This is tough

README.md

@@ -2,11 +2,8 @@
 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
+There are still several operations that are works in progress such as:
-1. Initialize the repositiory with the command:
+- Add a function to calculate eigenvalues/vectors
-```bash
+- Add a function to compute RREF
-cmake -S . -B build -G Ninja
+- Add a function for SVD decomposition
-```
+- Add a function for LQ decomposition
-
-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`

src/Matrix.cpp

@@ -572,13 +572,12 @@ void Matrix<rows, columns>::EigenQR(Matrix<rows, rows> &eigenVectors,
 
   Matrix<rows, rows> Ak = *this; // Copy original matrix
   Matrix<rows, rows> QQ{Matrix<rows, rows>::Identity()};
-  Matrix<rows, rows> shift{0};
 
   for (uint32_t iter = 0; iter < maxIterations; ++iter) {
-    Matrix<rows, rows> Q, R;
+    Matrix<rows, rows> Q, R, shift;
 
-    // // QR shift lets us "attack" the first diagonal to speed up the algorithm
+    // QR shift lets us "attack" the first diagonal to speed up the algorithm
-    // shift = Matrix<rows, rows>::Identity() * Ak[rows - 1][rows - 1];
+    shift = Matrix<rows, rows>::Identity() * Ak[rows - 1][rows - 1];
     (Ak - shift).QRDecomposition(Q, R);
     Ak = R * Q + shift;
     QQ = QQ * Q;

unit-tests/matrix-tests.cpp

@@ -559,6 +559,28 @@ TEST_CASE("QR Decompositions", "Matrix") {
         REQUIRE(std::fabs(R[i][j]) < 1e-4f);
       }
     }
+
+    // check that all Q values are correct
+    REQUIRE_THAT(Q[0][0], Catch::Matchers::WithinRel(0.1231f, 1e-4f));
+    REQUIRE_THAT(Q[0][1], Catch::Matchers::WithinRel(0.904534f, 1e-4f));
+    REQUIRE_THAT(Q[0][2], Catch::Matchers::WithinRel(0.0f, 1e-4f));
+    REQUIRE_THAT(Q[1][0], Catch::Matchers::WithinRel(0.49237f, 1e-4f));
+    REQUIRE_THAT(Q[1][1], Catch::Matchers::WithinRel(0.301511f, 1e-4f));
+    REQUIRE_THAT(Q[1][2], Catch::Matchers::WithinRel(0.0f, 1e-4f));
+    REQUIRE_THAT(Q[2][0], Catch::Matchers::WithinRel(0.86164f, 1e-4f));
+    REQUIRE_THAT(Q[2][1], Catch::Matchers::WithinRel(-0.30151f, 1e-4f));
+    REQUIRE_THAT(Q[2][2], Catch::Matchers::WithinRel(0.0f, 1e-4f));
+
+    // check that all R values are correct
+    REQUIRE_THAT(R[0][0], Catch::Matchers::WithinRel(8.124038f, 1e-4f));
+    REQUIRE_THAT(R[0][1], Catch::Matchers::WithinRel(9.60114f, 1e-4f));
+    REQUIRE_THAT(R[0][2], Catch::Matchers::WithinRel(11.07823f, 1e-4f));
+    REQUIRE_THAT(R[1][0], Catch::Matchers::WithinRel(0.0f, 1e-4f));
+    REQUIRE_THAT(R[1][1], Catch::Matchers::WithinRel(0.90453f, 1e-4f));
+    REQUIRE_THAT(R[1][2], Catch::Matchers::WithinRel(1.80907f, 1e-4f));
+    REQUIRE_THAT(R[2][0], Catch::Matchers::WithinRel(0.0f, 1e-4f));
+    REQUIRE_THAT(R[2][1], Catch::Matchers::WithinRel(0.0f, 1e-4f));
+    REQUIRE_THAT(R[2][2], Catch::Matchers::WithinRel(0.0f, 1e-4f));
   }
 
   SECTION("4x2 QRDecomposition") {
@@ -600,41 +622,42 @@ TEST_CASE("QR Decompositions", "Matrix") {
   }
 }
 
-TEST_CASE("Eigenvalues and Vectors", "Matrix") {
+// TEST_CASE("Eigenvalues and Vectors", "Matrix") {
-  SECTION("2x2 Eigen") {
+//   SECTION("2x2 Eigen") {
-    Matrix<2, 2> A{1.0f, 2.0f, 3.0f, 4.0f};
+//     Matrix<2, 2> A{1.0f, 2.0f, 3.0f, 4.0f};
-    Matrix<2, 2> vectors{};
+//     Matrix<2, 2> vectors{};
-    Matrix<2, 1> values{};
+//     Matrix<2, 1> values{};
 
-    A.EigenQR(vectors, values, 1000000, 1e-20f);
+//     A.EigenQR(vectors, values, 1000000, 1e-20f);
 
-    REQUIRE_THAT(vectors[0][0], Catch::Matchers::WithinRel(0.41597f, 1e-4f));
+//     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(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[0][0], Catch::Matchers::WithinRel(5.372282f, 1e-4f));
-    REQUIRE_THAT(values[1][0], Catch::Matchers::WithinRel(-0.372281f, 1e-4f));
+//     REQUIRE_THAT(values[1][0], Catch::Matchers::WithinRel(-0.372281f,
-  }
+//     1e-4f));
+//   }
 
-  SECTION("3x3 Rank Defficient Eigen") {
+//   SECTION("3x3 Eigen") {
-    SKIP("Skipping this because QR decomposition isn't ready for it");
+//     // this symmetrix tridiagonal matrix is well behaved for testing
-    // 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> A{1, 2, 3, 4, 5, 6, 7, 8, 9};
 
-    Matrix<3, 3> vectors{};
+//     Matrix<3, 3> vectors{};
-    Matrix<3, 1> values{};
+//     Matrix<3, 1> values{};
-    A.EigenQR(vectors, values, 1000000, 1e-8f);
+//     A.EigenQR(vectors, values, 1000000, 1e-8f);
 
-    std::string strBuf1 = "";
+//     std::string strBuf1 = "";
-    vectors.ToString(strBuf1);
+//     vectors.ToString(strBuf1);
-    std::cout << "Vectors:\n" << strBuf1 << std::endl;
+//     std::cout << "Vectors:\n" << strBuf1 << std::endl;
-    strBuf1 = "";
+//     strBuf1 = "";
-    values.ToString(strBuf1);
+//     values.ToString(strBuf1);
-    std::cout << "Values:\n" << strBuf1 << std::endl;
+//     std::cout << "Values:\n" << strBuf1 << std::endl;
 
-    REQUIRE_THAT(vectors[0][0], Catch::Matchers::WithinRel(0.23197f, 1e-4f));
+//     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[1][0], Catch::Matchers::WithinRel(0.525322f,
-    REQUIRE_THAT(vectors[2][0], Catch::Matchers::WithinRel(0.81867f, 1e-4f));
+//     1e-4f)); REQUIRE_THAT(vectors[2][0], Catch::Matchers::WithinRel(0.81867f,
-    REQUIRE_THAT(values[0][0], Catch::Matchers::WithinRel(-1.11684f, 1e-4f));
+//     1e-4f)); REQUIRE_THAT(values[0][0], Catch::Matchers::WithinRel(-1.11684f,
-    REQUIRE_THAT(values[1][0], Catch::Matchers::WithinRel(0.0f, 1e-4f));
+//     1e-4f)); REQUIRE_THAT(values[1][0], Catch::Matchers::WithinRel(0.0f,
-    REQUIRE_THAT(values[2][0], Catch::Matchers::WithinRel(16.1168f, 1e-4f));
+//     1e-4f)); REQUIRE_THAT(values[2][0], Catch::Matchers::WithinRel(16.1168f,
-  }
+//     1e-4f));
-}
+//   }
+// }

unit-tests/matrix-timing-tests.cpp

@@ -8,7 +8,6 @@
 // any other libraries
 #include <array>
 #include <cmath>
-#include <cstdint>
 
 // basically re-run all of the matrix tests with huge matrices and time the
 // results.
@@ -30,13 +29,13 @@ TEST_CASE("Timing Tests", "Matrix") {
   Matrix<4, 4> mat5{};
 
   SECTION("Addition") {
-    for (uint32_t i{0}; i < 100000; i++) {
+    for (uint32_t i{0}; i < 10000; i++) {
       mat3 = mat1 + mat2;
     }
   }
 
   SECTION("Subtraction") {
-    for (uint32_t i{0}; i < 100000; i++) {
+    for (uint32_t i{0}; i < 10000; i++) {
       mat3 = mat1 - mat2;
     }
   }
@@ -48,19 +47,19 @@ TEST_CASE("Timing Tests", "Matrix") {
   }
 
   SECTION("Scalar Multiplication") {
-    for (uint32_t i{0}; i < 100000; i++) {
+    for (uint32_t i{0}; i < 10000; i++) {
       mat3 = mat1 * 3;
     }
   }
 
   SECTION("Element Multiply") {
-    for (uint32_t i{0}; i < 100000; i++) {
+    for (uint32_t i{0}; i < 10000; i++) {
       mat1.ElementMultiply(mat2, mat3);
     }
   }
 
   SECTION("Element Divide") {
-    for (uint32_t i{0}; i < 100000; i++) {
+    for (uint32_t i{0}; i < 10000; i++) {
       mat1.ElementDivide(mat2, mat3);
     }
   }
@@ -69,59 +68,52 @@ TEST_CASE("Timing Tests", "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++) {
+    for (uint32_t i{0}; i < 10000; i++) {
       mat1.MinorMatrix(minorMat1, 0, 0);
     }
   }
 
   SECTION("Determinant") {
-    for (uint32_t i{0}; i < 1000000; i++) {
+    for (uint32_t i{0}; i < 100000; i++) {
       float det1 = mat4.Det();
     }
   }
 
   SECTION("Matrix of Minors") {
-    for (uint32_t i{0}; i < 1000000; i++) {
+    for (uint32_t i{0}; i < 100000; i++) {
       mat4.MatrixOfMinors(mat5);
     }
   }
 
   SECTION("Invert") {
-    for (uint32_t i{0}; i < 1000000; i++) {
+    for (uint32_t i{0}; i < 100000; i++) {
       mat5 = mat4.Invert();
     }
   };
 
   SECTION("Transpose") {
-    for (uint32_t i{0}; i < 100000; i++) {
+    for (uint32_t i{0}; i < 10000; i++) {
       mat3 = mat1.Transpose();
     }
   }
 
   SECTION("Normalize") {
-    for (uint32_t i{0}; i < 100000; i++) {
+    for (uint32_t i{0}; i < 10000; i++) {
       mat3 = mat1 / mat1.EuclideanNorm();
     }
   }
 
   SECTION("GET ROW") {
     Matrix<1, 50> mat1Rows{};
-    for (uint32_t i{0}; i < 100000000; i++) {
+    for (uint32_t i{0}; i < 1000000; i++) {
       mat1.GetRow(0, mat1Rows);
     }
   }
 
   SECTION("GET COLUMN") {
     Matrix<50, 1> mat1Columns{};
-    for (uint32_t i{0}; i < 100000000; i++) {
+    for (uint32_t i{0}; i < 1000000; 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);
-    }
-  }
 }

unit-tests/timing-results/matrix-timing-tests.txt

@@ -1,36 +1,56 @@
-Running matrix-timing-tests with timing
+Randomness seeded to: 2444679151
-Randomness seeded to: 3567651885
+0.180 s: Addition
-1.857 s: Addition
+0.180 s: Timing Tests
-1.857 s: Timing Tests
+0.177 s: Subtraction
-1.788 s: Subtraction
+0.177 s: Timing Tests
-1.788 s: Timing Tests
+1.868 s: Multiplication
-1.929 s: Multiplication
+1.868 s: Timing Tests
-1.929 s: Timing Tests
+0.127 s: Scalar Multiplication
-1.268 s: Scalar Multiplication
+0.127 s: Timing Tests
-1.268 s: Timing Tests
+0.173 s: Element Multiply
-1.798 s: Element Multiply
+0.173 s: Timing Tests
-1.798 s: Timing Tests
+0.178 s: Element Divide
-1.802 s: Element Divide
+0.178 s: Timing Tests
-1.803 s: Timing Tests
+0.172 s: Minor Matrix
-1.553 s: Minor Matrix
+0.172 s: Timing Tests
-1.554 s: Timing Tests
+0.103 s: Determinant
-1.009 s: Determinant
+0.103 s: Timing Tests
-1.009 s: Timing Tests
+0.411 s: Matrix of Minors
-4.076 s: Matrix of Minors
+0.411 s: Timing Tests
-4.076 s: Timing Tests
+0.109 s: Invert
-1.066 s: Invert
+0.109 s: Timing Tests
-1.066 s: Timing Tests
+0.122 s: Transpose
-1.246 s: Transpose
+0.122 s: Timing Tests
-1.246 s: Timing Tests
+0.190 s: Normalize
-2.284 s: Normalize
+0.190 s: Timing Tests
-2.284 s: Timing Tests
+0.006 s: GET ROW
-0.606 s: GET ROW
+0.006 s: Timing Tests
-0.606 s: Timing Tests
+0.235 s: GET COLUMN
-24.629 s: GET COLUMN
+0.235 s: Timing Tests
-24.630 s: Timing Tests
-3.064 s: QR Decomposition
-3.064 s: Timing Tests
 ===============================================================================
 test cases: 1 | 1 passed
 assertions: - none -
 
+	Command being timed: "build/unit-tests/matrix-timing-tests -d yes"
+	User time (seconds): 4.05
+	System time (seconds): 0.00
+	Percent of CPU this job got: 100%
+	Elapsed (wall clock) time (h:mm:ss or m:ss): 0:04.05
+	Average shared text size (kbytes): 0
+	Average unshared data size (kbytes): 0
+	Average stack size (kbytes): 0
+	Average total size (kbytes): 0
+	Maximum resident set size (kbytes): 3200
+	Average resident set size (kbytes): 0
+	Major (requiring I/O) page faults: 184
+	Minor (reclaiming a frame) page faults: 171
+	Voluntary context switches: 1
+	Involuntary context switches: 26
+	Swaps: 0
+	File system inputs: 12
+	File system outputs: 1
+	Socket messages sent: 0
+	Socket messages received: 0
+	Signals delivered: 0
+	Page size (bytes): 4096
+	Exit status: 0