// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr> // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. // The computeRoots function included in this is based on materials // covered by the following copyright and license: // // Geometric Tools, LLC // Copyright (c) 1998-2010 // Distributed under the Boost Software License, Version 1.0. // // Permission is hereby granted, free of charge, to any person or organization // obtaining a copy of the software and accompanying documentation covered by // this license (the "Software") to use, reproduce, display, distribute, // execute, and transmit the Software, and to prepare derivative works of the // Software, and to permit third-parties to whom the Software is furnished to // do so, all subject to the following: // // The copyright notices in the Software and this entire statement, including // the above license grant, this restriction and the following disclaimer, // must be included in all copies of the Software, in whole or in part, and // all derivative works of the Software, unless such copies or derivative // works are solely in the form of machine-executable object code generated by // a source language processor. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR // IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, // FITNESS FOR A PARTICULAR PURPOSE, TITLE AND NON-INFRINGEMENT. IN NO EVENT // SHALL THE COPYRIGHT HOLDERS OR ANYONE DISTRIBUTING THE SOFTWARE BE LIABLE // FOR ANY DAMAGES OR OTHER LIABILITY, WHETHER IN CONTRACT, TORT OR OTHERWISE, // ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER // DEALINGS IN THE SOFTWARE. #include <iostream> #include <Eigen/Core> #include <Eigen/Eigenvalues> #include <Eigen/Geometry> #include <bench/BenchTimer.h> using namespace Eigen; using namespace std; template<typename Matrix, typename Roots> inline void computeRoots(const Matrix& m, Roots& roots) { typedef typename Matrix::Scalar Scalar; const Scalar s_inv3 = 1.0/3.0; const Scalar s_sqrt3 = internal::sqrt(Scalar(3.0)); // The characteristic equation is x^3 - c2*x^2 + c1*x - c0 = 0. The // eigenvalues are the roots to this equation, all guaranteed to be // real-valued, because the matrix is symmetric. Scalar c0 = m(0,0)*m(1,1)*m(2,2) + Scalar(2)*m(0,1)*m(0,2)*m(1,2) - m(0,0)*m(1,2)*m(1,2) - m(1,1)*m(0,2)*m(0,2) - m(2,2)*m(0,1)*m(0,1); Scalar c1 = m(0,0)*m(1,1) - m(0,1)*m(0,1) + m(0,0)*m(2,2) - m(0,2)*m(0,2) + m(1,1)*m(2,2) - m(1,2)*m(1,2); Scalar c2 = m(0,0) + m(1,1) + m(2,2); // Construct the parameters used in classifying the roots of the equation // and in solving the equation for the roots in closed form. Scalar c2_over_3 = c2*s_inv3; Scalar a_over_3 = (c1 - c2*c2_over_3)*s_inv3; if (a_over_3 > Scalar(0)) a_over_3 = Scalar(0); Scalar half_b = Scalar(0.5)*(c0 + c2_over_3*(Scalar(2)*c2_over_3*c2_over_3 - c1)); Scalar q = half_b*half_b + a_over_3*a_over_3*a_over_3; if (q > Scalar(0)) q = Scalar(0); // Compute the eigenvalues by solving for the roots of the polynomial. Scalar rho = internal::sqrt(-a_over_3); Scalar theta = std::atan2(internal::sqrt(-q),half_b)*s_inv3; Scalar cos_theta = internal::cos(theta); Scalar sin_theta = internal::sin(theta); roots(0) = c2_over_3 + Scalar(2)*rho*cos_theta; roots(1) = c2_over_3 - rho*(cos_theta + s_sqrt3*sin_theta); roots(2) = c2_over_3 - rho*(cos_theta - s_sqrt3*sin_theta); // Sort in increasing order. if (roots(0) >= roots(1)) std::swap(roots(0),roots(1)); if (roots(1) >= roots(2)) { std::swap(roots(1),roots(2)); if (roots(0) >= roots(1)) std::swap(roots(0),roots(1)); } } template<typename Matrix, typename Vector> void eigen33(const Matrix& mat, Matrix& evecs, Vector& evals) { typedef typename Matrix::Scalar Scalar; // Scale the matrix so its entries are in [-1,1]. The scaling is applied // only when at least one matrix entry has magnitude larger than 1. Scalar scale = mat.cwiseAbs()/*.template triangularView<Lower>()*/.maxCoeff(); scale = std::max(scale,Scalar(1)); Matrix scaledMat = mat / scale; // Compute the eigenvalues // scaledMat.setZero(); computeRoots(scaledMat,evals); // compute the eigen vectors // **here we assume 3 differents eigenvalues** // "optimized version" which appears to be slower with gcc! // Vector base; // Scalar alpha, beta; // base << scaledMat(1,0) * scaledMat(2,1), // scaledMat(1,0) * scaledMat(2,0), // -scaledMat(1,0) * scaledMat(1,0); // for(int k=0; k<2; ++k) // { // alpha = scaledMat(0,0) - evals(k); // beta = scaledMat(1,1) - evals(k); // evecs.col(k) = (base + Vector(-beta*scaledMat(2,0), -alpha*scaledMat(2,1), alpha*beta)).normalized(); // } // evecs.col(2) = evecs.col(0).cross(evecs.col(1)).normalized(); // // naive version // Matrix tmp; // tmp = scaledMat; // tmp.diagonal().array() -= evals(0); // evecs.col(0) = tmp.row(0).cross(tmp.row(1)).normalized(); // // tmp = scaledMat; // tmp.diagonal().array() -= evals(1); // evecs.col(1) = tmp.row(0).cross(tmp.row(1)).normalized(); // // tmp = scaledMat; // tmp.diagonal().array() -= evals(2); // evecs.col(2) = tmp.row(0).cross(tmp.row(1)).normalized(); // a more stable version: if((evals(2)-evals(0))<=Eigen::NumTraits<Scalar>::epsilon()) { evecs.setIdentity(); } else { Matrix tmp; tmp = scaledMat; tmp.diagonal ().array () -= evals (2); evecs.col (2) = tmp.row (0).cross (tmp.row (1)).normalized (); tmp = scaledMat; tmp.diagonal ().array () -= evals (1); evecs.col(1) = tmp.row (0).cross(tmp.row (1)); Scalar n1 = evecs.col(1).norm(); if(n1<=Eigen::NumTraits<Scalar>::epsilon()) evecs.col(1) = evecs.col(2).unitOrthogonal(); else evecs.col(1) /= n1; // make sure that evecs[1] is orthogonal to evecs[2] evecs.col(1) = evecs.col(2).cross(evecs.col(1).cross(evecs.col(2))).normalized(); evecs.col(0) = evecs.col(2).cross(evecs.col(1)); } // Rescale back to the original size. evals *= scale; } int main() { BenchTimer t; int tries = 10; int rep = 400000; typedef Matrix3f Mat; typedef Vector3f Vec; Mat A = Mat::Random(3,3); A = A.adjoint() * A; SelfAdjointEigenSolver<Mat> eig(A); BENCH(t, tries, rep, eig.compute(A)); std::cout << "Eigen: " << t.best() << "s\n"; Mat evecs; Vec evals; BENCH(t, tries, rep, eigen33(A,evecs,evals)); std::cout << "Direct: " << t.best() << "s\n\n"; std::cerr << "Eigenvalue/eigenvector diffs:\n"; std::cerr << (evals - eig.eigenvalues()).transpose() << "\n"; for(int k=0;k<3;++k) if(evecs.col(k).dot(eig.eigenvectors().col(k))<0) evecs.col(k) = -evecs.col(k); std::cerr << evecs - eig.eigenvectors() << "\n\n"; }