diff options
Diffstat (limited to 'apps/mathlib/math/generic/Matrix.hpp')
-rw-r--r-- | apps/mathlib/math/generic/Matrix.hpp | 437 |
1 files changed, 437 insertions, 0 deletions
diff --git a/apps/mathlib/math/generic/Matrix.hpp b/apps/mathlib/math/generic/Matrix.hpp new file mode 100644 index 000000000..5601a3447 --- /dev/null +++ b/apps/mathlib/math/generic/Matrix.hpp @@ -0,0 +1,437 @@ +/**************************************************************************** + * + * Copyright (C) 2012 PX4 Development Team. All rights reserved. + * + * Redistribution and use in source and binary forms, with or without + * modification, are permitted provided that the following conditions + * are met: + * + * 1. Redistributions of source code must retain the above copyright + * notice, this list of conditions and the following disclaimer. + * 2. Redistributions in binary form must reproduce the above copyright + * notice, this list of conditions and the following disclaimer in + * the documentation and/or other materials provided with the + * distribution. + * 3. Neither the name PX4 nor the names of its contributors may be + * used to endorse or promote products derived from this software + * without specific prior written permission. + * + * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS + * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT + * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS + * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE + * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, + * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, + * BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS + * OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED + * AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT + * LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN + * ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE + * POSSIBILITY OF SUCH DAMAGE. + * + ****************************************************************************/ + +/** + * @file Matrix.h + * + * matrix code + */ + +#pragma once + + +#include <inttypes.h> +#include <assert.h> +#include <stdlib.h> +#include <string.h> +#include <stdio.h> +#include <math.h> + +#include "../Vector.hpp" +#include "../Matrix.hpp" + +namespace math +{ + +class __EXPORT Matrix +{ +public: + // constructor + Matrix(size_t rows, size_t cols) : + _rows(rows), + _cols(cols), + _data((float *)calloc(rows *cols, sizeof(float))) { + } + Matrix(size_t rows, size_t cols, const float *data) : + _rows(rows), + _cols(cols), + _data((float *)malloc(getSize())) { + memcpy(getData(), data, getSize()); + } + // deconstructor + virtual ~Matrix() { + delete [] getData(); + } + // copy constructor (deep) + Matrix(const Matrix &right) : + _rows(right.getRows()), + _cols(right.getCols()), + _data((float *)malloc(getSize())) { + memcpy(getData(), right.getData(), + right.getSize()); + } + // assignment + inline Matrix &operator=(const Matrix &right) { +#ifdef MATRIX_ASSERT + ASSERT(getRows() == right.getRows()); + ASSERT(getCols() == right.getCols()); +#endif + + if (this != &right) { + memcpy(getData(), right.getData(), + right.getSize()); + } + + return *this; + } + // element accessors + inline float &operator()(size_t i, size_t j) { +#ifdef MATRIX_ASSERT + ASSERT(i < getRows()); + ASSERT(j < getCols()); +#endif + return getData()[i * getCols() + j]; + } + inline const float &operator()(size_t i, size_t j) const { +#ifdef MATRIX_ASSERT + ASSERT(i < getRows()); + ASSERT(j < getCols()); +#endif + return getData()[i * getCols() + j]; + } + // output + inline void print() const { + for (size_t i = 0; i < getRows(); i++) { + for (size_t j = 0; j < getCols(); j++) { + float sig; + int exp; + float num = (*this)(i, j); + float2SigExp(num, sig, exp); + printf("%6.3fe%03.3d,", (double)sig, exp); + } + + printf("\n"); + } + } + // boolean ops + inline bool operator==(const Matrix &right) const { + for (size_t i = 0; i < getRows(); i++) { + for (size_t j = 0; j < getCols(); j++) { + if (fabsf((*this)(i, j) - right(i, j)) > 1e-30f) + return false; + } + } + + return true; + } + // scalar ops + inline Matrix operator+(const float &right) const { + Matrix result(getRows(), getCols()); + + for (size_t i = 0; i < getRows(); i++) { + for (size_t j = 0; j < getCols(); j++) { + result(i, j) = (*this)(i, j) + right; + } + } + + return result; + } + inline Matrix operator-(const float &right) const { + Matrix result(getRows(), getCols()); + + for (size_t i = 0; i < getRows(); i++) { + for (size_t j = 0; j < getCols(); j++) { + result(i, j) = (*this)(i, j) - right; + } + } + + return result; + } + inline Matrix operator*(const float &right) const { + Matrix result(getRows(), getCols()); + + for (size_t i = 0; i < getRows(); i++) { + for (size_t j = 0; j < getCols(); j++) { + result(i, j) = (*this)(i, j) * right; + } + } + + return result; + } + inline Matrix operator/(const float &right) const { + Matrix result(getRows(), getCols()); + + for (size_t i = 0; i < getRows(); i++) { + for (size_t j = 0; j < getCols(); j++) { + result(i, j) = (*this)(i, j) / right; + } + } + + return result; + } + // vector ops + inline Vector operator*(const Vector &right) const { +#ifdef MATRIX_ASSERT + ASSERT(getCols() == right.getRows()); +#endif + Vector result(getRows()); + + for (size_t i = 0; i < getRows(); i++) { + for (size_t j = 0; j < getCols(); j++) { + result(i) += (*this)(i, j) * right(j); + } + } + + return result; + } + // matrix ops + inline Matrix operator+(const Matrix &right) const { +#ifdef MATRIX_ASSERT + ASSERT(getRows() == right.getRows()); + ASSERT(getCols() == right.getCols()); +#endif + Matrix result(getRows(), getCols()); + + for (size_t i = 0; i < getRows(); i++) { + for (size_t j = 0; j < getCols(); j++) { + result(i, j) = (*this)(i, j) + right(i, j); + } + } + + return result; + } + inline Matrix operator-(const Matrix &right) const { +#ifdef MATRIX_ASSERT + ASSERT(getRows() == right.getRows()); + ASSERT(getCols() == right.getCols()); +#endif + Matrix result(getRows(), getCols()); + + for (size_t i = 0; i < getRows(); i++) { + for (size_t j = 0; j < getCols(); j++) { + result(i, j) = (*this)(i, j) - right(i, j); + } + } + + return result; + } + inline Matrix operator*(const Matrix &right) const { +#ifdef MATRIX_ASSERT + ASSERT(getCols() == right.getRows()); +#endif + Matrix result(getRows(), right.getCols()); + + for (size_t i = 0; i < getRows(); i++) { + for (size_t j = 0; j < right.getCols(); j++) { + for (size_t k = 0; k < right.getRows(); k++) { + result(i, j) += (*this)(i, k) * right(k, j); + } + } + } + + return result; + } + inline Matrix operator/(const Matrix &right) const { +#ifdef MATRIX_ASSERT + ASSERT(right.getRows() == right.getCols()); + ASSERT(getCols() == right.getCols()); +#endif + return (*this) * right.inverse(); + } + // other functions + inline Matrix transpose() const { + Matrix result(getCols(), getRows()); + + for (size_t i = 0; i < getRows(); i++) { + for (size_t j = 0; j < getCols(); j++) { + result(j, i) = (*this)(i, j); + } + } + + return result; + } + inline void swapRows(size_t a, size_t b) { + if (a == b) return; + + for (size_t j = 0; j < getCols(); j++) { + float tmp = (*this)(a, j); + (*this)(a, j) = (*this)(b, j); + (*this)(b, j) = tmp; + } + } + inline void swapCols(size_t a, size_t b) { + if (a == b) return; + + for (size_t i = 0; i < getRows(); i++) { + float tmp = (*this)(i, a); + (*this)(i, a) = (*this)(i, b); + (*this)(i, b) = tmp; + } + } + /** + * inverse based on LU factorization with partial pivotting + */ + Matrix inverse() const { +#ifdef MATRIX_ASSERT + ASSERT(getRows() == getCols()); +#endif + size_t N = getRows(); + Matrix L = identity(N); + const Matrix &A = (*this); + Matrix U = A; + Matrix P = identity(N); + + //printf("A:\n"); A.print(); + + // for all diagonal elements + for (size_t n = 0; n < N; n++) { + + // if diagonal is zero, swap with row below + if (fabsf(U(n, n)) < 1e-8f) { + //printf("trying pivot for row %d\n",n); + for (size_t i = 0; i < N; i++) { + if (i == n) continue; + + //printf("\ttrying row %d\n",i); + if (fabsf(U(i, n)) > 1e-8f) { + //printf("swapped %d\n",i); + U.swapRows(i, n); + P.swapRows(i, n); + } + } + } + +#ifdef MATRIX_ASSERT + //printf("A:\n"); A.print(); + //printf("U:\n"); U.print(); + //printf("P:\n"); P.print(); + //fflush(stdout); + ASSERT(fabsf(U(n, n)) > 1e-8f); +#endif + + // failsafe, return zero matrix + if (fabsf(U(n, n)) < 1e-8f) { + return Matrix::zero(n); + } + + // for all rows below diagonal + for (size_t i = (n + 1); i < N; i++) { + L(i, n) = U(i, n) / U(n, n); + + // add i-th row and n-th row + // multiplied by: -a(i,n)/a(n,n) + for (size_t k = n; k < N; k++) { + U(i, k) -= L(i, n) * U(n, k); + } + } + } + + //printf("L:\n"); L.print(); + //printf("U:\n"); U.print(); + + // solve LY=P*I for Y by forward subst + Matrix Y = P; + + // for all columns of Y + for (size_t c = 0; c < N; c++) { + // for all rows of L + for (size_t i = 0; i < N; i++) { + // for all columns of L + for (size_t j = 0; j < i; j++) { + // for all existing y + // subtract the component they + // contribute to the solution + Y(i, c) -= L(i, j) * Y(j, c); + } + + // divide by the factor + // on current + // term to be solved + // Y(i,c) /= L(i,i); + // but L(i,i) = 1.0 + } + } + + //printf("Y:\n"); Y.print(); + + // solve Ux=y for x by back subst + Matrix X = Y; + + // for all columns of X + for (size_t c = 0; c < N; c++) { + // for all rows of U + for (size_t k = 0; k < N; k++) { + // have to go in reverse order + size_t i = N - 1 - k; + + // for all columns of U + for (size_t j = i + 1; j < N; j++) { + // for all existing x + // subtract the component they + // contribute to the solution + X(i, c) -= U(i, j) * X(j, c); + } + + // divide by the factor + // on current + // term to be solved + X(i, c) /= U(i, i); + } + } + + //printf("X:\n"); X.print(); + return X; + } + inline void setAll(const float &val) { + for (size_t i = 0; i < getRows(); i++) { + for (size_t j = 0; j < getCols(); j++) { + (*this)(i, j) = val; + } + } + } + inline void set(const float *data) { + memcpy(getData(), data, getSize()); + } + inline size_t getRows() const { return _rows; } + inline size_t getCols() const { return _cols; } + inline static Matrix identity(size_t size) { + Matrix result(size, size); + + for (size_t i = 0; i < size; i++) { + result(i, i) = 1.0f; + } + + return result; + } + inline static Matrix zero(size_t size) { + Matrix result(size, size); + result.setAll(0.0f); + return result; + } + inline static Matrix zero(size_t m, size_t n) { + Matrix result(m, n); + result.setAll(0.0f); + return result; + } +protected: + inline size_t getSize() const { return sizeof(float) * getRows() * getCols(); } + inline float *getData() { return _data; } + inline const float *getData() const { return _data; } + inline void setData(float *data) { _data = data; } +private: + size_t _rows; + size_t _cols; + float *_data; +}; + +} // namespace math |