c] @ [x;y] = [{result_x:.2e}, {result_y:.2e}]")
# ------------------------------------------------------------------
# Test 5: Apply Givens Left/Right
# ------------------------------------------------------------------
print("\n" + "=" * 70)
print("TEST 5: applyGivensLeft / applyGivensRight")
print("=" * 70)
A_test = np.array([[3.0, 4.0], [1.0, 2.0]], dtype=np.float64)
c, s = compute_givens(3.0, 1.0)
print(f"\nInput matrix:\n{A_test}")
print(f"Givens rotation (rows 0,1): c={c:.12f}, s={s:.12f}")
A_left = apply_givens_left(A_test, 0, 1, c, s)
print(f"\nAfter applyGivensLeft:\n{A_left}")
print(f" A[1,0] = {A_left[1,0]:.2e} (should be ~0)")
A_test = np.array([[3.0, 1.0], [4.0, 2.0]], dtype=np.float64)
c, s = compute_givens(3.0, 4.0)
print(f"\nInput matrix:\n{A_test}")
print(f"Givens rotation (cols 0,1): c={c:.12f}, s={s:.12f}")
A_right = apply_givens_right(A_test, 0, 1, c, s)
print(f"\nAfter applyGivensRight:\n{A_right}")
print(f" A[0,1] = {A_right[0,1]:.2e} (should be ~0)")
# ------------------------------------------------------------------
# Test 6: Full Bidiagonalization
# ------------------------------------------------------------------
print("\n" + "=" * 70)
print("TEST 6: householderBidiagonalization")
print("=" * 70)
bidiag_tests = [
("2x2 [[1,2],[3,4]]", np.array([[1.0, 2.0], [3.0, 4.0]])),
("3x3 SPD [[5,3],[3,5]]", np.array([[5.0, 3.0], [3.0, 5.0]])),
("3x3 diag [[10,0,0],[0,5,0],[0,0,2]]",
np.array([[10.0, 0, 0], [0, 5.0, 0], [0, 0, 2.0]])),
("3x3 full [[1,2,3],[4,5,6],[7,8,10]]",
np.array([[1.0, 2.0, 3.0], [4.0, 5.0, 6.0], [7.0, 8.0, 10.0]])),
("Tall 4x3", np.array([[1,2,3],[4,5,6],[7,8,9],[10,11,12]], dtype=np.float64)),
]
for name, A in bidiag_tests:
B, QL, QR = householder_bidiagonalization(A)
m, n = A.shape
p = min(m, n)
print(f"\n{name}:")
print(f" Original:\n{A}")
print(f"\n Bidiagonal B:\n{B}")
print(f" Diagonal: {[round(float(B[i,i]), 10) for i in range(p)]}")
print(f" Superdiag: {[round(float(B[i,i+1]), 10) for i in range(min(p-1, n-1))]}")
recon = QL @ B @ QR.T
err = np.linalg.norm(recon - A, 'fro')
print(f" ||QL @ B @ QR^T - A||_F = {err:.2e}")
# ------------------------------------------------------------------
# Test 7: Full SVD Reference Values
# ------------------------------------------------------------------
print("\n" + "=" * 70)
print("TEST 7: Full SVD Reference Values (scipy.linalg.svd)")
print("=" * 70)
test_matrices = [
("Simple 2x2", np.array([[1,2],[3,4]], dtype=np.float64)),
("SPD 2x2", np.array([[5,3],[3,5]], dtype=np.float64)),
("Full-rank 3x3", np.array([[1,2,3],[4,5,6],[7,8,10]], dtype=np.float64)),
("Rank-deficient 3x3", np.array([[1,2,3],[4,5,6],[7,8,9]], dtype=np.float64)),
("Diagonal 3x3", np.array([[10,0,0],[0,5,0],[0,0,2]], dtype=np.float64)),
("Tall 4x3", np.array([[1,2,3],[4,5,6],[7,8,9],[10,11,12]], dtype=np.float64)),
("Wide 3x5", np.array([[1,2,3,4,5],[6,7,8,9,10],[11,12,13,14,15]], dtype=np.float64)),
("Symmetric tri 5x5", np.array([[2,-1,0,0,0],[-1,2,-1,0,0],[0,-1,2,-1,0],[0,0,-1,2,-1],[0,0,0,-1,2]], dtype=np.float64)),
("Neg values 2x3", np.array([[0.5,-0.3,0.8],[-0.2,0.7,0.1]], dtype=np.float64)),
("Near-singular 2x2", np.array([[1,0],[0,1e-6]], dtype=np.float64)),
("Orthogonal 3x3", np.array([[np.cos(np.pi/4), -np.sin(np.pi/4), 0],
[np.sin(np.pi/4), np.cos(np.pi/4), 0],
[0, 0, 1]], dtype=np.float64)),
("Identity 3x3", np.eye(3)),
("Zero 3x3", np.zeros((3,3))),
("Col vector 2x1", np.array([[3],[4]], dtype=np.float64)),
("Row vector 1x2", np.array([[3,4]], dtype=np.float64)),
]
for name, A in test_matrices:
U, s, Vt = svd(A, full_matrices=False)
print(f"\n{name}: shape={A.shape}")
print(f" Singular values: {[round(float(x), 12) for x in s]}")
print(f" U:\n{np.array2string(U, precision=6, floatmode='maxprec_equal')}")
print(f" Vt:\n{np.array2string(Vt, precision=6, floatmode='maxprec_equal')}")
recon_err = np.linalg.norm(A - U @ np.diag(s) @ Vt, 'fro')
print(f" Reconstruction error: {recon_err:.2e}")
# ------------------------------------------------------------------
# Test 8: Implicit QR Iteration on Bidiagonal
# ------------------------------------------------------------------
print("\n" + "=" * 70)
print("TEST 8: implicitQRIteration")
print("=" * 70)
qr_tests = [
("2x2 [[1,2],[3,4]]", np.array([[1.0, 2.0], [3.0, 4.0]])),
("3x3 diag", np.array([[10.0, 0, 0], [0, 5.0, 0], [0, 0, 2.0]])),
]
for name, A in qr_tests:
B, QL, QR = householder_bidiagonalization(A)
Sigma, QR_final = implicit_qr_iteration(B.copy(), QR.copy())
print(f"\n{name}:")
print(f" Bidiagonal B:\n{B}")
print(f" After QR iteration (Sigma):\n{Sigma}")
print(f" Diagonal entries: {[round(float(Sigma[i,i]), 10) for i in range(min(Sigma.shape))]}")
# Verify: QL @ Sigma @ QR_final^T ≈ A
recon = QL @ Sigma @ QR_final.T
err = np.linalg.norm(recon - A, 'fro')
print(f" ||QL @ Sigma @ QR^T - A||_F = {err:.2e}")
# ------------------------------------------------------------------
# JSON output for easy import into C++ tests
# ------------------------------------------------------------------
print("\n" + "=" * 70)
print("JSON OUTPUT (for easy C++ integration)")
print("=" * 70)
json_data = {}
# Householder test vectors
hh_tests = {}
for name, vec in test_vectors:
v, alpha = compute_householder(vec)
x = np.array(vec)
Hx = x - 2 * np.dot(v, x) * v
hh_tests[name] = {
"input": [float(xi) for xi in x],
"norm": float(np.linalg.norm(x)),
"alpha": float(alpha),
"v_normalized": [round(float(vi), 12) for vi in v],
"Hx": [round(float(xi), 12) for xi in Hx],
}
json_data["householder_vectors"] = hh_tests
# Full SVD reference values
svd_tests = {}
for name, A in test_matrices:
U, s, Vt = svd(A, full_matrices=False)
svd_tests[name] = {
"shape": list(A.shape),
"singular_values": [round(float(x), 12) for x in s],
"U": [[round(float(U[i,j]), 8) for j in range(U.shape[1])] for i in range(U.shape[0])],
"Vt": [[round(float(Vt[i,j]), 8) for j in range(Vt.shape[1])] for i in range(Vt.shape[0])],
}
json_data["svd_reference"] = svd_tests
print(json.dumps(json_data, indent=2))
if __name__ == "__main__":
main()
@@ -0,0 +1,36 @@
Running matrix-timing-tests with timing
Randomness seeded to: 3567651885
1.857 s: Addition
1.857 s: Timing Tests
1.788 s: Subtraction
1.788 s: Timing Tests
1.929 s: Multiplication
1.929 s: Timing Tests
1.268 s: Scalar Multiplication
1.268 s: Timing Tests
1.798 s: Element Multiply
1.798 s: Timing Tests
1.802 s: Element Divide
1.803 s: Timing Tests
1.553 s: Minor Matrix
1.554 s: Timing Tests
1.009 s: Determinant
1.009 s: Timing Tests
4.076 s: Matrix of Minors
4.076 s: Timing Tests
1.066 s: Invert
1.066 s: Timing Tests
1.246 s: Transpose
1.246 s: Timing Tests
2.284 s: Normalize
2.284 s: Timing Tests
0.606 s: GET ROW
0.606 s: Timing Tests
24.629 s: GET COLUMN
24.630 s: Timing Tests
3.064 s: QR Decomposition
3.064 s: Timing Tests
===============================================================================
test cases: 1 | 1 passed
assertions: - none -
+45
View File
@@ -0,0 +1,45 @@
// include the unit test framework first
#include <catch2/catch_test_macros.hpp>
#include <catch2/matchers/catch_matchers_floating_point.hpp>
// include the module you're going to test next
#include "Vector3D.hpp"
#include "Matrix.hpp"
// any other libraries
#include <array>
#include <cmath>
#include <iostream>
TEST_CASE("Vector Math", "Vector")
{
V3D<float> v1{1, 2, 3};
V3D<float> v2{4, 5, 6};
V3D<float> v3{};
SECTION("Initialization")
{
// list initialization
REQUIRE(v1.x == 1);
REQUIRE(v1.y == 2);
REQUIRE(v1.z == 3);
// copy initialization
V3D<float> v4{v2};
REQUIRE(v4.x == 4);
REQUIRE(v4.y == 5);
REQUIRE(v4.z == 6);
// empty initialization
REQUIRE(v3.x == 0);
REQUIRE(v3.y == 0);
REQUIRE(v3.z == 0);
// matrix initialization
Matrix<1, 3> mat1{v1.ToArray()};
V3D<float> v5{mat1};
REQUIRE(v5.x == v1.x);
REQUIRE(v5.y == v1.y);
REQUIRE(v5.z == v1.z);
}
}