#include #include #include #include #include using namespace Eigen; using namespace std; template inline void computeRoots (const Matrix& rkA, Roots& adRoot) { typedef typename Matrix::Scalar Scalar; const Scalar msInv3 = 1.0/3.0; const Scalar msRoot3 = ei_sqrt(Scalar(3.0)); Scalar dA00 = rkA(0,0); Scalar dA01 = rkA(0,1); Scalar dA02 = rkA(0,2); Scalar dA11 = rkA(1,1); Scalar dA12 = rkA(1,2); Scalar dA22 = rkA(2,2); // The characteristic equation is x^3 - c2*x^2 + c1*x - c0 = 0. The // eigenvalues are the roots to this equation, all guaranteed to be // real-valued, because the matrix is symmetric. Scalar dC0 = dA00*dA11*dA22 + Scalar(2)*dA01*dA02*dA12 - dA00*dA12*dA12 - dA11*dA02*dA02 - dA22*dA01*dA01; Scalar dC1 = dA00*dA11 - dA01*dA01 + dA00*dA22 - dA02*dA02 + dA11*dA22 - dA12*dA12; Scalar dC2 = dA00 + dA11 + dA22; // Construct the parameters used in classifying the roots of the equation // and in solving the equation for the roots in closed form. Scalar dC2Div3 = dC2*msInv3; Scalar dADiv3 = (dC1 - dC2*dC2Div3)*msInv3; if (dADiv3 > Scalar(0)) dADiv3 = Scalar(0); Scalar dMBDiv2 = Scalar(0.5)*(dC0 + dC2Div3*(Scalar(2)*dC2Div3*dC2Div3 - dC1)); Scalar dQ = dMBDiv2*dMBDiv2 + dADiv3*dADiv3*dADiv3; if (dQ > Scalar(0)) dQ = Scalar(0); // Compute the eigenvalues by solving for the roots of the polynomial. Scalar dMagnitude = ei_sqrt(-dADiv3); Scalar dAngle = std::atan2(ei_sqrt(-dQ),dMBDiv2)*msInv3; Scalar dCos = ei_cos(dAngle); Scalar dSin = ei_sin(dAngle); adRoot(0) = dC2Div3 + 2.f*dMagnitude*dCos; adRoot(1) = dC2Div3 - dMagnitude*(dCos + msRoot3*dSin); adRoot(2) = dC2Div3 - dMagnitude*(dCos - msRoot3*dSin); // Sort in increasing order. if (adRoot(0) >= adRoot(1)) std::swap(adRoot(0),adRoot(1)); if (adRoot(1) >= adRoot(2)) { std::swap(adRoot(1),adRoot(2)); if (adRoot(0) >= adRoot(1)) std::swap(adRoot(0),adRoot(1)); } } template void eigen33(const Matrix& mat, Matrix& evecs, Vector& evals) { typedef typename Matrix::Scalar Scalar; // Scale the matrix so its entries are in [-1,1]. The scaling is applied // only when at least one matrix entry has magnitude larger than 1. Scalar scale = mat.cwiseAbs()/*.template triangularView()*/.maxCoeff(); scale = std::max(scale,Scalar(1)); Matrix scaledMat = mat / scale; // Compute the eigenvalues // scaledMat.setZero(); computeRoots(scaledMat,evals); // compute the eigen vectors // here we assume 3 differents eigenvalues // "optimized version" which appears to be slower with gcc! // Vector base; // Scalar alpha, beta; // base << scaledMat(1,0) * scaledMat(2,1), // scaledMat(1,0) * scaledMat(2,0), // -scaledMat(1,0) * scaledMat(1,0); // for(int k=0; k<2; ++k) // { // alpha = scaledMat(0,0) - evals(k); // beta = scaledMat(1,1) - evals(k); // evecs.col(k) = (base + Vector(-beta*scaledMat(2,0), -alpha*scaledMat(2,1), alpha*beta)).normalized(); // } // evecs.col(2) = evecs.col(0).cross(evecs.col(1)).normalized(); // naive version Matrix tmp; tmp = scaledMat; tmp.diagonal().array() -= evals(0); evecs.col(0) = tmp.row(0).cross(tmp.row(1)).normalized(); tmp = scaledMat; tmp.diagonal().array() -= evals(1); evecs.col(1) = tmp.row(0).cross(tmp.row(1)).normalized(); tmp = scaledMat; tmp.diagonal().array() -= evals(2); evecs.col(2) = tmp.row(0).cross(tmp.row(1)).normalized(); // Rescale back to the original size. evals *= scale; } int main() { BenchTimer t; int tries = 10; int rep = 400000; typedef Matrix3f Mat; typedef Vector3f Vec; Mat A = Mat::Random(3,3); A = A.adjoint() * A; SelfAdjointEigenSolver eig(A); BENCH(t, tries, rep, eig.compute(A)); std::cout << "Eigen: " << t.best() << "s\n"; Mat evecs; Vec evals; BENCH(t, tries, rep, eigen33(A,evecs,evals)); std::cout << "Direct: " << t.best() << "s\n\n"; std::cerr << "Eigenvalue/eigenvector diffs:\n"; std::cerr << (evals - eig.eigenvalues()).transpose() << "\n"; for(int k=0;k<3;++k) if(evecs.col(k).dot(eig.eigenvectors().col(k))<0) evecs.col(k) = -evecs.col(k); std::cerr << evecs - eig.eigenvectors() << "\n\n"; }