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- // This file is part of Eigen, a lightweight C++ template library
- // for linear algebra.
- //
- // Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr>
- //
- // This Source Code Form is subject to the terms of the Mozilla
- // Public License v. 2.0. If a copy of the MPL was not distributed
- // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
- // The computeRoots function included in this is based on materials
- // covered by the following copyright and license:
- //
- // Geometric Tools, LLC
- // Copyright (c) 1998-2010
- // Distributed under the Boost Software License, Version 1.0.
- //
- // Permission is hereby granted, free of charge, to any person or organization
- // obtaining a copy of the software and accompanying documentation covered by
- // this license (the "Software") to use, reproduce, display, distribute,
- // execute, and transmit the Software, and to prepare derivative works of the
- // Software, and to permit third-parties to whom the Software is furnished to
- // do so, all subject to the following:
- //
- // The copyright notices in the Software and this entire statement, including
- // the above license grant, this restriction and the following disclaimer,
- // must be included in all copies of the Software, in whole or in part, and
- // all derivative works of the Software, unless such copies or derivative
- // works are solely in the form of machine-executable object code generated by
- // a source language processor.
- //
- // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
- // IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
- // FITNESS FOR A PARTICULAR PURPOSE, TITLE AND NON-INFRINGEMENT. IN NO EVENT
- // SHALL THE COPYRIGHT HOLDERS OR ANYONE DISTRIBUTING THE SOFTWARE BE LIABLE
- // FOR ANY DAMAGES OR OTHER LIABILITY, WHETHER IN CONTRACT, TORT OR OTHERWISE,
- // ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER
- // DEALINGS IN THE SOFTWARE.
- #include <iostream>
- #include <Eigen/Core>
- #include <Eigen/Eigenvalues>
- #include <Eigen/Geometry>
- #include <bench/BenchTimer.h>
- using namespace Eigen;
- using namespace std;
- template<typename Matrix, typename Roots>
- inline void computeRoots(const Matrix& m, Roots& roots)
- {
- typedef typename Matrix::Scalar Scalar;
- const Scalar s_inv3 = 1.0/3.0;
- const Scalar s_sqrt3 = std::sqrt(Scalar(3.0));
- // The characteristic equation is x^3 - c2*x^2 + c1*x - c0 = 0. The
- // eigenvalues are the roots to this equation, all guaranteed to be
- // real-valued, because the matrix is symmetric.
- Scalar c0 = m(0,0)*m(1,1)*m(2,2) + Scalar(2)*m(0,1)*m(0,2)*m(1,2) - m(0,0)*m(1,2)*m(1,2) - m(1,1)*m(0,2)*m(0,2) - m(2,2)*m(0,1)*m(0,1);
- Scalar c1 = m(0,0)*m(1,1) - m(0,1)*m(0,1) + m(0,0)*m(2,2) - m(0,2)*m(0,2) + m(1,1)*m(2,2) - m(1,2)*m(1,2);
- Scalar c2 = m(0,0) + m(1,1) + m(2,2);
- // Construct the parameters used in classifying the roots of the equation
- // and in solving the equation for the roots in closed form.
- Scalar c2_over_3 = c2*s_inv3;
- Scalar a_over_3 = (c1 - c2*c2_over_3)*s_inv3;
- if (a_over_3 > Scalar(0))
- a_over_3 = Scalar(0);
- Scalar half_b = Scalar(0.5)*(c0 + c2_over_3*(Scalar(2)*c2_over_3*c2_over_3 - c1));
- Scalar q = half_b*half_b + a_over_3*a_over_3*a_over_3;
- if (q > Scalar(0))
- q = Scalar(0);
- // Compute the eigenvalues by solving for the roots of the polynomial.
- Scalar rho = std::sqrt(-a_over_3);
- Scalar theta = std::atan2(std::sqrt(-q),half_b)*s_inv3;
- Scalar cos_theta = std::cos(theta);
- Scalar sin_theta = std::sin(theta);
- roots(2) = c2_over_3 + Scalar(2)*rho*cos_theta;
- roots(0) = c2_over_3 - rho*(cos_theta + s_sqrt3*sin_theta);
- roots(1) = c2_over_3 - rho*(cos_theta - s_sqrt3*sin_theta);
- }
- template<typename Matrix, typename Vector>
- void eigen33(const Matrix& mat, Matrix& evecs, Vector& evals)
- {
- typedef typename Matrix::Scalar Scalar;
- // Scale the matrix so its entries are in [-1,1]. The scaling is applied
- // only when at least one matrix entry has magnitude larger than 1.
- Scalar shift = mat.trace()/3;
- Matrix scaledMat = mat;
- scaledMat.diagonal().array() -= shift;
- Scalar scale = scaledMat.cwiseAbs()/*.template triangularView<Lower>()*/.maxCoeff();
- scale = std::max(scale,Scalar(1));
- scaledMat/=scale;
- // Compute the eigenvalues
- // scaledMat.setZero();
- computeRoots(scaledMat,evals);
- // compute the eigen vectors
- // **here we assume 3 different eigenvalues**
- // "optimized version" which appears to be slower with gcc!
- // Vector base;
- // Scalar alpha, beta;
- // base << scaledMat(1,0) * scaledMat(2,1),
- // scaledMat(1,0) * scaledMat(2,0),
- // -scaledMat(1,0) * scaledMat(1,0);
- // for(int k=0; k<2; ++k)
- // {
- // alpha = scaledMat(0,0) - evals(k);
- // beta = scaledMat(1,1) - evals(k);
- // evecs.col(k) = (base + Vector(-beta*scaledMat(2,0), -alpha*scaledMat(2,1), alpha*beta)).normalized();
- // }
- // evecs.col(2) = evecs.col(0).cross(evecs.col(1)).normalized();
- // // naive version
- // Matrix tmp;
- // tmp = scaledMat;
- // tmp.diagonal().array() -= evals(0);
- // evecs.col(0) = tmp.row(0).cross(tmp.row(1)).normalized();
- //
- // tmp = scaledMat;
- // tmp.diagonal().array() -= evals(1);
- // evecs.col(1) = tmp.row(0).cross(tmp.row(1)).normalized();
- //
- // tmp = scaledMat;
- // tmp.diagonal().array() -= evals(2);
- // evecs.col(2) = tmp.row(0).cross(tmp.row(1)).normalized();
-
- // a more stable version:
- if((evals(2)-evals(0))<=Eigen::NumTraits<Scalar>::epsilon())
- {
- evecs.setIdentity();
- }
- else
- {
- Matrix tmp;
- tmp = scaledMat;
- tmp.diagonal ().array () -= evals (2);
- evecs.col (2) = tmp.row (0).cross (tmp.row (1)).normalized ();
-
- tmp = scaledMat;
- tmp.diagonal ().array () -= evals (1);
- evecs.col(1) = tmp.row (0).cross(tmp.row (1));
- Scalar n1 = evecs.col(1).norm();
- if(n1<=Eigen::NumTraits<Scalar>::epsilon())
- evecs.col(1) = evecs.col(2).unitOrthogonal();
- else
- evecs.col(1) /= n1;
-
- // make sure that evecs[1] is orthogonal to evecs[2]
- evecs.col(1) = evecs.col(2).cross(evecs.col(1).cross(evecs.col(2))).normalized();
- evecs.col(0) = evecs.col(2).cross(evecs.col(1));
- }
-
- // Rescale back to the original size.
- evals *= scale;
- evals.array()+=shift;
- }
- int main()
- {
- BenchTimer t;
- int tries = 10;
- int rep = 400000;
- typedef Matrix3d Mat;
- typedef Vector3d Vec;
- Mat A = Mat::Random(3,3);
- A = A.adjoint() * A;
- // Mat Q = A.householderQr().householderQ();
- // A = Q * Vec(2.2424567,2.2424566,7.454353).asDiagonal() * Q.transpose();
- SelfAdjointEigenSolver<Mat> eig(A);
- BENCH(t, tries, rep, eig.compute(A));
- std::cout << "Eigen iterative: " << t.best() << "s\n";
-
- BENCH(t, tries, rep, eig.computeDirect(A));
- std::cout << "Eigen direct : " << t.best() << "s\n";
- Mat evecs;
- Vec evals;
- BENCH(t, tries, rep, eigen33(A,evecs,evals));
- std::cout << "Direct: " << t.best() << "s\n\n";
- // std::cerr << "Eigenvalue/eigenvector diffs:\n";
- // std::cerr << (evals - eig.eigenvalues()).transpose() << "\n";
- // for(int k=0;k<3;++k)
- // if(evecs.col(k).dot(eig.eigenvectors().col(k))<0)
- // evecs.col(k) = -evecs.col(k);
- // std::cerr << evecs - eig.eigenvectors() << "\n\n";
- }
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