FasTC/Base/include/MatrixSquare.h
2014-04-15 14:18:12 -04:00

121 lines
3.6 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"
#include <cstdlib>
#include <ctime>
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) { }
MatrixSquare<T, N> Transpose() const {
return MatrixBase<T, N, N>::Transpose();
}
// 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 = 5) {
int numIterations = 0;
VectorBase<T, N> b;
T norm = static_cast<T>(1.0)/sqrt(static_cast<T>(N));
for(int i = 0; i < N; i++)
b[i] = norm;
bool badEigenValue = false;
bool fixed = false;
numIterations = 0;
while(!fixed && ++numIterations < kMaxNumIterations) {
VectorBase<T, N> 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<T, N> result = (*this) * b;
*eigVal = result.Length() / b.Length();
}
return numIterations;
}
private:
};
REGISTER_ONE_TEMPLATE_MATRIX_SIZED_TYPE(MatrixSquare);
};
#endif // BASE_INCLUDE_MATRIXSQUARE_H_