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