/******************************************************************************* * 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" #include #include namespace FasTC { template class MatrixSquare : public MatrixBase { public: // Constructors MatrixSquare() { } MatrixSquare(const MatrixSquare &other) : MatrixBase(other) { } MatrixSquare(const MatrixBase &other) : MatrixBase(other) { } MatrixSquare Transpose() const { return MatrixBase::Transpose(); } // 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 = 5) { int numIterations = 0; VectorBase b; T norm = static_cast(1.0)/sqrt(static_cast(N)); for(int i = 0; i < N; i++) b[i] = norm; bool badEigenValue = false; bool fixed = false; numIterations = 0; while(!fixed && ++numIterations < kMaxNumIterations) { VectorBase newB = (*this) * b; // !HACK! If the principal eigenvector of the matrix // converges to zero, that could mean that there is no // principal eigenvector. However, that may be due to // poor initialization of the random vector, so rerandomize // and try again. const T newBlen = newB.Length(); if(newBlen < 1e-10) { if(badEigenValue) { eigVec = b; if(eigVal) *eigVal = 0.0; return numIterations; } for(int i = 0; i < (N>>1); i++) b[i] = 1; b.Normalize(); badEigenValue = true; continue; } // Normalize newB.Normalize(); // If the new eigenvector is close enough to the old one, // then we've converged. if(fabs(1.0f - (b.Dot(newB))) < 1e-8) fixed = true; // Save and continue. b = newB; } // Store the eigenvector in the proper variable. eigVec = b; // Store eigenvalue if it was requested if(eigVal) { VectorBase result = (*this) * b; *eigVal = result.Length() / b.Length(); } return numIterations; } private: }; REGISTER_ONE_TEMPLATE_MATRIX_SIZED_TYPE(MatrixSquare); }; #endif // BASE_INCLUDE_MATRIXSQUARE_H_