FasTC/Base/include/MatrixSquare.h
2014-02-20 15:47:14 -05:00

93 lines
3 KiB
C++

/*******************************************************************************
* 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 <typename T, const int N>
class MatrixSquare : public MatrixBase<T, N, N> {
public:
// Constructors
MatrixSquare() { }
MatrixSquare(const MatrixSquare<T, N> &other)
: MatrixBase<T, N, N>(other) { }
MatrixSquare(const MatrixBase<T, N, N> &other)
: MatrixBase<T, N, N>(other) { }
// Does power iteration to determine the principal eigenvector and eigenvalue.
// Returns them in eigVec and eigVal after kMaxNumIterations
int PowerMethod(VectorBase<T, N> &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<T, N> 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<T, N> 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_