/******************************************************************************* * Copyright (c) 2012 Pavel Krajcevski * * This software is provided 'as-is', without any express or implied * warranty. In no event will the authors be held liable for any damages * arising from the use of this software. * * Permission is granted to anyone to use this software for any purpose, * including commercial applications, and to alter it and redistribute it * freely, subject to the following restrictions: * * 1. The origin of this software must not be misrepresented; you must not * claim that you wrote the original software. If you use this software * in a product, an acknowledgment in the product documentation would be * appreciated but is not required. * * 2. Altered source versions must be plainly marked as such, and must not be * misrepresented as being the original software. * * 3. This notice may not be removed or altered from any source * distribution. * ******************************************************************************/ #ifndef BASE_INCLUDE_MATRIXSQUARE_H_ #define BASE_INCLUDE_MATRIXSQUARE_H_ #include "MatrixBase.h" namespace FasTC { template class MatrixSquare : public MatrixBase { public: // Constructors MatrixSquare() { } MatrixSquare(const MatrixSquare &other) : MatrixBase(other) { } MatrixSquare(const MatrixBase &other) : MatrixBase(other) { } // Does power iteration to determine the principal eigenvector and eigenvalue. // Returns them in eigVec and eigVal after kMaxNumIterations int PowerMethod(VectorBase &eigVec, T *eigVal = NULL, const int kMaxNumIterations = 200) { int numIterations = 0; // !SPEED! Find eigenvectors by using the power method. This is good because the // matrix is only 4x4, which allows us to use SIMD... VectorBase b; for(int i = 0; i < N; i++) b[i] = T(1.0); b /= b.Length(); bool fixed = false; numIterations = 0; while(!fixed && ++numIterations < kMaxNumIterations) { VectorBase newB = (*this).operator*(b); // !HACK! If the principal eigenvector of the covariance matrix // converges to zero, that means that the points lie equally // spaced on a sphere in this space. In this (extremely rare) // situation, just choose a point and use it as the principal // direction. const float newBlen = newB.Length(); if(newBlen < 1e-10) { eigVec = b; if(eigVal) *eigVal = 0.0; return numIterations; } T len = newB.Length(); newB /= len; if(eigVal) *eigVal = len; if(fabs(1.0f - (b.Dot(newB))) < 1e-5) fixed = true; b = newB; } eigVec = b; return numIterations; } }; }; #endif // BASE_INCLUDE_MATRIXSQUARE_H_