Exemple #1
0
 // constructor, sets up data structures
 Kalman() : dt(1.0) {
     A.eye(6,6);
     A(0,2) = A(1,3) = A(2,4) = A(3,5) = dt;
     H.zeros(2,6);
     H(0,0) = H(1,1) = 1.0;
     Q.eye(6,6);
     R = 1000 * eye(2,2);
     xest.zeros(6,1);
     pest.zeros(6,6);
 }
Exemple #2
0
void for_Algo(mat &A, mat &R, double h, int N, double tolerance,int max){
    int counter=0;
    int col = 0;
    int row = 1;

    Matrix2(A,h,N);
    R.eye();
    cout<<"--------------JACOBI ROTATION ALGORITHM--------------"<<endl;
    clock_t start, finish;
    start = clock();
    maximum(A,N,col,row);
    while (fabs(A(row,col))>tolerance && counter<max){
    jacobi(A,R,N,col,row);
    counter++;
    maximum(A,N,col,row);
    //TEST_MAX(A,N);
    }
    finish = clock();
    float time=((float)finish - (float)start) / CLOCKS_PER_SEC;
    cout<<counter<<" ripetitions and  "<< time <<" seconds."<<endl;
    minimumEigenvalues(A,N);
    //    cout<<"post-algorithm"<<endl;
    //    cout<<A<<endl;
    return;
}
Exemple #3
0
void exit_test(mat &A, mat &R, double h, int N){
    Matrix2(A,h,N);
    R.eye();
    vec eigval(N);
    Matrix2(A,h,N);
    eig_sym(eigval, R, A);
    A=diagmat(eigval);
    //cout<<A<<endl;
    //position of first eigenvalue
    //out of ro
    double ro=h;
    for (int i=0;i<N;i++){
        cout<<ro<<endl;
        ro+=h;
    }
    cout<<"change"<<endl;
    //out of first eigenvector
    ro=h;
    for(int i=0; i<N;i++){
        cout<<R(i,0)*R(i,0)<<endl;
        ro+=h;
    }
    cout<<"change"<<endl;
    //out second eigenvector;
    ro=h;
    for(int i=0; i<N;i++){
        cout<<R(i,1)*R(i,1)<<endl;
        ro+=h;
    }

    cout<<"change"<<endl;
    //out second eigenvector;
    ro=h;
    for(int i=0; i<N;i++){
        cout<<R(i,2)*R(i,2)<<endl;
        ro+=h;
    }

    cout<<"change"<<endl;
    cout<<"break"<<endl;
}
Exemple #4
0
void for_rotation(mat &A, mat &R, double h, int N, double tolerance,int max){
    int counter=0;
    int col = N-1;
    int row = N-2;
    Matrix(A,h,N);
    R.eye();
    cout<<"--------------JACOBI ROTATION MATRIX--------------"<<endl;
    clock_t start, finish;
    start = clock();
    maximum(A,N,col,row);
    while (fabs(A(row,col))>tolerance && counter<max){
    jacobi_matrix(A,R,N,col,row);
    counter++;
    maximum(A,N,col,row);
    }
    finish = clock();
    float time=((float)finish - (float)start) / CLOCKS_PER_SEC;
    cout<<counter<<" ripetitions and  "<< time <<" seconds."<<endl;
    minimumEigenvalues(A,N);
    return;
}
Exemple #5
0
void exit(mat &A, mat &R, double h, int N, double tolerance,int max){
    int counter=0;
    int col = 0;
    int row = 1;
    Matrix2(A,h,N);
    R.eye();
    maximum(A,N,col,row);
    while (fabs(A(row,col))>tolerance && counter<max){
    jacobi(A,R,N,col,row);
    counter++;
    maximum(A,N,col,row);
    }
//    vec eigval(N);
//    Matrix2(A,h,N);
//    eig_sym(eigval, R, A);
    //position of first eigenvalue
    int m=0;
    for (int i=0;i<N;i++){
        if (fabs(A(i,i))<fabs(A(m,m))){m=i;}
    }
    //out of ro
    double ro=h;
    for (int i=0;i<N;i++){
        cout<<ro<<endl;
        ro+=h;
    }
    cout<<"change"<<endl;
    //out of first eigenvector
    ro=h;
    for(int i=0; i<N;i++){
        cout<<R(i,m)*R(i,m)<<endl;
        ro+=h;
    }
    cout<<"change"<<endl;
    //position second eigenvalue
    int k=0;
    for (int i=0;i<N;i++){
        if (fabs(A(i,i))<fabs(A(k,k))&& A(i,i)!=A(m,m)){k=i;}
    }
    //out second eigenvector;
    ro=h;
    for(int i=0; i<N;i++){
        cout<<R(i,k)*R(i,k)<<endl;
        ro+=h;
    }

    cout<<"change"<<endl;
    //position third eigenvalue
    int l=0;
    for (int i=0;i<N;i++){
        if (fabs(A(i,i))<fabs(A(l,l))&& A(i,i)!=A(m,m)&&A(i,i)!=A(k,k)){l=i;}
    }
    //out second eigenvector;
    ro=h;
    for(int i=0; i<N;i++){
        cout<<R(i,l)*R(i,l)<<endl;
        ro+=h;
    }

    cout<<"change"<<endl;
    cout<<"break"<<endl;
}