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Diffstat (limited to 'eigen/bench/eig33.cpp')
-rw-r--r-- | eigen/bench/eig33.cpp | 196 |
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diff --git a/eigen/bench/eig33.cpp b/eigen/bench/eig33.cpp new file mode 100644 index 0000000..1608b99 --- /dev/null +++ b/eigen/bench/eig33.cpp @@ -0,0 +1,196 @@ +// 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 = internal::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 = internal::sqrt(-a_over_3); + Scalar theta = std::atan2(internal::sqrt(-q),half_b)*s_inv3; + Scalar cos_theta = internal::cos(theta); + Scalar sin_theta = internal::sin(theta); + roots(0) = c2_over_3 + Scalar(2)*rho*cos_theta; + roots(1) = c2_over_3 - rho*(cos_theta + s_sqrt3*sin_theta); + roots(2) = c2_over_3 - rho*(cos_theta - s_sqrt3*sin_theta); + + // Sort in increasing order. + if (roots(0) >= roots(1)) + std::swap(roots(0),roots(1)); + if (roots(1) >= roots(2)) + { + std::swap(roots(1),roots(2)); + if (roots(0) >= roots(1)) + std::swap(roots(0),roots(1)); + } +} + +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 scale = mat.cwiseAbs()/*.template triangularView<Lower>()*/.maxCoeff(); + scale = std::max(scale,Scalar(1)); + Matrix scaledMat = mat / scale; + + // Compute the eigenvalues +// scaledMat.setZero(); + computeRoots(scaledMat,evals); + + // compute the eigen vectors + // **here we assume 3 differents 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; +} + +int main() +{ + BenchTimer t; + int tries = 10; + int rep = 400000; + typedef Matrix3f Mat; + typedef Vector3f Vec; + Mat A = Mat::Random(3,3); + A = A.adjoint() * A; + + SelfAdjointEigenSolver<Mat> eig(A); + BENCH(t, tries, rep, eig.compute(A)); + std::cout << "Eigen: " << 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"; +} |