void MatrixMxN<Scalar>::singularValueDecomposition(MatrixMxN<Scalar> &left_singular_vectors, VectorND<Scalar> &singular_values, MatrixMxN<Scalar> &right_singular_vectors) const { #ifdef PHYSIKA_USE_EIGEN_MATRIX //hack: Eigen::SVD does not support integer types, hence we cast Scalar to long double for decomposition unsigned int rows = this->rows(), cols = this->cols(); Eigen::Matrix<long double,Eigen::Dynamic,Eigen::Dynamic> temp_matrix(rows,cols); for(unsigned int i = 0; i < rows; ++i) for(unsigned int j = 0; j < cols; ++j) temp_matrix(i,j) = static_cast<long double>((*ptr_eigen_matrix_MxN_)(i,j)); Eigen::JacobiSVD<Eigen::Matrix<long double,Eigen::Dynamic,Eigen::Dynamic> > svd(temp_matrix,Eigen::ComputeThinU|Eigen::ComputeThinV); const Eigen::Matrix<long double,Eigen::Dynamic,Eigen::Dynamic> &left = svd.matrixU(), &right = svd.matrixV(); const Eigen::Matrix<long double,Eigen::Dynamic,1> &values = svd.singularValues(); //resize if have to if(left_singular_vectors.rows() != left.rows() || left_singular_vectors.cols() != left.cols()) left_singular_vectors.resize(left.rows(),left.cols()); if(right_singular_vectors.rows() != right.rows() || right_singular_vectors.cols() != right.cols()) right_singular_vectors.resize(right.rows(),right.cols()); if(singular_values.dims() != values.rows()) singular_values.resize(values.rows()); //copy the result for(unsigned int i = 0; i < left.rows(); ++i) for(unsigned int j = 0; j < left.cols(); ++j) left_singular_vectors(i,j) = static_cast<Scalar>(left(i,j)); for(unsigned int i = 0; i < right.rows(); ++i) for(unsigned int j = 0; j < right.cols(); ++j) right_singular_vectors(i,j) = static_cast<Scalar>(right(i,j)); for(unsigned int i = 0; i < values.rows(); ++i) singular_values[i] = static_cast<Scalar>(values(i,0)); #elif defined(PHYSIKA_USE_BUILT_IN_MATRIX) std::cerr<<"SVD not implemeted for built in matrix!\n"; std::exit(EXIT_FAILURE); #endif }
const MatrixMxN<Scalar> VectorND<Scalar>::outerProduct(const VectorND<Scalar> &vec2) const { MatrixMxN<Scalar> result(this->dims(),vec2.dims()); for(unsigned int i = 0; i < result.rows(); ++i) for(unsigned int j = 0; j < result.cols(); ++j) result(i,j) = (*this)[i]*vec2[j]; return result; }
void MatrixMxN<Scalar>::eigenDecomposition(VectorND<Scalar> &eigen_values_real, VectorND<Scalar> &eigen_values_imag, MatrixMxN<Scalar> &eigen_vectors_real, MatrixMxN<Scalar> &eigen_vectors_imag) { unsigned int rows = this->rows(), cols = this->cols(); if(rows != cols) { std::cerr<<"Eigen decomposition is only valid for square matrix!\n"; std::exit(EXIT_FAILURE); } #ifdef PHYSIKA_USE_EIGEN_MATRIX //hack: Eigen::EigenSolver does not support integer types, hence we cast Scalar to long double for decomposition Eigen::Matrix<long double,Eigen::Dynamic,Eigen::Dynamic> temp_matrix(rows,cols); for(unsigned int i = 0; i < rows; ++i) for(unsigned int j = 0; j < cols; ++j) temp_matrix(i,j) = static_cast<long double>((*ptr_eigen_matrix_MxN_)(i,j)); Eigen::EigenSolver<Eigen::Matrix<long double,Eigen::Dynamic,Eigen::Dynamic> > eigen(temp_matrix); Eigen::Matrix<std::complex<long double>,Eigen::Dynamic,Eigen::Dynamic> vectors = eigen.eigenvectors(); const Eigen::Matrix<std::complex<long double>,Eigen::Dynamic,1> &values = eigen.eigenvalues(); //resize if have to if(eigen_vectors_real.rows() != vectors.rows() || eigen_vectors_real.cols() != vectors.cols()) eigen_vectors_real.resize(vectors.rows(),vectors.cols()); if(eigen_vectors_imag.rows() != vectors.rows() || eigen_vectors_imag.cols() != vectors.cols()) eigen_vectors_imag.resize(vectors.rows(),vectors.cols()); if(eigen_values_real.dims() != values.rows()) eigen_values_real.resize(values.rows()); if(eigen_values_imag.dims() != values.rows()) eigen_values_imag.resize(values.rows()); //copy the result for(unsigned int i = 0; i < vectors.rows(); ++i) for(unsigned int j = 0; j < vectors.cols(); ++j) { eigen_vectors_real(i,j) = static_cast<Scalar>(vectors(i,j).real()); eigen_vectors_imag(i,j) = static_cast<Scalar>(vectors(i,j).imag()); } for(unsigned int i = 0; i < values.rows(); ++i) { eigen_values_real[i] = static_cast<Scalar>(values(i,0).real()); eigen_values_imag[i] = static_cast<Scalar>(values(i,0).imag()); } #elif defined(PHYSIKA_USE_BUILT_IN_MATRIX) std::cerr<<"Eigen decomposition not implemeted for built in matrix!\n"; std::exit(EXIT_FAILURE); #endif }
VectorND<Scalar>::VectorND(const VectorND<Scalar> &vec2) #ifdef PHYSIKA_USE_EIGEN_VECTOR :eigen_vector_Nx_(vec2.eigen_vector_Nx_) #endif { #ifdef PHYSIKA_USE_BUILT_IN_VECTOR allocMemory(vec2.dims()); *this = vec2; #endif }
Scalar VectorND<Scalar>::dot(const VectorND<Scalar> &vec2) const { unsigned int dim1 = (*this).dims(); unsigned int dim2 = vec2.dims(); if(dim1 != dim2) throw PhysikaException("vector dimension mismatch!"); Scalar result = static_cast<Scalar>(0.0); for(unsigned int i = 0; i < dim1; ++i) result += (*this)[i]*vec2[i]; return result; }
VectorND<Scalar> MatrixMxN<Scalar>::operator* (const VectorND<Scalar> &vec) const { unsigned int mat_row = (*this).rows(); unsigned int mat_col = (*this).cols(); unsigned int vec_dim = vec.dims(); if(mat_col!=vec_dim) { std::cerr<<"Matrix*Vector: Matrix and vector sizes do not match!\n"; std::exit(EXIT_FAILURE); } VectorND<Scalar> result(mat_row,0.0); for(unsigned int i = 0; i < mat_row; ++i) { for(unsigned int j = 0; j < mat_col; ++j) result[i] += (*this)(i,j)*vec[j]; } return result; }
bool VectorND<Scalar>::operator== (const VectorND<Scalar> &vec2) const { unsigned int dim1 = (*this).dims(); unsigned int dim2 = vec2.dims(); if(dim1 != dim2) return false; for(unsigned int i = 0; i < dim1; ++i) { if(is_floating_point<Scalar>::value) { if(isEqual((*this)[i],vec2[i])==false) return false; } else { if((*this)[i] != vec2[i]) return false; } } return true; }