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@ -4,7 +4,7 @@ |
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#include "precomp.hpp" |
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using namespace std; |
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using namespace cv; |
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class dls |
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{ |
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@ -66,4 +66,696 @@ private: |
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double cost__; // optimal found solution
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}; |
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class EigenvalueDecomposition { |
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private: |
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// Holds the data dimension.
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int n; |
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// Stores real/imag part of a complex division.
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double cdivr, cdivi; |
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// Pointer to internal memory.
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double *d, *e, *ort; |
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double **V, **H; |
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// Holds the computed eigenvalues.
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Mat _eigenvalues; |
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// Holds the computed eigenvectors.
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Mat _eigenvectors; |
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// Allocates memory.
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template<typename _Tp> |
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_Tp *alloc_1d(int m) { |
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return new _Tp[m]; |
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} |
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// Allocates memory.
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template<typename _Tp> |
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_Tp *alloc_1d(int m, _Tp val) { |
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_Tp *arr = alloc_1d<_Tp> (m); |
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for (int i = 0; i < m; i++) |
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arr[i] = val; |
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return arr; |
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} |
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// Allocates memory.
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template<typename _Tp> |
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_Tp **alloc_2d(int m, int _n) { |
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_Tp **arr = new _Tp*[m]; |
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for (int i = 0; i < m; i++) |
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arr[i] = new _Tp[_n]; |
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return arr; |
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} |
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// Allocates memory.
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template<typename _Tp> |
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_Tp **alloc_2d(int m, int _n, _Tp val) { |
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_Tp **arr = alloc_2d<_Tp> (m, _n); |
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for (int i = 0; i < m; i++) { |
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for (int j = 0; j < _n; j++) { |
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arr[i][j] = val; |
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} |
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} |
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return arr; |
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} |
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void cdiv(double xr, double xi, double yr, double yi) { |
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double r, dv; |
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if (std::abs(yr) > std::abs(yi)) { |
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r = yi / yr; |
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dv = yr + r * yi; |
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cdivr = (xr + r * xi) / dv; |
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cdivi = (xi - r * xr) / dv; |
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} else { |
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r = yr / yi; |
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dv = yi + r * yr; |
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cdivr = (r * xr + xi) / dv; |
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cdivi = (r * xi - xr) / dv; |
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} |
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} |
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// Nonsymmetric reduction from Hessenberg to real Schur form.
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void hqr2() { |
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// This is derived from the Algol procedure hqr2,
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// by Martin and Wilkinson, Handbook for Auto. Comp.,
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// Vol.ii-Linear Algebra, and the corresponding
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// Fortran subroutine in EISPACK.
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// Initialize
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int nn = this->n; |
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int n1 = nn - 1; |
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int low = 0; |
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int high = nn - 1; |
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double eps = std::pow(2.0, -52.0); |
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double exshift = 0.0; |
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double p = 0, q = 0, r = 0, s = 0, z = 0, t, w, x, y; |
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// Store roots isolated by balanc and compute matrix norm
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double norm = 0.0; |
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for (int i = 0; i < nn; i++) { |
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if (i < low || i > high) { |
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d[i] = H[i][i]; |
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e[i] = 0.0; |
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} |
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for (int j = std::max(i - 1, 0); j < nn; j++) { |
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norm = norm + std::abs(H[i][j]); |
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} |
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} |
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// Outer loop over eigenvalue index
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int iter = 0; |
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while (n1 >= low) { |
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// Look for single small sub-diagonal element
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int l = n1; |
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while (l > low) { |
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s = std::abs(H[l - 1][l - 1]) + std::abs(H[l][l]); |
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if (s == 0.0) { |
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s = norm; |
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} |
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if (std::abs(H[l][l - 1]) < eps * s) { |
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break; |
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} |
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l--; |
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} |
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// Check for convergence
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// One root found
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if (l == n1) { |
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H[n1][n1] = H[n1][n1] + exshift; |
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d[n1] = H[n1][n1]; |
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e[n1] = 0.0; |
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n1--; |
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iter = 0; |
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// Two roots found
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} else if (l == n1 - 1) { |
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w = H[n1][n1 - 1] * H[n1 - 1][n1]; |
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p = (H[n1 - 1][n1 - 1] - H[n1][n1]) / 2.0; |
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q = p * p + w; |
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z = std::sqrt(std::abs(q)); |
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H[n1][n1] = H[n1][n1] + exshift; |
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H[n1 - 1][n1 - 1] = H[n1 - 1][n1 - 1] + exshift; |
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x = H[n1][n1]; |
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// Real pair
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if (q >= 0) { |
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if (p >= 0) { |
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z = p + z; |
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} else { |
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z = p - z; |
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} |
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d[n1 - 1] = x + z; |
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d[n1] = d[n1 - 1]; |
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if (z != 0.0) { |
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d[n1] = x - w / z; |
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} |
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e[n1 - 1] = 0.0; |
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e[n1] = 0.0; |
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x = H[n1][n1 - 1]; |
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s = std::abs(x) + std::abs(z); |
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p = x / s; |
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q = z / s; |
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r = std::sqrt(p * p + q * q); |
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p = p / r; |
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q = q / r; |
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// Row modification
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for (int j = n1 - 1; j < nn; j++) { |
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z = H[n1 - 1][j]; |
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H[n1 - 1][j] = q * z + p * H[n1][j]; |
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H[n1][j] = q * H[n1][j] - p * z; |
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} |
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// Column modification
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for (int i = 0; i <= n1; i++) { |
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z = H[i][n1 - 1]; |
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H[i][n1 - 1] = q * z + p * H[i][n1]; |
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H[i][n1] = q * H[i][n1] - p * z; |
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} |
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// Accumulate transformations
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for (int i = low; i <= high; i++) { |
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z = V[i][n1 - 1]; |
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V[i][n1 - 1] = q * z + p * V[i][n1]; |
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V[i][n1] = q * V[i][n1] - p * z; |
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} |
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// Complex pair
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} else { |
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d[n1 - 1] = x + p; |
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d[n1] = x + p; |
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e[n1 - 1] = z; |
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e[n1] = -z; |
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} |
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n1 = n1 - 2; |
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iter = 0; |
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// No convergence yet
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} else { |
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// Form shift
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x = H[n1][n1]; |
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y = 0.0; |
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w = 0.0; |
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if (l < n1) { |
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y = H[n1 - 1][n1 - 1]; |
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w = H[n1][n1 - 1] * H[n1 - 1][n1]; |
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} |
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// Wilkinson's original ad hoc shift
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if (iter == 10) { |
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exshift += x; |
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for (int i = low; i <= n1; i++) { |
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H[i][i] -= x; |
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} |
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s = std::abs(H[n1][n1 - 1]) + std::abs(H[n1 - 1][n1 - 2]); |
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x = y = 0.75 * s; |
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w = -0.4375 * s * s; |
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} |
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// MATLAB's new ad hoc shift
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if (iter == 30) { |
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s = (y - x) / 2.0; |
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s = s * s + w; |
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if (s > 0) { |
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s = std::sqrt(s); |
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if (y < x) { |
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s = -s; |
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} |
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s = x - w / ((y - x) / 2.0 + s); |
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for (int i = low; i <= n1; i++) { |
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H[i][i] -= s; |
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} |
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exshift += s; |
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x = y = w = 0.964; |
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} |
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} |
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iter = iter + 1; // (Could check iteration count here.)
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// Look for two consecutive small sub-diagonal elements
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int m = n1 - 2; |
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while (m >= l) { |
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z = H[m][m]; |
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r = x - z; |
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s = y - z; |
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p = (r * s - w) / H[m + 1][m] + H[m][m + 1]; |
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q = H[m + 1][m + 1] - z - r - s; |
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r = H[m + 2][m + 1]; |
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s = std::abs(p) + std::abs(q) + std::abs(r); |
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p = p / s; |
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q = q / s; |
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r = r / s; |
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if (m == l) { |
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break; |
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} |
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if (std::abs(H[m][m - 1]) * (std::abs(q) + std::abs(r)) < eps * (std::abs(p) |
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* (std::abs(H[m - 1][m - 1]) + std::abs(z) + std::abs( |
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H[m + 1][m + 1])))) { |
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break; |
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} |
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m--; |
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} |
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for (int i = m + 2; i <= n1; i++) { |
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H[i][i - 2] = 0.0; |
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if (i > m + 2) { |
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H[i][i - 3] = 0.0; |
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} |
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} |
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// Double QR step involving rows l:n and columns m:n
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for (int k = m; k <= n1 - 1; k++) { |
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bool notlast = (k != n1 - 1); |
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if (k != m) { |
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p = H[k][k - 1]; |
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q = H[k + 1][k - 1]; |
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r = (notlast ? H[k + 2][k - 1] : 0.0); |
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x = std::abs(p) + std::abs(q) + std::abs(r); |
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if (x != 0.0) { |
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p = p / x; |
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q = q / x; |
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r = r / x; |
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} |
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} |
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if (x == 0.0) { |
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break; |
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} |
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s = std::sqrt(p * p + q * q + r * r); |
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if (p < 0) { |
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s = -s; |
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} |
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if (s != 0) { |
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if (k != m) { |
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H[k][k - 1] = -s * x; |
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} else if (l != m) { |
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H[k][k - 1] = -H[k][k - 1]; |
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} |
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p = p + s; |
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x = p / s; |
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y = q / s; |
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z = r / s; |
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q = q / p; |
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r = r / p; |
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// Row modification
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for (int j = k; j < nn; j++) { |
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p = H[k][j] + q * H[k + 1][j]; |
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if (notlast) { |
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p = p + r * H[k + 2][j]; |
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H[k + 2][j] = H[k + 2][j] - p * z; |
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} |
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H[k][j] = H[k][j] - p * x; |
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H[k + 1][j] = H[k + 1][j] - p * y; |
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} |
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// Column modification
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for (int i = 0; i <= std::min(n1, k + 3); i++) { |
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p = x * H[i][k] + y * H[i][k + 1]; |
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if (notlast) { |
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p = p + z * H[i][k + 2]; |
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H[i][k + 2] = H[i][k + 2] - p * r; |
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} |
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H[i][k] = H[i][k] - p; |
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H[i][k + 1] = H[i][k + 1] - p * q; |
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} |
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// Accumulate transformations
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for (int i = low; i <= high; i++) { |
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p = x * V[i][k] + y * V[i][k + 1]; |
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if (notlast) { |
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p = p + z * V[i][k + 2]; |
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V[i][k + 2] = V[i][k + 2] - p * r; |
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|
|
|
} |
|
|
|
|
V[i][k] = V[i][k] - p; |
|
|
|
|
V[i][k + 1] = V[i][k + 1] - p * q; |
|
|
|
|
} |
|
|
|
|
} // (s != 0)
|
|
|
|
|
} // k loop
|
|
|
|
|
} // check convergence
|
|
|
|
|
} // while (n1 >= low)
|
|
|
|
|
|
|
|
|
|
// Backsubstitute to find vectors of upper triangular form
|
|
|
|
|
|
|
|
|
|
if (norm == 0.0) { |
|
|
|
|
return; |
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
for (n1 = nn - 1; n1 >= 0; n1--) { |
|
|
|
|
p = d[n1]; |
|
|
|
|
q = e[n1]; |
|
|
|
|
|
|
|
|
|
// Real vector
|
|
|
|
|
|
|
|
|
|
if (q == 0) { |
|
|
|
|
int l = n1; |
|
|
|
|
H[n1][n1] = 1.0; |
|
|
|
|
for (int i = n1 - 1; i >= 0; i--) { |
|
|
|
|
w = H[i][i] - p; |
|
|
|
|
r = 0.0; |
|
|
|
|
for (int j = l; j <= n1; j++) { |
|
|
|
|
r = r + H[i][j] * H[j][n1]; |
|
|
|
|
} |
|
|
|
|
if (e[i] < 0.0) { |
|
|
|
|
z = w; |
|
|
|
|
s = r; |
|
|
|
|
} else { |
|
|
|
|
l = i; |
|
|
|
|
if (e[i] == 0.0) { |
|
|
|
|
if (w != 0.0) { |
|
|
|
|
H[i][n1] = -r / w; |
|
|
|
|
} else { |
|
|
|
|
H[i][n1] = -r / (eps * norm); |
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
// Solve real equations
|
|
|
|
|
|
|
|
|
|
} else { |
|
|
|
|
x = H[i][i + 1]; |
|
|
|
|
y = H[i + 1][i]; |
|
|
|
|
q = (d[i] - p) * (d[i] - p) + e[i] * e[i]; |
|
|
|
|
t = (x * s - z * r) / q; |
|
|
|
|
H[i][n1] = t; |
|
|
|
|
if (std::abs(x) > std::abs(z)) { |
|
|
|
|
H[i + 1][n1] = (-r - w * t) / x; |
|
|
|
|
} else { |
|
|
|
|
H[i + 1][n1] = (-s - y * t) / z; |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
// Overflow control
|
|
|
|
|
|
|
|
|
|
t = std::abs(H[i][n1]); |
|
|
|
|
if ((eps * t) * t > 1) { |
|
|
|
|
for (int j = i; j <= n1; j++) { |
|
|
|
|
H[j][n1] = H[j][n1] / t; |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
// Complex vector
|
|
|
|
|
} else if (q < 0) { |
|
|
|
|
int l = n1 - 1; |
|
|
|
|
|
|
|
|
|
// Last vector component imaginary so matrix is triangular
|
|
|
|
|
|
|
|
|
|
if (std::abs(H[n1][n1 - 1]) > std::abs(H[n1 - 1][n1])) { |
|
|
|
|
H[n1 - 1][n1 - 1] = q / H[n1][n1 - 1]; |
|
|
|
|
H[n1 - 1][n1] = -(H[n1][n1] - p) / H[n1][n1 - 1]; |
|
|
|
|
} else { |
|
|
|
|
cdiv(0.0, -H[n1 - 1][n1], H[n1 - 1][n1 - 1] - p, q); |
|
|
|
|
H[n1 - 1][n1 - 1] = cdivr; |
|
|
|
|
H[n1 - 1][n1] = cdivi; |
|
|
|
|
} |
|
|
|
|
H[n1][n1 - 1] = 0.0; |
|
|
|
|
H[n1][n1] = 1.0; |
|
|
|
|
for (int i = n1 - 2; i >= 0; i--) { |
|
|
|
|
double ra, sa, vr, vi; |
|
|
|
|
ra = 0.0; |
|
|
|
|
sa = 0.0; |
|
|
|
|
for (int j = l; j <= n1; j++) { |
|
|
|
|
ra = ra + H[i][j] * H[j][n1 - 1]; |
|
|
|
|
sa = sa + H[i][j] * H[j][n1]; |
|
|
|
|
} |
|
|
|
|
w = H[i][i] - p; |
|
|
|
|
|
|
|
|
|
if (e[i] < 0.0) { |
|
|
|
|
z = w; |
|
|
|
|
r = ra; |
|
|
|
|
s = sa; |
|
|
|
|
} else { |
|
|
|
|
l = i; |
|
|
|
|
if (e[i] == 0) { |
|
|
|
|
cdiv(-ra, -sa, w, q); |
|
|
|
|
H[i][n1 - 1] = cdivr; |
|
|
|
|
H[i][n1] = cdivi; |
|
|
|
|
} else { |
|
|
|
|
|
|
|
|
|
// Solve complex equations
|
|
|
|
|
|
|
|
|
|
x = H[i][i + 1]; |
|
|
|
|
y = H[i + 1][i]; |
|
|
|
|
vr = (d[i] - p) * (d[i] - p) + e[i] * e[i] - q * q; |
|
|
|
|
vi = (d[i] - p) * 2.0 * q; |
|
|
|
|
if (vr == 0.0 && vi == 0.0) { |
|
|
|
|
vr = eps * norm * (std::abs(w) + std::abs(q) + std::abs(x) |
|
|
|
|
+ std::abs(y) + std::abs(z)); |
|
|
|
|
} |
|
|
|
|
cdiv(x * r - z * ra + q * sa, |
|
|
|
|
x * s - z * sa - q * ra, vr, vi); |
|
|
|
|
H[i][n1 - 1] = cdivr; |
|
|
|
|
H[i][n1] = cdivi; |
|
|
|
|
if (std::abs(x) > (std::abs(z) + std::abs(q))) { |
|
|
|
|
H[i + 1][n1 - 1] = (-ra - w * H[i][n1 - 1] + q |
|
|
|
|
* H[i][n1]) / x; |
|
|
|
|
H[i + 1][n1] = (-sa - w * H[i][n1] - q * H[i][n1 |
|
|
|
|
- 1]) / x; |
|
|
|
|
} else { |
|
|
|
|
cdiv(-r - y * H[i][n1 - 1], -s - y * H[i][n1], z, |
|
|
|
|
q); |
|
|
|
|
H[i + 1][n1 - 1] = cdivr; |
|
|
|
|
H[i + 1][n1] = cdivi; |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
// Overflow control
|
|
|
|
|
|
|
|
|
|
t = std::max(std::abs(H[i][n1 - 1]), std::abs(H[i][n1])); |
|
|
|
|
if ((eps * t) * t > 1) { |
|
|
|
|
for (int j = i; j <= n1; j++) { |
|
|
|
|
H[j][n1 - 1] = H[j][n1 - 1] / t; |
|
|
|
|
H[j][n1] = H[j][n1] / t; |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
// Vectors of isolated roots
|
|
|
|
|
|
|
|
|
|
for (int i = 0; i < nn; i++) { |
|
|
|
|
if (i < low || i > high) { |
|
|
|
|
for (int j = i; j < nn; j++) { |
|
|
|
|
V[i][j] = H[i][j]; |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
// Back transformation to get eigenvectors of original matrix
|
|
|
|
|
|
|
|
|
|
for (int j = nn - 1; j >= low; j--) { |
|
|
|
|
for (int i = low; i <= high; i++) { |
|
|
|
|
z = 0.0; |
|
|
|
|
for (int k = low; k <= std::min(j, high); k++) { |
|
|
|
|
z = z + V[i][k] * H[k][j]; |
|
|
|
|
} |
|
|
|
|
V[i][j] = z; |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
// Nonsymmetric reduction to Hessenberg form.
|
|
|
|
|
void orthes() { |
|
|
|
|
// This is derived from the Algol procedures orthes and ortran,
|
|
|
|
|
// by Martin and Wilkinson, Handbook for Auto. Comp.,
|
|
|
|
|
// Vol.ii-Linear Algebra, and the corresponding
|
|
|
|
|
// Fortran subroutines in EISPACK.
|
|
|
|
|
int low = 0; |
|
|
|
|
int high = n - 1; |
|
|
|
|
|
|
|
|
|
for (int m = low + 1; m <= high - 1; m++) { |
|
|
|
|
|
|
|
|
|
// Scale column.
|
|
|
|
|
|
|
|
|
|
double scale = 0.0; |
|
|
|
|
for (int i = m; i <= high; i++) { |
|
|
|
|
scale = scale + std::abs(H[i][m - 1]); |
|
|
|
|
} |
|
|
|
|
if (scale != 0.0) { |
|
|
|
|
|
|
|
|
|
// Compute Householder transformation.
|
|
|
|
|
|
|
|
|
|
double h = 0.0; |
|
|
|
|
for (int i = high; i >= m; i--) { |
|
|
|
|
ort[i] = H[i][m - 1] / scale; |
|
|
|
|
h += ort[i] * ort[i]; |
|
|
|
|
} |
|
|
|
|
double g = std::sqrt(h); |
|
|
|
|
if (ort[m] > 0) { |
|
|
|
|
g = -g; |
|
|
|
|
} |
|
|
|
|
h = h - ort[m] * g; |
|
|
|
|
ort[m] = ort[m] - g; |
|
|
|
|
|
|
|
|
|
// Apply Householder similarity transformation
|
|
|
|
|
// H = (I-u*u'/h)*H*(I-u*u')/h)
|
|
|
|
|
|
|
|
|
|
for (int j = m; j < n; j++) { |
|
|
|
|
double f = 0.0; |
|
|
|
|
for (int i = high; i >= m; i--) { |
|
|
|
|
f += ort[i] * H[i][j]; |
|
|
|
|
} |
|
|
|
|
f = f / h; |
|
|
|
|
for (int i = m; i <= high; i++) { |
|
|
|
|
H[i][j] -= f * ort[i]; |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
for (int i = 0; i <= high; i++) { |
|
|
|
|
double f = 0.0; |
|
|
|
|
for (int j = high; j >= m; j--) { |
|
|
|
|
f += ort[j] * H[i][j]; |
|
|
|
|
} |
|
|
|
|
f = f / h; |
|
|
|
|
for (int j = m; j <= high; j++) { |
|
|
|
|
H[i][j] -= f * ort[j]; |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
ort[m] = scale * ort[m]; |
|
|
|
|
H[m][m - 1] = scale * g; |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
// Accumulate transformations (Algol's ortran).
|
|
|
|
|
|
|
|
|
|
for (int i = 0; i < n; i++) { |
|
|
|
|
for (int j = 0; j < n; j++) { |
|
|
|
|
V[i][j] = (i == j ? 1.0 : 0.0); |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
for (int m = high - 1; m >= low + 1; m--) { |
|
|
|
|
if (H[m][m - 1] != 0.0) { |
|
|
|
|
for (int i = m + 1; i <= high; i++) { |
|
|
|
|
ort[i] = H[i][m - 1]; |
|
|
|
|
} |
|
|
|
|
for (int j = m; j <= high; j++) { |
|
|
|
|
double g = 0.0; |
|
|
|
|
for (int i = m; i <= high; i++) { |
|
|
|
|
g += ort[i] * V[i][j]; |
|
|
|
|
} |
|
|
|
|
// Double division avoids possible underflow
|
|
|
|
|
g = (g / ort[m]) / H[m][m - 1]; |
|
|
|
|
for (int i = m; i <= high; i++) { |
|
|
|
|
V[i][j] += g * ort[i]; |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
// Releases all internal working memory.
|
|
|
|
|
void release() { |
|
|
|
|
// releases the working data
|
|
|
|
|
delete[] d; |
|
|
|
|
delete[] e; |
|
|
|
|
delete[] ort; |
|
|
|
|
for (int i = 0; i < n; i++) { |
|
|
|
|
delete[] H[i]; |
|
|
|
|
delete[] V[i]; |
|
|
|
|
} |
|
|
|
|
delete[] H; |
|
|
|
|
delete[] V; |
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
// Computes the Eigenvalue Decomposition for a matrix given in H.
|
|
|
|
|
void compute() { |
|
|
|
|
// Allocate memory for the working data.
|
|
|
|
|
V = alloc_2d<double> (n, n, 0.0); |
|
|
|
|
d = alloc_1d<double> (n); |
|
|
|
|
e = alloc_1d<double> (n); |
|
|
|
|
ort = alloc_1d<double> (n); |
|
|
|
|
// Reduce to Hessenberg form.
|
|
|
|
|
orthes(); |
|
|
|
|
// Reduce Hessenberg to real Schur form.
|
|
|
|
|
hqr2(); |
|
|
|
|
// Copy eigenvalues to OpenCV Matrix.
|
|
|
|
|
_eigenvalues.create(1, n, CV_64FC1); |
|
|
|
|
for (int i = 0; i < n; i++) { |
|
|
|
|
_eigenvalues.at<double> (0, i) = d[i]; |
|
|
|
|
} |
|
|
|
|
// Copy eigenvectors to OpenCV Matrix.
|
|
|
|
|
_eigenvectors.create(n, n, CV_64FC1); |
|
|
|
|
for (int i = 0; i < n; i++) |
|
|
|
|
for (int j = 0; j < n; j++) |
|
|
|
|
_eigenvectors.at<double> (i, j) = V[i][j]; |
|
|
|
|
// Deallocate the memory by releasing all internal working data.
|
|
|
|
|
release(); |
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
public: |
|
|
|
|
EigenvalueDecomposition() |
|
|
|
|
: n(0) { } |
|
|
|
|
|
|
|
|
|
// Initializes & computes the Eigenvalue Decomposition for a general matrix
|
|
|
|
|
// given in src. This function is a port of the EigenvalueSolver in JAMA,
|
|
|
|
|
// which has been released to public domain by The MathWorks and the
|
|
|
|
|
// National Institute of Standards and Technology (NIST).
|
|
|
|
|
EigenvalueDecomposition(InputArray src) { |
|
|
|
|
compute(src); |
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
// This function computes the Eigenvalue Decomposition for a general matrix
|
|
|
|
|
// given in src. This function is a port of the EigenvalueSolver in JAMA,
|
|
|
|
|
// which has been released to public domain by The MathWorks and the
|
|
|
|
|
// National Institute of Standards and Technology (NIST).
|
|
|
|
|
void compute(InputArray src) |
|
|
|
|
{ |
|
|
|
|
/*if(isSymmetric(src)) {
|
|
|
|
|
// Fall back to OpenCV for a symmetric matrix!
|
|
|
|
|
cv::eigen(src, _eigenvalues, _eigenvectors); |
|
|
|
|
} else {*/ |
|
|
|
|
Mat tmp; |
|
|
|
|
// Convert the given input matrix to double. Is there any way to
|
|
|
|
|
// prevent allocating the temporary memory? Only used for copying
|
|
|
|
|
// into working memory and deallocated after.
|
|
|
|
|
src.getMat().convertTo(tmp, CV_64FC1); |
|
|
|
|
// Get dimension of the matrix.
|
|
|
|
|
this->n = tmp.cols; |
|
|
|
|
// Allocate the matrix data to work on.
|
|
|
|
|
this->H = alloc_2d<double> (n, n); |
|
|
|
|
// Now safely copy the data.
|
|
|
|
|
for (int i = 0; i < tmp.rows; i++) { |
|
|
|
|
for (int j = 0; j < tmp.cols; j++) { |
|
|
|
|
this->H[i][j] = tmp.at<double>(i, j); |
|
|
|
|
} |
|
|
|
|
} |
|
|
|
|
// Deallocates the temporary matrix before computing.
|
|
|
|
|
tmp.release(); |
|
|
|
|
// Performs the eigenvalue decomposition of H.
|
|
|
|
|
compute(); |
|
|
|
|
// }
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} |
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~EigenvalueDecomposition() {} |
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// Returns the eigenvalues of the Eigenvalue Decomposition.
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Mat eigenvalues() { return _eigenvalues; } |
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// Returns the eigenvectors of the Eigenvalue Decomposition.
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Mat eigenvectors() { return _eigenvectors; } |
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}; |
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#endif // DLS_H
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