/* * Copyright (C) 2011 The Android Open Source Project * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ /* $Id: db_utilities_linalg.cpp,v 1.3 2011/06/17 14:03:31 mbansal Exp $ */ #include "db_utilities_linalg.h" #include "db_utilities.h" /***************************************************************** * Lean and mean begins here * *****************************************************************/ /*Cholesky-factorize symmetric positive definite 6 x 6 matrix A. Upper part of A is used from the input. The Cholesky factor is output as subdiagonal part in A and diagonal in d, which is 6-dimensional*/ void db_CholeskyDecomp6x6(double A[36],double d[6]) { double s,temp; /*[50 mult 35 add 6sqrt=85flops 6func]*/ /*i=0*/ s=A[0]; d[0]=((s>0.0)?sqrt(s):1.0); temp=db_SafeReciprocal(d[0]); A[6]=A[1]*temp; A[12]=A[2]*temp; A[18]=A[3]*temp; A[24]=A[4]*temp; A[30]=A[5]*temp; /*i=1*/ s=A[7]-A[6]*A[6]; d[1]=((s>0.0)?sqrt(s):1.0); temp=db_SafeReciprocal(d[1]); A[13]=(A[8]-A[6]*A[12])*temp; A[19]=(A[9]-A[6]*A[18])*temp; A[25]=(A[10]-A[6]*A[24])*temp; A[31]=(A[11]-A[6]*A[30])*temp; /*i=2*/ s=A[14]-A[12]*A[12]-A[13]*A[13]; d[2]=((s>0.0)?sqrt(s):1.0); temp=db_SafeReciprocal(d[2]); A[20]=(A[15]-A[12]*A[18]-A[13]*A[19])*temp; A[26]=(A[16]-A[12]*A[24]-A[13]*A[25])*temp; A[32]=(A[17]-A[12]*A[30]-A[13]*A[31])*temp; /*i=3*/ s=A[21]-A[18]*A[18]-A[19]*A[19]-A[20]*A[20]; d[3]=((s>0.0)?sqrt(s):1.0); temp=db_SafeReciprocal(d[3]); A[27]=(A[22]-A[18]*A[24]-A[19]*A[25]-A[20]*A[26])*temp; A[33]=(A[23]-A[18]*A[30]-A[19]*A[31]-A[20]*A[32])*temp; /*i=4*/ s=A[28]-A[24]*A[24]-A[25]*A[25]-A[26]*A[26]-A[27]*A[27]; d[4]=((s>0.0)?sqrt(s):1.0); temp=db_SafeReciprocal(d[4]); A[34]=(A[29]-A[24]*A[30]-A[25]*A[31]-A[26]*A[32]-A[27]*A[33])*temp; /*i=5*/ s=A[35]-A[30]*A[30]-A[31]*A[31]-A[32]*A[32]-A[33]*A[33]-A[34]*A[34]; d[5]=((s>0.0)?sqrt(s):1.0); } /*Cholesky-factorize symmetric positive definite n x n matrix A.Part above diagonal of A is used from the input, diagonal of A is assumed to be stored in d. The Cholesky factor is output as subdiagonal part in A and diagonal in d, which is n-dimensional*/ void db_CholeskyDecompSeparateDiagonal(double **A,double *d,int n) { int i,j,k; double s; double temp = 0.0; for(i=0;i=0;k--) s-=A[i][k]*A[j][k]; if(i==j) { d[i]=((s>0.0)?sqrt(s):1.0); temp=db_SafeReciprocal(d[i]); } else A[j][i]=s*temp; } } /*Backsubstitute L%transpose(L)*x=b for x given the Cholesky decomposition of an n x n matrix and the right hand side b. The vector b is unchanged*/ void db_CholeskyBacksub(double *x,const double * const *A,const double *d,int n,const double *b) { int i,k; double s; for(i=0;i=0;k--) s-=A[i][k]*x[k]; x[i]=db_SafeDivision(s,d[i]); } for(i=n-1;i>=0;i--) { for(s=x[i],k=i+1;k0.0)?sqrt(s):1.0); temp=db_SafeReciprocal(d[0]); A[3]=A[1]*temp; A[6]=A[2]*temp; /*i=1*/ s=d[1]-A[3]*A[3]; d[1]=((s>0.0)?sqrt(s):1.0); temp=db_SafeReciprocal(d[1]); A[7]=(A[5]-A[3]*A[6])*temp; /*i=2*/ s=d[2]-A[6]*A[6]-A[7]*A[7]; d[2]=((s>0.0)?sqrt(s):1.0); } /*Backsubstitute L%transpose(L)*x=b for x given the Cholesky decomposition of a 3 x 3 matrix and the right hand side b. The vector b is unchanged*/ void db_CholeskyBacksub3x3(double x[3],const double A[9],const double d[3],const double b[3]) { /*[42 mult 30 add=72flops]*/ x[0]=db_SafeDivision(b[0],d[0]); x[1]=db_SafeDivision((b[1]-A[3]*x[0]),d[1]); x[2]=db_SafeDivision((b[2]-A[6]*x[0]-A[7]*x[1]),d[2]); x[2]=db_SafeDivision(x[2],d[2]); x[1]=db_SafeDivision((x[1]-A[7]*x[2]),d[1]); x[0]=db_SafeDivision((x[0]-A[6]*x[2]-A[3]*x[1]),d[0]); } /*Backsubstitute L%transpose(L)*x=b for x given the Cholesky decomposition of a 6 x 6 matrix and the right hand side b. The vector b is unchanged*/ void db_CholeskyBacksub6x6(double x[6],const double A[36],const double d[6],const double b[6]) { /*[42 mult 30 add=72flops]*/ x[0]=db_SafeDivision(b[0],d[0]); x[1]=db_SafeDivision((b[1]-A[6]*x[0]),d[1]); x[2]=db_SafeDivision((b[2]-A[12]*x[0]-A[13]*x[1]),d[2]); x[3]=db_SafeDivision((b[3]-A[18]*x[0]-A[19]*x[1]-A[20]*x[2]),d[3]); x[4]=db_SafeDivision((b[4]-A[24]*x[0]-A[25]*x[1]-A[26]*x[2]-A[27]*x[3]),d[4]); x[5]=db_SafeDivision((b[5]-A[30]*x[0]-A[31]*x[1]-A[32]*x[2]-A[33]*x[3]-A[34]*x[4]),d[5]); x[5]=db_SafeDivision(x[5],d[5]); x[4]=db_SafeDivision((x[4]-A[34]*x[5]),d[4]); x[3]=db_SafeDivision((x[3]-A[33]*x[5]-A[27]*x[4]),d[3]); x[2]=db_SafeDivision((x[2]-A[32]*x[5]-A[26]*x[4]-A[20]*x[3]),d[2]); x[1]=db_SafeDivision((x[1]-A[31]*x[5]-A[25]*x[4]-A[19]*x[3]-A[13]*x[2]),d[1]); x[0]=db_SafeDivision((x[0]-A[30]*x[5]-A[24]*x[4]-A[18]*x[3]-A[12]*x[2]-A[6]*x[1]),d[0]); } void db_Orthogonalize6x7(double A[42],int orthonormalize) { int i; double ss[6]; /*Compute square sums of rows*/ ss[0]=db_SquareSum7(A); ss[1]=db_SquareSum7(A+7); ss[2]=db_SquareSum7(A+14); ss[3]=db_SquareSum7(A+21); ss[4]=db_SquareSum7(A+28); ss[5]=db_SquareSum7(A+35); ss[1]-=db_OrthogonalizePair7(A+7 ,A,ss[0]); ss[2]-=db_OrthogonalizePair7(A+14,A,ss[0]); ss[3]-=db_OrthogonalizePair7(A+21,A,ss[0]); ss[4]-=db_OrthogonalizePair7(A+28,A,ss[0]); ss[5]-=db_OrthogonalizePair7(A+35,A,ss[0]); /*Pivot on largest ss (could also be done on ss/(original_ss))*/ i=db_MaxIndex5(ss+1); db_OrthogonalizationSwap7(A+7,i,ss+1); ss[2]-=db_OrthogonalizePair7(A+14,A+7,ss[1]); ss[3]-=db_OrthogonalizePair7(A+21,A+7,ss[1]); ss[4]-=db_OrthogonalizePair7(A+28,A+7,ss[1]); ss[5]-=db_OrthogonalizePair7(A+35,A+7,ss[1]); i=db_MaxIndex4(ss+2); db_OrthogonalizationSwap7(A+14,i,ss+2); ss[3]-=db_OrthogonalizePair7(A+21,A+14,ss[2]); ss[4]-=db_OrthogonalizePair7(A+28,A+14,ss[2]); ss[5]-=db_OrthogonalizePair7(A+35,A+14,ss[2]); i=db_MaxIndex3(ss+3); db_OrthogonalizationSwap7(A+21,i,ss+3); ss[4]-=db_OrthogonalizePair7(A+28,A+21,ss[3]); ss[5]-=db_OrthogonalizePair7(A+35,A+21,ss[3]); i=db_MaxIndex2(ss+4); db_OrthogonalizationSwap7(A+28,i,ss+4); ss[5]-=db_OrthogonalizePair7(A+35,A+28,ss[4]); if(orthonormalize) { db_MultiplyScalar7(A ,db_SafeSqrtReciprocal(ss[0])); db_MultiplyScalar7(A+7 ,db_SafeSqrtReciprocal(ss[1])); db_MultiplyScalar7(A+14,db_SafeSqrtReciprocal(ss[2])); db_MultiplyScalar7(A+21,db_SafeSqrtReciprocal(ss[3])); db_MultiplyScalar7(A+28,db_SafeSqrtReciprocal(ss[4])); db_MultiplyScalar7(A+35,db_SafeSqrtReciprocal(ss[5])); } } void db_Orthogonalize8x9(double A[72],int orthonormalize) { int i; double ss[8]; /*Compute square sums of rows*/ ss[0]=db_SquareSum9(A); ss[1]=db_SquareSum9(A+9); ss[2]=db_SquareSum9(A+18); ss[3]=db_SquareSum9(A+27); ss[4]=db_SquareSum9(A+36); ss[5]=db_SquareSum9(A+45); ss[6]=db_SquareSum9(A+54); ss[7]=db_SquareSum9(A+63); ss[1]-=db_OrthogonalizePair9(A+9 ,A,ss[0]); ss[2]-=db_OrthogonalizePair9(A+18,A,ss[0]); ss[3]-=db_OrthogonalizePair9(A+27,A,ss[0]); ss[4]-=db_OrthogonalizePair9(A+36,A,ss[0]); ss[5]-=db_OrthogonalizePair9(A+45,A,ss[0]); ss[6]-=db_OrthogonalizePair9(A+54,A,ss[0]); ss[7]-=db_OrthogonalizePair9(A+63,A,ss[0]); /*Pivot on largest ss (could also be done on ss/(original_ss))*/ i=db_MaxIndex7(ss+1); db_OrthogonalizationSwap9(A+9,i,ss+1); ss[2]-=db_OrthogonalizePair9(A+18,A+9,ss[1]); ss[3]-=db_OrthogonalizePair9(A+27,A+9,ss[1]); ss[4]-=db_OrthogonalizePair9(A+36,A+9,ss[1]); ss[5]-=db_OrthogonalizePair9(A+45,A+9,ss[1]); ss[6]-=db_OrthogonalizePair9(A+54,A+9,ss[1]); ss[7]-=db_OrthogonalizePair9(A+63,A+9,ss[1]); i=db_MaxIndex6(ss+2); db_OrthogonalizationSwap9(A+18,i,ss+2); ss[3]-=db_OrthogonalizePair9(A+27,A+18,ss[2]); ss[4]-=db_OrthogonalizePair9(A+36,A+18,ss[2]); ss[5]-=db_OrthogonalizePair9(A+45,A+18,ss[2]); ss[6]-=db_OrthogonalizePair9(A+54,A+18,ss[2]); ss[7]-=db_OrthogonalizePair9(A+63,A+18,ss[2]); i=db_MaxIndex5(ss+3); db_OrthogonalizationSwap9(A+27,i,ss+3); ss[4]-=db_OrthogonalizePair9(A+36,A+27,ss[3]); ss[5]-=db_OrthogonalizePair9(A+45,A+27,ss[3]); ss[6]-=db_OrthogonalizePair9(A+54,A+27,ss[3]); ss[7]-=db_OrthogonalizePair9(A+63,A+27,ss[3]); i=db_MaxIndex4(ss+4); db_OrthogonalizationSwap9(A+36,i,ss+4); ss[5]-=db_OrthogonalizePair9(A+45,A+36,ss[4]); ss[6]-=db_OrthogonalizePair9(A+54,A+36,ss[4]); ss[7]-=db_OrthogonalizePair9(A+63,A+36,ss[4]); i=db_MaxIndex3(ss+5); db_OrthogonalizationSwap9(A+45,i,ss+5); ss[6]-=db_OrthogonalizePair9(A+54,A+45,ss[5]); ss[7]-=db_OrthogonalizePair9(A+63,A+45,ss[5]); i=db_MaxIndex2(ss+6); db_OrthogonalizationSwap9(A+54,i,ss+6); ss[7]-=db_OrthogonalizePair9(A+63,A+54,ss[6]); if(orthonormalize) { db_MultiplyScalar9(A ,db_SafeSqrtReciprocal(ss[0])); db_MultiplyScalar9(A+9 ,db_SafeSqrtReciprocal(ss[1])); db_MultiplyScalar9(A+18,db_SafeSqrtReciprocal(ss[2])); db_MultiplyScalar9(A+27,db_SafeSqrtReciprocal(ss[3])); db_MultiplyScalar9(A+36,db_SafeSqrtReciprocal(ss[4])); db_MultiplyScalar9(A+45,db_SafeSqrtReciprocal(ss[5])); db_MultiplyScalar9(A+54,db_SafeSqrtReciprocal(ss[6])); db_MultiplyScalar9(A+63,db_SafeSqrtReciprocal(ss[7])); } } void db_NullVectorOrthonormal6x7(double x[7],const double A[42]) { int i; double omss[7]; const double *B; /*Pivot by choosing row of the identity matrix (the one corresponding to column of A with smallest square sum)*/ omss[0]=db_SquareSum6Stride7(A); omss[1]=db_SquareSum6Stride7(A+1); omss[2]=db_SquareSum6Stride7(A+2); omss[3]=db_SquareSum6Stride7(A+3); omss[4]=db_SquareSum6Stride7(A+4); omss[5]=db_SquareSum6Stride7(A+5); omss[6]=db_SquareSum6Stride7(A+6); i=db_MinIndex7(omss); /*orthogonalize that row against all previous rows and normalize it*/ B=A+i; db_MultiplyScalarCopy7(x,A,-B[0]); db_RowOperation7(x,A+7 ,B[7]); db_RowOperation7(x,A+14,B[14]); db_RowOperation7(x,A+21,B[21]); db_RowOperation7(x,A+28,B[28]); db_RowOperation7(x,A+35,B[35]); x[i]+=1.0; db_MultiplyScalar7(x,db_SafeSqrtReciprocal(1.0-omss[i])); } void db_NullVectorOrthonormal8x9(double x[9],const double A[72]) { int i; double omss[9]; const double *B; /*Pivot by choosing row of the identity matrix (the one corresponding to column of A with smallest square sum)*/ omss[0]=db_SquareSum8Stride9(A); omss[1]=db_SquareSum8Stride9(A+1); omss[2]=db_SquareSum8Stride9(A+2); omss[3]=db_SquareSum8Stride9(A+3); omss[4]=db_SquareSum8Stride9(A+4); omss[5]=db_SquareSum8Stride9(A+5); omss[6]=db_SquareSum8Stride9(A+6); omss[7]=db_SquareSum8Stride9(A+7); omss[8]=db_SquareSum8Stride9(A+8); i=db_MinIndex9(omss); /*orthogonalize that row against all previous rows and normalize it*/ B=A+i; db_MultiplyScalarCopy9(x,A,-B[0]); db_RowOperation9(x,A+9 ,B[9]); db_RowOperation9(x,A+18,B[18]); db_RowOperation9(x,A+27,B[27]); db_RowOperation9(x,A+36,B[36]); db_RowOperation9(x,A+45,B[45]); db_RowOperation9(x,A+54,B[54]); db_RowOperation9(x,A+63,B[63]); x[i]+=1.0; db_MultiplyScalar9(x,db_SafeSqrtReciprocal(1.0-omss[i])); }