package ProGAL.math; import java.util.Arrays; import java.util.Random; import ProGAL.geom3d.Point; import ProGAL.geom3d.Vector; public class Matrix { protected double[][] coords; protected int M,N; /** Construct an M by N matrix with zeros in all entries. */ public Matrix(int M, int N){ coords = new double[M][N]; for(int i=0;i0?coords[0].length:0; this.coords = coords; } public Matrix (int M, int N, int seed) { coords = new double[M][N]; Random r = new Random(seed); for(int i=0;iConstants.EPSILON) // throw new RuntimeException("Multiplication with non-homogeneous coordinates failed"); // for(int i=0;i<3;i++) v.set(i,ret[i]); // // return v; // } // throw new Error("Can only apply 3x3, 3x4 or 4x4 matrices to vectors"); } /** Apply this matrix to the point p and return the result (this will NOT change p). * This method requires the matrix to be a 3x3, 3x4 or 4x4 matrix. If it is a * 4x4 matrix the bottom row is assumed to be (0,0,0,1).*/ public ProGAL.geomNd.Point multiply(ProGAL.geomNd.Point p){ return multiplyIn(p.clone()); } public Point multiply(Point p){ return (Point)multiplyIn(p.clone()); } /** Apply this matrix to the point p and return the result (this will change p). * This method requires the matrix to be a 3x3, 3x4 or 4x4 matrix. If it is a * 4x4 matrix the bottom row is assumed to be (0,0,0,1).*/ public ProGAL.geomNd.Point multiplyIn(ProGAL.geomNd.Point p){ double[] ret = new double[M]; for(int r=0;r=r? i+1 : i][j >= c? j+1 : j]); } return ret; } /** Get the determinant of this matrix. Throws an error if the matrix is not square */ public double determinant(){ if(M!=N) throw new Error("Determinant undefined for non-square matrix"); if(M==1) return coords[0][0]; return new LUDecomposition(this).det(); } public boolean isSquare(){ return M==N; } /** extends to the smallest square matrix by adding appropriate zero rows or columns */ public Matrix extend() { Matrix X; if (M < N) { X = new Matrix(N, N); X.setSubmatrix(0, 0, this); for (int i = M; i < N; i++) for (int j = 0; j < N; j++) X.coords[i][j] = 0.0; } else { X = new Matrix(M, M); X.setSubmatrix(0, 0, this); for (int j = N; j < M; j++) for (int i = 0; i < M; i++) X.coords[i][j] = 0.0; } return X; } /** extends to the smallest power of 2 square matrix by adding appropriate zero rows and columns */ public Matrix expand() { Matrix X = extend(); int ext = Functions.roundUpToPowerOf2(X.M); Matrix Y = new Matrix(ext, ext); Y.setSubmatrix(0, 0, X); for (int i = 0; i < X.M; i++) for (int j = X.M; j < ext; j++) Y.coords[i][j] = 0.0; for (int i = X.M; i < ext; i++) for (int j = 0; j < ext; j++) Y.coords[i][j] = 0.0; return Y; } /** Return the inverse of this matrix. */ public Matrix invert(){ Matrix ret = clone(); return ret.invertThis(); } /** Invert this matrix (overwrites this and returns it). */ public Matrix invertThis(){ if(!isSquare()) throw new Error("Cant invert non-square matrix ("+M+"x"+N+")"); Matrix tmp = new Matrix(M,2*N); for(int r=0;r=colCount) return this; int i=r; while(Math.abs(coords[i][lead])<=Constants.EPSILON){ i++; if(rowCount==i){ i=r; lead++; if(colCount==lead) { return this; } } } //Swap rows i and r if(i!=r){ double[] tmpArr = coords[i]; coords[i] = coords[r]; coords[r] = tmpArr; } //Divide row r by coords[r][lead] double tmp = coords[r][lead]; for(int c=0;c 0; i--) { // Scale to avoid under/overflow. double scale = 0.0; double h = 0.0; for (int k = 0; k < i; k++) scale = scale + Math.abs(d[k]); if (scale == 0.0) { e[i] = d[i-1]; for (int j = 0; j < i; j++) { d[j] = V[i-1][j]; V[i][j] = 0.0; V[j][i] = 0.0; } } else { // Generate Householder vector. for (int k = 0; k < i; k++) { d[k] /= scale; h += d[k] * d[k]; } double f = d[i-1]; double g = Math.sqrt(h); if (f > 0) g = -g; e[i] = scale * g; h = h - f * g; d[i-1] = f - g; for (int j = 0; j < i; j++) e[j] = 0.0; // Apply similarity transformation to remaining columns. for (int j = 0; j < i; j++) { f = d[j]; V[j][i] = f; g = e[j] + V[j][j] * f; for (int k = j+1; k <= i-1; k++) { g += V[k][j] * d[k]; e[k] += V[k][j] * f; } e[j] = g; } f = 0.0; for (int j = 0; j < i; j++) { e[j] /= h; f += e[j] * d[j]; } double hh = f / (h + h); for (int j = 0; j < i; j++) { e[j] -= hh * d[j]; } for (int j = 0; j < i; j++) { f = d[j]; g = e[j]; for (int k = j; k <= i-1; k++) V[k][j] -= (f * e[k] + g * d[k]); d[j] = V[i-1][j]; V[i][j] = 0.0; } } d[i] = h; } // Accumulate transformations. for (int i = 0; i < n-1; i++) { V[n-1][i] = V[i][i]; V[i][i] = 1.0; double h = d[i+1]; if (h != 0.0) { for (int k = 0; k <= i; k++) d[k] = V[k][i+1] / h; for (int j = 0; j <= i; j++) { double g = 0.0; for (int k = 0; k <= i; k++) g += V[k][i+1] * V[k][j]; for (int k = 0; k <= i; k++) V[k][j] -= g * d[k]; } } for (int k = 0; k <= i; k++) V[k][i+1] = 0.0; } for (int j = 0; j < n; j++) { d[j] = V[n-1][j]; V[n-1][j] = 0.0; } V[n-1][n-1] = 1.0; e[0] = 0.0; } /** Symmetric tridiagonal QL algorithm. */ private void tql2() { // This is derived from the Algol procedures tql2, by // Bowdler, Martin, Reinsch, and Wilkinson, Handbook for // Auto. Comp., Vol.ii-Linear Algebra, and the corresponding // Fortran subroutine in EISPACK. for (int i = 1; i < n; i++) e[i-1] = e[i]; e[n-1] = 0.0; double f = 0.0; double tst1 = 0.0; double eps = Math.pow(2.0,-52.0); for (int l = 0; l < n; l++) { // Find small subdiagonal element tst1 = Math.max(tst1,Math.abs(d[l]) + Math.abs(e[l])); int m = l; while (m < n) { if (Math.abs(e[m]) <= eps*tst1) break; m++; } // If m == l, d[l] is an eigenvalue, // otherwise, iterate. if (m > l) { int iter = 0; do { iter = iter + 1; // (Could check iteration count here.) // Compute implicit shift double g = d[l]; double p = (d[l+1] - g) / (2.0 * e[l]); double r = hypot(p,1.0); if (p < 0) r = -r; d[l] = e[l] / (p + r); d[l+1] = e[l] * (p + r); double dl1 = d[l+1]; double h = g - d[l]; for (int i = l+2; i < n; i++) d[i] -= h; f = f + h; // Implicit QL transformation. p = d[m]; double c = 1.0; double c2 = c; double c3 = c; double el1 = e[l+1]; double s = 0.0; double s2 = 0.0; for (int i = m-1; i >= l; i--) { c3 = c2; c2 = c; s2 = s; g = c * e[i]; h = c * p; r = hypot(p,e[i]); e[i+1] = s * r; s = e[i] / r; c = p / r; p = c * d[i] - s * g; d[i+1] = h + s * (c * g + s * d[i]); // Accumulate transformation. for (int k = 0; k < n; k++) { h = V[k][i+1]; V[k][i+1] = s * V[k][i] + c * h; V[k][i] = c * V[k][i] - s * h; } } p = -s * s2 * c3 * el1 * e[l] / dl1; e[l] = s * p; d[l] = c * p; // Check for convergence. } while (Math.abs(e[l]) > eps*tst1); } d[l] = d[l] + f; e[l] = 0.0; } // Sort eigenvalues and corresponding vectors. for (int i = 0; i < n-1; i++) { int k = i; double p = d[i]; for (int j = i+1; j < n; j++) { if (d[j] < p) { k = j; p = d[j]; } } if (k != i) { d[k] = d[i]; d[i] = p; for (int j = 0; j < n; j++) { p = V[j][i]; V[j][i] = V[j][k]; V[j][k] = p; } } } } /** Nonsymmetric reduction to Hessenberg form. */ private void orthes() { // This is derived from the Algol procedures orthes and ortran, // by Martin and Wilkinson, Handbook for Auto. Comp., // Vol.ii-Linear Algebra, and the corresponding // Fortran subroutines in EISPACK. int low = 0; int high = n-1; for (int m = low+1; m <= high-1; m++) { // Scale column. double scale = 0.0; for (int i = m; i <= high; i++) scale = scale + Math.abs(H[i][m-1]); if (scale != 0.0) { // Compute Householder transformation. double h = 0.0; for (int i = high; i >= m; i--) { ort[i] = H[i][m-1]/scale; h += ort[i] * ort[i]; } double g = Math.sqrt(h); if (ort[m] > 0) g = -g; h = h - ort[m] * g; ort[m] = ort[m] - g; // Apply Householder similarity transformation // H = (I-u*u'/h)*H*(I-u*u')/h) for (int j = m; j < n; j++) { double f = 0.0; for (int i = high; i >= m; i--) f += ort[i]*H[i][j]; f = f/h; for (int i = m; i <= high; i++) H[i][j] -= f*ort[i]; } for (int i = 0; i <= high; i++) { double f = 0.0; for (int j = high; j >= m; j--) f += ort[j]*H[i][j]; f = f/h; for (int j = m; j <= high; j++) H[i][j] -= f*ort[j]; } ort[m] = scale*ort[m]; H[m][m-1] = scale*g; } } // Accumulate transformations (Algol's ortran). for (int i = 0; i < n; i++) { for (int j = 0; j < n; j++) { V[i][j] = (i == j ? 1.0 : 0.0); } } for (int m = high-1; m >= low+1; m--) { if (H[m][m-1] != 0.0) { for (int i = m+1; i <= high; i++) ort[i] = H[i][m-1]; for (int j = m; j <= high; j++) { double g = 0.0; for (int i = m; i <= high; i++) g += ort[i] * V[i][j]; // Double division avoids possible underflow g = (g / ort[m]) / H[m][m-1]; for (int i = m; i <= high; i++) V[i][j] += g * ort[i]; } } } } private transient double cdivr, cdivi; /** Complex scalar division. */ private void cdiv(double xr, double xi, double yr, double yi) { double r,d; if (Math.abs(yr) > Math.abs(yi)) { r = yi/yr; d = yr + r*yi; cdivr = (xr + r*xi)/d; cdivi = (xi - r*xr)/d; } else { r = yr/yi; d = yi + r*yr; cdivr = (r*xr + xi)/d; cdivi = (r*xi - xr)/d; } } /** Nonsymmetric reduction from Hessenberg to real Schur form. */ private void hqr2() { // This is derived from the Algol procedure hqr2, // by Martin and Wilkinson, Handbook for Auto. Comp., // Vol.ii-Linear Algebra, and the corresponding // Fortran subroutine in EISPACK. // Initialize int nn = this.n; int n = nn-1; int low = 0; int high = nn-1; double eps = Math.pow(2.0,-52.0); double exshift = 0.0; double p=0,q=0,r=0,s=0,z=0,t,w,x,y; // Store roots isolated by balanc and compute matrix norm double norm = 0.0; for (int i = 0; i < nn; i++) { if (i < low | i > high) { d[i] = H[i][i]; e[i] = 0.0; } for (int j = Math.max(i-1,0); j < nn; j++) { norm = norm + Math.abs(H[i][j]); } } // Outer loop over eigenvalue index int iter = 0; while (n >= low) { // Look for single small sub-diagonal element int l = n; while (l > low) { s = Math.abs(H[l-1][l-1]) + Math.abs(H[l][l]); if (s == 0.0) s = norm; if (Math.abs(H[l][l-1]) < eps * s) break; l--; } // Check for convergence // One root found if (l == n) { H[n][n] = H[n][n] + exshift; d[n] = H[n][n]; e[n] = 0.0; n--; iter = 0; // Two roots found } else if (l == n-1) { w = H[n][n-1] * H[n-1][n]; p = (H[n-1][n-1] - H[n][n]) / 2.0; q = p * p + w; z = Math.sqrt(Math.abs(q)); H[n][n] = H[n][n] + exshift; H[n-1][n-1] = H[n-1][n-1] + exshift; x = H[n][n]; // Real pair if (q >= 0) { if (p >= 0) z = p + z; else z = p - z; d[n-1] = x + z; d[n] = d[n-1]; if (z != 0.0) d[n] = x - w / z; e[n-1] = 0.0; e[n] = 0.0; x = H[n][n-1]; s = Math.abs(x) + Math.abs(z); p = x / s; q = z / s; r = Math.sqrt(p * p+q * q); p = p / r; q = q / r; // Row modification for (int j = n-1; j < nn; j++) { z = H[n-1][j]; H[n-1][j] = q * z + p * H[n][j]; H[n][j] = q * H[n][j] - p * z; } // Column modification for (int i = 0; i <= n; i++) { z = H[i][n-1]; H[i][n-1] = q * z + p * H[i][n]; H[i][n] = q * H[i][n] - p * z; } // Accumulate transformations for (int i = low; i <= high; i++) { z = V[i][n-1]; V[i][n-1] = q * z + p * V[i][n]; V[i][n] = q * V[i][n] - p * z; } // Complex pair } else { d[n-1] = x + p; d[n] = x + p; e[n-1] = z; e[n] = -z; } n = n - 2; iter = 0; // No convergence yet } else { // Form shift x = H[n][n]; y = 0.0; w = 0.0; if (l < n) { y = H[n-1][n-1]; w = H[n][n-1] * H[n-1][n]; } // Wilkinson's original ad hoc shift if (iter == 10) { exshift += x; for (int i = low; i <= n; i++) H[i][i] -= x; s = Math.abs(H[n][n-1]) + Math.abs(H[n-1][n-2]); x = y = 0.75 * s; w = -0.4375 * s * s; } // MATLAB's new ad hoc shift if (iter == 30) { s = (y - x) / 2.0; s = s * s + w; if (s > 0) { s = Math.sqrt(s); if (y < x) s = -s; s = x - w / ((y - x) / 2.0 + s); for (int i = low; i <= n; i++) H[i][i] -= s; exshift += s; x = y = w = 0.964; } } iter = iter + 1; // (Could check iteration count here.) // Look for two consecutive small sub-diagonal elements int m = n-2; while (m >= l) { z = H[m][m]; r = x - z; s = y - z; p = (r * s - w) / H[m+1][m] + H[m][m+1]; q = H[m+1][m+1] - z - r - s; r = H[m+2][m+1]; s = Math.abs(p) + Math.abs(q) + Math.abs(r); p = p / s; q = q / s; r = r / s; if (m == l) break; if (Math.abs(H[m][m-1]) * (Math.abs(q) + Math.abs(r)) < eps * (Math.abs(p) * (Math.abs(H[m-1][m-1]) + Math.abs(z) + Math.abs(H[m+1][m+1])))) { break; } m--; } for (int i = m+2; i <= n; i++) { H[i][i-2] = 0.0; if (i > m+2) H[i][i-3] = 0.0; } // Double QR step involving rows l:n and columns m:n for (int k = m; k <= n-1; k++) { boolean notlast = (k != n-1); if (k != m) { p = H[k][k-1]; q = H[k+1][k-1]; r = (notlast ? H[k+2][k-1] : 0.0); x = Math.abs(p) + Math.abs(q) + Math.abs(r); if (x != 0.0) { p = p / x; q = q / x; r = r / x; } } if (x == 0.0) break; s = Math.sqrt(p * p + q * q + r * r); if (p < 0) s = -s; if (s != 0) { if (k != m) { H[k][k-1] = -s * x; } else if (l != m) { H[k][k-1] = -H[k][k-1]; } p = p + s; x = p / s; y = q / s; z = r / s; q = q / p; r = r / p; // Row modification for (int j = k; j < nn; j++) { p = H[k][j] + q * H[k+1][j]; if (notlast) { p = p + r * H[k+2][j]; H[k+2][j] = H[k+2][j] - p * z; } H[k][j] = H[k][j] - p * x; H[k+1][j] = H[k+1][j] - p * y; } // Column modification for (int i = 0; i <= Math.min(n,k+3); i++) { p = x * H[i][k] + y * H[i][k+1]; if (notlast) { p = p + z * H[i][k+2]; H[i][k+2] = H[i][k+2] - p * r; } H[i][k] = H[i][k] - p; H[i][k+1] = H[i][k+1] - p * q; } // Accumulate transformations for (int i = low; i <= high; i++) { p = x * V[i][k] + y * V[i][k+1]; if (notlast) { p = p + z * V[i][k+2]; V[i][k+2] = V[i][k+2] - p * r; } V[i][k] = V[i][k] - p; V[i][k+1] = V[i][k+1] - p * q; } } // (s != 0) } // k loop } // check convergence } // while (n >= low) // Backsubstitute to find vectors of upper triangular form if (norm == 0.0) return; for (n = nn-1; n >= 0; n--) { p = d[n]; q = e[n]; // Real vector if (q == 0) { int l = n; H[n][n] = 1.0; for (int i = n-1; i >= 0; i--) { w = H[i][i] - p; r = 0.0; for (int j = l; j <= n; j++) { r = r + H[i][j] * H[j][n]; } if (e[i] < 0.0) { z = w; s = r; } else { l = i; if (e[i] == 0.0) { if (w != 0.0) H[i][n] = -r / w; else H[i][n] = -r / (eps * norm); // Solve real equations } else { x = H[i][i+1]; y = H[i+1][i]; q = (d[i] - p) * (d[i] - p) + e[i] * e[i]; t = (x * s - z * r) / q; H[i][n] = t; if (Math.abs(x) > Math.abs(z)) H[i+1][n] = (-r - w * t) / x; else H[i+1][n] = (-s - y * t) / z; } // Overflow control t = Math.abs(H[i][n]); if ((eps * t) * t > 1) { for (int j = i; j <= n; j++) { H[j][n] = H[j][n] / t; } } } } // Complex vector } else if (q < 0) { int l = n-1; // Last vector component imaginary so matrix is triangular if (Math.abs(H[n][n-1]) > Math.abs(H[n-1][n])) { H[n-1][n-1] = q / H[n][n-1]; H[n-1][n] = -(H[n][n] - p) / H[n][n-1]; } else { cdiv(0.0,-H[n-1][n],H[n-1][n-1]-p,q); H[n-1][n-1] = cdivr; H[n-1][n] = cdivi; } H[n][n-1] = 0.0; H[n][n] = 1.0; for (int i = n-2; i >= 0; i--) { double ra,sa,vr,vi; ra = 0.0; sa = 0.0; for (int j = l; j <= n; j++) { ra = ra + H[i][j] * H[j][n-1]; sa = sa + H[i][j] * H[j][n]; } w = H[i][i] - p; if (e[i] < 0.0) { z = w; r = ra; s = sa; } else { l = i; if (e[i] == 0) { cdiv(-ra,-sa,w,q); H[i][n-1] = cdivr; H[i][n] = cdivi; } else { // Solve complex equations x = H[i][i+1]; y = H[i+1][i]; vr = (d[i] - p) * (d[i] - p) + e[i] * e[i] - q * q; vi = (d[i] - p) * 2.0 * q; if (vr == 0.0 & vi == 0.0) { vr = eps * norm * (Math.abs(w) + Math.abs(q) + Math.abs(x) + Math.abs(y) + Math.abs(z)); } cdiv(x*r-z*ra+q*sa,x*s-z*sa-q*ra,vr,vi); H[i][n-1] = cdivr; H[i][n] = cdivi; if (Math.abs(x) > (Math.abs(z) + Math.abs(q))) { H[i+1][n-1] = (-ra - w * H[i][n-1] + q * H[i][n]) / x; H[i+1][n] = (-sa - w * H[i][n] - q * H[i][n-1]) / x; } else { cdiv(-r-y*H[i][n-1],-s-y*H[i][n],z,q); H[i+1][n-1] = cdivr; H[i+1][n] = cdivi; } } // Overflow control t = Math.max(Math.abs(H[i][n-1]),Math.abs(H[i][n])); if ((eps * t) * t > 1) { for (int j = i; j <= n; j++) { H[j][n-1] = H[j][n-1] / t; H[j][n] = H[j][n] / t; } } } } } } // Vectors of isolated roots for (int i = 0; i < nn; i++) { if (i < low | i > high) { for (int j = i; j < nn; j++) { V[i][j] = H[i][j]; } } } // Back transformation to get eigenvectors of original matrix for (int j = nn-1; j >= low; j--) { for (int i = low; i <= high; i++) { z = 0.0; for (int k = low; k <= Math.min(j,high); k++) { z = z + V[i][k] * H[k][j]; } V[i][j] = z; } } } /** Calculate sqrt(a^2 + b^2) without under/overflow. */ private double hypot(double a, double b) { if (Math.abs(a) > Math.abs(b)) { double r = b/a; return Math.abs(a)*Math.sqrt(1+r*r); } else if (b != 0) { double r = a/b; return Math.abs(b)*Math.sqrt(1+r*r); } else { return 0.0; } } /** * Check for symmetry, then construct the eigenvalue decomposition. * @param A Square matrix */ protected EigenvalueDecomposition() { double[][] A = coords;//Arg.getArray(); n = N;//Arg.getColumnDimension(); V = new double[n][n]; d = new double[n]; e = new double[n]; issymmetric = true; for (int j = 0; (j < n) & issymmetric; j++) { for (int i = 0; (i < n) & issymmetric; i++) { issymmetric = (A[i][j] == A[j][i]); } } if (issymmetric) { for (int i = 0; i < n; i++) { for (int j = 0; j < n; j++) { V[i][j] = A[i][j]; } } tred2();// Tridiagonalize. tql2(); // Diagonalize. } else { H = new double[n][n]; ort = new double[n]; for (int j = 0; j < n; j++) { for (int i = 0; i < n; i++) { H[i][j] = A[i][j]; } } orthes(); // Reduce to Hessenberg form. hqr2(); // Reduce Hessenberg to real Schur form. } } /** Return the eigenvector matrix (immutable). */ public Matrix getV() { return new ImmutableMatrix(V); } /** Return the real parts of the eigenvalues real(diag(D)). */ public double[] getRealEigenvalues() { return d; } /** Return the imaginary parts of the eigenvalues imag(diag(D)). */ public double[] getImagEigenvalues() { return e; } /** Return the block diagonal eigenvalue matrix. */ public Matrix getD() { Matrix X = new Matrix(n,n); double[][] D = X.coords; for (int i = 0; i < n; i++) { D[i][i] = d[i]; if (e[i] > 0) { D[i][i+1] = e[i]; } else if (e[i] < 0) { D[i][i-1] = e[i]; } } return X; } } public static class ImmutableMatrix extends Matrix{ public ImmutableMatrix(double[][] coords) { super(coords); } public void set(int r, int c, double v){throw new RuntimeException("This matrix is immutable");} public Matrix multiplyThis(Matrix m){ return multiply(m); } public Matrix addThis(Matrix m){ return add(m); } public Matrix multiplyThis(double s){ return multiply(s); } public Matrix invertThis(){ return invert(); } } /** Get a submatrix. @param r Array of row indices. @param i0 Initial column index @param i1 Final column index @return A(r(:),j0:j1) @exception ArrayIndexOutOfBoundsException Submatrix indices */ Matrix getMatrix (int[] r, int j0, int j1) { Matrix X = new Matrix(r.length,j1-j0+1); double[][] B = X.coords; try { for (int i = 0; i < r.length; i++) { for (int j = j0; j <= j1; j++) { B[i][j-j0] = coords[r[i]][j]; } } } catch(ArrayIndexOutOfBoundsException e) { throw new ArrayIndexOutOfBoundsException("Submatrix indices"); } return X; } }