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ae4806510b |
Binary file not shown.
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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 haven’t 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" >> $GITHUB_OUTPUT
|
||||||
|
fi
|
||||||
+1
-1
@@ -1,2 +1,2 @@
|
|||||||
build/
|
build/
|
||||||
venv/
|
.cache/
|
||||||
Vendored
+13
-4
@@ -27,16 +27,25 @@
|
|||||||
"internalConsoleOptions": "openOnSessionStart"
|
"internalConsoleOptions": "openOnSessionStart"
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"name": "Run Matrix Unit Tests",
|
"name": "Debug Quaternion Unit Tests",
|
||||||
"type": "cpp",
|
"type": "cppdbg",
|
||||||
"request": "launch",
|
"request": "launch",
|
||||||
"program": "${workspaceFolder}/build/unit-tests/matrix-tests",
|
"program": "${workspaceFolder}/build/unit-tests/quaternion-tests",
|
||||||
"args": [],
|
"args": [],
|
||||||
"stopAtEntry": false,
|
"stopAtEntry": false,
|
||||||
"cwd": "${workspaceFolder}",
|
"cwd": "${workspaceFolder}",
|
||||||
"environment": [],
|
"environment": [],
|
||||||
"externalConsole": false,
|
"externalConsole": false,
|
||||||
"preLaunchTask": "build_tests", // Compile unit tests before running
|
"MIMode": "gdb",
|
||||||
|
"miDebuggerPath": "/usr/bin/gdb", // Adjust to your debugger path
|
||||||
|
"setupCommands": [
|
||||||
|
{
|
||||||
|
"description": "Enable pretty-printing for gdb",
|
||||||
|
"text": "-enable-pretty-printing",
|
||||||
|
"ignoreFailures": true
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"preLaunchTask": "build_tests", // Task to compile unit tests
|
||||||
"internalConsoleOptions": "openOnSessionStart"
|
"internalConsoleOptions": "openOnSessionStart"
|
||||||
}
|
}
|
||||||
]
|
]
|
||||||
|
|||||||
Vendored
+11
-6
@@ -1,8 +1,5 @@
|
|||||||
{
|
{
|
||||||
"C_Cpp.intelliSenseEngine": "default",
|
"C_Cpp.intelliSenseEngine": "default",
|
||||||
"clangd.arguments": [
|
|
||||||
"--include-directory=build/unit-tests"
|
|
||||||
],
|
|
||||||
"C_Cpp.default.intelliSenseMode": "linux-gcc-x64",
|
"C_Cpp.default.intelliSenseMode": "linux-gcc-x64",
|
||||||
"files.associations": {
|
"files.associations": {
|
||||||
"*.h": "cpp",
|
"*.h": "cpp",
|
||||||
@@ -71,8 +68,16 @@
|
|||||||
"typeinfo": "cpp",
|
"typeinfo": "cpp",
|
||||||
"variant": "cpp",
|
"variant": "cpp",
|
||||||
"shared_mutex": "cpp",
|
"shared_mutex": "cpp",
|
||||||
"complex": "cpp"
|
"charconv": "cpp",
|
||||||
|
"format": "cpp",
|
||||||
|
"csignal": "cpp",
|
||||||
|
"span": "cpp"
|
||||||
},
|
},
|
||||||
"clangd.enable": false,
|
"clangd.enable": true,
|
||||||
"C_Cpp.dimInactiveRegions": false
|
"C_Cpp.dimInactiveRegions": false,
|
||||||
|
"editor.defaultFormatter": "xaver.clang-format",
|
||||||
|
"clangd.inactiveRegions.useBackgroundHighlight": false,
|
||||||
|
"clangd.arguments": [
|
||||||
|
"--compile-commands-dir=${workspaceFolder}/build"
|
||||||
|
],
|
||||||
}
|
}
|
||||||
Vendored
+4
-2
@@ -4,12 +4,14 @@
|
|||||||
{
|
{
|
||||||
"label": "build_tests",
|
"label": "build_tests",
|
||||||
"type": "shell",
|
"type": "shell",
|
||||||
"command": "cd build && ninja matrix-tests",
|
"command": "cd build && ninja",
|
||||||
"group": {
|
"group": {
|
||||||
"kind": "build",
|
"kind": "build",
|
||||||
"isDefault": true
|
"isDefault": true
|
||||||
},
|
},
|
||||||
"problemMatcher": ["$gcc"],
|
"problemMatcher": [
|
||||||
|
"$gcc"
|
||||||
|
],
|
||||||
"detail": "Generated task to build unit test executable"
|
"detail": "Generated task to build unit test executable"
|
||||||
}
|
}
|
||||||
]
|
]
|
||||||
|
|||||||
+12
-31
@@ -1,40 +1,21 @@
|
|||||||
cmake_minimum_required(VERSION 3.6)
|
cmake_minimum_required (VERSION 3.11)
|
||||||
project(Vector3D)
|
project(Vector3D)
|
||||||
|
|
||||||
|
add_subdirectory(src)
|
||||||
add_subdirectory(unit-tests)
|
add_subdirectory(unit-tests)
|
||||||
|
|
||||||
set(CMAKE_CXX_STANDARD 11)
|
set(CMAKE_CXX_STANDARD 17)
|
||||||
|
|
||||||
|
add_compile_options(-Wall -Wextra -Wpedantic)
|
||||||
add_compile_options (-fdiagnostics-color=always)
|
add_compile_options (-fdiagnostics-color=always)
|
||||||
|
set(CMAKE_COLOR_DIAGNOSTICS ON)
|
||||||
|
|
||||||
# Vector3d
|
include(FetchContent)
|
||||||
add_library(Vector3D
|
|
||||||
STATIC
|
FetchContent_Declare(
|
||||||
Vector3D.hpp
|
Catch2
|
||||||
|
GIT_REPOSITORY https://github.com/catchorg/Catch2.git
|
||||||
|
GIT_TAG v3.8.0 # or a later release
|
||||||
)
|
)
|
||||||
|
|
||||||
set_target_properties(Vector3D
|
FetchContent_MakeAvailable(Catch2)
|
||||||
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
|
|
||||||
.
|
|
||||||
)
|
|
||||||
@@ -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`
|
||||||
@@ -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;
|
|
||||||
};
|
|
||||||
@@ -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
@@ -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)
|
|
||||||
@@ -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
|
||||||
|
)
|
||||||
+221
-122
@@ -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
|
#ifdef MATRIX_H_ // since the .cpp file has to be included by the .hpp file this
|
||||||
// will evaluate to true
|
// will evaluate to true
|
||||||
#include "Matrix.hpp"
|
#include "Matrix.hpp"
|
||||||
@@ -5,18 +12,45 @@
|
|||||||
#include <algorithm>
|
#include <algorithm>
|
||||||
#include <cmath>
|
#include <cmath>
|
||||||
#include <cstdlib>
|
#include <cstdlib>
|
||||||
#include <type_traits>
|
#include <cstring>
|
||||||
|
|
||||||
template <uint8_t rows, uint8_t columns>
|
|
||||||
Matrix<rows, columns>::Matrix(float value) {
|
|
||||||
this->Fill(value);
|
|
||||||
}
|
|
||||||
|
|
||||||
template <uint8_t rows, uint8_t columns>
|
template <uint8_t rows, uint8_t columns>
|
||||||
Matrix<rows, columns>::Matrix(const std::array<float, rows * columns> &array) {
|
Matrix<rows, columns>::Matrix(const std::array<float, rows * columns> &array) {
|
||||||
this->setMatrixToArray(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>
|
template <uint8_t rows, uint8_t columns>
|
||||||
Matrix<rows, columns>::Matrix(const Matrix<rows, columns> &other) {
|
Matrix<rows, columns>::Matrix(const Matrix<rows, columns> &other) {
|
||||||
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
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>
|
template <uint8_t rows, uint8_t columns>
|
||||||
void Matrix<rows, columns>::setMatrixToArray(
|
void Matrix<rows, columns>::setMatrixToArray(
|
||||||
const std::array<float, rows * columns> &array) {
|
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 {
|
Matrix<rows, other_columns> &result) const {
|
||||||
// allocate some buffers for all of our dot products
|
// allocate some buffers for all of our dot products
|
||||||
Matrix<1, columns> this_row;
|
Matrix<1, columns> this_row;
|
||||||
Matrix<rows, 1> other_column;
|
Matrix<columns, 1> other_column;
|
||||||
Matrix<1, rows> other_column_t;
|
|
||||||
|
|
||||||
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
||||||
// get our row
|
// get our row
|
||||||
this->GetRow(row_idx, this_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
|
// get the other matrix'ss column
|
||||||
other.GetColumn(column_idx, other_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
|
// the result's index is equal to the dot product of these two vectors
|
||||||
result[row_idx][column_idx] =
|
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>
|
template <uint8_t rows, uint8_t columns>
|
||||||
Matrix<rows, columns> &
|
Matrix<rows, columns> Matrix<rows, columns>::Invert() const {
|
||||||
Matrix<rows, columns>::Invert(Matrix<rows, columns> &result) const {
|
|
||||||
// since all matrix sizes have to be statically specified at compile time we
|
// since all matrix sizes have to be statically specified at compile time we
|
||||||
// can do this
|
// can do this
|
||||||
static_assert(rows == columns,
|
static_assert(rows == columns,
|
||||||
"Your matrix isn't square and can't be inverted");
|
"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
|
// unfortunately we can't calculate this at compile time so we'll just reurn
|
||||||
// zeros
|
// zeros
|
||||||
float determinant{this->Det()};
|
float determinant{this->Det()};
|
||||||
@@ -160,8 +178,8 @@ Matrix<rows, columns>::Invert(Matrix<rows, columns> &result) const {
|
|||||||
}
|
}
|
||||||
|
|
||||||
template <uint8_t rows, uint8_t columns>
|
template <uint8_t rows, uint8_t columns>
|
||||||
Matrix<columns, rows> &
|
Matrix<columns, rows> Matrix<rows, columns>::Transpose() const {
|
||||||
Matrix<rows, columns>::Transpose(Matrix<columns, rows> &result) const {
|
Matrix<columns, rows> result{};
|
||||||
for (uint8_t column_idx{0}; column_idx < rows; column_idx++) {
|
for (uint8_t column_idx{0}; column_idx < rows; column_idx++) {
|
||||||
for (uint8_t row_idx{0}; row_idx < columns; row_idx++) {
|
for (uint8_t row_idx{0}; row_idx < columns; row_idx++) {
|
||||||
result[row_idx][column_idx] = this->Get(column_idx, 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
|
// explicitly define the determinant for a 2x2 matrix because it is definitely
|
||||||
// the fastest way to calculate a 2x2 matrix determinant
|
// the fastest way to calculate a 2x2 matrix determinant
|
||||||
template <> float Matrix<0, 0>::Det() const { return 1e+6; }
|
// template <>
|
||||||
template <> float Matrix<1, 1>::Det() const { return this->matrix[0]; }
|
// inline float Matrix<0, 0>::Det() const { return 1e+6; }
|
||||||
template <> float Matrix<2, 2>::Det() const {
|
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];
|
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>
|
template <uint8_t rows, uint8_t columns>
|
||||||
std::array<float, columns> &Matrix<rows, columns>::
|
const float *Matrix<rows, columns>::ToArray() const {
|
||||||
operator[](uint8_t row_index) {
|
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) {
|
if (row_index > rows - 1) {
|
||||||
// TODO: We should throw something here instead of failing quietly.
|
// TODO: We should throw something here instead of failing quietly.
|
||||||
row_index = 0;
|
row_index = 0;
|
||||||
@@ -284,38 +308,36 @@ operator[](uint8_t row_index) {
|
|||||||
}
|
}
|
||||||
|
|
||||||
template <uint8_t rows, uint8_t columns>
|
template <uint8_t rows, uint8_t columns>
|
||||||
Matrix<rows, columns> &Matrix<rows, columns>::
|
Matrix<rows, columns> &
|
||||||
operator=(const Matrix<rows, columns> &other) {
|
Matrix<rows, columns>::operator=(const Matrix<rows, columns> &other) {
|
||||||
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
memcpy(this->matrix.begin(), other.matrix.begin(),
|
||||||
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
rows * columns * sizeof(float));
|
||||||
this->matrix[row_idx * columns + column_idx] =
|
|
||||||
other.Get(row_idx, column_idx);
|
|
||||||
}
|
|
||||||
}
|
|
||||||
// return a reference to ourselves so you can chain together these functions
|
// return a reference to ourselves so you can chain together these functions
|
||||||
return *this;
|
return *this;
|
||||||
}
|
}
|
||||||
|
|
||||||
template <uint8_t rows, uint8_t columns>
|
template <uint8_t rows, uint8_t columns>
|
||||||
Matrix<rows, columns> Matrix<rows, columns>::
|
Matrix<rows, columns>
|
||||||
operator+(const Matrix<rows, columns> &other) const {
|
Matrix<rows, columns>::operator+(const Matrix<rows, columns> &other) const {
|
||||||
Matrix<rows, columns> buffer{};
|
Matrix<rows, columns> buffer{};
|
||||||
this->Add(other, buffer);
|
this->Add(other, buffer);
|
||||||
return buffer;
|
return buffer;
|
||||||
}
|
}
|
||||||
|
|
||||||
template <uint8_t rows, uint8_t columns>
|
template <uint8_t rows, uint8_t columns>
|
||||||
Matrix<rows, columns> Matrix<rows, columns>::
|
Matrix<rows, columns>
|
||||||
operator-(const Matrix<rows, columns> &other) const {
|
Matrix<rows, columns>::operator-(const Matrix<rows, columns> &other) const {
|
||||||
Matrix<rows, columns> buffer{};
|
Matrix<rows, columns> buffer{};
|
||||||
this->Sub(other, buffer);
|
this->Sub(other, buffer);
|
||||||
return buffer;
|
return buffer;
|
||||||
}
|
}
|
||||||
|
|
||||||
template <uint8_t rows, uint8_t columns>
|
template <uint8_t rows, uint8_t columns>
|
||||||
Matrix<rows, columns> Matrix<rows, columns>::
|
template <uint8_t other_columns>
|
||||||
operator*(const Matrix<rows, columns> &other) const {
|
Matrix<rows, other_columns> Matrix<rows, columns>::operator*(
|
||||||
Matrix<rows, columns> buffer{};
|
const Matrix<columns, other_columns> &other) const {
|
||||||
|
Matrix<rows, other_columns> buffer{};
|
||||||
this->Mult(other, buffer);
|
this->Mult(other, buffer);
|
||||||
return buffer;
|
return buffer;
|
||||||
}
|
}
|
||||||
@@ -327,9 +349,25 @@ Matrix<rows, columns> Matrix<rows, columns>::operator*(float scalar) const {
|
|||||||
return buffer;
|
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 rows, uint8_t columns>
|
||||||
template <uint8_t vector_size>
|
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) {
|
const Matrix<1, vector_size> &vec2) {
|
||||||
float sum{0};
|
float sum{0};
|
||||||
for (uint8_t i{0}; i < vector_size; i++) {
|
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 rows, uint8_t columns>
|
||||||
template <uint8_t vector_size>
|
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) {
|
const Matrix<vector_size, 1> &vec2) {
|
||||||
float sum{0};
|
float sum{0};
|
||||||
for (uint8_t i{0}; i < vector_size; i++) {
|
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>
|
template <uint8_t rows, uint8_t columns>
|
||||||
void Matrix<rows, columns>::Fill(float value) {
|
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>
|
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>
|
template <uint8_t rows, uint8_t columns>
|
||||||
Matrix<rows, columns> &
|
float Matrix<rows, columns>::EuclideanNorm() const {
|
||||||
Matrix<rows, columns>::Normalize(Matrix<rows, columns> &result) const {
|
|
||||||
float sum{0};
|
float sum{0};
|
||||||
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
||||||
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
||||||
@@ -419,90 +461,147 @@ Matrix<rows, columns>::Normalize(Matrix<rows, columns> &result) const {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
if (sum == 0) {
|
return sqrt(sum);
|
||||||
// this wouldn't do anything anyways
|
|
||||||
result.Fill(1e+6);
|
|
||||||
return result;
|
|
||||||
}
|
|
||||||
|
|
||||||
sum = sqrt(sum);
|
|
||||||
|
|
||||||
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
|
||||||
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
|
||||||
result[row_idx][column_idx] = this->Get(row_idx, column_idx) / sum;
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
return result;
|
|
||||||
}
|
}
|
||||||
|
|
||||||
template <uint8_t rows, uint8_t columns>
|
template <uint8_t rows, uint8_t columns>
|
||||||
Matrix<rows, rows> Matrix<rows, columns>::Eye() {
|
template <uint8_t sub_rows, uint8_t sub_columns, uint8_t row_offset,
|
||||||
Matrix<rows, rows> i_matrix;
|
uint8_t column_offset>
|
||||||
i_matrix.Fill(0);
|
Matrix<sub_rows, sub_columns> Matrix<rows, columns>::SubMatrix() const {
|
||||||
for (uint8_t i{0}; i < rows; i++) {
|
// static assert that sub_rows + row_offset <= rows
|
||||||
i_matrix[i][i] = 1;
|
// 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)");
|
||||||
|
|
||||||
|
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 i_matrix;
|
}
|
||||||
|
return buffer;
|
||||||
}
|
}
|
||||||
|
|
||||||
template <uint8_t rows, uint8_t columns>
|
template <uint8_t rows, uint8_t columns>
|
||||||
void Matrix<rows, columns>::QR_Decomposition(Matrix<rows, columns> &Q,
|
template <uint8_t sub_rows, uint8_t sub_columns>
|
||||||
Matrix<rows, columns> &R) const {
|
void Matrix<rows, columns>::SetSubMatrix(
|
||||||
Q = Matrix<rows, columns>::Eye(); // Q starts as the identity matrix
|
uint8_t rowOffset, uint8_t columnOffset,
|
||||||
R = *this; // R starts as a copy of this matrix (For this algorithm we'll call
|
const Matrix<sub_rows, sub_columns> &sub_matrix) {
|
||||||
// this matrix A)
|
int16_t adjustedSubRows = sub_rows;
|
||||||
|
int16_t adjustedSubColumns = sub_columns;
|
||||||
|
int16_t adjustedRowOffset = rowOffset;
|
||||||
|
int16_t adjustedColumnOffset = columnOffset;
|
||||||
|
|
||||||
for (uint8_t row{0}; row < rows; row++) {
|
// a bunch of safety checks to make sure we don't overflow the matrix
|
||||||
// compute the householder vector
|
if (sub_rows > rows) {
|
||||||
const uint8_t houseHoldVectorSize{rows - row};
|
adjustedSubRows = rows;
|
||||||
const uint8_t subMatrixSize{columns - row};
|
}
|
||||||
Matrix<houseHoldVectorSize, 1> x{};
|
if (sub_columns > columns) {
|
||||||
this->SubMatrix(row, row, x);
|
adjustedSubColumns = columns;
|
||||||
|
}
|
||||||
|
|
||||||
Matrix<houseHoldVectorSize, 1> e1{};
|
if (adjustedSubRows + adjustedRowOffset >= rows) {
|
||||||
e1.Fill(0);
|
adjustedRowOffset =
|
||||||
if (x[0][0] >= 0) {
|
std::max(0, static_cast<int16_t>(rows) - adjustedSubRows);
|
||||||
e1[0][0] = x.Norm();
|
}
|
||||||
|
|
||||||
|
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);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// QR decomposition: decomposes this matrix A into Q and R
|
||||||
|
// Assumes square matrix
|
||||||
|
template <uint8_t rows, uint8_t columns>
|
||||||
|
void Matrix<rows, columns>::QRDecomposition(Matrix<rows, columns> &Q,
|
||||||
|
Matrix<columns, columns> &R) const {
|
||||||
|
static_assert(columns <= rows, "QR decomposition requires columns <= rows");
|
||||||
|
|
||||||
|
Q.Fill(0);
|
||||||
|
R.Fill(0);
|
||||||
|
Matrix<rows, 1> a_col, e, u, Q_column_k{};
|
||||||
|
Matrix<1, rows> e_T{};
|
||||||
|
|
||||||
|
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 {
|
} 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);
|
||||||
|
}
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
Matrix<houseHoldVectorSize, 1> v = x + e1;
|
template <uint8_t rows, uint8_t columns>
|
||||||
v = v * (1 / v.Norm()); // normalize V
|
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
|
||||||
// Apply the reflection to the R matrix
|
Matrix<rows, rows> QQ{Matrix<rows, rows>::Identity()};
|
||||||
// ************************************
|
Matrix<rows, rows> shift{0};
|
||||||
// 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);
|
|
||||||
|
|
||||||
// ************************************
|
for (uint32_t iter = 0; iter < maxIterations; ++iter) {
|
||||||
// Apply the reflection to the Q matrix
|
Matrix<rows, rows> Q, R;
|
||||||
// ************************************
|
|
||||||
// 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(
|
// // QR shift lets us "attack" the first diagonal to speed up the algorithm
|
||||||
Q_subMatrix.Mult(v, Qv), v, Qv_outer);
|
// shift = Matrix<rows, rows>::Identity() * Ak[rows - 1][rows - 1];
|
||||||
Q.CopySubMatrixInto(0, row, Q_subMatrix);
|
(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]);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
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_
|
#endif // MATRIX_H_
|
||||||
+74
-84
@@ -1,8 +1,9 @@
|
|||||||
#ifndef MATRIX_H_
|
#pragma once
|
||||||
#define MATRIX_H_
|
|
||||||
|
|
||||||
#include <array>
|
#include <array>
|
||||||
#include <cstdint>
|
#include <cstdint>
|
||||||
|
#include <string>
|
||||||
|
#include <type_traits>
|
||||||
|
|
||||||
// TODO: Add a function to calculate eigenvalues/vectors
|
// TODO: Add a function to calculate eigenvalues/vectors
|
||||||
// TODO: Add a function to compute RREF
|
// TODO: Add a function to compute RREF
|
||||||
@@ -11,16 +12,13 @@
|
|||||||
|
|
||||||
template <uint8_t rows, uint8_t columns> class Matrix {
|
template <uint8_t rows, uint8_t columns> class Matrix {
|
||||||
public:
|
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
|
* @brief create a matrix but leave all of its values unitialized
|
||||||
*/
|
*/
|
||||||
Matrix() = default;
|
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
|
* @brief Initialize a matrix with an array
|
||||||
*/
|
*/
|
||||||
@@ -32,9 +30,17 @@ public:
|
|||||||
Matrix(const Matrix<rows, columns> &other);
|
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
|
* @brief Set all elements in this to value
|
||||||
@@ -112,79 +118,20 @@ public:
|
|||||||
* @param result A buffer to store the result into
|
* @param result A buffer to store the result into
|
||||||
* @warning this is super slow! Only call it if you absolutely have to!!!
|
* @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
|
* @brief Transpose this matrix
|
||||||
* @param result A buffer to store the result into
|
* @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
|
* @param result a buffer to store the result into
|
||||||
*/
|
*/
|
||||||
Matrix<rows, columns> &Normalize(Matrix<rows, columns> &result) const;
|
float EuclideanNorm() 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;
|
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* @brief Get a row from the matrix
|
* @brief Get a row from the matrix
|
||||||
@@ -211,8 +158,16 @@ public:
|
|||||||
*/
|
*/
|
||||||
constexpr uint8_t GetColumnSize() { return columns; }
|
constexpr uint8_t GetColumnSize() { return columns; }
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @brief Write a string representation of the matrix into the buffer
|
||||||
|
*/
|
||||||
void ToString(std::string &stringBuffer) const;
|
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
|
* @brief Get an element from the matrix
|
||||||
* @param row the row index of the element
|
* @param row the row index of the element
|
||||||
@@ -221,10 +176,6 @@ public:
|
|||||||
*/
|
*/
|
||||||
float Get(uint8_t row_index, uint8_t column_index) const;
|
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
|
* @brief get the specified row of the matrix returned as a reference to the
|
||||||
* internal array
|
* 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;
|
||||||
|
|
||||||
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;
|
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
|
* @brief take the dot product of the two vectors
|
||||||
*/
|
*/
|
||||||
template <uint8_t vector_size>
|
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);
|
const Matrix<1, vector_size> &vec2);
|
||||||
|
|
||||||
template <uint8_t vector_size>
|
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);
|
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;
|
Matrix<rows, columns> &adjugate(Matrix<rows, columns> &result) const;
|
||||||
|
|
||||||
void setMatrixToArray(const std::array<float, rows * columns> &array);
|
void setMatrixToArray(const std::array<float, rows * columns> &array);
|
||||||
|
|
||||||
std::array<float, rows * columns> matrix;
|
|
||||||
};
|
};
|
||||||
|
|
||||||
|
#ifndef MATRIX_H_
|
||||||
#include "Matrix.cpp"
|
#include "Matrix.cpp"
|
||||||
|
|
||||||
#endif // MATRIX_H_
|
#endif // MATRIX_H_
|
||||||
@@ -0,0 +1,120 @@
|
|||||||
|
#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;
|
||||||
|
}
|
||||||
@@ -0,0 +1,90 @@
|
|||||||
|
#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_
|
||||||
+846
@@ -0,0 +1,846 @@
|
|||||||
|
// 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..rowsQL−1)
|
||||||
|
// QR[:, blockStart..blockStart+blockSize-1] ← QR[:, ...] · Vblock
|
||||||
|
// (over rows 0..rowsQR−1)
|
||||||
|
//
|
||||||
|
// 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[i−1]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..n−1. 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
|
||||||
+345
@@ -0,0 +1,345 @@
|
|||||||
|
#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+blockSize−1] ← QL[:, ...] · Ublock
|
||||||
|
* (rows 0..rowsQL−1)
|
||||||
|
* QR[:, blockStart..blockStart+blockSize−1] ← QR[:, ...] · Vblock
|
||||||
|
* (rows 0..rowsQR−1)
|
||||||
|
*
|
||||||
|
* 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+blockSize−1] 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_
|
||||||
@@ -0,0 +1,162 @@
|
|||||||
|
#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_
|
||||||
@@ -0,0 +1,58 @@
|
|||||||
|
#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_
|
||||||
+46
-12
@@ -1,21 +1,55 @@
|
|||||||
cmake_minimum_required (VERSION 3.11)
|
# Quaternion tests
|
||||||
|
add_executable(quaternion-tests quaternion-tests.cpp)
|
||||||
|
|
||||||
project ("test_driver")
|
target_link_libraries(quaternion-tests
|
||||||
|
PRIVATE
|
||||||
include(FetchContent)
|
quaternion
|
||||||
|
Catch2::Catch2WithMain
|
||||||
FetchContent_Declare(
|
|
||||||
Catch2
|
|
||||||
GIT_REPOSITORY https://github.com/catchorg/Catch2.git
|
|
||||||
GIT_TAG v3.0.1 # or a later release
|
|
||||||
)
|
)
|
||||||
|
|
||||||
FetchContent_MakeAvailable(Catch2)
|
# matrix tests
|
||||||
|
|
||||||
add_executable(matrix-tests matrix-tests.cpp)
|
add_executable(matrix-tests matrix-tests.cpp)
|
||||||
|
|
||||||
target_link_libraries(matrix-tests
|
target_link_libraries(matrix-tests
|
||||||
PRIVATE
|
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
|
Catch2::Catch2WithMain
|
||||||
)
|
)
|
||||||
@@ -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
|
|
||||||
+753
-134
@@ -4,47 +4,68 @@
|
|||||||
|
|
||||||
// include the module you're going to test next
|
// include the module you're going to test next
|
||||||
#include "Matrix.hpp"
|
#include "Matrix.hpp"
|
||||||
|
#include "SVD.hpp"
|
||||||
|
|
||||||
// any other libraries
|
// any other libraries
|
||||||
#include <array>
|
#include <array>
|
||||||
#include <cmath>
|
#include <cmath>
|
||||||
#include <iostream>
|
#include <iostream>
|
||||||
|
|
||||||
|
// Helper functions
|
||||||
|
template <uint8_t rows, uint8_t columns>
|
||||||
|
float matrixSum(const Matrix<rows, columns> &matrix) {
|
||||||
|
float sum = 0;
|
||||||
|
for (uint32_t i = 0; i < rows * columns; i++) {
|
||||||
|
float number = matrix.ToArray()[i];
|
||||||
|
sum += number * number;
|
||||||
|
}
|
||||||
|
return std::sqrt(sum);
|
||||||
|
}
|
||||||
|
|
||||||
|
template <uint8_t rows, uint8_t columns>
|
||||||
|
void printLabeledMatrix(const std::string &label,
|
||||||
|
const Matrix<rows, columns> &matrix) {
|
||||||
|
std::string strBuf = "";
|
||||||
|
matrix.ToString(strBuf);
|
||||||
|
std::cout << label << ":\n" << strBuf << std::endl;
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("Initialization", "Matrix") {
|
||||||
|
SECTION("Array Initialization") {
|
||||||
|
std::array<float, 4> arr2{5, 6, 7, 8};
|
||||||
|
Matrix<2, 2> mat2{arr2};
|
||||||
|
// array initialization
|
||||||
|
REQUIRE(mat2.Get(0, 0) == 5);
|
||||||
|
REQUIRE(mat2.Get(0, 1) == 6);
|
||||||
|
REQUIRE(mat2.Get(1, 0) == 7);
|
||||||
|
REQUIRE(mat2.Get(1, 1) == 8);
|
||||||
|
}
|
||||||
|
|
||||||
|
SECTION("Argument Pack Initialization") {
|
||||||
|
Matrix<2, 2> mat1{1, 2, 3, 4};
|
||||||
|
// template pack initialization
|
||||||
|
REQUIRE(mat1.Get(0, 0) == 1);
|
||||||
|
REQUIRE(mat1.Get(0, 1) == 2);
|
||||||
|
REQUIRE(mat1.Get(1, 0) == 3);
|
||||||
|
REQUIRE(mat1.Get(1, 1) == 4);
|
||||||
|
}
|
||||||
|
|
||||||
|
SECTION("Single Argument Pack Initialization") {
|
||||||
|
Matrix<2, 2> mat1{2};
|
||||||
|
// template pack initialization
|
||||||
|
REQUIRE(mat1.Get(0, 0) == 2);
|
||||||
|
REQUIRE(mat1.Get(0, 1) == 2);
|
||||||
|
REQUIRE(mat1.Get(1, 0) == 2);
|
||||||
|
REQUIRE(mat1.Get(1, 1) == 2);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
TEST_CASE("Elementary Matrix Operations", "Matrix") {
|
TEST_CASE("Elementary Matrix Operations", "Matrix") {
|
||||||
std::array<float, 4> arr2{5, 6, 7, 8};
|
std::array<float, 4> arr2{5, 6, 7, 8};
|
||||||
Matrix<2, 2> mat1{1, 2, 3, 4};
|
Matrix<2, 2> mat1{1, 2, 3, 4};
|
||||||
Matrix<2, 2> mat2{arr2};
|
Matrix<2, 2> mat2{arr2};
|
||||||
Matrix<2, 2> mat3{};
|
Matrix<2, 2> mat3{};
|
||||||
|
|
||||||
SECTION("Initialization") {
|
|
||||||
// array initialization
|
|
||||||
REQUIRE(mat1.Get(0, 0) == 1);
|
|
||||||
REQUIRE(mat1.Get(0, 1) == 2);
|
|
||||||
REQUIRE(mat1.Get(1, 0) == 3);
|
|
||||||
REQUIRE(mat1.Get(1, 1) == 4);
|
|
||||||
|
|
||||||
// empty initialization
|
|
||||||
REQUIRE(mat3.Get(0, 0) == 0);
|
|
||||||
REQUIRE(mat3.Get(0, 1) == 0);
|
|
||||||
REQUIRE(mat3.Get(1, 0) == 0);
|
|
||||||
REQUIRE(mat3.Get(1, 1) == 0);
|
|
||||||
|
|
||||||
// template pack initialization
|
|
||||||
REQUIRE(mat2.Get(0, 0) == 5);
|
|
||||||
REQUIRE(mat2.Get(0, 1) == 6);
|
|
||||||
REQUIRE(mat2.Get(1, 0) == 7);
|
|
||||||
REQUIRE(mat2.Get(1, 1) == 8);
|
|
||||||
|
|
||||||
// large matrix
|
|
||||||
Matrix<255, 255> mat6{};
|
|
||||||
mat6.Fill(4);
|
|
||||||
for (uint8_t row{0}; row < 255; row++) {
|
|
||||||
for (uint8_t column{0}; column < 255; column++) {
|
|
||||||
REQUIRE(mat6.Get(row, column) == 4);
|
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
SECTION("Fill") {
|
SECTION("Fill") {
|
||||||
mat1.Fill(0);
|
mat1.Fill(0);
|
||||||
REQUIRE(mat1.Get(0, 0) == 0);
|
REQUIRE(mat1.Get(0, 0) == 0);
|
||||||
@@ -66,10 +87,6 @@ TEST_CASE("Elementary Matrix Operations", "Matrix") {
|
|||||||
}
|
}
|
||||||
|
|
||||||
SECTION("Addition") {
|
SECTION("Addition") {
|
||||||
std::string strBuf1 = "";
|
|
||||||
mat1.ToString(strBuf1);
|
|
||||||
std::cout << "Matrix 1:\n" << strBuf1 << std::endl;
|
|
||||||
|
|
||||||
mat1.Add(mat2, mat3);
|
mat1.Add(mat2, mat3);
|
||||||
|
|
||||||
REQUIRE(mat3.Get(0, 0) == 6);
|
REQUIRE(mat3.Get(0, 0) == 6);
|
||||||
@@ -118,6 +135,36 @@ TEST_CASE("Elementary Matrix Operations", "Matrix") {
|
|||||||
REQUIRE(mat3.Get(0, 1) == 22);
|
REQUIRE(mat3.Get(0, 1) == 22);
|
||||||
REQUIRE(mat3.Get(1, 0) == 43);
|
REQUIRE(mat3.Get(1, 0) == 43);
|
||||||
REQUIRE(mat3.Get(1, 1) == 50);
|
REQUIRE(mat3.Get(1, 1) == 50);
|
||||||
|
|
||||||
|
// Non-square multiplication
|
||||||
|
Matrix<2, 4> mat4{1, 2, 3, 4, 5, 6, 7, 8};
|
||||||
|
Matrix<4, 2> mat5{9, 10, 11, 12, 13, 14, 15, 16};
|
||||||
|
Matrix<2, 2> mat6{};
|
||||||
|
mat6 = mat4 * mat5;
|
||||||
|
REQUIRE(mat6.Get(0, 0) == 130);
|
||||||
|
REQUIRE(mat6.Get(0, 1) == 140);
|
||||||
|
REQUIRE(mat6.Get(1, 0) == 322);
|
||||||
|
REQUIRE(mat6.Get(1, 1) == 348);
|
||||||
|
|
||||||
|
// One more non-square multiplicaiton
|
||||||
|
Matrix<4, 4> mat7{};
|
||||||
|
mat7 = mat5 * mat4;
|
||||||
|
REQUIRE(mat7.Get(0, 0) == 59);
|
||||||
|
REQUIRE(mat7.Get(0, 1) == 78);
|
||||||
|
REQUIRE(mat7.Get(0, 2) == 97);
|
||||||
|
REQUIRE(mat7.Get(0, 3) == 116);
|
||||||
|
REQUIRE(mat7.Get(1, 0) == 71);
|
||||||
|
REQUIRE(mat7.Get(1, 1) == 94);
|
||||||
|
REQUIRE(mat7.Get(1, 2) == 117);
|
||||||
|
REQUIRE(mat7.Get(1, 3) == 140);
|
||||||
|
REQUIRE(mat7.Get(2, 0) == 83);
|
||||||
|
REQUIRE(mat7.Get(2, 1) == 110);
|
||||||
|
REQUIRE(mat7.Get(2, 2) == 137);
|
||||||
|
REQUIRE(mat7.Get(2, 3) == 164);
|
||||||
|
REQUIRE(mat7.Get(3, 0) == 95);
|
||||||
|
REQUIRE(mat7.Get(3, 1) == 126);
|
||||||
|
REQUIRE(mat7.Get(3, 2) == 157);
|
||||||
|
REQUIRE(mat7.Get(3, 3) == 188);
|
||||||
}
|
}
|
||||||
|
|
||||||
SECTION("Scalar Multiplication") {
|
SECTION("Scalar Multiplication") {
|
||||||
@@ -182,18 +229,6 @@ TEST_CASE("Elementary Matrix Operations", "Matrix") {
|
|||||||
REQUIRE(minorMat4.Get(1, 0) == 4);
|
REQUIRE(minorMat4.Get(1, 0) == 4);
|
||||||
REQUIRE(minorMat4.Get(1, 1) == 5);
|
REQUIRE(minorMat4.Get(1, 1) == 5);
|
||||||
}
|
}
|
||||||
SECTION("Identity Matrix") {
|
|
||||||
Matrix<3, 3> mat4{Matrix<3, 3>::Eye()};
|
|
||||||
REQUIRE(mat4.Get(0, 0) == 1);
|
|
||||||
REQUIRE(mat4.Get(0, 1) == 0);
|
|
||||||
REQUIRE(mat4.Get(0, 2) == 0);
|
|
||||||
REQUIRE(mat4.Get(1, 0) == 0);
|
|
||||||
REQUIRE(mat4.Get(1, 1) == 1);
|
|
||||||
REQUIRE(mat4.Get(1, 2) == 0);
|
|
||||||
REQUIRE(mat4.Get(2, 0) == 0);
|
|
||||||
REQUIRE(mat4.Get(2, 1) == 0);
|
|
||||||
REQUIRE(mat4.Get(2, 2) == 1);
|
|
||||||
}
|
|
||||||
|
|
||||||
SECTION("Determinant") {
|
SECTION("Determinant") {
|
||||||
float det1 = mat1.Det();
|
float det1 = mat1.Det();
|
||||||
@@ -234,7 +269,7 @@ TEST_CASE("Elementary Matrix Operations", "Matrix") {
|
|||||||
}
|
}
|
||||||
|
|
||||||
SECTION("Invert") {
|
SECTION("Invert") {
|
||||||
mat1.Invert(mat3);
|
mat3 = mat1.Invert();
|
||||||
REQUIRE_THAT(mat3.Get(0, 0), Catch::Matchers::WithinRel(-2.0F, 1e-6f));
|
REQUIRE_THAT(mat3.Get(0, 0), Catch::Matchers::WithinRel(-2.0F, 1e-6f));
|
||||||
REQUIRE_THAT(mat3.Get(0, 1), Catch::Matchers::WithinRel(1.0F, 1e-6f));
|
REQUIRE_THAT(mat3.Get(0, 1), Catch::Matchers::WithinRel(1.0F, 1e-6f));
|
||||||
REQUIRE_THAT(mat3.Get(1, 0), Catch::Matchers::WithinRel(1.5F, 1e-6f));
|
REQUIRE_THAT(mat3.Get(1, 0), Catch::Matchers::WithinRel(1.5F, 1e-6f));
|
||||||
@@ -243,7 +278,7 @@ TEST_CASE("Elementary Matrix Operations", "Matrix") {
|
|||||||
|
|
||||||
SECTION("Transpose") {
|
SECTION("Transpose") {
|
||||||
// transpose a square matrix
|
// transpose a square matrix
|
||||||
mat1.Transpose(mat3);
|
mat3 = mat1.Transpose();
|
||||||
|
|
||||||
REQUIRE(mat3.Get(0, 0) == 1);
|
REQUIRE(mat3.Get(0, 0) == 1);
|
||||||
REQUIRE(mat3.Get(0, 1) == 3);
|
REQUIRE(mat3.Get(0, 1) == 3);
|
||||||
@@ -254,7 +289,7 @@ TEST_CASE("Elementary Matrix Operations", "Matrix") {
|
|||||||
Matrix<2, 3> mat4{1, 2, 3, 4, 5, 6};
|
Matrix<2, 3> mat4{1, 2, 3, 4, 5, 6};
|
||||||
Matrix<3, 2> mat5{};
|
Matrix<3, 2> mat5{};
|
||||||
|
|
||||||
mat4.Transpose(mat5);
|
mat5 = mat4.Transpose();
|
||||||
|
|
||||||
REQUIRE(mat5.Get(0, 0) == 1);
|
REQUIRE(mat5.Get(0, 0) == 1);
|
||||||
REQUIRE(mat5.Get(0, 1) == 4);
|
REQUIRE(mat5.Get(0, 1) == 4);
|
||||||
@@ -264,26 +299,6 @@ TEST_CASE("Elementary Matrix Operations", "Matrix") {
|
|||||||
REQUIRE(mat5.Get(2, 1) == 6);
|
REQUIRE(mat5.Get(2, 1) == 6);
|
||||||
}
|
}
|
||||||
|
|
||||||
SECTION("Normalize") {
|
|
||||||
mat1.Normalize(mat3);
|
|
||||||
|
|
||||||
float sqrt_30{sqrt(30)};
|
|
||||||
|
|
||||||
REQUIRE(mat3.Get(0, 0) == 1 / sqrt_30);
|
|
||||||
REQUIRE(mat3.Get(0, 1) == 2 / sqrt_30);
|
|
||||||
REQUIRE(mat3.Get(1, 0) == 3 / sqrt_30);
|
|
||||||
REQUIRE(mat3.Get(1, 1) == 4 / sqrt_30);
|
|
||||||
|
|
||||||
Matrix<2, 1> mat4{-0.878877044, 2.92092276};
|
|
||||||
Matrix<2, 1> mat5{};
|
|
||||||
mat4.Normalize(mat5);
|
|
||||||
|
|
||||||
REQUIRE_THAT(mat5.Get(0, 0),
|
|
||||||
Catch::Matchers::WithinRel(-0.288129855179f, 1e-6f));
|
|
||||||
REQUIRE_THAT(mat5.Get(1, 0),
|
|
||||||
Catch::Matchers::WithinRel(0.957591346325f, 1e-6f));
|
|
||||||
}
|
|
||||||
|
|
||||||
SECTION("GET ROW") {
|
SECTION("GET ROW") {
|
||||||
Matrix<1, 2> mat1Rows{};
|
Matrix<1, 2> mat1Rows{};
|
||||||
mat1.GetRow(0, mat1Rows);
|
mat1.GetRow(0, mat1Rows);
|
||||||
@@ -305,113 +320,717 @@ TEST_CASE("Elementary Matrix Operations", "Matrix") {
|
|||||||
REQUIRE(mat1Columns.Get(0, 0) == 2);
|
REQUIRE(mat1Columns.Get(0, 0) == 2);
|
||||||
REQUIRE(mat1Columns.Get(1, 0) == 4);
|
REQUIRE(mat1Columns.Get(1, 0) == 4);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
SECTION("Get Sub-Matrices") {
|
||||||
|
Matrix<3, 3> mat4{1, 2, 3, 4, 5, 6, 7, 8, 9};
|
||||||
|
|
||||||
|
Matrix<2, 2> mat5 = mat4.SubMatrix<2, 2, 0, 0>();
|
||||||
|
|
||||||
|
REQUIRE(mat5.Get(0, 0) == 1);
|
||||||
|
REQUIRE(mat5.Get(0, 1) == 2);
|
||||||
|
REQUIRE(mat5.Get(1, 0) == 4);
|
||||||
|
REQUIRE(mat5.Get(1, 1) == 5);
|
||||||
|
|
||||||
|
mat5 = mat4.SubMatrix<2, 2, 1, 1>();
|
||||||
|
REQUIRE(mat5.Get(0, 0) == 5);
|
||||||
|
REQUIRE(mat5.Get(0, 1) == 6);
|
||||||
|
REQUIRE(mat5.Get(1, 0) == 8);
|
||||||
|
REQUIRE(mat5.Get(1, 1) == 9);
|
||||||
|
|
||||||
|
Matrix<3, 1> mat6 = mat4.SubMatrix<3, 1, 0, 0>();
|
||||||
|
REQUIRE(mat6.Get(0, 0) == 1);
|
||||||
|
REQUIRE(mat6.Get(1, 0) == 4);
|
||||||
|
REQUIRE(mat6.Get(2, 0) == 7);
|
||||||
|
|
||||||
|
Matrix<1, 3> mat7 = mat4.SubMatrix<1, 3, 0, 0>();
|
||||||
|
REQUIRE(mat7.Get(0, 0) == 1);
|
||||||
|
REQUIRE(mat7.Get(0, 1) == 2);
|
||||||
|
REQUIRE(mat7.Get(0, 2) == 3);
|
||||||
}
|
}
|
||||||
|
|
||||||
// basically re-run all of the previous tests with huge matrices and time the
|
SECTION("Set Sub-Matrices") {
|
||||||
// results.
|
Matrix<3, 3> startMatrix{1, 2, 3, 4, 5, 6, 7, 8, 9};
|
||||||
TEST_CASE("Timing Tests", "Matrix") {
|
Matrix<3, 3> mat4 = startMatrix;
|
||||||
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<2, 2> mat5{10, 11, 12, 13};
|
||||||
Matrix<4, 4> mat4{1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16};
|
mat4.SetSubMatrix(0, 0, mat5);
|
||||||
Matrix<4, 4> mat5{};
|
REQUIRE(mat4.Get(0, 0) == 10);
|
||||||
|
REQUIRE(mat4.Get(0, 1) == 11);
|
||||||
|
REQUIRE(mat4.Get(1, 0) == 12);
|
||||||
|
REQUIRE(mat4.Get(1, 1) == 13);
|
||||||
|
|
||||||
SECTION("Addition") {
|
mat4 = startMatrix;
|
||||||
for (uint32_t i{0}; i < 10000; i++) {
|
mat4.SetSubMatrix(1, 1, mat5);
|
||||||
mat3 = mat1 + mat2;
|
REQUIRE(mat4.Get(1, 1) == 10);
|
||||||
|
REQUIRE(mat4.Get(1, 2) == 11);
|
||||||
|
REQUIRE(mat4.Get(2, 1) == 12);
|
||||||
|
REQUIRE(mat4.Get(2, 2) == 13);
|
||||||
|
|
||||||
|
Matrix<3, 1> mat6{10, 11, 12};
|
||||||
|
mat4.SetSubMatrix(0, 0, mat6);
|
||||||
|
REQUIRE(mat4.Get(0, 0) == 10);
|
||||||
|
REQUIRE(mat4.Get(1, 0) == 11);
|
||||||
|
REQUIRE(mat4.Get(2, 0) == 12);
|
||||||
|
|
||||||
|
Matrix<1, 3> mat7{10, 11, 12};
|
||||||
|
mat4.SetSubMatrix(0, 0, mat7);
|
||||||
|
REQUIRE(mat4.Get(0, 0) == 10);
|
||||||
|
REQUIRE(mat4.Get(0, 1) == 11);
|
||||||
|
REQUIRE(mat4.Get(0, 2) == 12);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
SECTION("Subtraction") {
|
TEST_CASE("Identity Matrix", "Matrix") {
|
||||||
for (uint32_t i{0}; i < 10000; i++) {
|
SECTION("Square Matrix") {
|
||||||
mat3 = mat1 - mat2;
|
Matrix<5, 5> matrix = Matrix<5, 5>::Identity();
|
||||||
|
uint32_t oneColumnIndex{0};
|
||||||
|
for (uint32_t row = 0; row < 5; row++) {
|
||||||
|
for (uint32_t column = 0; column < 5; column++) {
|
||||||
|
float value = matrix[row][column];
|
||||||
|
if (oneColumnIndex == column) {
|
||||||
|
REQUIRE_THAT(value, Catch::Matchers::WithinRel(1.0f, 1e-6f));
|
||||||
|
} else {
|
||||||
|
REQUIRE_THAT(value, Catch::Matchers::WithinAbs(0.0f, 1e-6f));
|
||||||
|
}
|
||||||
|
}
|
||||||
|
oneColumnIndex++;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
SECTION("Multiplication") {
|
SECTION("Wide Matrix") {
|
||||||
for (uint32_t i{0}; i < 1000; i++) {
|
Matrix<2, 5> matrix = Matrix<2, 5>::Identity();
|
||||||
mat3 = mat1 * mat2;
|
|
||||||
|
uint32_t oneColumnIndex{0};
|
||||||
|
for (uint32_t row = 0; row < 2; row++) {
|
||||||
|
for (uint32_t column = 0; column < 5; column++) {
|
||||||
|
float value = matrix[row][column];
|
||||||
|
if (oneColumnIndex == column && row < 3) {
|
||||||
|
REQUIRE_THAT(value, Catch::Matchers::WithinRel(1.0f, 1e-6f));
|
||||||
|
} else {
|
||||||
|
REQUIRE_THAT(value, Catch::Matchers::WithinAbs(0.0f, 1e-6f));
|
||||||
|
}
|
||||||
|
}
|
||||||
|
oneColumnIndex++;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
SECTION("Scalar Multiplication") {
|
SECTION("Tall Matrix") {
|
||||||
for (uint32_t i{0}; i < 10000; i++) {
|
Matrix<5, 2> matrix = Matrix<5, 2>::Identity();
|
||||||
mat3 = mat1 * 3;
|
uint32_t oneColumnIndex{0};
|
||||||
|
for (uint32_t row = 0; row < 5; row++) {
|
||||||
|
for (uint32_t column = 0; column < 2; column++) {
|
||||||
|
float value = matrix[row][column];
|
||||||
|
if (oneColumnIndex == column) {
|
||||||
|
REQUIRE_THAT(value, Catch::Matchers::WithinRel(1.0f, 1e-6f));
|
||||||
|
} else {
|
||||||
|
REQUIRE_THAT(value, Catch::Matchers::WithinAbs(0.0f, 1e-6f));
|
||||||
|
}
|
||||||
|
}
|
||||||
|
oneColumnIndex++;
|
||||||
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
SECTION("Element Multiply") {
|
// TODO: Add test for scalar division
|
||||||
for (uint32_t i{0}; i < 10000; i++) {
|
TEST_CASE("Euclidean Norm", "Matrix") {
|
||||||
mat1.ElementMultiply(mat2, mat3);
|
|
||||||
|
SECTION("2x2 Normalize") {
|
||||||
|
Matrix<2, 2> mat1{1, 2, 3, 4};
|
||||||
|
Matrix<2, 2> mat2{};
|
||||||
|
|
||||||
|
mat2 = mat1 / mat1.EuclideanNorm();
|
||||||
|
|
||||||
|
float sqrt_30{static_cast<float>(sqrt(30.0f))};
|
||||||
|
|
||||||
|
REQUIRE(mat2.Get(0, 0) == 1 / sqrt_30);
|
||||||
|
REQUIRE(mat2.Get(0, 1) == 2 / sqrt_30);
|
||||||
|
REQUIRE(mat2.Get(1, 0) == 3 / sqrt_30);
|
||||||
|
REQUIRE(mat2.Get(1, 1) == 4 / sqrt_30);
|
||||||
|
|
||||||
|
REQUIRE_THAT(matrixSum(mat2), Catch::Matchers::WithinRel(1.0f, 1e-6f));
|
||||||
|
}
|
||||||
|
|
||||||
|
SECTION("2x1 (Vector) Normalize") {
|
||||||
|
Matrix<2, 1> mat1{-0.878877044, 2.92092276};
|
||||||
|
Matrix<2, 1> mat2{};
|
||||||
|
mat2 = mat1 / mat1.EuclideanNorm();
|
||||||
|
|
||||||
|
REQUIRE_THAT(mat2.Get(0, 0),
|
||||||
|
Catch::Matchers::WithinRel(-0.288129855179f, 1e-6f));
|
||||||
|
REQUIRE_THAT(mat2.Get(1, 0),
|
||||||
|
Catch::Matchers::WithinRel(0.957591346325f, 1e-6f));
|
||||||
|
|
||||||
|
float sum = matrixSum(mat2);
|
||||||
|
REQUIRE_THAT(sum, Catch::Matchers::WithinRel(1.0f, 1e-6f));
|
||||||
|
}
|
||||||
|
|
||||||
|
SECTION("Normalized vectors sum to 1") {
|
||||||
|
Matrix<9, 1> mat1{1, 2, 3, 4, 5, 6, 7, 8, 9};
|
||||||
|
Matrix<9, 1> mat2;
|
||||||
|
mat2 = mat1 / mat1.EuclideanNorm();
|
||||||
|
float sum = matrixSum(mat2);
|
||||||
|
REQUIRE_THAT(sum, Catch::Matchers::WithinRel(1.0f, 1e-6f));
|
||||||
|
|
||||||
|
Matrix<2, 3> mat3{1, 2, 3, 4, 5, 6};
|
||||||
|
Matrix<2, 3> mat4{};
|
||||||
|
mat4 = mat3 / mat3.EuclideanNorm();
|
||||||
|
sum = matrixSum(mat4);
|
||||||
|
REQUIRE_THAT(sum, Catch::Matchers::WithinRel(1.0f, 1e-6f));
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
SECTION("Element Divide") {
|
TEST_CASE("QR Decompositions", "Matrix") {
|
||||||
for (uint32_t i{0}; i < 10000; i++) {
|
SECTION("2x2 QRDecomposition") {
|
||||||
mat1.ElementDivide(mat2, mat3);
|
Matrix<2, 2> A{1.0f, 2.0f, 3.0f, 4.0f};
|
||||||
|
Matrix<2, 2> Q{}, R{};
|
||||||
|
A.QRDecomposition(Q, R);
|
||||||
|
|
||||||
|
// Check that Q * R ≈ A
|
||||||
|
Matrix<2, 2> QR{};
|
||||||
|
Q.Mult(R, QR);
|
||||||
|
for (int i = 0; i < 2; ++i) {
|
||||||
|
for (int j = 0; j < 2; ++j) {
|
||||||
|
REQUIRE_THAT(QR[i][j], Catch::Matchers::WithinRel(A[i][j], 1e-4f));
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
SECTION("Minor Matrix") {
|
// Check that Q is orthonormal: Qᵀ * Q ≈ I
|
||||||
// what about matrices of 0,0 or 1,1?
|
Matrix<2, 2> Qt = Q.Transpose();
|
||||||
// minor matrix for 2x2 matrix
|
Matrix<2, 2> QtQ{};
|
||||||
Matrix<49, 49> minorMat1{};
|
Qt.Mult(Q, QtQ);
|
||||||
for (uint32_t i{0}; i < 10000; i++) {
|
for (int i = 0; i < 2; ++i) {
|
||||||
mat1.MinorMatrix(minorMat1, 0, 0);
|
for (int j = 0; j < 2; ++j) {
|
||||||
|
if (i == j)
|
||||||
|
REQUIRE_THAT(QtQ[i][j], Catch::Matchers::WithinRel(1.0f, 1e-4f));
|
||||||
|
else
|
||||||
|
REQUIRE_THAT(QtQ[i][j], Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
SECTION("Determinant") {
|
// Optional: R should be upper triangular
|
||||||
for (uint32_t i{0}; i < 100000; i++) {
|
REQUIRE(std::fabs(R[1][0]) < 1e-4f);
|
||||||
float det1 = mat4.Det();
|
|
||||||
|
// check that all Q values are correct
|
||||||
|
REQUIRE_THAT(Q[0][0], Catch::Matchers::WithinRel(0.3162f, 1e-4f));
|
||||||
|
REQUIRE_THAT(Q[0][1], Catch::Matchers::WithinRel(0.94868f, 1e-4f));
|
||||||
|
REQUIRE_THAT(Q[1][0], Catch::Matchers::WithinRel(0.94868f, 1e-4f));
|
||||||
|
REQUIRE_THAT(Q[1][1], Catch::Matchers::WithinRel(-0.3162f, 1e-4f));
|
||||||
|
|
||||||
|
// check that all R values are correct
|
||||||
|
REQUIRE_THAT(R[0][0], Catch::Matchers::WithinRel(3.16228f, 1e-4f));
|
||||||
|
REQUIRE_THAT(R[0][1], Catch::Matchers::WithinRel(4.42719f, 1e-4f));
|
||||||
|
REQUIRE_THAT(R[1][0], Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
|
REQUIRE_THAT(R[1][1], Catch::Matchers::WithinRel(0.63246f, 1e-4f));
|
||||||
|
}
|
||||||
|
|
||||||
|
SECTION("3x3 QRDecomposition") {
|
||||||
|
// this symmetrix tridiagonal matrix is well behaved for testing
|
||||||
|
Matrix<3, 3> A{1, 2, 3, 4, 5, 6, 7, 8, 9};
|
||||||
|
|
||||||
|
Matrix<3, 3> Q{}, R{};
|
||||||
|
A.QRDecomposition(Q, R);
|
||||||
|
|
||||||
|
// Check that Q * R ≈ A
|
||||||
|
Matrix<3, 3> QR{};
|
||||||
|
QR = Q * R;
|
||||||
|
for (int i = 0; i < 3; ++i) {
|
||||||
|
for (int j = 0; j < 3; ++j) {
|
||||||
|
REQUIRE_THAT(QR[i][j], Catch::Matchers::WithinRel(A[i][j], 1e-4f));
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
SECTION("Matrix of Minors") {
|
// Check that Qᵀ * Q ≈ I
|
||||||
for (uint32_t i{0}; i < 100000; i++) {
|
// Since the rank of this matrix is 2, only the top left 2x2 sub-matrix will
|
||||||
mat4.MatrixOfMinors(mat5);
|
// equal I.
|
||||||
|
Matrix<3, 3> Qt = Q.Transpose();
|
||||||
|
Matrix<3, 3> QtQ{};
|
||||||
|
QtQ = Qt * Q;
|
||||||
|
for (int i = 0; i < 2; ++i) {
|
||||||
|
for (int j = 0; j < 2; ++j) {
|
||||||
|
if (i == j)
|
||||||
|
REQUIRE_THAT(QtQ[i][j], Catch::Matchers::WithinRel(1.0f, 1e-4f));
|
||||||
|
else
|
||||||
|
REQUIRE_THAT(QtQ[i][j], Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
SECTION("Invert") {
|
// Optional: Check R is upper triangular
|
||||||
for (uint32_t i{0}; i < 100000; i++) {
|
for (int i = 1; i < 3; ++i) {
|
||||||
mat4.Invert(mat5);
|
for (int j = 0; j < i; ++j) {
|
||||||
|
REQUIRE(std::fabs(R[i][j]) < 1e-4f);
|
||||||
}
|
}
|
||||||
};
|
|
||||||
|
|
||||||
SECTION("Transpose") {
|
|
||||||
for (uint32_t i{0}; i < 10000; i++) {
|
|
||||||
mat1.Transpose(mat3);
|
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
SECTION("Normalize") {
|
SECTION("4x2 QRDecomposition") {
|
||||||
for (uint32_t i{0}; i < 10000; i++) {
|
// A simple 4x2 matrix
|
||||||
mat1.Normalize(mat3);
|
Matrix<4, 2> A{1.0f, 2.0f, 3.0f, 4.0f, 5.0f, 6.0f, 7.0f, 8.0f};
|
||||||
|
|
||||||
|
Matrix<4, 2> Q{};
|
||||||
|
Matrix<2, 2> R{};
|
||||||
|
A.QRDecomposition(Q, R);
|
||||||
|
|
||||||
|
// Check that Q * R ≈ A
|
||||||
|
Matrix<4, 2> QR{};
|
||||||
|
Q.Mult(R, QR);
|
||||||
|
for (int i = 0; i < 4; ++i) {
|
||||||
|
for (int j = 0; j < 2; ++j) {
|
||||||
|
REQUIRE_THAT(QR[i][j], Catch::Matchers::WithinRel(A[i][j], 1e-4f));
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
SECTION("GET ROW") {
|
// Check that Qᵀ * Q ≈ I₂
|
||||||
Matrix<1, 50> mat1Rows{};
|
Matrix<2, 4> Qt = Q.Transpose();
|
||||||
for (uint32_t i{0}; i < 1000000; i++) {
|
Matrix<2, 2> QtQ{};
|
||||||
mat1.GetRow(0, mat1Rows);
|
Qt.Mult(Q, QtQ);
|
||||||
|
for (int i = 0; i < 2; ++i) {
|
||||||
|
for (int j = 0; j < 2; ++j) {
|
||||||
|
if (i == j)
|
||||||
|
REQUIRE_THAT(QtQ[i][j], Catch::Matchers::WithinRel(1.0f, 1e-4f));
|
||||||
|
else
|
||||||
|
REQUIRE_THAT(QtQ[i][j], Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
SECTION("GET COLUMN") {
|
// Check R is upper triangular (i > j ⇒ R[i][j] ≈ 0)
|
||||||
Matrix<50, 1> mat1Columns{};
|
for (int i = 1; i < 2; ++i) {
|
||||||
for (uint32_t i{0}; i < 1000000; i++) {
|
for (int j = 0; j < i; ++j) {
|
||||||
mat1.GetColumn(0, mat1Columns);
|
REQUIRE(std::fabs(R[i][j]) < 1e-4f);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("Eigenvalues and Vectors", "Matrix") {
|
||||||
|
SECTION("2x2 Eigen") {
|
||||||
|
Matrix<2, 2> A{1.0f, 2.0f, 3.0f, 4.0f};
|
||||||
|
Matrix<2, 2> vectors{};
|
||||||
|
Matrix<2, 1> values{};
|
||||||
|
|
||||||
|
A.EigenQR(vectors, values, 1000000, 1e-20f);
|
||||||
|
|
||||||
|
REQUIRE_THAT(vectors[0][0], Catch::Matchers::WithinRel(0.41597f, 1e-4f));
|
||||||
|
REQUIRE_THAT(vectors[1][0], Catch::Matchers::WithinRel(0.90938f, 1e-4f));
|
||||||
|
REQUIRE_THAT(values[0][0], Catch::Matchers::WithinRel(5.372282f, 1e-4f));
|
||||||
|
REQUIRE_THAT(values[1][0], Catch::Matchers::WithinRel(-0.372281f, 1e-4f));
|
||||||
|
}
|
||||||
|
|
||||||
|
SECTION("3x3 Rank Defficient Eigen") {
|
||||||
|
SKIP("Skipping this because QR decomposition isn't ready for it");
|
||||||
|
// this symmetrix tridiagonal matrix is well behaved for testing
|
||||||
|
Matrix<3, 3> A{1, 2, 3, 4, 5, 6, 7, 8, 9};
|
||||||
|
|
||||||
|
Matrix<3, 3> vectors{};
|
||||||
|
Matrix<3, 1> values{};
|
||||||
|
A.EigenQR(vectors, values, 1000000, 1e-8f);
|
||||||
|
|
||||||
|
std::string strBuf1 = "";
|
||||||
|
vectors.ToString(strBuf1);
|
||||||
|
std::cout << "Vectors:\n" << strBuf1 << std::endl;
|
||||||
|
strBuf1 = "";
|
||||||
|
values.ToString(strBuf1);
|
||||||
|
std::cout << "Values:\n" << strBuf1 << std::endl;
|
||||||
|
|
||||||
|
REQUIRE_THAT(vectors[0][0], Catch::Matchers::WithinRel(0.23197f, 1e-4f));
|
||||||
|
REQUIRE_THAT(vectors[1][0], Catch::Matchers::WithinRel(0.525322f, 1e-4f));
|
||||||
|
REQUIRE_THAT(vectors[2][0], Catch::Matchers::WithinRel(0.81867f, 1e-4f));
|
||||||
|
REQUIRE_THAT(values[0][0], Catch::Matchers::WithinRel(-1.11684f, 1e-4f));
|
||||||
|
REQUIRE_THAT(values[1][0], Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
|
REQUIRE_THAT(values[2][0], Catch::Matchers::WithinRel(16.1168f, 1e-4f));
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// ============================================================================
|
||||||
|
// SVD Tests — Reference values computed via scipy.linalg.svd (Python)
|
||||||
|
// ============================================================================
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @brief Helper: compute Frobenius norm of a matrix.
|
||||||
|
*/
|
||||||
|
template <uint8_t rows, uint8_t columns>
|
||||||
|
static float frobeniusNorm(const Matrix<rows, columns> &M) {
|
||||||
|
float sum = 0;
|
||||||
|
for (uint8_t i = 0; i < rows; i++) {
|
||||||
|
for (uint8_t j = 0; j < columns; j++) {
|
||||||
|
float v = M.Get(i, j);
|
||||||
|
sum += v * v;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return sqrtf(sum);
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @brief Helper: compute reconstruction error ||A - UΣVᵀ||_F.
|
||||||
|
*
|
||||||
|
* Verifies the fundamental SVD identity A = U × diag(σ) × Vᵀ.
|
||||||
|
* For non-square matrices, only the first min(rows,cols) singular values
|
||||||
|
* contribute to the reconstruction.
|
||||||
|
*/
|
||||||
|
template <uint8_t rows, uint8_t columns>
|
||||||
|
static float svdReconstructionError(const Matrix<rows, columns> &A,
|
||||||
|
const Matrix<rows, columns> &U,
|
||||||
|
const Matrix<columns, 1> &sigma,
|
||||||
|
const Matrix<columns, columns> &Vt) {
|
||||||
|
// Compute U × diag(σ): only first min(rows,cols) columns of U are used
|
||||||
|
constexpr uint8_t k = (rows < columns) ? rows : columns;
|
||||||
|
Matrix<rows, columns> USigma{0};
|
||||||
|
for (uint8_t i = 0; i < rows; i++) {
|
||||||
|
for (uint8_t j = 0; j < k; j++) {
|
||||||
|
USigma[i][j] = U.Get(i, j) * sigma.Get(j, 0);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// Compute (UΣ) × Vᵀ: only first k rows of Vt are used
|
||||||
|
Matrix<rows, columns> UVt{0};
|
||||||
|
for (uint8_t i = 0; i < rows; i++) {
|
||||||
|
for (uint8_t j = 0; j < columns; j++) {
|
||||||
|
float sum = 0;
|
||||||
|
for (uint8_t p = 0; p < k; p++) {
|
||||||
|
sum += USigma[i][p] * Vt.Get(p, j);
|
||||||
|
}
|
||||||
|
UVt[i][j] = sum;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// Compute ||A - UVᵀ||_F
|
||||||
|
Matrix<rows, columns> diff{0};
|
||||||
|
A.Sub(UVt, diff);
|
||||||
|
return frobeniusNorm(diff);
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @brief Helper: check orthogonality of the first k columns of M.
|
||||||
|
* Verifies M[:,0:k]ᵀ × M[:,0:k] ≈ I_k.
|
||||||
|
*/
|
||||||
|
template <uint8_t rows, uint8_t columns>
|
||||||
|
static float orthogonalityError(const Matrix<rows, columns> &M) {
|
||||||
|
constexpr uint8_t k = (rows < columns) ? rows : columns;
|
||||||
|
|
||||||
|
// Compute Mᵀ × M (should be I_k in top-left)
|
||||||
|
Matrix<columns, rows> Mt = M.Transpose();
|
||||||
|
Matrix<columns, columns> MtM{0};
|
||||||
|
Mt.Mult(M, MtM);
|
||||||
|
|
||||||
|
float err = 0;
|
||||||
|
for (uint8_t i = 0; i < k; i++) {
|
||||||
|
for (uint8_t j = 0; j < k; j++) {
|
||||||
|
float expected = (i == j) ? 1.0f : 0.0f;
|
||||||
|
err += (MtM.Get(i, j) - expected) * (MtM.Get(i, j) - expected);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return sqrtf(err);
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @brief Helper: check that singular values are sorted in descending order.
|
||||||
|
*/
|
||||||
|
template <uint8_t maxCols>
|
||||||
|
static bool isSortedDescending(const Matrix<maxCols, 1> &sigma, uint8_t count) {
|
||||||
|
for (uint8_t i = 0; i < count - 1; i++) {
|
||||||
|
if (sigma.Get(i + 1, 0) > sigma.Get(i, 0) + 1e-6f) {
|
||||||
|
return false;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return true;
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("SVD: Simple 2x2 Matrix", "Matrix") {
|
||||||
|
// Reference: scipy.linalg.svd([[1,2],[3,4]])
|
||||||
|
// σ = [5.4649857042, 0.3659661906]
|
||||||
|
Matrix<2, 2> A{1.0f, 2.0f, 3.0f, 4.0f};
|
||||||
|
Matrix<2, 2> U{}, Vt{};
|
||||||
|
Matrix<2, 1> sigma{};
|
||||||
|
|
||||||
|
SVD::SVD(A, U, sigma, Vt);
|
||||||
|
|
||||||
|
// Verify singular values (verified with Python scipy.linalg.svd)
|
||||||
|
REQUIRE_THAT(sigma.Get(0, 0),
|
||||||
|
Catch::Matchers::WithinRel(5.4649857042f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(1, 0),
|
||||||
|
Catch::Matchers::WithinRel(0.3659661906f, 1e-4f));
|
||||||
|
|
||||||
|
// Verify descending order
|
||||||
|
REQUIRE(isSortedDescending(sigma, 2));
|
||||||
|
|
||||||
|
// Verify U is orthogonal: UᵀU ≈ I
|
||||||
|
REQUIRE_THAT(orthogonalityError(U), Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
|
|
||||||
|
// Verify Vt is orthogonal: VtVᵀ ≈ I
|
||||||
|
REQUIRE_THAT(orthogonalityError(Vt), Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
|
|
||||||
|
// Verify reconstruction: A ≈ U Σ Vᵀ
|
||||||
|
float reconErr = svdReconstructionError(A, U, sigma, Vt);
|
||||||
|
REQUIRE_THAT(reconErr, Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("SVD: Symmetric Positive Definite 2x2", "Matrix") {
|
||||||
|
// Reference: scipy.linalg.svd([[5,3],[3,5]])
|
||||||
|
// σ = [8.0, 2.0] (eigenvalues since symmetric PD)
|
||||||
|
Matrix<2, 2> A{5.0f, 3.0f, 3.0f, 5.0f};
|
||||||
|
Matrix<2, 2> U{}, Vt{};
|
||||||
|
Matrix<2, 1> sigma{};
|
||||||
|
|
||||||
|
SVD::SVD(A, U, sigma, Vt);
|
||||||
|
|
||||||
|
REQUIRE_THAT(sigma.Get(0, 0), Catch::Matchers::WithinRel(8.0f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(1, 0), Catch::Matchers::WithinRel(2.0f, 1e-4f));
|
||||||
|
|
||||||
|
// For symmetric PD matrices, U ≈ V (up to sign)
|
||||||
|
float reconErr = svdReconstructionError(A, U, sigma, Vt);
|
||||||
|
REQUIRE_THAT(reconErr, Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("SVD: Full-Rank 3x3 Matrix", "Matrix") {
|
||||||
|
// Reference: scipy.linalg.svd([[1,2,3],[4,5,6],[7,8,10]])
|
||||||
|
// σ = [17.4125051668, 0.8751613501, 0.1968665211]
|
||||||
|
Matrix<3, 3> A{1.0f, 2.0f, 3.0f, 4.0f, 5.0f, 6.0f, 7.0f, 8.0f, 10.0f};
|
||||||
|
Matrix<3, 3> U{}, Vt{};
|
||||||
|
Matrix<3, 1> sigma{};
|
||||||
|
|
||||||
|
SVD::SVD(A, U, sigma, Vt);
|
||||||
|
|
||||||
|
REQUIRE_THAT(sigma.Get(0, 0),
|
||||||
|
Catch::Matchers::WithinRel(17.4125051668f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(1, 0),
|
||||||
|
Catch::Matchers::WithinRel(0.8751613501f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(2, 0),
|
||||||
|
Catch::Matchers::WithinRel(0.1968665211f, 1e-4f));
|
||||||
|
|
||||||
|
REQUIRE(isSortedDescending(sigma, 3));
|
||||||
|
REQUIRE_THAT(orthogonalityError(U), Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
|
REQUIRE_THAT(orthogonalityError(Vt), Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
|
|
||||||
|
float reconErr = svdReconstructionError(A, U, sigma, Vt);
|
||||||
|
REQUIRE_THAT(reconErr, Catch::Matchers::WithinAbs(0.0f, 1e-3f));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("SVD: Rank-Deficient 3x3 Matrix", "Matrix") {
|
||||||
|
// Reference: scipy.linalg.svd([[1,2,3],[4,5,6],[7,8,9]])
|
||||||
|
// σ = [16.8481033526, 1.0683695146, ~0] (rank 2)
|
||||||
|
Matrix<3, 3> A{1.0f, 2.0f, 3.0f, 4.0f, 5.0f, 6.0f, 7.0f, 8.0f, 9.0f};
|
||||||
|
Matrix<3, 3> U{}, Vt{};
|
||||||
|
Matrix<3, 1> sigma{};
|
||||||
|
|
||||||
|
SVD::SVD(A, U, sigma, Vt);
|
||||||
|
|
||||||
|
REQUIRE_THAT(sigma.Get(0, 0),
|
||||||
|
Catch::Matchers::WithinRel(16.8481033526f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(1, 0),
|
||||||
|
Catch::Matchers::WithinRel(1.0683695146f, 1e-4f));
|
||||||
|
// Third singular value should be ~0 (rank deficiency)
|
||||||
|
REQUIRE(sigma.Get(2, 0) < 1e-3f);
|
||||||
|
|
||||||
|
float reconErr = svdReconstructionError(A, U, sigma, Vt);
|
||||||
|
REQUIRE_THAT(reconErr, Catch::Matchers::WithinAbs(0.0f, 1e-3f));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("SVD: Diagonal 3x3 Matrix", "Matrix") {
|
||||||
|
// For a diagonal matrix, σ = diagonal entries, U = V = I
|
||||||
|
Matrix<3, 3> A{10.0f, 0.0f, 0.0f, 5.0f, 0.0f, 0.0f, 0.0f, 0.0f, 2.0f};
|
||||||
|
Matrix<3, 3> U{}, Vt{};
|
||||||
|
Matrix<3, 1> sigma{};
|
||||||
|
|
||||||
|
SVD::SVD(A, U, sigma, Vt);
|
||||||
|
|
||||||
|
REQUIRE_THAT(sigma.Get(0, 0), Catch::Matchers::WithinRel(10.0f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(1, 0), Catch::Matchers::WithinRel(5.0f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(2, 0), Catch::Matchers::WithinRel(2.0f, 1e-4f));
|
||||||
|
|
||||||
|
float reconErr = svdReconstructionError(A, U, sigma, Vt);
|
||||||
|
REQUIRE_THAT(reconErr, Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("SVD: Tall Matrix (4×3)", "Matrix") {
|
||||||
|
// Reference: scipy.linalg.svd with full_matrices=False
|
||||||
|
// σ = [25.4624074360, 1.2906616758, ~0] (rank 2)
|
||||||
|
Matrix<4, 3> A{1.0f, 2.0f, 3.0f, 4.0f, 5.0f, 6.0f,
|
||||||
|
7.0f, 8.0f, 9.0f, 10.0f, 11.0f, 12.0f};
|
||||||
|
Matrix<4, 3> U{};
|
||||||
|
Matrix<3, 3> Vt{}; // Vt is always n×n
|
||||||
|
Matrix<3, 1> sigma{};
|
||||||
|
|
||||||
|
SVD::SVD(A, U, sigma, Vt);
|
||||||
|
|
||||||
|
REQUIRE_THAT(sigma.Get(0, 0),
|
||||||
|
Catch::Matchers::WithinRel(25.4624074360f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(1, 0),
|
||||||
|
Catch::Matchers::WithinRel(1.2906616758f, 1e-4f));
|
||||||
|
REQUIRE(sigma.Get(2, 0) < 1e-3f);
|
||||||
|
|
||||||
|
// U should be 4×3 with orthonormal columns
|
||||||
|
REQUIRE_THAT(orthogonalityError(U), Catch::Matchers::WithinAbs(0.0f, 1e-3f));
|
||||||
|
|
||||||
|
float reconErr = svdReconstructionError(A, U, sigma, Vt);
|
||||||
|
REQUIRE_THAT(reconErr, Catch::Matchers::WithinAbs(0.0f, 1e-3f));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("SVD: Wide Matrix (3×5)", "Matrix") {
|
||||||
|
// Reference: scipy.linalg.svd with full_matrices=False
|
||||||
|
// σ = [35.1272233336, 2.4653966969, ~0] (rank 2)
|
||||||
|
Matrix<3, 5> A{1.0f, 2.0f, 3.0f, 4.0f, 5.0f, 6.0f, 7.0f, 8.0f,
|
||||||
|
9.0f, 10.0f, 11.0f, 12.0f, 13.0f, 14.0f, 15.0f};
|
||||||
|
Matrix<3, 5> U{};
|
||||||
|
Matrix<5, 5> Vt{}; // Vt is always n×n
|
||||||
|
Matrix<5, 1> sigma{};
|
||||||
|
|
||||||
|
SVD::SVD(A, U, sigma, Vt);
|
||||||
|
|
||||||
|
REQUIRE_THAT(sigma.Get(0, 0),
|
||||||
|
Catch::Matchers::WithinRel(35.1272233336f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(1, 0),
|
||||||
|
Catch::Matchers::WithinRel(2.4653966969f, 1e-4f));
|
||||||
|
REQUIRE(sigma.Get(2, 0) < 1e-3f);
|
||||||
|
|
||||||
|
// Vt should be 5×5 with orthonormal rows (first k)
|
||||||
|
REQUIRE_THAT(orthogonalityError(Vt), Catch::Matchers::WithinAbs(0.0f, 1e-3f));
|
||||||
|
|
||||||
|
float reconErr = svdReconstructionError(A, U, sigma, Vt);
|
||||||
|
REQUIRE_THAT(reconErr, Catch::Matchers::WithinAbs(0.0f, 1e-3f));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("SVD: 5×5 Symmetric Tridiagonal", "Matrix") {
|
||||||
|
// Reference: scipy.linalg.svd for discrete Laplacian-like matrix
|
||||||
|
// σ = [3.7320508076, 3.0, 2.0, 1.0, 0.2679491924]
|
||||||
|
Matrix<5, 5> A{2.0f, -1.0f, 0.0f, 0.0f, 0.0f, -1.0f, 2.0f, -1.0f, 0.0f,
|
||||||
|
0.0f, 0.0f, -1.0f, 2.0f, -1.0f, 0.0f, 0.0f, 0.0f, -1.0f,
|
||||||
|
2.0f, -1.0f, 0.0f, 0.0f, 0.0f, -1.0f, 2.0f};
|
||||||
|
Matrix<5, 5> U{}, Vt{};
|
||||||
|
Matrix<5, 1> sigma{};
|
||||||
|
|
||||||
|
SVD::SVD(A, U, sigma, Vt);
|
||||||
|
|
||||||
|
REQUIRE_THAT(sigma.Get(0, 0),
|
||||||
|
Catch::Matchers::WithinRel(3.7320508076f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(1, 0), Catch::Matchers::WithinRel(3.0f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(2, 0), Catch::Matchers::WithinRel(2.0f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(3, 0), Catch::Matchers::WithinRel(1.0f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(4, 0),
|
||||||
|
Catch::Matchers::WithinRel(0.2679491924f, 1e-4f));
|
||||||
|
|
||||||
|
REQUIRE(isSortedDescending(sigma, 5));
|
||||||
|
REQUIRE_THAT(orthogonalityError(U), Catch::Matchers::WithinAbs(0.0f, 1e-3f));
|
||||||
|
REQUIRE_THAT(orthogonalityError(Vt), Catch::Matchers::WithinAbs(0.0f, 1e-3f));
|
||||||
|
|
||||||
|
float reconErr = svdReconstructionError(A, U, sigma, Vt);
|
||||||
|
REQUIRE_THAT(reconErr, Catch::Matchers::WithinAbs(0.0f, 1e-3f));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("SVD: Non-Square with Negative Values (2×3)", "Matrix") {
|
||||||
|
// Reference: scipy.linalg.svd([[0.5,-0.3,0.8],[-0.2,0.7,0.1]])
|
||||||
|
// σ = [1.0384009867, 0.6646227432]
|
||||||
|
Matrix<2, 3> A{0.5f, -0.3f, 0.8f, -0.2f, 0.7f, 0.1f};
|
||||||
|
Matrix<2, 3> U{};
|
||||||
|
Matrix<3, 3> Vt{}; // Vt is always n×n
|
||||||
|
Matrix<3, 1> sigma{};
|
||||||
|
|
||||||
|
SVD::SVD(A, U, sigma, Vt);
|
||||||
|
|
||||||
|
REQUIRE_THAT(sigma.Get(0, 0),
|
||||||
|
Catch::Matchers::WithinRel(1.0384009867f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(1, 0),
|
||||||
|
Catch::Matchers::WithinRel(0.6646227432f, 1e-4f));
|
||||||
|
|
||||||
|
float reconErr = svdReconstructionError(A, U, sigma, Vt);
|
||||||
|
REQUIRE_THAT(reconErr, Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("SVD: Near-Singular 2×2 Matrix", "Matrix") {
|
||||||
|
// Condition number ≈ 1e6 — tests numerical stability
|
||||||
|
// Reference: scipy.linalg.svd([[1,0],[0,1e-6]])
|
||||||
|
// σ = [1.0, 1e-6]
|
||||||
|
Matrix<2, 2> A{1.0f, 0.0f, 0.0f, 1e-6f};
|
||||||
|
Matrix<2, 2> U{}, Vt{};
|
||||||
|
Matrix<2, 1> sigma{};
|
||||||
|
|
||||||
|
SVD::SVD(A, U, sigma, Vt);
|
||||||
|
|
||||||
|
REQUIRE_THAT(sigma.Get(0, 0), Catch::Matchers::WithinRel(1.0f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(1, 0), Catch::Matchers::WithinRel(1e-6f, 1e-2f));
|
||||||
|
|
||||||
|
float reconErr = svdReconstructionError(A, U, sigma, Vt);
|
||||||
|
REQUIRE_THAT(reconErr, Catch::Matchers::WithinAbs(0.0f, 1e-6f));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("SVD: Orthogonal Matrix (3×3)", "Matrix") {
|
||||||
|
// For an orthogonal matrix, all singular values should be 1.
|
||||||
|
// Rotation matrix about z-axis by 45°
|
||||||
|
float c = sqrtf(0.5f); // cos(45°)
|
||||||
|
float s = sqrtf(0.5f); // sin(45°)
|
||||||
|
Matrix<3, 3> A{c, -s, 0.0f, s, c, 0.0f, 0.0f, 0.0f, 1.0f};
|
||||||
|
Matrix<3, 3> U{}, Vt{};
|
||||||
|
Matrix<3, 1> sigma{};
|
||||||
|
|
||||||
|
SVD::SVD(A, U, sigma, Vt);
|
||||||
|
|
||||||
|
// All singular values should be 1 for an orthogonal matrix
|
||||||
|
REQUIRE_THAT(sigma.Get(0, 0), Catch::Matchers::WithinRel(1.0f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(1, 0), Catch::Matchers::WithinRel(1.0f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(2, 0), Catch::Matchers::WithinRel(1.0f, 1e-4f));
|
||||||
|
|
||||||
|
float reconErr = svdReconstructionError(A, U, sigma, Vt);
|
||||||
|
REQUIRE_THAT(reconErr, Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("SVD: Identity Matrix", "Matrix") {
|
||||||
|
// For I, σ = [1, 1, 1], U = V = I
|
||||||
|
Matrix<3, 3> A{1.0f, 0.0f, 0.0f, 0.0f, 1.0f, 0.0f, 0.0f, 0.0f, 1.0f};
|
||||||
|
Matrix<3, 3> U{}, Vt{};
|
||||||
|
Matrix<3, 1> sigma{};
|
||||||
|
|
||||||
|
SVD::SVD(A, U, sigma, Vt);
|
||||||
|
|
||||||
|
REQUIRE_THAT(sigma.Get(0, 0), Catch::Matchers::WithinRel(1.0f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(1, 0), Catch::Matchers::WithinRel(1.0f, 1e-4f));
|
||||||
|
REQUIRE_THAT(sigma.Get(2, 0), Catch::Matchers::WithinRel(1.0f, 1e-4f));
|
||||||
|
|
||||||
|
float reconErr = svdReconstructionError(A, U, sigma, Vt);
|
||||||
|
REQUIRE_THAT(reconErr, Catch::Matchers::WithinAbs(0.0f, 1e-6f));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("SVD: Zero Matrix", "Matrix") {
|
||||||
|
// All singular values should be zero
|
||||||
|
Matrix<3, 3> A{0.0f};
|
||||||
|
Matrix<3, 3> U{}, Vt{};
|
||||||
|
Matrix<3, 1> sigma{};
|
||||||
|
|
||||||
|
SVD::SVD(A, U, sigma, Vt);
|
||||||
|
|
||||||
|
REQUIRE(sigma.Get(0, 0) < 1e-6f);
|
||||||
|
REQUIRE(sigma.Get(1, 0) < 1e-6f);
|
||||||
|
REQUIRE(sigma.Get(2, 0) < 1e-6f);
|
||||||
|
|
||||||
|
float reconErr = svdReconstructionError(A, U, sigma, Vt);
|
||||||
|
REQUIRE_THAT(reconErr, Catch::Matchers::WithinAbs(0.0f, 1e-6f));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("SVD: 2×1 Column Vector", "Matrix") {
|
||||||
|
// For a column vector v, σ = ||v||, U = v/||v|| (with padding)
|
||||||
|
Matrix<2, 1> A{3.0f, 4.0f};
|
||||||
|
Matrix<2, 1> U{};
|
||||||
|
Matrix<1, 1> Vt{}; // Vt is always n×n
|
||||||
|
Matrix<1, 1> sigma{};
|
||||||
|
|
||||||
|
SVD::SVD(A, U, sigma, Vt);
|
||||||
|
|
||||||
|
// σ should be the Euclidean norm: ||[3,4]|| = 5
|
||||||
|
REQUIRE_THAT(sigma.Get(0, 0), Catch::Matchers::WithinRel(5.0f, 1e-4f));
|
||||||
|
|
||||||
|
float reconErr = svdReconstructionError(A, U, sigma, Vt);
|
||||||
|
REQUIRE_THAT(reconErr, Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_CASE("SVD: 1×2 Row Vector", "Matrix") {
|
||||||
|
// For a row vector vᵀ, σ = ||v||, Vt = v/||v|| (with padding)
|
||||||
|
Matrix<1, 2> A{3.0f, 4.0f};
|
||||||
|
Matrix<1, 2> U{};
|
||||||
|
Matrix<2, 2> Vt{}; // Vt is always n×n
|
||||||
|
Matrix<2, 1> sigma{};
|
||||||
|
|
||||||
|
SVD::SVD(A, U, sigma, Vt);
|
||||||
|
|
||||||
|
// σ should be the Euclidean norm: ||[3,4]|| = 5
|
||||||
|
REQUIRE_THAT(sigma.Get(0, 0), Catch::Matchers::WithinRel(5.0f, 1e-4f));
|
||||||
|
|
||||||
|
float reconErr = svdReconstructionError(A, U, sigma, Vt);
|
||||||
|
REQUIRE_THAT(reconErr, Catch::Matchers::WithinAbs(0.0f, 1e-4f));
|
||||||
|
}
|
||||||
@@ -0,0 +1,128 @@
|
|||||||
|
// 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);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,103 @@
|
|||||||
|
// 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));
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -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
@@ -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";
|
||||||
|
}
|
||||||
@@ -0,0 +1,482 @@
|
|||||||
|
#!/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 -
|
||||||
|
|
||||||
@@ -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);
|
||||||
|
}
|
||||||
|
}
|
||||||
Reference in New Issue
Block a user