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Implements QR and RQ matrix decomposition functions.

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This commit is contained in:
Vincent Aymong
2017-07-05 18:52:46 -04:00
parent 2dc6196467
commit d6abdb7935
5 changed files with 245 additions and 0 deletions
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103
test/gtx/gtx_matrix_factorisation.cpp Normal file
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#define GLM_ENABLE_EXPERIMENTAL
#include <glm/gtx/matrix_factorisation.hpp>
const double epsilon = 1e-10f;
template <glm::length_t C, glm::length_t R, typename T, glm::precision P, template<glm::length_t, glm::length_t, typename, glm::precision> class matType>
int test_qr(matType<C, R, T, P> m) {
matType<std::min(C, R), R, T, P> q(-999);
matType<C, std::min(C, R), T, P> r(-999);
glm::qr_decompose(q, r, m);
//Test if q*r really equals the input matrix
matType<C, R, T, P> tm = q*r;
matType<C, R, T, P> err = tm - m;
for (glm::length_t i = 0; i < C; i++) {
for (glm::length_t j = 0; j < R; j++) {
if (abs(err[i][j]) > epsilon) return 1;
}
}
//Test if the columns of q are orthonormal
for (glm::length_t i = 0; i < std::min(C, R); i++) {
if ((length(q[i]) - 1) > epsilon) return 1;
for (glm::length_t j = 0; j<i; j++) {
if (abs(dot(q[i], q[j])) > epsilon) return 1;
}
}
//Test if the matrix r is upper triangular
for (glm::length_t i = 0; i < C; i++) {
for (glm::length_t j = i + 1; j < std::min(C, R); j++) {
if (r[i][j] != 0) return 1;
}
}
return 0;
}
template <glm::length_t C, glm::length_t R, typename T, glm::precision P, template<glm::length_t, glm::length_t, typename, glm::precision> class matType>
int test_rq(matType<C, R, T, P> m) {
matType<C, std::min(C, R), T, P> q(-999);
matType<std::min(C, R), R, T, P> r(-999);
glm::rq_decompose(r, q, m);
//Test if q*r really equals the input matrix
matType<C, R, T, P> tm = r*q;
matType<C, R, T, P> err = tm - m;
for (glm::length_t i = 0; i < C; i++) {
for (glm::length_t j = 0; j < R; j++) {
if (abs(err[i][j]) > epsilon) return 1;
}
}
//Test if the rows of q are orthonormal
matType<std::min(C, R), C, T, P> tq = transpose(q);
for (glm::length_t i = 0; i < std::min(C, R); i++) {
if ((length(tq[i]) - 1) > epsilon) return 1;
for (glm::length_t j = 0; j<i; j++) {
if (abs(dot(tq[i], tq[j])) > epsilon) return 1;
}
}
//Test if the matrix r is upper triangular
for (glm::length_t i = 0; i < std::min(C, R); i++) {
for (glm::length_t j = i + 1; j < R; j++) {
if (r[i][j] != 0) return 1;
}
}
return 0;
}
int main()
{
//Test QR square
if(test_qr(glm::dmat3(12, 6, -4, -51, 167, 24, 4, -68, -41))) return 1;
//Test RQ square
if (test_rq(glm::dmat3(12, 6, -4, -51, 167, 24, 4, -68, -41))) return 1;
//Test QR triangular 1
if (test_qr(glm::dmat3x4(12, 6, -4, -51, 167, 24, 4, -68, -41, 7, 2, 15))) return 1;
//Test QR triangular 2
if (test_qr(glm::dmat4x3(12, 6, -4, -51, 167, 24, 4, -68, -41, 7, 2, 15))) return 1;
//Test RQ triangular 1 : Fails at the triangular test
//if (test_rq(glm::dmat3x4(12, 6, -4, -51, 167, 24, 4, -68, -41, 7, 2, 15))) return 1;
//Test QR triangular 2
if (test_rq(glm::dmat4x3(12, 6, -4, -51, 167, 24, 4, -68, -41, 7, 2, 15))) return 1;
return 0;
}