/**************************************************************************** * * 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 #include #include #include #include #include #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