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authorJørgen P. Tjernø <[email protected]>2013-12-02 19:31:46 -0800
committerJørgen P. Tjernø <[email protected]>2013-12-02 19:46:31 -0800
commitf56bb35301836e56582a575a75864392a0177875 (patch)
treede61ddd39de3e7df52759711950b4c288592f0dc /mp/src/public/mathlib/matrixmath.h
parentMark some more files as text. (diff)
downloadsource-sdk-2013-f56bb35301836e56582a575a75864392a0177875.tar.xz
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Fix line endings. WHAMMY.
Diffstat (limited to 'mp/src/public/mathlib/matrixmath.h')
-rw-r--r--mp/src/public/mathlib/matrixmath.h770
1 files changed, 385 insertions, 385 deletions
diff --git a/mp/src/public/mathlib/matrixmath.h b/mp/src/public/mathlib/matrixmath.h
index 40de0c02..9c7f207b 100644
--- a/mp/src/public/mathlib/matrixmath.h
+++ b/mp/src/public/mathlib/matrixmath.h
@@ -1,385 +1,385 @@
-//========= Copyright Valve Corporation, All rights reserved. ============//
-//
-// Purpose:
-//
-// A set of generic, template-based matrix functions.
-//===========================================================================//
-
-#ifndef MATRIXMATH_H
-#define MATRIXMATH_H
-
-#include <stdarg.h>
-
-// The operations in this file can perform basic matrix operations on matrices represented
-// using any class that supports the necessary operations:
-//
-// .Element( row, col ) - return the element at a given matrox position
-// .SetElement( row, col, val ) - modify an element
-// .Width(), .Height() - get dimensions
-// .SetDimensions( nrows, ncols) - set a matrix to be un-initted and the appropriate size
-//
-// Generally, vectors can be used with these functions by using N x 1 matrices to represent them.
-// Matrices are addressed as row, column, and indices are 0-based
-//
-//
-// Note that the template versions of these routines are defined for generality - it is expected
-// that template specialization is used for common high performance cases.
-
-namespace MatrixMath
-{
- /// M *= flScaleValue
- template<class MATRIXCLASS>
- void ScaleMatrix( MATRIXCLASS &matrix, float flScaleValue )
- {
- for( int i = 0; i < matrix.Height(); i++ )
- {
- for( int j = 0; j < matrix.Width(); j++ )
- {
- matrix.SetElement( i, j, flScaleValue * matrix.Element( i, j ) );
- }
- }
- }
-
- /// AppendElementToMatrix - same as setting the element, except only works when all calls
- /// happen in top to bottom left to right order, end you have to call FinishedAppending when
- /// done. For normal matrix classes this is not different then SetElement, but for
- /// CSparseMatrix, it is an accelerated way to fill a matrix from scratch.
- template<class MATRIXCLASS>
- FORCEINLINE void AppendElement( MATRIXCLASS &matrix, int nRow, int nCol, float flValue )
- {
- matrix.SetElement( nRow, nCol, flValue ); // default implementation
- }
-
- template<class MATRIXCLASS>
- FORCEINLINE void FinishedAppending( MATRIXCLASS &matrix ) {} // default implementation
-
- /// M += fl
- template<class MATRIXCLASS>
- void AddToMatrix( MATRIXCLASS &matrix, float flAddend )
- {
- for( int i = 0; i < matrix.Height(); i++ )
- {
- for( int j = 0; j < matrix.Width(); j++ )
- {
- matrix.SetElement( i, j, flAddend + matrix.Element( i, j ) );
- }
- }
- }
-
- /// transpose
- template<class MATRIXCLASSIN, class MATRIXCLASSOUT>
- void TransposeMatrix( MATRIXCLASSIN const &matrixIn, MATRIXCLASSOUT *pMatrixOut )
- {
- pMatrixOut->SetDimensions( matrixIn.Width(), matrixIn.Height() );
- for( int i = 0; i < pMatrixOut->Height(); i++ )
- {
- for( int j = 0; j < pMatrixOut->Width(); j++ )
- {
- AppendElement( *pMatrixOut, i, j, matrixIn.Element( j, i ) );
- }
- }
- FinishedAppending( *pMatrixOut );
- }
-
- /// copy
- template<class MATRIXCLASSIN, class MATRIXCLASSOUT>
- void CopyMatrix( MATRIXCLASSIN const &matrixIn, MATRIXCLASSOUT *pMatrixOut )
- {
- pMatrixOut->SetDimensions( matrixIn.Height(), matrixIn.Width() );
- for( int i = 0; i < matrixIn.Height(); i++ )
- {
- for( int j = 0; j < matrixIn.Width(); j++ )
- {
- AppendElement( *pMatrixOut, i, j, matrixIn.Element( i, j ) );
- }
- }
- FinishedAppending( *pMatrixOut );
- }
-
-
-
- /// M+=M
- template<class MATRIXCLASSIN, class MATRIXCLASSOUT>
- void AddMatrixToMatrix( MATRIXCLASSIN const &matrixIn, MATRIXCLASSOUT *pMatrixOut )
- {
- for( int i = 0; i < matrixIn.Height(); i++ )
- {
- for( int j = 0; j < matrixIn.Width(); j++ )
- {
- pMatrixOut->SetElement( i, j, pMatrixOut->Element( i, j ) + matrixIn.Element( i, j ) );
- }
- }
- }
-
- // M += scale * M
- template<class MATRIXCLASSIN, class MATRIXCLASSOUT>
- void AddScaledMatrixToMatrix( float flScale, MATRIXCLASSIN const &matrixIn, MATRIXCLASSOUT *pMatrixOut )
- {
- for( int i = 0; i < matrixIn.Height(); i++ )
- {
- for( int j = 0; j < matrixIn.Width(); j++ )
- {
- pMatrixOut->SetElement( i, j, pMatrixOut->Element( i, j ) + flScale * matrixIn.Element( i, j ) );
- }
- }
- }
-
-
- // simple way to initialize a matrix with constants from code.
- template<class MATRIXCLASSOUT>
- void SetMatrixToIdentity( MATRIXCLASSOUT *pMatrixOut, float flDiagonalValue = 1.0 )
- {
- for( int i = 0; i < pMatrixOut->Height(); i++ )
- {
- for( int j = 0; j < pMatrixOut->Width(); j++ )
- {
- AppendElement( *pMatrixOut, i, j, ( i == j ) ? flDiagonalValue : 0 );
- }
- }
- FinishedAppending( *pMatrixOut );
- }
-
- //// simple way to initialize a matrix with constants from code
- template<class MATRIXCLASSOUT>
- void SetMatrixValues( MATRIXCLASSOUT *pMatrix, int nRows, int nCols, ... )
- {
- va_list argPtr;
- va_start( argPtr, nCols );
-
- pMatrix->SetDimensions( nRows, nCols );
- for( int nRow = 0; nRow < nRows; nRow++ )
- {
- for( int nCol = 0; nCol < nCols; nCol++ )
- {
- double flNewValue = va_arg( argPtr, double );
- pMatrix->SetElement( nRow, nCol, flNewValue );
- }
- }
- va_end( argPtr );
- }
-
-
- /// row and colum accessors. treat a row or a column as a column vector
- template<class MATRIXTYPE> class MatrixRowAccessor
- {
- public:
- FORCEINLINE MatrixRowAccessor( MATRIXTYPE const &matrix, int nRow )
- {
- m_pMatrix = &matrix;
- m_nRow = nRow;
- }
-
- FORCEINLINE float Element( int nRow, int nCol ) const
- {
- Assert( nCol == 0 );
- return m_pMatrix->Element( m_nRow, nRow );
- }
-
- FORCEINLINE int Width( void ) const { return 1; };
- FORCEINLINE int Height( void ) const { return m_pMatrix->Width(); }
-
- private:
- MATRIXTYPE const *m_pMatrix;
- int m_nRow;
- };
-
- template<class MATRIXTYPE> class MatrixColumnAccessor
- {
- public:
- FORCEINLINE MatrixColumnAccessor( MATRIXTYPE const &matrix, int nColumn )
- {
- m_pMatrix = &matrix;
- m_nColumn = nColumn;
- }
-
- FORCEINLINE float Element( int nRow, int nColumn ) const
- {
- Assert( nColumn == 0 );
- return m_pMatrix->Element( nRow, m_nColumn );
- }
-
- FORCEINLINE int Width( void ) const { return 1; }
- FORCEINLINE int Height( void ) const { return m_pMatrix->Height(); }
- private:
- MATRIXTYPE const *m_pMatrix;
- int m_nColumn;
- };
-
- /// this translator acts as a proxy for the transposed matrix
- template<class MATRIXTYPE> class MatrixTransposeAccessor
- {
- public:
- FORCEINLINE MatrixTransposeAccessor( MATRIXTYPE const & matrix )
- {
- m_pMatrix = &matrix;
- }
-
- FORCEINLINE float Element( int nRow, int nColumn ) const
- {
- return m_pMatrix->Element( nColumn, nRow );
- }
-
- FORCEINLINE int Width( void ) const { return m_pMatrix->Height(); }
- FORCEINLINE int Height( void ) const { return m_pMatrix->Width(); }
- private:
- MATRIXTYPE const *m_pMatrix;
- };
-
- /// this tranpose returns a wrapper around it's argument, allowing things like AddMatrixToMatrix( Transpose( matA ), &matB ) without an extra copy
- template<class MATRIXCLASSIN>
- MatrixTransposeAccessor<MATRIXCLASSIN> TransposeMatrix( MATRIXCLASSIN const &matrixIn )
- {
- return MatrixTransposeAccessor<MATRIXCLASSIN>( matrixIn );
- }
-
-
- /// retrieve rows and columns
- template<class MATRIXTYPE>
- FORCEINLINE MatrixColumnAccessor<MATRIXTYPE> MatrixColumn( MATRIXTYPE const &matrix, int nColumn )
- {
- return MatrixColumnAccessor<MATRIXTYPE>( matrix, nColumn );
- }
-
- template<class MATRIXTYPE>
- FORCEINLINE MatrixRowAccessor<MATRIXTYPE> MatrixRow( MATRIXTYPE const &matrix, int nRow )
- {
- return MatrixRowAccessor<MATRIXTYPE>( matrix, nRow );
- }
-
- //// dot product between vectors (or rows and/or columns via accessors)
- template<class MATRIXACCESSORATYPE, class MATRIXACCESSORBTYPE >
- float InnerProduct( MATRIXACCESSORATYPE const &vecA, MATRIXACCESSORBTYPE const &vecB )
- {
- Assert( vecA.Width() == 1 );
- Assert( vecB.Width() == 1 );
- Assert( vecA.Height() == vecB.Height() );
- double flResult = 0;
- for( int i = 0; i < vecA.Height(); i++ )
- {
- flResult += vecA.Element( i, 0 ) * vecB.Element( i, 0 );
- }
- return flResult;
- }
-
-
-
- /// matrix x matrix multiplication
- template<class MATRIXATYPE, class MATRIXBTYPE, class MATRIXOUTTYPE>
- void MatrixMultiply( MATRIXATYPE const &matA, MATRIXBTYPE const &matB, MATRIXOUTTYPE *pMatrixOut )
- {
- Assert( matA.Width() == matB.Height() );
- pMatrixOut->SetDimensions( matA.Height(), matB.Width() );
- for( int i = 0; i < matA.Height(); i++ )
- {
- for( int j = 0; j < matB.Width(); j++ )
- {
- pMatrixOut->SetElement( i, j, InnerProduct( MatrixRow( matA, i ), MatrixColumn( matB, j ) ) );
- }
- }
- }
-
- /// solve Ax=B via the conjugate graident method. Code and naming conventions based on the
- /// wikipedia article.
- template<class ATYPE, class XTYPE, class BTYPE>
- void ConjugateGradient( ATYPE const &matA, BTYPE const &vecB, XTYPE &vecX, float flTolerance = 1.0e-20 )
- {
- XTYPE vecR;
- vecR.SetDimensions( vecX.Height(), 1 );
- MatrixMultiply( matA, vecX, &vecR );
- ScaleMatrix( vecR, -1 );
- AddMatrixToMatrix( vecB, &vecR );
- XTYPE vecP;
- CopyMatrix( vecR, &vecP );
- float flRsOld = InnerProduct( vecR, vecR );
- for( int nIter = 0; nIter < 100; nIter++ )
- {
- XTYPE vecAp;
- MatrixMultiply( matA, vecP, &vecAp );
- float flDivisor = InnerProduct( vecAp, vecP );
- float flAlpha = flRsOld / flDivisor;
- AddScaledMatrixToMatrix( flAlpha, vecP, &vecX );
- AddScaledMatrixToMatrix( -flAlpha, vecAp, &vecR );
- float flRsNew = InnerProduct( vecR, vecR );
- if ( flRsNew < flTolerance )
- {
- break;
- }
- ScaleMatrix( vecP, flRsNew / flRsOld );
- AddMatrixToMatrix( vecR, &vecP );
- flRsOld = flRsNew;
- }
- }
-
- /// solve (A'*A) x=B via the conjugate gradient method. Code and naming conventions based on
- /// the wikipedia article. Same as Conjugate gradient but allows passing in two matrices whose
- /// product is used as the A matrix (in order to preserve sparsity)
- template<class ATYPE, class APRIMETYPE, class XTYPE, class BTYPE>
- void ConjugateGradient( ATYPE const &matA, APRIMETYPE const &matAPrime, BTYPE const &vecB, XTYPE &vecX, float flTolerance = 1.0e-20 )
- {
- XTYPE vecR1;
- vecR1.SetDimensions( vecX.Height(), 1 );
- MatrixMultiply( matA, vecX, &vecR1 );
- XTYPE vecR;
- vecR.SetDimensions( vecR1.Height(), 1 );
- MatrixMultiply( matAPrime, vecR1, &vecR );
- ScaleMatrix( vecR, -1 );
- AddMatrixToMatrix( vecB, &vecR );
- XTYPE vecP;
- CopyMatrix( vecR, &vecP );
- float flRsOld = InnerProduct( vecR, vecR );
- for( int nIter = 0; nIter < 100; nIter++ )
- {
- XTYPE vecAp1;
- MatrixMultiply( matA, vecP, &vecAp1 );
- XTYPE vecAp;
- MatrixMultiply( matAPrime, vecAp1, &vecAp );
- float flDivisor = InnerProduct( vecAp, vecP );
- float flAlpha = flRsOld / flDivisor;
- AddScaledMatrixToMatrix( flAlpha, vecP, &vecX );
- AddScaledMatrixToMatrix( -flAlpha, vecAp, &vecR );
- float flRsNew = InnerProduct( vecR, vecR );
- if ( flRsNew < flTolerance )
- {
- break;
- }
- ScaleMatrix( vecP, flRsNew / flRsOld );
- AddMatrixToMatrix( vecR, &vecP );
- flRsOld = flRsNew;
- }
- }
-
-
- template<class ATYPE, class XTYPE, class BTYPE>
- void LeastSquaresFit( ATYPE const &matA, BTYPE const &vecB, XTYPE &vecX )
- {
- // now, generate the normal equations
- BTYPE vecBeta;
- MatrixMath::MatrixMultiply( MatrixMath::TransposeMatrix( matA ), vecB, &vecBeta );
-
- vecX.SetDimensions( matA.Width(), 1 );
- MatrixMath::SetMatrixToIdentity( &vecX );
-
- ATYPE matATransposed;
- TransposeMatrix( matA, &matATransposed );
- ConjugateGradient( matA, matATransposed, vecBeta, vecX, 1.0e-20 );
- }
-
-};
-
-/// a simple fixed-size matrix class
-template<int NUMROWS, int NUMCOLS> class CFixedMatrix
-{
-public:
- FORCEINLINE int Width( void ) const { return NUMCOLS; }
- FORCEINLINE int Height( void ) const { return NUMROWS; }
- FORCEINLINE float Element( int nRow, int nCol ) const { return m_flValues[nRow][nCol]; }
- FORCEINLINE void SetElement( int nRow, int nCol, float flValue ) { m_flValues[nRow][nCol] = flValue; }
- FORCEINLINE void SetDimensions( int nNumRows, int nNumCols ) { Assert( ( nNumRows == NUMROWS ) && ( nNumCols == NUMCOLS ) ); }
-
-private:
- float m_flValues[NUMROWS][NUMCOLS];
-};
-
-
-
-#endif //matrixmath_h
+//========= Copyright Valve Corporation, All rights reserved. ============//
+//
+// Purpose:
+//
+// A set of generic, template-based matrix functions.
+//===========================================================================//
+
+#ifndef MATRIXMATH_H
+#define MATRIXMATH_H
+
+#include <stdarg.h>
+
+// The operations in this file can perform basic matrix operations on matrices represented
+// using any class that supports the necessary operations:
+//
+// .Element( row, col ) - return the element at a given matrox position
+// .SetElement( row, col, val ) - modify an element
+// .Width(), .Height() - get dimensions
+// .SetDimensions( nrows, ncols) - set a matrix to be un-initted and the appropriate size
+//
+// Generally, vectors can be used with these functions by using N x 1 matrices to represent them.
+// Matrices are addressed as row, column, and indices are 0-based
+//
+//
+// Note that the template versions of these routines are defined for generality - it is expected
+// that template specialization is used for common high performance cases.
+
+namespace MatrixMath
+{
+ /// M *= flScaleValue
+ template<class MATRIXCLASS>
+ void ScaleMatrix( MATRIXCLASS &matrix, float flScaleValue )
+ {
+ for( int i = 0; i < matrix.Height(); i++ )
+ {
+ for( int j = 0; j < matrix.Width(); j++ )
+ {
+ matrix.SetElement( i, j, flScaleValue * matrix.Element( i, j ) );
+ }
+ }
+ }
+
+ /// AppendElementToMatrix - same as setting the element, except only works when all calls
+ /// happen in top to bottom left to right order, end you have to call FinishedAppending when
+ /// done. For normal matrix classes this is not different then SetElement, but for
+ /// CSparseMatrix, it is an accelerated way to fill a matrix from scratch.
+ template<class MATRIXCLASS>
+ FORCEINLINE void AppendElement( MATRIXCLASS &matrix, int nRow, int nCol, float flValue )
+ {
+ matrix.SetElement( nRow, nCol, flValue ); // default implementation
+ }
+
+ template<class MATRIXCLASS>
+ FORCEINLINE void FinishedAppending( MATRIXCLASS &matrix ) {} // default implementation
+
+ /// M += fl
+ template<class MATRIXCLASS>
+ void AddToMatrix( MATRIXCLASS &matrix, float flAddend )
+ {
+ for( int i = 0; i < matrix.Height(); i++ )
+ {
+ for( int j = 0; j < matrix.Width(); j++ )
+ {
+ matrix.SetElement( i, j, flAddend + matrix.Element( i, j ) );
+ }
+ }
+ }
+
+ /// transpose
+ template<class MATRIXCLASSIN, class MATRIXCLASSOUT>
+ void TransposeMatrix( MATRIXCLASSIN const &matrixIn, MATRIXCLASSOUT *pMatrixOut )
+ {
+ pMatrixOut->SetDimensions( matrixIn.Width(), matrixIn.Height() );
+ for( int i = 0; i < pMatrixOut->Height(); i++ )
+ {
+ for( int j = 0; j < pMatrixOut->Width(); j++ )
+ {
+ AppendElement( *pMatrixOut, i, j, matrixIn.Element( j, i ) );
+ }
+ }
+ FinishedAppending( *pMatrixOut );
+ }
+
+ /// copy
+ template<class MATRIXCLASSIN, class MATRIXCLASSOUT>
+ void CopyMatrix( MATRIXCLASSIN const &matrixIn, MATRIXCLASSOUT *pMatrixOut )
+ {
+ pMatrixOut->SetDimensions( matrixIn.Height(), matrixIn.Width() );
+ for( int i = 0; i < matrixIn.Height(); i++ )
+ {
+ for( int j = 0; j < matrixIn.Width(); j++ )
+ {
+ AppendElement( *pMatrixOut, i, j, matrixIn.Element( i, j ) );
+ }
+ }
+ FinishedAppending( *pMatrixOut );
+ }
+
+
+
+ /// M+=M
+ template<class MATRIXCLASSIN, class MATRIXCLASSOUT>
+ void AddMatrixToMatrix( MATRIXCLASSIN const &matrixIn, MATRIXCLASSOUT *pMatrixOut )
+ {
+ for( int i = 0; i < matrixIn.Height(); i++ )
+ {
+ for( int j = 0; j < matrixIn.Width(); j++ )
+ {
+ pMatrixOut->SetElement( i, j, pMatrixOut->Element( i, j ) + matrixIn.Element( i, j ) );
+ }
+ }
+ }
+
+ // M += scale * M
+ template<class MATRIXCLASSIN, class MATRIXCLASSOUT>
+ void AddScaledMatrixToMatrix( float flScale, MATRIXCLASSIN const &matrixIn, MATRIXCLASSOUT *pMatrixOut )
+ {
+ for( int i = 0; i < matrixIn.Height(); i++ )
+ {
+ for( int j = 0; j < matrixIn.Width(); j++ )
+ {
+ pMatrixOut->SetElement( i, j, pMatrixOut->Element( i, j ) + flScale * matrixIn.Element( i, j ) );
+ }
+ }
+ }
+
+
+ // simple way to initialize a matrix with constants from code.
+ template<class MATRIXCLASSOUT>
+ void SetMatrixToIdentity( MATRIXCLASSOUT *pMatrixOut, float flDiagonalValue = 1.0 )
+ {
+ for( int i = 0; i < pMatrixOut->Height(); i++ )
+ {
+ for( int j = 0; j < pMatrixOut->Width(); j++ )
+ {
+ AppendElement( *pMatrixOut, i, j, ( i == j ) ? flDiagonalValue : 0 );
+ }
+ }
+ FinishedAppending( *pMatrixOut );
+ }
+
+ //// simple way to initialize a matrix with constants from code
+ template<class MATRIXCLASSOUT>
+ void SetMatrixValues( MATRIXCLASSOUT *pMatrix, int nRows, int nCols, ... )
+ {
+ va_list argPtr;
+ va_start( argPtr, nCols );
+
+ pMatrix->SetDimensions( nRows, nCols );
+ for( int nRow = 0; nRow < nRows; nRow++ )
+ {
+ for( int nCol = 0; nCol < nCols; nCol++ )
+ {
+ double flNewValue = va_arg( argPtr, double );
+ pMatrix->SetElement( nRow, nCol, flNewValue );
+ }
+ }
+ va_end( argPtr );
+ }
+
+
+ /// row and colum accessors. treat a row or a column as a column vector
+ template<class MATRIXTYPE> class MatrixRowAccessor
+ {
+ public:
+ FORCEINLINE MatrixRowAccessor( MATRIXTYPE const &matrix, int nRow )
+ {
+ m_pMatrix = &matrix;
+ m_nRow = nRow;
+ }
+
+ FORCEINLINE float Element( int nRow, int nCol ) const
+ {
+ Assert( nCol == 0 );
+ return m_pMatrix->Element( m_nRow, nRow );
+ }
+
+ FORCEINLINE int Width( void ) const { return 1; };
+ FORCEINLINE int Height( void ) const { return m_pMatrix->Width(); }
+
+ private:
+ MATRIXTYPE const *m_pMatrix;
+ int m_nRow;
+ };
+
+ template<class MATRIXTYPE> class MatrixColumnAccessor
+ {
+ public:
+ FORCEINLINE MatrixColumnAccessor( MATRIXTYPE const &matrix, int nColumn )
+ {
+ m_pMatrix = &matrix;
+ m_nColumn = nColumn;
+ }
+
+ FORCEINLINE float Element( int nRow, int nColumn ) const
+ {
+ Assert( nColumn == 0 );
+ return m_pMatrix->Element( nRow, m_nColumn );
+ }
+
+ FORCEINLINE int Width( void ) const { return 1; }
+ FORCEINLINE int Height( void ) const { return m_pMatrix->Height(); }
+ private:
+ MATRIXTYPE const *m_pMatrix;
+ int m_nColumn;
+ };
+
+ /// this translator acts as a proxy for the transposed matrix
+ template<class MATRIXTYPE> class MatrixTransposeAccessor
+ {
+ public:
+ FORCEINLINE MatrixTransposeAccessor( MATRIXTYPE const & matrix )
+ {
+ m_pMatrix = &matrix;
+ }
+
+ FORCEINLINE float Element( int nRow, int nColumn ) const
+ {
+ return m_pMatrix->Element( nColumn, nRow );
+ }
+
+ FORCEINLINE int Width( void ) const { return m_pMatrix->Height(); }
+ FORCEINLINE int Height( void ) const { return m_pMatrix->Width(); }
+ private:
+ MATRIXTYPE const *m_pMatrix;
+ };
+
+ /// this tranpose returns a wrapper around it's argument, allowing things like AddMatrixToMatrix( Transpose( matA ), &matB ) without an extra copy
+ template<class MATRIXCLASSIN>
+ MatrixTransposeAccessor<MATRIXCLASSIN> TransposeMatrix( MATRIXCLASSIN const &matrixIn )
+ {
+ return MatrixTransposeAccessor<MATRIXCLASSIN>( matrixIn );
+ }
+
+
+ /// retrieve rows and columns
+ template<class MATRIXTYPE>
+ FORCEINLINE MatrixColumnAccessor<MATRIXTYPE> MatrixColumn( MATRIXTYPE const &matrix, int nColumn )
+ {
+ return MatrixColumnAccessor<MATRIXTYPE>( matrix, nColumn );
+ }
+
+ template<class MATRIXTYPE>
+ FORCEINLINE MatrixRowAccessor<MATRIXTYPE> MatrixRow( MATRIXTYPE const &matrix, int nRow )
+ {
+ return MatrixRowAccessor<MATRIXTYPE>( matrix, nRow );
+ }
+
+ //// dot product between vectors (or rows and/or columns via accessors)
+ template<class MATRIXACCESSORATYPE, class MATRIXACCESSORBTYPE >
+ float InnerProduct( MATRIXACCESSORATYPE const &vecA, MATRIXACCESSORBTYPE const &vecB )
+ {
+ Assert( vecA.Width() == 1 );
+ Assert( vecB.Width() == 1 );
+ Assert( vecA.Height() == vecB.Height() );
+ double flResult = 0;
+ for( int i = 0; i < vecA.Height(); i++ )
+ {
+ flResult += vecA.Element( i, 0 ) * vecB.Element( i, 0 );
+ }
+ return flResult;
+ }
+
+
+
+ /// matrix x matrix multiplication
+ template<class MATRIXATYPE, class MATRIXBTYPE, class MATRIXOUTTYPE>
+ void MatrixMultiply( MATRIXATYPE const &matA, MATRIXBTYPE const &matB, MATRIXOUTTYPE *pMatrixOut )
+ {
+ Assert( matA.Width() == matB.Height() );
+ pMatrixOut->SetDimensions( matA.Height(), matB.Width() );
+ for( int i = 0; i < matA.Height(); i++ )
+ {
+ for( int j = 0; j < matB.Width(); j++ )
+ {
+ pMatrixOut->SetElement( i, j, InnerProduct( MatrixRow( matA, i ), MatrixColumn( matB, j ) ) );
+ }
+ }
+ }
+
+ /// solve Ax=B via the conjugate graident method. Code and naming conventions based on the
+ /// wikipedia article.
+ template<class ATYPE, class XTYPE, class BTYPE>
+ void ConjugateGradient( ATYPE const &matA, BTYPE const &vecB, XTYPE &vecX, float flTolerance = 1.0e-20 )
+ {
+ XTYPE vecR;
+ vecR.SetDimensions( vecX.Height(), 1 );
+ MatrixMultiply( matA, vecX, &vecR );
+ ScaleMatrix( vecR, -1 );
+ AddMatrixToMatrix( vecB, &vecR );
+ XTYPE vecP;
+ CopyMatrix( vecR, &vecP );
+ float flRsOld = InnerProduct( vecR, vecR );
+ for( int nIter = 0; nIter < 100; nIter++ )
+ {
+ XTYPE vecAp;
+ MatrixMultiply( matA, vecP, &vecAp );
+ float flDivisor = InnerProduct( vecAp, vecP );
+ float flAlpha = flRsOld / flDivisor;
+ AddScaledMatrixToMatrix( flAlpha, vecP, &vecX );
+ AddScaledMatrixToMatrix( -flAlpha, vecAp, &vecR );
+ float flRsNew = InnerProduct( vecR, vecR );
+ if ( flRsNew < flTolerance )
+ {
+ break;
+ }
+ ScaleMatrix( vecP, flRsNew / flRsOld );
+ AddMatrixToMatrix( vecR, &vecP );
+ flRsOld = flRsNew;
+ }
+ }
+
+ /// solve (A'*A) x=B via the conjugate gradient method. Code and naming conventions based on
+ /// the wikipedia article. Same as Conjugate gradient but allows passing in two matrices whose
+ /// product is used as the A matrix (in order to preserve sparsity)
+ template<class ATYPE, class APRIMETYPE, class XTYPE, class BTYPE>
+ void ConjugateGradient( ATYPE const &matA, APRIMETYPE const &matAPrime, BTYPE const &vecB, XTYPE &vecX, float flTolerance = 1.0e-20 )
+ {
+ XTYPE vecR1;
+ vecR1.SetDimensions( vecX.Height(), 1 );
+ MatrixMultiply( matA, vecX, &vecR1 );
+ XTYPE vecR;
+ vecR.SetDimensions( vecR1.Height(), 1 );
+ MatrixMultiply( matAPrime, vecR1, &vecR );
+ ScaleMatrix( vecR, -1 );
+ AddMatrixToMatrix( vecB, &vecR );
+ XTYPE vecP;
+ CopyMatrix( vecR, &vecP );
+ float flRsOld = InnerProduct( vecR, vecR );
+ for( int nIter = 0; nIter < 100; nIter++ )
+ {
+ XTYPE vecAp1;
+ MatrixMultiply( matA, vecP, &vecAp1 );
+ XTYPE vecAp;
+ MatrixMultiply( matAPrime, vecAp1, &vecAp );
+ float flDivisor = InnerProduct( vecAp, vecP );
+ float flAlpha = flRsOld / flDivisor;
+ AddScaledMatrixToMatrix( flAlpha, vecP, &vecX );
+ AddScaledMatrixToMatrix( -flAlpha, vecAp, &vecR );
+ float flRsNew = InnerProduct( vecR, vecR );
+ if ( flRsNew < flTolerance )
+ {
+ break;
+ }
+ ScaleMatrix( vecP, flRsNew / flRsOld );
+ AddMatrixToMatrix( vecR, &vecP );
+ flRsOld = flRsNew;
+ }
+ }
+
+
+ template<class ATYPE, class XTYPE, class BTYPE>
+ void LeastSquaresFit( ATYPE const &matA, BTYPE const &vecB, XTYPE &vecX )
+ {
+ // now, generate the normal equations
+ BTYPE vecBeta;
+ MatrixMath::MatrixMultiply( MatrixMath::TransposeMatrix( matA ), vecB, &vecBeta );
+
+ vecX.SetDimensions( matA.Width(), 1 );
+ MatrixMath::SetMatrixToIdentity( &vecX );
+
+ ATYPE matATransposed;
+ TransposeMatrix( matA, &matATransposed );
+ ConjugateGradient( matA, matATransposed, vecBeta, vecX, 1.0e-20 );
+ }
+
+};
+
+/// a simple fixed-size matrix class
+template<int NUMROWS, int NUMCOLS> class CFixedMatrix
+{
+public:
+ FORCEINLINE int Width( void ) const { return NUMCOLS; }
+ FORCEINLINE int Height( void ) const { return NUMROWS; }
+ FORCEINLINE float Element( int nRow, int nCol ) const { return m_flValues[nRow][nCol]; }
+ FORCEINLINE void SetElement( int nRow, int nCol, float flValue ) { m_flValues[nRow][nCol] = flValue; }
+ FORCEINLINE void SetDimensions( int nNumRows, int nNumCols ) { Assert( ( nNumRows == NUMROWS ) && ( nNumCols == NUMCOLS ) ); }
+
+private:
+ float m_flValues[NUMROWS][NUMCOLS];
+};
+
+
+
+#endif //matrixmath_h