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#ifndef Magnum_Math_Algorithms_Qr_h |
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#define Magnum_Math_Algorithms_Qr_h |
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/*
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This file is part of Magnum. |
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Copyright © 2010, 2011, 2012, 2013, 2014, 2015, 2016 |
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Vladimír Vondruš <mosra@centrum.cz> |
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Permission is hereby granted, free of charge, to any person obtaining a |
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copy of this software and associated documentation files (the "Software"), |
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to deal in the Software without restriction, including without limitation |
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the rights to use, copy, modify, merge, publish, distribute, sublicense, |
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and/or sell copies of the Software, and to permit persons to whom the |
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Software is furnished to do so, subject to the following conditions: |
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The above copyright notice and this permission notice shall be included |
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in all copies or substantial portions of the Software. |
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR |
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, |
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL |
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THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER |
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING |
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FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER |
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DEALINGS IN THE SOFTWARE. |
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*/ |
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/** @file
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* @brief Function @ref Magnum::Math::Algorithms::qr() |
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*/ |
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#include "Magnum/Math/Matrix.h" |
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namespace Magnum { namespace Math { namespace Algorithms { |
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/**
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@brief QR decomposition |
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Calculated using classic Gram-Schmidt process. |
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*/ |
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template<std::size_t size, class T> std::pair<Matrix<size, T>, Matrix<size, T>> qr(const Matrix<size, T>& matrix) { |
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Matrix<size, T> q, r; |
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for(std::size_t k = 0; k != size; ++k) { |
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Vector<size, T> p = matrix[k]; |
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for(std::size_t j = 0; j != k; ++j) { |
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r[k][j] = Math::dot(p, q[j]); |
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p -= q[j]*r[k][j]; |
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} |
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r[k][k] = p.length(); |
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q[k] = p/r[k][k]; |
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} |
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return {q, r}; |
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} |
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}}} |
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#endif |
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@ -0,0 +1,69 @@ |
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/*
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This file is part of Magnum. |
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Copyright © 2010, 2011, 2012, 2013, 2014, 2015, 2016 |
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Vladimír Vondruš <mosra@centrum.cz> |
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Permission is hereby granted, free of charge, to any person obtaining a |
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copy of this software and associated documentation files (the "Software"), |
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to deal in the Software without restriction, including without limitation |
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the rights to use, copy, modify, merge, publish, distribute, sublicense, |
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and/or sell copies of the Software, and to permit persons to whom the |
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Software is furnished to do so, subject to the following conditions: |
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|
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The above copyright notice and this permission notice shall be included |
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in all copies or substantial portions of the Software. |
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|
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR |
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, |
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL |
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THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER |
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING |
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FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER |
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DEALINGS IN THE SOFTWARE. |
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*/ |
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#include <tuple> |
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#include <Corrade/TestSuite/Tester.h> |
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#include "Magnum/Math/Matrix3.h" |
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#include "Magnum/Math/Algorithms/Qr.h" |
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namespace Magnum { namespace Math { namespace Algorithms { namespace Test { |
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struct QrTest: Corrade::TestSuite::Tester { |
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explicit QrTest(); |
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void test(); |
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}; |
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typedef Matrix3<Float> Matrix3; |
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QrTest::QrTest() { |
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addTests({&QrTest::test}); |
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} |
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void QrTest::test() { |
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Matrix3 a{{ 0.0f, 3.0f, 4.0f}, |
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{-20.0f, 27.0f, 11.0f}, |
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{-14.0f, -4.0f, -2.0f}}; |
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Matrix3 q, r; |
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std::tie(q, r) = Algorithms::qr(a); |
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CORRADE_COMPARE(q*r, a); |
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Matrix3 qExpected = Matrix3{{ 0.0f, 15.0f, 20.0f}, |
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{-20.0f, 12.0f, -9.0f}, |
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{-15.0f, -16.0f, 12.0f}}/25.0f; |
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CORRADE_COMPARE(q, qExpected); |
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Matrix3 rExpected{{ 5.0f, 0.0f, 0.0f}, |
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{25.0f, 25.0f, 0.0f}, |
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{-4.0f, 10.0f, 10.0f}}; |
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CORRADE_COMPARE(r, rExpected); |
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} |
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}}}} |
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CORRADE_TEST_MAIN(Magnum::Math::Algorithms::Test::QrTest) |
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