dust3d/thirdparty/cgal/CGAL-5.1/include/CGAL/Eigen_diagonalize_traits.h

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// Copyright (c) 2014 INRIA Sophia-Antipolis (France).
// All rights reserved.
//
// This file is part of CGAL (www.cgal.org)
//
// $URL: https://github.com/CGAL/cgal/blob/v5.1/Solver_interface/include/CGAL/Eigen_diagonalize_traits.h $
// $Id: Eigen_diagonalize_traits.h 52164b1 2019-10-19T15:34:59+02:00 Sébastien Loriot
// SPDX-License-Identifier: LGPL-3.0-or-later OR LicenseRef-Commercial
//
// Author(s) : Jocelyn Meyron and Quentin Mérigot
//
#ifndef CGAL_EIGEN_DIAGONALIZE_TRAITS_H
#define CGAL_EIGEN_DIAGONALIZE_TRAITS_H
#include <Eigen/Dense>
#include <Eigen/Eigenvalues>
// If the matrix to diagonalize is of dimension 2x2 or 3x3, Eigen
// provides a faster implementation using a closed-form
// algorithm. However, it offers less precision. See:
// https://eigen.tuxfamily.org/dox/classEigen_1_1SelfAdjointEigenSolver.html
// This is usually acceptable for CGAL algorithms but one might want
// to use the slower but more accurate version. In that case, just
// uncomment the following line:
//#define DO_NOT_USE_EIGEN_COMPUTEDIRECT_FOR_DIAGONALIZATION
#include <CGAL/array.h>
namespace CGAL {
/// \ingroup PkgSolverInterfaceRef
///
/// The class `Eigen_diagonalize_traits` provides an interface to the
/// diagonalization of covariance matrices of \ref thirdpartyEigen
/// "Eigen".
///
/// \ref thirdpartyEigen "Eigen" version 3.1 (or later) must be available on the system.
///
/// \tparam FT Number type
/// \tparam dim Dimension of the matrices and vectors
///
/// \cgalModels `DiagonalizeTraits`
///
/// \sa http://eigen.tuxfamily.org/index.php?title=Main_Page
template <typename FT, unsigned int dim = 3>
class Eigen_diagonalize_traits
{
public:
typedef std::array<FT, dim> Vector;
typedef std::array<FT, dim*dim> Matrix;
typedef std::array<FT, (dim * (dim+1) / 2)> Covariance_matrix;
private:
typedef Eigen::Matrix<FT, dim, dim> EigenMatrix;
typedef Eigen::Matrix<FT, dim, 1> EigenVector;
/// Construct the covariance matrix
static EigenMatrix construct_covariance_matrix(const Covariance_matrix& cov)
{
EigenMatrix m;
for(std::size_t i=0; i<dim; ++i)
{
for(std::size_t j=i; j<dim; ++j)
{
m(i,j) = static_cast<float>(cov[(dim * i) + j - ((i * (i+1)) / 2)]);
if(i != j)
m(j,i) = m(i,j);
}
}
return m;
}
/// Fill `eigenvalues` with the eigenvalues and `eigenvectors` with
/// the eigenvectors of the selfadjoint matrix represented by `m`.
/// Eigenvalues are sorted by increasing order.
/// \return `true` if the operation was successful and `false` otherwise.
static bool diagonalize_selfadjoint_matrix(EigenMatrix& m,
EigenMatrix& eigenvectors,
EigenVector& eigenvalues)
{
Eigen::SelfAdjointEigenSolver<EigenMatrix> eigensolver;
#ifndef DO_NOT_USE_EIGEN_COMPUTEDIRECT_FOR_DIAGONALIZATION
if(dim == 2 || dim == 3)
eigensolver.computeDirect(m);
else
#endif
eigensolver.compute(m);
if(eigensolver.info() != Eigen::Success)
return false;
eigenvalues = eigensolver.eigenvalues();
eigenvectors = eigensolver.eigenvectors();
return true;
}
public:
/// Fill `eigenvalues` with the eigenvalues of the covariance matrix represented by `cov`.
/// Eigenvalues are sorted by increasing order.
/// \return `true` if the operation was successful and `false` otherwise.
static bool diagonalize_selfadjoint_covariance_matrix(const Covariance_matrix& cov,
Vector& eigenvalues)
{
EigenMatrix m = construct_covariance_matrix(cov);
// Diagonalizing the matrix
EigenVector eigenvalues_;
EigenMatrix eigenvectors_;
bool res = diagonalize_selfadjoint_matrix(m, eigenvectors_, eigenvalues_);
if(res)
{
for(std::size_t i=0; i<dim; ++i)
eigenvalues[i] = static_cast<FT>(eigenvalues_[i]);
}
return res;
}
/// Fill `eigenvalues` with the eigenvalues and `eigenvectors` with
/// the eigenvectors of the covariance matrix represented by `cov`.
/// Eigenvalues are sorted by increasing order.
/// \return `true` if the operation was successful and `false` otherwise.
static bool diagonalize_selfadjoint_covariance_matrix(const Covariance_matrix& cov,
Vector& eigenvalues,
Matrix& eigenvectors)
{
EigenMatrix m = construct_covariance_matrix(cov);
// Diagonalizing the matrix
EigenVector eigenvalues_;
EigenMatrix eigenvectors_;
bool res = diagonalize_selfadjoint_matrix(m, eigenvectors_, eigenvalues_);
if(res)
{
for(std::size_t i=0; i<dim; ++i)
{
eigenvalues[i] = static_cast<FT>(eigenvalues_[i]);
for(std::size_t j=0; j<dim; ++j)
eigenvectors[dim*i + j] = static_cast<FT>(eigenvectors_(j,i));
}
}
else{
for(std::size_t i=0; i<dim; ++i)
{
eigenvalues[i] = static_cast<FT>(0.);
for(std::size_t j=0; j<dim; ++j)
eigenvectors[dim*i + j] = static_cast<FT>(0.);
}
}
return res;
}
/// Extract the eigenvector associated to the largest eigenvalue
/// of the covariance matrix represented by `cov`.
/// \return `true` if the operation was successful and `false` otherwise.
static bool extract_largest_eigenvector_of_covariance_matrix(const Covariance_matrix& cov,
Vector& normal)
{
// Construct covariance matrix
EigenMatrix m = construct_covariance_matrix(cov);
// Diagonalizing the matrix
EigenVector eigenvalues;
EigenMatrix eigenvectors;
if(! diagonalize_selfadjoint_matrix(m, eigenvectors, eigenvalues))
return false;
// Eigenvalues are sorted by increasing order
for(unsigned int i=0; i<dim; ++i)
normal[i] = static_cast<FT> (eigenvectors(i, dim-1));
return true;
}
};
} // namespace CGAL
#endif // CGAL_EIGEN_DIAGONALIZE_TRAITS_H