// Magic Software, Inc. // http://www.magic-software.com // Copyright (c) 2000, All Rights Reserved // // Source code from Magic Software is supplied under the terms of a license // agreement and may not be copied or disclosed except in accordance with the // terms of that agreement. The various license agreements may be found at // the Magic Software web site. This file is subject to the license // // FREE SOURCE CODE // http://www.magic-software.com/License/free.pdf #include "MgcEigen.h" #include "mathtypes.h" //#include "debug.h" #include "math.h" //#include "MgcRTLib.h" //--------------------------------------------------------------------------- MgcEigen::MgcEigen (int iSize) { // ASSERT( iSize >= 2 ); m_iSize = iSize; m_aafMat = new real*[m_iSize]; for (int i = 0; i < m_iSize; i++) m_aafMat[i] = new real[m_iSize]; m_afDiag = new real[m_iSize]; m_afSubd = new real[m_iSize]; } //--------------------------------------------------------------------------- MgcEigen::~MgcEigen () { delete[] m_afSubd; delete[] m_afDiag; for (int i = 0; i < m_iSize; i++) delete[] m_aafMat[i]; delete[] m_aafMat; } //--------------------------------------------------------------------------- void MgcEigen::Tridiagonal2 (real** m_aafMat, real* m_afDiag, real* m_afSubd) { // matrix is already tridiagonal m_afDiag[0] = m_aafMat[0][0]; m_afDiag[1] = m_aafMat[1][1]; m_afSubd[0] = m_aafMat[0][1]; m_afSubd[1] = 0.0; m_aafMat[0][0] = 1.0; m_aafMat[0][1] = 0.0; m_aafMat[1][0] = 0.0; m_aafMat[1][1] = 1.0; } //--------------------------------------------------------------------------- void MgcEigen::Tridiagonal3 (real** m_aafMat, real* m_afDiag, real* m_afSubd) { real fM00 = m_aafMat[0][0]; real fM01 = m_aafMat[0][1]; real fM02 = m_aafMat[0][2]; real fM11 = m_aafMat[1][1]; real fM12 = m_aafMat[1][2]; real fM22 = m_aafMat[2][2]; m_afDiag[0] = fM00; m_afSubd[2] = 0.0; if ( fM02 != 0.0 ) { real fLength = (real)sqrt(fM01*fM01+fM02*fM02); real fInvLength = 1.0f/fLength; fM01 *= fInvLength; fM02 *= fInvLength; real fQ = 2.0f*fM01*fM12+fM02*(fM22-fM11); m_afDiag[1] = fM11+fM02*fQ; m_afDiag[2] = fM22-fM02*fQ; m_afSubd[0] = fLength; m_afSubd[1] = fM12-fM01*fQ; m_aafMat[0][0] = 1.0; m_aafMat[0][1] = 0.0; m_aafMat[0][2] = 0.0; m_aafMat[1][0] = 0.0; m_aafMat[1][1] = fM01; m_aafMat[1][2] = fM02; m_aafMat[2][0] = 0.0; m_aafMat[2][1] = fM02; m_aafMat[2][2] = -fM01; } else { m_afDiag[1] = fM11; m_afDiag[2] = fM22; m_afSubd[0] = fM01; m_afSubd[1] = fM12; m_aafMat[0][0] = 1.0; m_aafMat[0][1] = 0.0; m_aafMat[0][2] = 0.0; m_aafMat[1][0] = 0.0; m_aafMat[1][1] = 1.0; m_aafMat[1][2] = 0.0; m_aafMat[2][0] = 0.0; m_aafMat[2][1] = 0.0; m_aafMat[2][2] = 1.0; } } //--------------------------------------------------------------------------- void MgcEigen::Tridiagonal4 (real** m_aafMat, real* m_afDiag, real* m_afSubd) { // save matrix M real fM00 = m_aafMat[0][0]; real fM01 = m_aafMat[0][1]; real fM02 = m_aafMat[0][2]; real fM03 = m_aafMat[0][3]; real fM11 = m_aafMat[1][1]; real fM12 = m_aafMat[1][2]; real fM13 = m_aafMat[1][3]; real fM22 = m_aafMat[2][2]; real fM23 = m_aafMat[2][3]; real fM33 = m_aafMat[3][3]; m_afDiag[0] = fM00; m_afSubd[3] = 0.0; m_aafMat[0][0] = 1.0; m_aafMat[0][1] = 0.0; m_aafMat[0][2] = 0.0; m_aafMat[0][3] = 0.0; m_aafMat[1][0] = 0.0; m_aafMat[2][0] = 0.0; m_aafMat[3][0] = 0.0; float fLength, fInvLength; if ( fM02 != 0.0 || fM03 != 0.0 ) { real fQ11, fQ12, fQ13; real fQ21, fQ22, fQ23; real fQ31, fQ32, fQ33; // build column Q1 fLength = (real)sqrt(fM01*fM01+fM02*fM02+fM03*fM03); fInvLength = 1.0f/fLength; fQ11 = fM01*fInvLength; fQ21 = fM02*fInvLength; fQ31 = fM03*fInvLength; m_afSubd[0] = fLength; // compute S*Q1 real fV0 = fM11*fQ11+fM12*fQ21+fM13*fQ31; real fV1 = fM12*fQ11+fM22*fQ21+fM23*fQ31; real fV2 = fM13*fQ11+fM23*fQ21+fM33*fQ31; m_afDiag[1] = fQ11*fV0+fQ21*fV1+fQ31*fV2; // build column Q3 = Q1x(S*Q1) fQ13 = fQ21*fV2-fQ31*fV1; fQ23 = fQ31*fV0-fQ11*fV2; fQ33 = fQ11*fV1-fQ21*fV0; fLength = (real)sqrt(fQ13*fQ13+fQ23*fQ23+fQ33*fQ33); if ( fLength > 0.0 ) { fInvLength = 1.0f/fLength; fQ13 *= fInvLength; fQ23 *= fInvLength; fQ33 *= fInvLength; // build column Q2 = Q3xQ1 fQ12 = fQ23*fQ31-fQ33*fQ21; fQ22 = fQ33*fQ11-fQ13*fQ31; fQ32 = fQ13*fQ21-fQ23*fQ11; fV0 = fQ12*fM11+fQ22*fM12+fQ32*fM13; fV1 = fQ12*fM12+fQ22*fM22+fQ32*fM23; fV2 = fQ12*fM13+fQ22*fM23+fQ32*fM33; m_afSubd[1] = fQ11*fV0+fQ21*fV1+fQ31*fV2; m_afDiag[2] = fQ12*fV0+fQ22*fV1+fQ32*fV2; m_afSubd[2] = fQ13*fV0+fQ23*fV1+fQ33*fV2; fV0 = fQ13*fM11+fQ23*fM12+fQ33*fM13; fV1 = fQ13*fM12+fQ23*fM22+fQ33*fM23; fV2 = fQ13*fM13+fQ23*fM23+fQ33*fM33; m_afDiag[3] = fQ13*fV0+fQ23*fV1+fQ33*fV2; } else { // S*Q1 parallel to Q1, choose any valid Q2 and Q3 m_afSubd[1] = 0; fLength = fQ21*fQ21+fQ31*fQ31; if ( fLength > 0.0 ) { fInvLength = 1.0f/fLength; real fTmp = fQ11-1.0f; fQ12 = -fQ21; fQ22 = 1.0f+fTmp*fQ21*fQ21*fInvLength; fQ32 = fTmp*fQ21*fQ31*fInvLength; fQ13 = -fQ31; fQ23 = fQ32; fQ33 = 1.0f+fTmp*fQ31*fQ31*fInvLength; fV0 = fQ12*fM11+fQ22*fM12+fQ32*fM13; fV1 = fQ12*fM12+fQ22*fM22+fQ32*fM23; fV2 = fQ12*fM13+fQ22*fM23+fQ32*fM33; m_afDiag[2] = fQ12*fV0+fQ22*fV1+fQ32*fV2; m_afSubd[2] = fQ13*fV0+fQ23*fV1+fQ33*fV2; fV0 = fQ13*fM11+fQ23*fM12+fQ33*fM13; fV1 = fQ13*fM12+fQ23*fM22+fQ33*fM23; fV2 = fQ13*fM13+fQ23*fM23+fQ33*fM33; m_afDiag[3] = fQ13*fV0+fQ23*fV1+fQ33*fV2; } else { // Q1 = (+-1,0,0) fQ12 = 0.0; fQ22 = 1.0; fQ32 = 0.0; fQ13 = 0.0; fQ23 = 0.0; fQ33 = 1.0; m_afDiag[2] = fM22; m_afDiag[3] = fM33; m_afSubd[2] = fM23; } } m_aafMat[1][1] = fQ11; m_aafMat[1][2] = fQ12; m_aafMat[1][3] = fQ13; m_aafMat[2][1] = fQ21; m_aafMat[2][2] = fQ22; m_aafMat[2][3] = fQ23; m_aafMat[3][1] = fQ31; m_aafMat[3][2] = fQ32; m_aafMat[3][3] = fQ33; } else { m_afDiag[1] = fM11; m_afSubd[0] = fM01; m_aafMat[1][1] = 1.0; m_aafMat[2][1] = 0.0; m_aafMat[3][1] = 0.0; if ( fM13 != 0.0 ) { fLength = (real)sqrt(fM12*fM12+fM13*fM13); fInvLength = 1.0f/fLength; fM12 *= fInvLength; fM13 *= fInvLength; real fQ = 2.0f*fM12*fM23+fM13*(fM33-fM22); m_afDiag[2] = fM22+fM13*fQ; m_afDiag[3] = fM33-fM13*fQ; m_afSubd[1] = fLength; m_afSubd[2] = fM23-fM12*fQ; m_aafMat[1][2] = 0.0; m_aafMat[1][3] = 0.0; m_aafMat[2][2] = fM12; m_aafMat[2][3] = fM13; m_aafMat[3][2] = fM13; m_aafMat[3][3] = -fM12; } else { m_afDiag[2] = fM22; m_afDiag[3] = fM33; m_afSubd[1] = fM12; m_afSubd[2] = fM23; m_aafMat[1][2] = 0.0; m_aafMat[1][3] = 0.0; m_aafMat[2][2] = 1.0; m_aafMat[2][3] = 0.0; m_aafMat[3][2] = 0.0; m_aafMat[3][3] = 1.0; } } } //--------------------------------------------------------------------------- void MgcEigen::TridiagonalN (int iSize, real** m_aafMat, real* m_afDiag, real* m_afSubd) { int i0, i1, i2, i3; for (i0 = iSize-1, i3 = iSize-2; i0 >= 1; i0--, i3--) { real fH = 0.0, fScale = 0.0; if ( i3 > 0 ) { for (i2 = 0; i2 <= i3; i2++) fScale += (real)fabs(m_aafMat[i0][i2]); if ( fScale == 0 ) { m_afSubd[i0] = m_aafMat[i0][i3]; } else { float fInvScale = 1.0f/fScale; for (i2 = 0; i2 <= i3; i2++) { m_aafMat[i0][i2] *= fInvScale; fH += m_aafMat[i0][i2]*m_aafMat[i0][i2]; } real fF = m_aafMat[i0][i3]; real fG = (real)sqrt(fH); if ( fF > 0.0 ) fG = -fG; m_afSubd[i0] = fScale*fG; fH -= fF*fG; m_aafMat[i0][i3] = fF-fG; fF = 0.0; float fInvH = 1.0f/fH; for (i1 = 0; i1 <= i3; i1++) { m_aafMat[i1][i0] = m_aafMat[i0][i1]*fInvH; fG = 0.0; for (i2 = 0; i2 <= i1; i2++) fG += m_aafMat[i1][i2]*m_aafMat[i0][i2]; for (i2 = i1+1; i2 <= i3; i2++) fG += m_aafMat[i2][i1]*m_aafMat[i0][i2]; m_afSubd[i1] = fG*fInvH; fF += m_afSubd[i1]*m_aafMat[i0][i1]; } real fHalfFdivH = 0.5f*fF*fInvH; for (i1 = 0; i1 <= i3; i1++) { fF = m_aafMat[i0][i1]; fG = m_afSubd[i1] - fHalfFdivH*fF; m_afSubd[i1] = fG; for (i2 = 0; i2 <= i1; i2++) { m_aafMat[i1][i2] -= fF*m_afSubd[i2] + fG*m_aafMat[i0][i2]; } } } } else { m_afSubd[i0] = m_aafMat[i0][i3]; } m_afDiag[i0] = fH; } m_afDiag[0] = m_afSubd[0] = 0; for (i0 = 0, i3 = -1; i0 <= iSize-1; i0++, i3++) { if ( m_afDiag[i0] ) { for (i1 = 0; i1 <= i3; i1++) { real fSum = 0; for (i2 = 0; i2 <= i3; i2++) fSum += m_aafMat[i0][i2]*m_aafMat[i2][i1]; for (i2 = 0; i2 <= i3; i2++) m_aafMat[i2][i1] -= fSum*m_aafMat[i2][i0]; } } m_afDiag[i0] = m_aafMat[i0][i0]; m_aafMat[i0][i0] = 1; for (i1 = 0; i1 <= i3; i1++) m_aafMat[i1][i0] = m_aafMat[i0][i1] = 0; } // re-ordering if MgcEigen::QLAlgorithm is used subsequently for (i0 = 1, i3 = 0; i0 < iSize; i0++, i3++) m_afSubd[i3] = m_afSubd[i0]; m_afSubd[iSize-1] = 0; } //--------------------------------------------------------------------------- bool MgcEigen::QLAlgorithm (int iSize, real* m_afDiag, real* m_afSubd, real** m_aafMat) { const int iMaxIter = 32; for (int i0 = 0; i0 < iSize; i0++) { int i1; for (i1 = 0; i1 < iMaxIter; i1++) { int i2; for (i2 = i0; i2 <= iSize-2; i2++) { real fTmp = (real) (fabs(m_afDiag[i2])+fabs(m_afDiag[i2+1])); if ( fabs(m_afSubd[i2]) + fTmp == fTmp ) break; } if ( i2 == i0 ) break; real fG = (m_afDiag[i0+1]-m_afDiag[i0])/(2.0f*m_afSubd[i0]); real fR = (real)sqrt(fG*fG+1.0); if ( fG < 0.0 ) fG = m_afDiag[i2]-m_afDiag[i0]+m_afSubd[i0]/(fG-fR); else fG = m_afDiag[i2]-m_afDiag[i0]+m_afSubd[i0]/(fG+fR); real fSin = 1.0, fCos = 1.0, fP = 0.0; for (int i3 = i2-1; i3 >= i0; i3--) { real fF = fSin*m_afSubd[i3]; real fB = fCos*m_afSubd[i3]; if ( fabs(fF) >= fabs(fG) ) { fCos = fG/fF; fR = (real)sqrt(fCos*fCos+1.0); m_afSubd[i3+1] = fF*fR; fSin = 1.0f/fR; fCos *= fSin; } else { fSin = fF/fG; fR = (real)sqrt(fSin*fSin+1.0); m_afSubd[i3+1] = fG*fR; fCos = 1.0f/fR; fSin *= fCos; } fG = m_afDiag[i3+1]-fP; fR = (m_afDiag[i3]-fG)*fSin+2.0f*fB*fCos; fP = fSin*fR; m_afDiag[i3+1] = fG+fP; fG = fCos*fR-fB; for (int i4 = 0; i4 < iSize; i4++) { fF = m_aafMat[i4][i3+1]; m_aafMat[i4][i3+1] = fSin*m_aafMat[i4][i3]+fCos*fF; m_aafMat[i4][i3] = fCos*m_aafMat[i4][i3]-fSin*fF; } } m_afDiag[i0] -= fP; m_afSubd[i0] = fG; m_afSubd[i2] = 0.0; } if ( i1 == iMaxIter ) return false; } return true; } //--------------------------------------------------------------------------- void MgcEigen::DecreasingSort (int iSize, real* afEigval, real** aafEigvec) { // sort eigenvalues in decreasing order, e[0] >= ... >= e[iSize-1] for (int i0 = 0, i1; i0 <= iSize-2; i0++) { // locate maximum eigenvalue i1 = i0; real fMax = afEigval[i1]; int i2; for (i2 = i0+1; i2 < iSize; i2++) { if ( afEigval[i2] > fMax ) { i1 = i2; fMax = afEigval[i1]; } } if ( i1 != i0 ) { // swap eigenvalues afEigval[i1] = afEigval[i0]; afEigval[i0] = fMax; // swap eigenvectors for (i2 = 0; i2 < iSize; i2++) { real fTmp = aafEigvec[i2][i0]; aafEigvec[i2][i0] = aafEigvec[i2][i1]; aafEigvec[i2][i1] = fTmp; } } } } //--------------------------------------------------------------------------- void MgcEigen::IncreasingSort (int iSize, real* afEigval, real** aafEigvec) { // sort eigenvalues in increasing order, e[0] <= ... <= e[iSize-1] for (int i0 = 0, i1; i0 <= iSize-2; i0++) { // locate minimum eigenvalue i1 = i0; real fMin = afEigval[i1]; int i2; for (i2 = i0+1; i2 < iSize; i2++) { if ( afEigval[i2] < fMin ) { i1 = i2; fMin = afEigval[i1]; } } if ( i1 != i0 ) { // swap eigenvalues afEigval[i1] = afEigval[i0]; afEigval[i0] = fMin; // swap eigenvectors for (i2 = 0; i2 < iSize; i2++) { real fTmp = aafEigvec[i2][i0]; aafEigvec[i2][i0] = aafEigvec[i2][i1]; aafEigvec[i2][i1] = fTmp; } } } } //--------------------------------------------------------------------------- void MgcEigen::SetMatrix (real** aafMat) { for (int iRow = 0; iRow < m_iSize; iRow++) { for (int iCol = 0; iCol < m_iSize; iCol++) m_aafMat[iRow][iCol] = aafMat[iRow][iCol]; } } //--------------------------------------------------------------------------- void MgcEigen::EigenStuff2 () { Tridiagonal2(m_aafMat,m_afDiag,m_afSubd); QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat); } //--------------------------------------------------------------------------- void MgcEigen::EigenStuff3 () { Tridiagonal3(m_aafMat,m_afDiag,m_afSubd); QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat); } //--------------------------------------------------------------------------- void MgcEigen::EigenStuff4 () { Tridiagonal4(m_aafMat,m_afDiag,m_afSubd); QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat); } //--------------------------------------------------------------------------- void MgcEigen::EigenStuffN () { TridiagonalN(m_iSize,m_aafMat,m_afDiag,m_afSubd); QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat); } //--------------------------------------------------------------------------- void MgcEigen::EigenStuff () { switch ( m_iSize ) { case 2: Tridiagonal2(m_aafMat,m_afDiag,m_afSubd); break; case 3: Tridiagonal3(m_aafMat,m_afDiag,m_afSubd); break; case 4: Tridiagonal4(m_aafMat,m_afDiag,m_afSubd); break; default: TridiagonalN(m_iSize,m_aafMat,m_afDiag,m_afSubd); break; } QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat); } //--------------------------------------------------------------------------- void MgcEigen::DecrSortEigenStuff2 () { Tridiagonal2(m_aafMat,m_afDiag,m_afSubd); QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat); DecreasingSort(m_iSize,m_afDiag,m_aafMat); } //--------------------------------------------------------------------------- void MgcEigen::DecrSortEigenStuff3 () { Tridiagonal3(m_aafMat,m_afDiag,m_afSubd); QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat); DecreasingSort(m_iSize,m_afDiag,m_aafMat); } //--------------------------------------------------------------------------- void MgcEigen::DecrSortEigenStuff4 () { Tridiagonal4(m_aafMat,m_afDiag,m_afSubd); QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat); DecreasingSort(m_iSize,m_afDiag,m_aafMat); } //--------------------------------------------------------------------------- void MgcEigen::DecrSortEigenStuffN () { TridiagonalN(m_iSize,m_aafMat,m_afDiag,m_afSubd); QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat); DecreasingSort(m_iSize,m_afDiag,m_aafMat); } //--------------------------------------------------------------------------- void MgcEigen::DecrSortEigenStuff () { switch ( m_iSize ) { case 2: Tridiagonal2(m_aafMat,m_afDiag,m_afSubd); break; case 3: Tridiagonal3(m_aafMat,m_afDiag,m_afSubd); break; case 4: Tridiagonal4(m_aafMat,m_afDiag,m_afSubd); break; default: TridiagonalN(m_iSize,m_aafMat,m_afDiag,m_afSubd); break; } QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat); DecreasingSort(m_iSize,m_afDiag,m_aafMat); } //--------------------------------------------------------------------------- void MgcEigen::IncrSortEigenStuff2 () { Tridiagonal2(m_aafMat,m_afDiag,m_afSubd); QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat); IncreasingSort(m_iSize,m_afDiag,m_aafMat); } //--------------------------------------------------------------------------- void MgcEigen::IncrSortEigenStuff3 () { Tridiagonal3(m_aafMat,m_afDiag,m_afSubd); QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat); IncreasingSort(m_iSize,m_afDiag,m_aafMat); } //--------------------------------------------------------------------------- void MgcEigen::IncrSortEigenStuff4 () { Tridiagonal4(m_aafMat,m_afDiag,m_afSubd); QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat); IncreasingSort(m_iSize,m_afDiag,m_aafMat); } //--------------------------------------------------------------------------- void MgcEigen::IncrSortEigenStuffN () { TridiagonalN(m_iSize,m_aafMat,m_afDiag,m_afSubd); QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat); IncreasingSort(m_iSize,m_afDiag,m_aafMat); } //--------------------------------------------------------------------------- void MgcEigen::IncrSortEigenStuff () { switch ( m_iSize ) { case 2: Tridiagonal2(m_aafMat,m_afDiag,m_afSubd); break; case 3: Tridiagonal3(m_aafMat,m_afDiag,m_afSubd); break; case 4: Tridiagonal4(m_aafMat,m_afDiag,m_afSubd); break; default: TridiagonalN(m_iSize,m_aafMat,m_afDiag,m_afSubd); break; } QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat); IncreasingSort(m_iSize,m_afDiag,m_aafMat); } //--------------------------------------------------------------------------- #ifdef EIGEN_TEST int main () { MgcEigen kES(3); kES.Matrix(0,0) = 2.0; kES.Matrix(0,1) = 1.0; kES.Matrix(0,2) = 1.0; kES.Matrix(1,0) = 1.0; kES.Matrix(1,1) = 2.0; kES.Matrix(1,2) = 1.0; kES.Matrix(2,0) = 1.0; kES.Matrix(2,1) = 1.0; kES.Matrix(2,2) = 2.0; kES.IncrSortEigenStuff3(); cout.setf(ios::fixed); cout << "eigenvalues = " << endl; int iRow; for (iRow = 0; iRow < 3; iRow++) cout << kES.GetEigenvalue(iRow) << ' '; cout << endl; cout << "eigenvectors = " << endl; for (iRow = 0; iRow < 3; iRow++) { for (int iCol = 0; iCol < 3; iCol++) cout << kES.GetEigenvector(iRow,iCol) << ' '; cout << endl; } // eigenvalues = // 1.000000 1.000000 4.000000 // eigenvectors = // 0.411953 0.704955 0.577350 // 0.404533 -0.709239 0.577350 // -0.816485 0.004284 0.577350 return 0; } #endif