Some checks failed
Merge-Checker / build_and_test (pull_request) Failing after 22s
605 lines
19 KiB
C++
605 lines
19 KiB
C++
// This #ifndef section makes clangd happy so that it can properly do type hints
|
|
// in this file
|
|
#ifndef MATRIX_H_
|
|
#define MATRIX_H_
|
|
#include "Matrix.hpp"
|
|
#endif
|
|
|
|
#ifdef MATRIX_H_ // since the .cpp file has to be included by the .hpp file this
|
|
// will evaluate to true
|
|
#include "Matrix.hpp"
|
|
|
|
#include <algorithm>
|
|
#include <cmath>
|
|
#include <cstdlib>
|
|
#include <cstring>
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, columns>::Matrix(const std::array<float, rows * columns> &array) {
|
|
this->setMatrixToArray(array);
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
template <typename... Args>
|
|
Matrix<rows, columns>::Matrix(Args... args) {
|
|
constexpr uint16_t arraySize{static_cast<uint16_t>(rows) *
|
|
static_cast<uint16_t>(columns)};
|
|
|
|
std::initializer_list<float> initList{static_cast<float>(args)...};
|
|
// if there is only one value, we actually want to do a fill
|
|
if (sizeof...(args) == 1) {
|
|
this->Fill(*initList.begin());
|
|
}
|
|
static_assert(sizeof...(args) == arraySize || sizeof...(args) == 1,
|
|
"You did not provide the right amount of initializers for this "
|
|
"matrix size");
|
|
|
|
// choose whichever buffer size is smaller for the copy length
|
|
uint32_t minSize =
|
|
std::min(arraySize, static_cast<uint16_t>(initList.size()));
|
|
memcpy(this->matrix.begin(), initList.begin(), minSize * sizeof(float));
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, columns> Matrix<rows, columns>::Identity() {
|
|
Matrix<rows, columns> identityMatrix{0};
|
|
uint32_t minDimension = std::min(rows, columns);
|
|
for (uint8_t idx{0}; idx < minDimension; idx++) {
|
|
identityMatrix[idx][idx] = 1;
|
|
}
|
|
return identityMatrix;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, columns>::Matrix(const Matrix<rows, columns> &other) {
|
|
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
|
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
|
this->matrix[row_idx * columns + column_idx] =
|
|
other.Get(row_idx, column_idx);
|
|
}
|
|
}
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
void Matrix<rows, columns>::setMatrixToArray(
|
|
const std::array<float, rows * columns> &array) {
|
|
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
|
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
|
uint16_t array_idx =
|
|
static_cast<uint16_t>(row_idx) * static_cast<uint16_t>(columns) +
|
|
static_cast<uint16_t>(column_idx);
|
|
if (array_idx < array.size()) {
|
|
this->matrix[row_idx * columns + column_idx] = array[array_idx];
|
|
} else {
|
|
this->matrix[row_idx * columns + column_idx] = 0;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, columns> &
|
|
Matrix<rows, columns>::Add(const Matrix<rows, columns> &other,
|
|
Matrix<rows, columns> &result) const {
|
|
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) + other.Get(row_idx, column_idx);
|
|
}
|
|
}
|
|
return result;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, columns> &
|
|
Matrix<rows, columns>::Sub(const Matrix<rows, columns> &other,
|
|
Matrix<rows, columns> &result) const {
|
|
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) - other.Get(row_idx, column_idx);
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
template <uint8_t other_columns>
|
|
Matrix<rows, other_columns> &
|
|
Matrix<rows, columns>::Mult(const Matrix<columns, other_columns> &other,
|
|
Matrix<rows, other_columns> &result) const {
|
|
// allocate some buffers for all of our dot products
|
|
Matrix<1, columns> this_row;
|
|
Matrix<columns, 1> other_column;
|
|
|
|
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
|
// get our row
|
|
this->GetRow(row_idx, this_row);
|
|
for (uint8_t column_idx{0}; column_idx < other_columns; column_idx++) {
|
|
// get the other matrix'ss column
|
|
other.GetColumn(column_idx, other_column);
|
|
|
|
// the result's index is equal to the dot product of these two vectors
|
|
result[row_idx][column_idx] =
|
|
Matrix<rows, columns>::DotProduct(this_row, other_column.Transpose());
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, columns> &
|
|
Matrix<rows, columns>::Mult(float scalar, Matrix<rows, columns> &result) const {
|
|
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) * scalar;
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, columns> Matrix<rows, columns>::Invert() const {
|
|
// since all matrix sizes have to be statically specified at compile time we
|
|
// can do this
|
|
static_assert(rows == columns,
|
|
"Your matrix isn't square and can't be inverted");
|
|
|
|
Matrix<rows, columns> result{};
|
|
// unfortunately we can't calculate this at compile time so we'll just reurn
|
|
// zeros
|
|
float determinant{this->Det()};
|
|
if (determinant == 0) {
|
|
// you can't invert a matrix with a negative determinant
|
|
result.Fill(0);
|
|
return result;
|
|
}
|
|
|
|
// TODO: This algorithm is really inneficient because of the matrix of minors.
|
|
// We should make a different algorithm how to calculate the inverse:
|
|
// https://www.mathsisfun.com/algebra/matrix-inverse-minors-cofactors-adjugate.html
|
|
|
|
// calculate the matrix of minors
|
|
Matrix<rows, columns> minors{};
|
|
this->MatrixOfMinors(minors);
|
|
|
|
// now adjugate the matrix and save it in our output
|
|
minors.adjugate(result);
|
|
|
|
// scale the result by 1/determinant and we have our answer
|
|
result = result * (1 / determinant);
|
|
// result.Mult(1 / determinant, result);
|
|
|
|
return result;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<columns, rows> Matrix<rows, columns>::Transpose() const {
|
|
Matrix<columns, rows> result{};
|
|
for (uint8_t column_idx{0}; column_idx < rows; column_idx++) {
|
|
for (uint8_t row_idx{0}; row_idx < columns; row_idx++) {
|
|
result[row_idx][column_idx] = this->Get(column_idx, row_idx);
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
// explicitly define the determinant for a 2x2 matrix because it is definitely
|
|
// the fastest way to calculate a 2x2 matrix determinant
|
|
// template <>
|
|
// inline float Matrix<0, 0>::Det() const { return 1e+6; }
|
|
template <> inline float Matrix<1, 1>::Det() const { return this->matrix[0]; }
|
|
template <> inline float Matrix<2, 2>::Det() const {
|
|
return this->matrix[0] * this->matrix[3] - this->matrix[1] * this->matrix[2];
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
float Matrix<rows, columns>::Det() const {
|
|
static_assert(rows == columns,
|
|
"You can't take the determinant of a non-square matrix.");
|
|
|
|
Matrix<rows - 1, columns - 1> MinorMatrix{};
|
|
float determinant{0};
|
|
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
|
// for odd indices the sign is negative
|
|
float sign = (column_idx % 2 == 0) ? 1 : -1;
|
|
determinant += sign * this->matrix[column_idx] *
|
|
this->MinorMatrix(MinorMatrix, 0, column_idx).Det();
|
|
}
|
|
|
|
return determinant;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, columns> &
|
|
Matrix<rows, columns>::ElementMultiply(const Matrix<rows, columns> &other,
|
|
Matrix<rows, columns> &result) const {
|
|
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) * other.Get(row_idx, column_idx);
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, columns> &
|
|
Matrix<rows, columns>::ElementDivide(const Matrix<rows, columns> &other,
|
|
Matrix<rows, columns> &result) const {
|
|
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) / other.Get(row_idx, column_idx);
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
float Matrix<rows, columns>::Get(uint8_t row_index,
|
|
uint8_t column_index) const {
|
|
if (row_index > rows - 1 || column_index > columns - 1) {
|
|
return 1e+10; // TODO: We should throw something here instead of failing
|
|
// quietly
|
|
}
|
|
return this->matrix[row_index * columns + column_index];
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<1, columns> &
|
|
Matrix<rows, columns>::GetRow(uint8_t row_index,
|
|
Matrix<1, columns> &row) const {
|
|
memcpy(&(row[0]), this->matrix.begin() + row_index * columns,
|
|
columns * sizeof(float));
|
|
|
|
return row;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, 1> &
|
|
Matrix<rows, columns>::GetColumn(uint8_t column_index,
|
|
Matrix<rows, 1> &column) const {
|
|
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
|
column[row_idx][0] = this->Get(row_idx, column_index);
|
|
}
|
|
|
|
return column;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
void Matrix<rows, columns>::ToString(std::string &stringBuffer) const {
|
|
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
|
stringBuffer += "|";
|
|
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
|
stringBuffer +=
|
|
std::to_string(this->matrix[row_idx * columns + column_idx]);
|
|
if (column_idx != columns - 1) {
|
|
stringBuffer += "\t";
|
|
}
|
|
}
|
|
stringBuffer += "|\n";
|
|
}
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
const float *Matrix<rows, columns>::ToArray() const {
|
|
return this->matrix.data();
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
std::array<float, columns> &
|
|
Matrix<rows, columns>::operator[](uint8_t row_index) {
|
|
if (row_index > rows - 1) {
|
|
// TODO: We should throw something here instead of failing quietly.
|
|
row_index = 0;
|
|
}
|
|
// cursed reinterpret_cast that will help us fake having a nested array when
|
|
// we really don't
|
|
return *reinterpret_cast<std::array<float, columns> *>(
|
|
&(this->matrix[row_index * columns]));
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, columns> &
|
|
Matrix<rows, columns>::operator=(const Matrix<rows, columns> &other) {
|
|
memcpy(this->matrix.begin(), other.matrix.begin(),
|
|
rows * columns * sizeof(float));
|
|
|
|
// return a reference to ourselves so you can chain together these functions
|
|
return *this;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, columns>
|
|
Matrix<rows, columns>::operator+(const Matrix<rows, columns> &other) const {
|
|
Matrix<rows, columns> buffer{};
|
|
this->Add(other, buffer);
|
|
return buffer;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, columns>
|
|
Matrix<rows, columns>::operator-(const Matrix<rows, columns> &other) const {
|
|
Matrix<rows, columns> buffer{};
|
|
this->Sub(other, buffer);
|
|
return buffer;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
template <uint8_t other_columns>
|
|
Matrix<rows, other_columns> Matrix<rows, columns>::operator*(
|
|
const Matrix<columns, other_columns> &other) const {
|
|
Matrix<rows, other_columns> buffer{};
|
|
this->Mult(other, buffer);
|
|
return buffer;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, columns> Matrix<rows, columns>::operator*(float scalar) const {
|
|
Matrix<rows, columns> buffer{};
|
|
this->Mult(scalar, 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 vector_size>
|
|
float Matrix<rows, columns>::DotProduct(const Matrix<1, vector_size> &vec1,
|
|
const Matrix<1, vector_size> &vec2) {
|
|
float sum{0};
|
|
for (uint8_t i{0}; i < vector_size; i++) {
|
|
sum += vec1.Get(0, i) * vec2.Get(0, i);
|
|
}
|
|
|
|
return sum;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
template <uint8_t vector_size>
|
|
float Matrix<rows, columns>::DotProduct(const Matrix<vector_size, 1> &vec1,
|
|
const Matrix<vector_size, 1> &vec2) {
|
|
float sum{0};
|
|
for (uint8_t i{0}; i < vector_size; i++) {
|
|
sum += vec1.Get(i, 0) * vec2.Get(i, 0);
|
|
}
|
|
|
|
return sum;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
void Matrix<rows, columns>::Fill(float value) {
|
|
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
|
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
|
this->matrix[row_idx * columns + column_idx] = value;
|
|
}
|
|
}
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, columns> &
|
|
Matrix<rows, columns>::MatrixOfMinors(Matrix<rows, columns> &result) const {
|
|
Matrix<rows - 1, columns - 1> MinorMatrix{};
|
|
|
|
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
|
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
|
this->MinorMatrix(MinorMatrix, row_idx, column_idx);
|
|
result[row_idx][column_idx] = MinorMatrix.Det();
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows - 1, columns - 1> &
|
|
Matrix<rows, columns>::MinorMatrix(Matrix<rows - 1, columns - 1> &result,
|
|
uint8_t row_idx, uint8_t column_idx) const {
|
|
std::array<float, (rows - 1) * (columns - 1)> subArray{};
|
|
uint16_t array_idx{0};
|
|
for (uint8_t row_iter{0}; row_iter < rows; row_iter++) {
|
|
if (row_iter == row_idx) {
|
|
continue;
|
|
}
|
|
for (uint8_t column_iter{0}; column_iter < columns; column_iter++) {
|
|
if (column_iter == column_idx) {
|
|
continue;
|
|
}
|
|
subArray[array_idx] = this->Get(row_iter, column_iter);
|
|
array_idx++;
|
|
}
|
|
}
|
|
|
|
result = Matrix<rows - 1, columns - 1>{subArray};
|
|
return result;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
Matrix<rows, columns> &
|
|
Matrix<rows, columns>::adjugate(Matrix<rows, columns> &result) const {
|
|
for (uint8_t row_iter{0}; row_iter < rows; row_iter++) {
|
|
for (uint8_t column_iter{0}; column_iter < columns; column_iter++) {
|
|
float sign = ((row_iter + 1) % 2) == 0 ? -1 : 1;
|
|
sign *= ((column_iter + 1) % 2) == 0 ? -1 : 1;
|
|
result[column_iter][row_iter] = this->Get(row_iter, column_iter) * sign;
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
float Matrix<rows, columns>::EuclideanNorm() const {
|
|
|
|
float sum{0};
|
|
for (uint8_t row_idx{0}; row_idx < rows; row_idx++) {
|
|
for (uint8_t column_idx{0}; column_idx < columns; column_idx++) {
|
|
float val{this->Get(row_idx, column_idx)};
|
|
sum += val * val;
|
|
}
|
|
}
|
|
|
|
return sqrt(sum);
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
template <uint8_t sub_rows, uint8_t sub_columns, uint8_t row_offset,
|
|
uint8_t column_offset>
|
|
Matrix<sub_rows, sub_columns> Matrix<rows, columns>::SubMatrix() const {
|
|
// static assert that sub_rows + row_offset <= rows
|
|
// static assert that sub_columns + column_offset <= columns
|
|
static_assert(sub_rows + row_offset <= rows,
|
|
"The submatrix you're trying to get is out of bounds (rows)");
|
|
static_assert(
|
|
sub_columns + column_offset <= columns,
|
|
"The submatrix you're trying to get is out of bounds (columns)");
|
|
|
|
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 buffer;
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
template <uint8_t sub_rows, uint8_t sub_columns>
|
|
void Matrix<rows, columns>::SetSubMatrix(
|
|
uint8_t rowOffset, uint8_t columnOffset,
|
|
const Matrix<sub_rows, sub_columns> &sub_matrix) {
|
|
int16_t adjustedSubRows = sub_rows;
|
|
int16_t adjustedSubColumns = sub_columns;
|
|
int16_t adjustedRowOffset = rowOffset;
|
|
int16_t adjustedColumnOffset = columnOffset;
|
|
|
|
// a bunch of safety checks to make sure we don't overflow the matrix
|
|
if (sub_rows > rows) {
|
|
adjustedSubRows = rows;
|
|
}
|
|
if (sub_columns > columns) {
|
|
adjustedSubColumns = columns;
|
|
}
|
|
|
|
if (adjustedSubRows + adjustedRowOffset >= rows) {
|
|
adjustedRowOffset =
|
|
std::max(0, static_cast<int16_t>(rows) - adjustedSubRows);
|
|
}
|
|
|
|
if (adjustedSubColumns + adjustedColumnOffset >= columns) {
|
|
adjustedColumnOffset =
|
|
std::max(0, static_cast<int16_t>(columns) - adjustedSubColumns);
|
|
}
|
|
|
|
for (uint8_t row_idx{0}; row_idx < adjustedSubRows; row_idx++) {
|
|
for (uint8_t column_idx{0}; column_idx < adjustedSubColumns; column_idx++) {
|
|
this->matrix[(row_idx + adjustedRowOffset) * columns + column_idx +
|
|
adjustedColumnOffset] = sub_matrix.Get(row_idx, column_idx);
|
|
}
|
|
}
|
|
}
|
|
|
|
// 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> a_T, 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 {
|
|
u.Fill(0);
|
|
}
|
|
Q.SetSubMatrix(0, column, u);
|
|
|
|
// -----------------------
|
|
// ----- CALCULATE R -----
|
|
// -----------------------
|
|
for (uint8_t k = 0; k <= column; k++) {
|
|
Q.GetColumn(k, e);
|
|
R[k][column] = (a_col.Transpose() * e).Get(0, 0);
|
|
}
|
|
}
|
|
}
|
|
|
|
template <uint8_t rows, uint8_t columns>
|
|
void Matrix<rows, columns>::EigenQR(Matrix<rows, rows> &eigenVectors,
|
|
Matrix<rows, 1> &eigenValues,
|
|
uint32_t maxIterations,
|
|
float tolerance) const {
|
|
static_assert(rows > 1, "Matrix size must be > 1 for QR iteration");
|
|
static_assert(rows == columns, "Matrix size must be square for QR iteration");
|
|
|
|
Matrix<rows, rows> Ak = *this; // Copy original matrix
|
|
Matrix<rows, rows> QQ{Matrix<rows, rows>::Identity()};
|
|
|
|
for (uint32_t iter = 0; iter < maxIterations; ++iter) {
|
|
Matrix<rows, rows> Q, R, shift;
|
|
|
|
// QR shift lets us "attack" the first diagonal to speed up the algorithm
|
|
shift = Matrix<rows, rows>::Identity() * Ak[rows - 1][rows - 1];
|
|
(Ak - shift).QRDecomposition(Q, R);
|
|
Ak = R * Q + shift;
|
|
QQ = QQ * Q;
|
|
|
|
// Check convergence: off-diagonal norm
|
|
float offDiagSum = 0.0f;
|
|
for (uint32_t row = 1; row < rows; row++) {
|
|
for (uint32_t column = 0; column < row; column++) {
|
|
offDiagSum += fabs(Ak[row][column]);
|
|
}
|
|
}
|
|
|
|
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_
|