// This code is in the public domain -- Ignacio CastaƱo #include "Fitting.h" #include "Vector.inl" #include "Plane.inl" #include "nvcore/Array.inl" #include "nvcore/Utils.h" // max, swap #include // FLT_MAX //#include #include using namespace nv; // @@ Move to EigenSolver.h // @@ We should be able to do something cheaper... static Vector3 estimatePrincipalComponent(const float * __restrict matrix) { const Vector3 row0(matrix[0], matrix[1], matrix[2]); const Vector3 row1(matrix[1], matrix[3], matrix[4]); const Vector3 row2(matrix[2], matrix[4], matrix[5]); float r0 = lengthSquared(row0); float r1 = lengthSquared(row1); float r2 = lengthSquared(row2); if (r0 > r1 && r0 > r2) return row0; if (r1 > r2) return row1; return row2; } static inline Vector3 firstEigenVector_PowerMethod(const float *__restrict matrix) { if (matrix[0] == 0 && matrix[3] == 0 && matrix[5] == 0) { return Vector3(0.0f); } Vector3 v = estimatePrincipalComponent(matrix); const int NUM = 8; for (int i = 0; i < NUM; i++) { float x = v.x * matrix[0] + v.y * matrix[1] + v.z * matrix[2]; float y = v.x * matrix[1] + v.y * matrix[3] + v.z * matrix[4]; float z = v.x * matrix[2] + v.y * matrix[4] + v.z * matrix[5]; float norm = max(max(x, y), z); v = Vector3(x, y, z) / norm; } return v; } Vector3 nv::Fit::computeCentroid(int n, const Vector3 *__restrict points) { Vector3 centroid(0.0f); for (int i = 0; i < n; i++) { centroid += points[i]; } centroid /= float(n); return centroid; } Vector3 nv::Fit::computeCentroid(int n, const Vector3 *__restrict points, const float *__restrict weights, Vector3::Arg metric) { Vector3 centroid(0.0f); float total = 0.0f; for (int i = 0; i < n; i++) { total += weights[i]; centroid += weights[i]*points[i]; } centroid /= total; return centroid; } Vector4 nv::Fit::computeCentroid(int n, const Vector4 *__restrict points) { Vector4 centroid(0.0f); for (int i = 0; i < n; i++) { centroid += points[i]; } centroid /= float(n); return centroid; } Vector4 nv::Fit::computeCentroid(int n, const Vector4 *__restrict points, const float *__restrict weights, Vector4::Arg metric) { Vector4 centroid(0.0f); float total = 0.0f; for (int i = 0; i < n; i++) { total += weights[i]; centroid += weights[i]*points[i]; } centroid /= total; return centroid; } Vector3 nv::Fit::computeCovariance(int n, const Vector3 *__restrict points, float *__restrict covariance) { // compute the centroid Vector3 centroid = computeCentroid(n, points); // compute covariance matrix for (int i = 0; i < 6; i++) { covariance[i] = 0.0f; } for (int i = 0; i < n; i++) { Vector3 v = points[i] - centroid; covariance[0] += v.x * v.x; covariance[1] += v.x * v.y; covariance[2] += v.x * v.z; covariance[3] += v.y * v.y; covariance[4] += v.y * v.z; covariance[5] += v.z * v.z; } return centroid; } Vector3 nv::Fit::computeCovariance(int n, const Vector3 *__restrict points, const float *__restrict weights, Vector3::Arg metric, float *__restrict covariance) { // compute the centroid Vector3 centroid = computeCentroid(n, points, weights, metric); // compute covariance matrix for (int i = 0; i < 6; i++) { covariance[i] = 0.0f; } for (int i = 0; i < n; i++) { Vector3 a = (points[i] - centroid) * metric; Vector3 b = weights[i]*a; covariance[0] += a.x * b.x; covariance[1] += a.x * b.y; covariance[2] += a.x * b.z; covariance[3] += a.y * b.y; covariance[4] += a.y * b.z; covariance[5] += a.z * b.z; } return centroid; } Vector4 nv::Fit::computeCovariance(int n, const Vector4 *__restrict points, float *__restrict covariance) { // compute the centroid Vector4 centroid = computeCentroid(n, points); // compute covariance matrix for (int i = 0; i < 10; i++) { covariance[i] = 0.0f; } for (int i = 0; i < n; i++) { Vector4 v = points[i] - centroid; covariance[0] += v.x * v.x; covariance[1] += v.x * v.y; covariance[2] += v.x * v.z; covariance[3] += v.x * v.w; covariance[4] += v.y * v.y; covariance[5] += v.y * v.z; covariance[6] += v.y * v.w; covariance[7] += v.z * v.z; covariance[8] += v.z * v.w; covariance[9] += v.w * v.w; } return centroid; } Vector4 nv::Fit::computeCovariance(int n, const Vector4 *__restrict points, const float *__restrict weights, Vector4::Arg metric, float *__restrict covariance) { // compute the centroid Vector4 centroid = computeCentroid(n, points, weights, metric); // compute covariance matrix for (int i = 0; i < 10; i++) { covariance[i] = 0.0f; } for (int i = 0; i < n; i++) { Vector4 a = (points[i] - centroid) * metric; Vector4 b = weights[i]*a; covariance[0] += a.x * b.x; covariance[1] += a.x * b.y; covariance[2] += a.x * b.z; covariance[3] += a.x * b.w; covariance[4] += a.y * b.y; covariance[5] += a.y * b.z; covariance[6] += a.y * b.w; covariance[7] += a.z * b.z; covariance[8] += a.z * b.w; covariance[9] += a.w * b.w; } return centroid; } Vector3 nv::Fit::computePrincipalComponent_PowerMethod(int n, const Vector3 *__restrict points) { float matrix[6]; computeCovariance(n, points, matrix); return firstEigenVector_PowerMethod(matrix); } Vector3 nv::Fit::computePrincipalComponent_PowerMethod(int n, const Vector3 *__restrict points, const float *__restrict weights, Vector3::Arg metric) { float matrix[6]; computeCovariance(n, points, weights, metric, matrix); return firstEigenVector_PowerMethod(matrix); } static inline Vector3 firstEigenVector_EigenSolver3(const float *__restrict matrix) { if (matrix[0] == 0 && matrix[3] == 0 && matrix[5] == 0) { return Vector3(0.0f); } float eigenValues[3]; Vector3 eigenVectors[3]; if (!nv::Fit::eigenSolveSymmetric3(matrix, eigenValues, eigenVectors)) { return Vector3(0.0f); } return eigenVectors[0]; } Vector3 nv::Fit::computePrincipalComponent_EigenSolver(int n, const Vector3 *__restrict points) { float matrix[6]; computeCovariance(n, points, matrix); return firstEigenVector_EigenSolver3(matrix); } Vector3 nv::Fit::computePrincipalComponent_EigenSolver(int n, const Vector3 *__restrict points, const float *__restrict weights, Vector3::Arg metric) { float matrix[6]; computeCovariance(n, points, weights, metric, matrix); return firstEigenVector_EigenSolver3(matrix); } static inline Vector4 firstEigenVector_EigenSolver4(const float *__restrict matrix) { if (matrix[0] == 0 && matrix[4] == 0 && matrix[7] == 0&& matrix[9] == 0) { return Vector4(0.0f); } float eigenValues[4]; Vector4 eigenVectors[4]; if (!nv::Fit::eigenSolveSymmetric4(matrix, eigenValues, eigenVectors)) { return Vector4(0.0f); } return eigenVectors[0]; } Vector4 nv::Fit::computePrincipalComponent_EigenSolver(int n, const Vector4 *__restrict points) { float matrix[10]; computeCovariance(n, points, matrix); return firstEigenVector_EigenSolver4(matrix); } Vector4 nv::Fit::computePrincipalComponent_EigenSolver(int n, const Vector4 *__restrict points, const float *__restrict weights, Vector4::Arg metric) { float matrix[10]; computeCovariance(n, points, weights, metric, matrix); return firstEigenVector_EigenSolver4(matrix); } void ArvoSVD(int rows, int cols, float * Q, float * diag, float * R); Vector3 nv::Fit::computePrincipalComponent_SVD(int n, const Vector3 *__restrict points) { // Store the points in an n x n matrix Array Q; Q.resize(n*n, 0.0f); for (int i = 0; i < n; ++i) { Q[i*n+0] = points[i].x; Q[i*n+1] = points[i].y; Q[i*n+2] = points[i].z; } // Alloc space for the SVD outputs Array diag; diag.resize(n, 0.0f); Array R; R.resize(n*n, 0.0f); ArvoSVD(n, n, &Q[0], &diag[0], &R[0]); // Get the principal component return Vector3(R[0], R[1], R[2]); } Vector4 nv::Fit::computePrincipalComponent_SVD(int n, const Vector4 *__restrict points) { // Store the points in an n x n matrix Array Q; Q.resize(n*n, 0.0f); for (int i = 0; i < n; ++i) { Q[i*n+0] = points[i].x; Q[i*n+1] = points[i].y; Q[i*n+2] = points[i].z; Q[i*n+3] = points[i].w; } // Alloc space for the SVD outputs Array diag; diag.resize(n, 0.0f); Array R; R.resize(n*n, 0.0f); ArvoSVD(n, n, &Q[0], &diag[0], &R[0]); // Get the principal component return Vector4(R[0], R[1], R[2], R[3]); } Plane nv::Fit::bestPlane(int n, const Vector3 *__restrict points) { // compute the centroid and covariance float matrix[6]; Vector3 centroid = computeCovariance(n, points, matrix); if (matrix[0] == 0 && matrix[3] == 0 && matrix[5] == 0) { // If no plane defined, then return a horizontal plane. return Plane(Vector3(0, 0, 1), centroid); } float eigenValues[3]; Vector3 eigenVectors[3]; if (!eigenSolveSymmetric3(matrix, eigenValues, eigenVectors)) { // If no plane defined, then return a horizontal plane. return Plane(Vector3(0, 0, 1), centroid); } return Plane(eigenVectors[2], centroid); } bool nv::Fit::isPlanar(int n, const Vector3 * points, float epsilon/*=NV_EPSILON*/) { // compute the centroid and covariance float matrix[6]; computeCovariance(n, points, matrix); float eigenValues[3]; Vector3 eigenVectors[3]; if (!eigenSolveSymmetric3(matrix, eigenValues, eigenVectors)) { return false; } return eigenValues[2] < epsilon; } // Tridiagonal solver from Charles Bloom. // Householder transforms followed by QL decomposition. // Seems to be based on the code from Numerical Recipes in C. static void EigenSolver3_Tridiagonal(float mat[3][3], float * diag, float * subd); static bool EigenSolver3_QLAlgorithm(float mat[3][3], float * diag, float * subd); bool nv::Fit::eigenSolveSymmetric3(const float matrix[6], float eigenValues[3], Vector3 eigenVectors[3]) { nvDebugCheck(matrix != NULL && eigenValues != NULL && eigenVectors != NULL); float subd[3]; float diag[3]; float work[3][3]; work[0][0] = matrix[0]; work[0][1] = work[1][0] = matrix[1]; work[0][2] = work[2][0] = matrix[2]; work[1][1] = matrix[3]; work[1][2] = work[2][1] = matrix[4]; work[2][2] = matrix[5]; EigenSolver3_Tridiagonal(work, diag, subd); if (!EigenSolver3_QLAlgorithm(work, diag, subd)) { for (int i = 0; i < 3; i++) { eigenValues[i] = 0; eigenVectors[i] = Vector3(0); } return false; } for (int i = 0; i < 3; i++) { eigenValues[i] = (float)diag[i]; } // eigenvectors are the columns; make them the rows : for (int i=0; i < 3; i++) { for (int j = 0; j < 3; j++) { eigenVectors[j].component[i] = (float) work[i][j]; } } // shuffle to sort by singular value : if (eigenValues[2] > eigenValues[0] && eigenValues[2] > eigenValues[1]) { swap(eigenValues[0], eigenValues[2]); swap(eigenVectors[0], eigenVectors[2]); } if (eigenValues[1] > eigenValues[0]) { swap(eigenValues[0], eigenValues[1]); swap(eigenVectors[0], eigenVectors[1]); } if (eigenValues[2] > eigenValues[1]) { swap(eigenValues[1], eigenValues[2]); swap(eigenVectors[1], eigenVectors[2]); } nvDebugCheck(eigenValues[0] >= eigenValues[1] && eigenValues[0] >= eigenValues[2]); nvDebugCheck(eigenValues[1] >= eigenValues[2]); return true; } static void EigenSolver3_Tridiagonal(float mat[3][3], float * diag, float * subd) { // Householder reduction T = Q^t M Q // Input: // mat, symmetric 3x3 matrix M // Output: // mat, orthogonal matrix Q // diag, diagonal entries of T // subd, subdiagonal entries of T (T is symmetric) const float epsilon = 1e-08f; float a = mat[0][0]; float b = mat[0][1]; float c = mat[0][2]; float d = mat[1][1]; float e = mat[1][2]; float f = mat[2][2]; diag[0] = a; subd[2] = 0.f; if (fabsf(c) >= epsilon) { const float ell = sqrtf(b*b+c*c); b /= ell; c /= ell; const float q = 2*b*e+c*(f-d); diag[1] = d+c*q; diag[2] = f-c*q; subd[0] = ell; subd[1] = e-b*q; mat[0][0] = 1; mat[0][1] = 0; mat[0][2] = 0; mat[1][0] = 0; mat[1][1] = b; mat[1][2] = c; mat[2][0] = 0; mat[2][1] = c; mat[2][2] = -b; } else { diag[1] = d; diag[2] = f; subd[0] = b; subd[1] = e; mat[0][0] = 1; mat[0][1] = 0; mat[0][2] = 0; mat[1][0] = 0; mat[1][1] = 1; mat[1][2] = 0; mat[2][0] = 0; mat[2][1] = 0; mat[2][2] = 1; } } static bool EigenSolver3_QLAlgorithm(float mat[3][3], float * diag, float * subd) { // QL iteration with implicit shifting to reduce matrix from tridiagonal // to diagonal const int maxiter = 32; for (int ell = 0; ell < 3; ell++) { int iter; for (iter = 0; iter < maxiter; iter++) { int m; for (m = ell; m <= 1; m++) { float dd = fabsf(diag[m]) + fabsf(diag[m+1]); if ( fabsf(subd[m]) + dd == dd ) break; } if ( m == ell ) break; float g = (diag[ell+1]-diag[ell])/(2*subd[ell]); float r = sqrtf(g*g+1); if ( g < 0 ) g = diag[m]-diag[ell]+subd[ell]/(g-r); else g = diag[m]-diag[ell]+subd[ell]/(g+r); float s = 1, c = 1, p = 0; for (int i = m-1; i >= ell; i--) { float f = s*subd[i], b = c*subd[i]; if ( fabsf(f) >= fabsf(g) ) { c = g/f; r = sqrtf(c*c+1); subd[i+1] = f*r; c *= (s = 1/r); } else { s = f/g; r = sqrtf(s*s+1); subd[i+1] = g*r; s *= (c = 1/r); } g = diag[i+1]-p; r = (diag[i]-g)*s+2*b*c; p = s*r; diag[i+1] = g+p; g = c*r-b; for (int k = 0; k < 3; k++) { f = mat[k][i+1]; mat[k][i+1] = s*mat[k][i]+c*f; mat[k][i] = c*mat[k][i]-s*f; } } diag[ell] -= p; subd[ell] = g; subd[m] = 0; } if ( iter == maxiter ) // should not get here under normal circumstances return false; } return true; } // Tridiagonal solver for 4x4 symmetric matrices. static void EigenSolver4_Tridiagonal(float mat[4][4], float * diag, float * subd); static bool EigenSolver4_QLAlgorithm(float mat[4][4], float * diag, float * subd); bool nv::Fit::eigenSolveSymmetric4(const float matrix[10], float eigenValues[4], Vector4 eigenVectors[4]) { nvDebugCheck(matrix != NULL && eigenValues != NULL && eigenVectors != NULL); float subd[4]; float diag[4]; float work[4][4]; work[0][0] = matrix[0]; work[0][1] = work[1][0] = matrix[1]; work[0][2] = work[2][0] = matrix[2]; work[0][3] = work[3][0] = matrix[3]; work[1][1] = matrix[4]; work[1][2] = work[2][1] = matrix[5]; work[1][3] = work[3][1] = matrix[6]; work[2][2] = matrix[7]; work[2][3] = work[3][2] = matrix[8]; work[3][3] = matrix[9]; EigenSolver4_Tridiagonal(work, diag, subd); if (!EigenSolver4_QLAlgorithm(work, diag, subd)) { for (int i = 0; i < 4; i++) { eigenValues[i] = 0; eigenVectors[i] = Vector4(0); } return false; } for (int i = 0; i < 4; i++) { eigenValues[i] = (float)diag[i]; } // eigenvectors are the columns; make them the rows for (int i = 0; i < 4; i++) { for (int j = 0; j < 4; j++) { eigenVectors[j].component[i] = (float) work[i][j]; } } // sort by singular value for (int i = 0; i < 3; ++i) { for (int j = i+1; j < 4; ++j) { if (eigenValues[j] > eigenValues[i]) { swap(eigenValues[i], eigenValues[j]); swap(eigenVectors[i], eigenVectors[j]); } } } nvDebugCheck(eigenValues[0] >= eigenValues[1] && eigenValues[0] >= eigenValues[2] && eigenValues[0] >= eigenValues[3]); nvDebugCheck(eigenValues[1] >= eigenValues[2] && eigenValues[1] >= eigenValues[3]); nvDebugCheck(eigenValues[2] >= eigenValues[2]); return true; } #include "nvmath/Matrix.inl" inline float signNonzero(float x) { return (x >= 0.0f) ? 1.0f : -1.0f; } static void EigenSolver4_Tridiagonal(float mat[4][4], float * diag, float * subd) { // Householder reduction T = Q^t M Q // Input: // mat, symmetric 3x3 matrix M // Output: // mat, orthogonal matrix Q // diag, diagonal entries of T // subd, subdiagonal entries of T (T is symmetric) static const int n = 4; // Set epsilon relative to size of elements in matrix static const float relEpsilon = 1e-6f; float maxElement = FLT_MAX; for (int i = 0; i < n; ++i) for (int j = 0; j < n; ++j) maxElement = max(maxElement, fabsf(mat[i][j])); float epsilon = relEpsilon * maxElement; // Iterative algorithm, works for any size of matrix but might be slower than // a closed-form solution for symmetric 4x4 matrices. Based on this article: // http://en.wikipedia.org/wiki/Householder_transformation#Tridiagonalization Matrix A, Q(identity); memcpy(&A, mat, sizeof(float)*n*n); // We proceed from left to right, making the off-tridiagonal entries zero in // one column of the matrix at a time. for (int k = 0; k < n - 2; ++k) { float sum = 0.0f; for (int j = k+1; j < n; ++j) sum += A(j,k)*A(j,k); float alpha = -signNonzero(A(k+1,k)) * sqrtf(sum); float r = sqrtf(0.5f * (alpha*alpha - A(k+1,k)*alpha)); // If r is zero, skip this column - already in tridiagonal form if (fabsf(r) < epsilon) continue; float v[n] = {}; v[k+1] = 0.5f * (A(k+1,k) - alpha) / r; for (int j = k+2; j < n; ++j) v[j] = 0.5f * A(j,k) / r; Matrix P(identity); for (int i = 0; i < n; ++i) for (int j = 0; j < n; ++j) P(i,j) -= 2.0f * v[i] * v[j]; A = mul(mul(P, A), P); Q = mul(Q, P); } nvDebugCheck(fabsf(A(2,0)) < epsilon); nvDebugCheck(fabsf(A(0,2)) < epsilon); nvDebugCheck(fabsf(A(3,0)) < epsilon); nvDebugCheck(fabsf(A(0,3)) < epsilon); nvDebugCheck(fabsf(A(3,1)) < epsilon); nvDebugCheck(fabsf(A(1,3)) < epsilon); for (int i = 0; i < n; ++i) diag[i] = A(i,i); for (int i = 0; i < n - 1; ++i) subd[i] = A(i+1,i); subd[n-1] = 0.0f; memcpy(mat, &Q, sizeof(float)*n*n); } static bool EigenSolver4_QLAlgorithm(float mat[4][4], float * diag, float * subd) { // QL iteration with implicit shifting to reduce matrix from tridiagonal // to diagonal const int maxiter = 32; for (int ell = 0; ell < 4; ell++) { int iter; for (iter = 0; iter < maxiter; iter++) { int m; for (m = ell; m < 3; m++) { float dd = fabsf(diag[m]) + fabsf(diag[m+1]); if ( fabsf(subd[m]) + dd == dd ) break; } if ( m == ell ) break; float g = (diag[ell+1]-diag[ell])/(2*subd[ell]); float r = sqrtf(g*g+1); if ( g < 0 ) g = diag[m]-diag[ell]+subd[ell]/(g-r); else g = diag[m]-diag[ell]+subd[ell]/(g+r); float s = 1, c = 1, p = 0; for (int i = m-1; i >= ell; i--) { float f = s*subd[i], b = c*subd[i]; if ( fabsf(f) >= fabsf(g) ) { c = g/f; r = sqrtf(c*c+1); subd[i+1] = f*r; c *= (s = 1/r); } else { s = f/g; r = sqrtf(s*s+1); subd[i+1] = g*r; s *= (c = 1/r); } g = diag[i+1]-p; r = (diag[i]-g)*s+2*b*c; p = s*r; diag[i+1] = g+p; g = c*r-b; for (int k = 0; k < 4; k++) { f = mat[k][i+1]; mat[k][i+1] = s*mat[k][i]+c*f; mat[k][i] = c*mat[k][i]-s*f; } } diag[ell] -= p; subd[ell] = g; subd[m] = 0; } if ( iter == maxiter ) // should not get here under normal circumstances return false; } return true; } int nv::Fit::compute4Means(int n, const Vector3 *__restrict points, const float *__restrict weights, Vector3::Arg metric, Vector3 *__restrict cluster) { // Compute principal component. float matrix[6]; Vector3 centroid = computeCovariance(n, points, weights, metric, matrix); Vector3 principal = firstEigenVector_PowerMethod(matrix); // Pick initial solution. int mini, maxi; mini = maxi = 0; float mindps, maxdps; mindps = maxdps = dot(points[0] - centroid, principal); for (int i = 1; i < n; ++i) { float dps = dot(points[i] - centroid, principal); if (dps < mindps) { mindps = dps; mini = i; } else { maxdps = dps; maxi = i; } } cluster[0] = centroid + mindps * principal; cluster[1] = centroid + maxdps * principal; cluster[2] = (2.0f * cluster[0] + cluster[1]) / 3.0f; cluster[3] = (2.0f * cluster[1] + cluster[0]) / 3.0f; // Now we have to iteratively refine the clusters. while (true) { Vector3 newCluster[4] = { Vector3(0.0f), Vector3(0.0f), Vector3(0.0f), Vector3(0.0f) }; float total[4] = {0, 0, 0, 0}; for (int i = 0; i < n; ++i) { // Find nearest cluster. int nearest = 0; float mindist = FLT_MAX; for (int j = 0; j < 4; j++) { float dist = lengthSquared((cluster[j] - points[i]) * metric); if (dist < mindist) { mindist = dist; nearest = j; } } newCluster[nearest] += weights[i] * points[i]; total[nearest] += weights[i]; } for (int j = 0; j < 4; j++) { if (total[j] != 0) newCluster[j] /= total[j]; } if (equal(cluster[0], newCluster[0]) && equal(cluster[1], newCluster[1]) && equal(cluster[2], newCluster[2]) && equal(cluster[3], newCluster[3])) { return (total[0] != 0) + (total[1] != 0) + (total[2] != 0) + (total[3] != 0); } cluster[0] = newCluster[0]; cluster[1] = newCluster[1]; cluster[2] = newCluster[2]; cluster[3] = newCluster[3]; // Sort clusters by weight. for (int i = 0; i < 4; i++) { for (int j = i; j > 0 && total[j] > total[j - 1]; j--) { swap( total[j], total[j - 1] ); swap( cluster[j], cluster[j - 1] ); } } } } // Adaptation of James Arvo's SVD code, as found in ZOH. inline float Sqr(float x) { return x*x; } inline float svd_pythag( float a, float b ) { float at = fabsf(a); float bt = fabsf(b); if( at > bt ) return at * sqrtf( 1.0f + Sqr( bt / at ) ); else if( bt > 0.0f ) return bt * sqrtf( 1.0f + Sqr( at / bt ) ); else return 0.0f; } inline float SameSign( float a, float b ) { float t; if( b >= 0.0f ) t = fabsf( a ); else t = -fabsf( a ); return t; } void ArvoSVD(int rows, int cols, float * Q, float * diag, float * R) { static const int MaxIterations = 30; int i, j, k, l, p, q, iter; float c, f, h, s, x, y, z; float norm = 0.0f; float g = 0.0f; float scale = 0.0f; Array temp; temp.resize(cols, 0.0f); for( i = 0; i < cols; i++ ) { temp[i] = scale * g; scale = 0.0f; g = 0.0f; s = 0.0f; l = i + 1; if( i < rows ) { for( k = i; k < rows; k++ ) scale += fabsf( Q[k*cols+i] ); if( scale != 0.0f ) { for( k = i; k < rows; k++ ) { Q[k*cols+i] /= scale; s += Sqr( Q[k*cols+i] ); } f = Q[i*cols+i]; g = -SameSign( sqrtf(s), f ); h = f * g - s; Q[i*cols+i] = f - g; if( i != cols - 1 ) { for( j = l; j < cols; j++ ) { s = 0.0f; for( k = i; k < rows; k++ ) s += Q[k*cols+i] * Q[k*cols+j]; f = s / h; for( k = i; k < rows; k++ ) Q[k*cols+j] += f * Q[k*cols+i]; } } for( k = i; k < rows; k++ ) Q[k*cols+i] *= scale; } } diag[i] = scale * g; g = 0.0f; s = 0.0f; scale = 0.0f; if( i < rows && i != cols - 1 ) { for( k = l; k < cols; k++ ) scale += fabsf( Q[i*cols+k] ); if( scale != 0.0f ) { for( k = l; k < cols; k++ ) { Q[i*cols+k] /= scale; s += Sqr( Q[i*cols+k] ); } f = Q[i*cols+l]; g = -SameSign( sqrtf(s), f ); h = f * g - s; Q[i*cols+l] = f - g; for( k = l; k < cols; k++ ) temp[k] = Q[i*cols+k] / h; if( i != rows - 1 ) { for( j = l; j < rows; j++ ) { s = 0.0f; for( k = l; k < cols; k++ ) s += Q[j*cols+k] * Q[i*cols+k]; for( k = l; k < cols; k++ ) Q[j*cols+k] += s * temp[k]; } } for( k = l; k < cols; k++ ) Q[i*cols+k] *= scale; } } norm = max( norm, fabsf( diag[i] ) + fabsf( temp[i] ) ); } for( i = cols - 1; i >= 0; i-- ) { if( i < cols - 1 ) { if( g != 0.0f ) { for( j = l; j < cols; j++ ) R[i*cols+j] = ( Q[i*cols+j] / Q[i*cols+l] ) / g; for( j = l; j < cols; j++ ) { s = 0.0f; for( k = l; k < cols; k++ ) s += Q[i*cols+k] * R[j*cols+k]; for( k = l; k < cols; k++ ) R[j*cols+k] += s * R[i*cols+k]; } } for( j = l; j < cols; j++ ) { R[i*cols+j] = 0.0f; R[j*cols+i] = 0.0f; } } R[i*cols+i] = 1.0f; g = temp[i]; l = i; } for( i = cols - 1; i >= 0; i-- ) { l = i + 1; g = diag[i]; if( i < cols - 1 ) for( j = l; j < cols; j++ ) Q[i*cols+j] = 0.0f; if( g != 0.0f ) { g = 1.0f / g; if( i != cols - 1 ) { for( j = l; j < cols; j++ ) { s = 0.0f; for( k = l; k < rows; k++ ) s += Q[k*cols+i] * Q[k*cols+j]; f = ( s / Q[i*cols+i] ) * g; for( k = i; k < rows; k++ ) Q[k*cols+j] += f * Q[k*cols+i]; } } for( j = i; j < rows; j++ ) Q[j*cols+i] *= g; } else { for( j = i; j < rows; j++ ) Q[j*cols+i] = 0.0f; } Q[i*cols+i] += 1.0f; } for( k = cols - 1; k >= 0; k-- ) { for( iter = 1; iter <= MaxIterations; iter++ ) { int jump = 0; for( l = k; l >= 0; l-- ) { q = l - 1; if( fabsf( temp[l] ) + norm == norm ) { jump = 1; break; } if( fabsf( diag[q] ) + norm == norm ) { jump = 0; break; } } if( !jump ) { c = 0.0f; s = 1.0f; for( i = l; i <= k; i++ ) { f = s * temp[i]; temp[i] *= c; if( fabsf( f ) + norm == norm ) break; g = diag[i]; h = svd_pythag( f, g ); diag[i] = h; h = 1.0f / h; c = g * h; s = -f * h; for( j = 0; j < rows; j++ ) { y = Q[j*cols+q]; z = Q[j*cols+i]; Q[j*cols+q] = y * c + z * s; Q[j*cols+i] = z * c - y * s; } } } z = diag[k]; if( l == k ) { if( z < 0.0f ) { diag[k] = -z; for( j = 0; j < cols; j++ ) R[k*cols+j] *= -1.0f; } break; } if( iter >= MaxIterations ) return; x = diag[l]; q = k - 1; y = diag[q]; g = temp[q]; h = temp[k]; f = ( ( y - z ) * ( y + z ) + ( g - h ) * ( g + h ) ) / ( 2.0f * h * y ); g = svd_pythag( f, 1.0f ); f = ( ( x - z ) * ( x + z ) + h * ( ( y / ( f + SameSign( g, f ) ) ) - h ) ) / x; c = 1.0f; s = 1.0f; for( j = l; j <= q; j++ ) { i = j + 1; g = temp[i]; y = diag[i]; h = s * g; g = c * g; z = svd_pythag( f, h ); temp[j] = z; c = f / z; s = h / z; f = x * c + g * s; g = g * c - x * s; h = y * s; y = y * c; for( p = 0; p < cols; p++ ) { x = R[j*cols+p]; z = R[i*cols+p]; R[j*cols+p] = x * c + z * s; R[i*cols+p] = z * c - x * s; } z = svd_pythag( f, h ); diag[j] = z; if( z != 0.0f ) { z = 1.0f / z; c = f * z; s = h * z; } f = c * g + s * y; x = c * y - s * g; for( p = 0; p < rows; p++ ) { y = Q[p*cols+j]; z = Q[p*cols+i]; Q[p*cols+j] = y * c + z * s; Q[p*cols+i] = z * c - y * s; } } temp[l] = 0.0f; temp[k] = f; diag[k] = x; } } // Sort the singular values into descending order. for( i = 0; i < cols - 1; i++ ) { float biggest = diag[i]; // Biggest singular value so far. int bindex = i; // The row/col it occurred in. for( j = i + 1; j < cols; j++ ) { if( diag[j] > biggest ) { biggest = diag[j]; bindex = j; } } if( bindex != i ) // Need to swap rows and columns. { // Swap columns in Q. for (int j = 0; j < rows; ++j) swap(Q[j*cols+i], Q[j*cols+bindex]); // Swap rows in R. for (int j = 0; j < rows; ++j) swap(R[i*cols+j], R[bindex*cols+j]); // Swap elements in diag. swap(diag[i], diag[bindex]); } } }