Paparazzi UAS  v6.2_unstable
Paparazzi is a free software Unmanned Aircraft System.
pprz_matrix_decomp_float.c File Reference

Matrix decompositions in floating point. More...

#include "math/pprz_simple_matrix.h"
#include "math/pprz_matrix_decomp_float.h"
#include "math/pprz_algebra_float.h"
#include <math.h>
#include <string.h>
+ Include dependency graph for pprz_matrix_decomp_float.c:

Go to the source code of this file.

Macros

#define DEBUG_PRINT(...)
 
#define DEBUG_MAT_PRINT(...)
 

Functions

void pprz_cholesky_float (float **out, float **in, int n)
 Cholesky decomposition. More...
 
void pprz_qr_float (float **Q, float **R, float **in, int m, int n)
 QR decomposition. More...
 
static float pythag (float a, float b)
 Some SVD decomposition utility macros and functions. More...
 
static int imin (int num1, int num2)
 
int pprz_svd_float (float **a, float *w, float **v, int m, int n)
 SVD decomposition. More...
 
void pprz_svd_solve_float (float **x, float **u, float *w, float **v, float **b, int m, int n, int l)
 SVD based linear solver. More...
 
void fit_linear_model (float *targets, int D, float(*samples)[D], uint16_t count, bool use_bias, float *params, float *fit_error)
 Fit a linear model from samples to target values. More...
 
void fit_linear_model_prior (float *targets, int D, float(*samples)[D], uint16_t count, bool use_bias, float *priors, float *params, float *fit_error)
 Fit a linear model from samples to target values with a prior. More...
 

Detailed Description

Matrix decompositions in floating point.

Definition in file pprz_matrix_decomp_float.c.

Macro Definition Documentation

◆ DEBUG_MAT_PRINT

#define DEBUG_MAT_PRINT (   ...)

Definition at line 39 of file pprz_matrix_decomp_float.c.

◆ DEBUG_PRINT

#define DEBUG_PRINT (   ...)

Definition at line 38 of file pprz_matrix_decomp_float.c.

Function Documentation

◆ fit_linear_model()

void fit_linear_model ( float *  targets,
int  D,
float(*)  samples[D],
uint16_t  count,
bool  use_bias,
float *  params,
float *  fit_error 
)

Fit a linear model from samples to target values.

Effectively a wrapper for the pprz_svd_float and pprz_svd_solve_float functions.

Parameters
[in]targetsThe target values
[in]samplesThe samples / feature vectors
[in]DThe dimensionality of the samples
[in]countThe number of samples
[in]use_biasWhether to use the bias. Please note that params should always be of size D+1, but in case of no bias, the bias value is set to 0.
[out]parameters*Parameters of the linear fit
[out]fit_error*Total error of the fit

Definition at line 529 of file pprz_matrix_decomp_float.c.

References D, MAKE_MATRIX_PTR, MAT_MUL, MAT_SUB, n_samples, pprz_svd_float(), and pprz_svd_solve_float().

Referenced by RANSAC_linear_model().

+ Here is the call graph for this function:
+ Here is the caller graph for this function:

◆ fit_linear_model_prior()

void fit_linear_model_prior ( float *  targets,
int  D,
float(*)  samples[D],
uint16_t  count,
bool  use_bias,
float *  priors,
float *  params,
float *  fit_error 
)

Fit a linear model from samples to target values with a prior.

Effectively a wrapper for the pprz_svd_float and pprz_svd_solve_float functions.

Parameters
[in]targetsThe target values
[in]samplesThe samples / feature vectors
[in]DThe dimensionality of the samples
[in]countThe number of samples
[in]use_biasWhether to use the bias. Please note that params should always be of size D+1, but in case of no bias, the bias value is set to 0.
[in]priorsPrior per dimension. If use_bias, also for the dimension D+1.
[out]parameters*Parameters of the linear fit
[out]fit_error*Total error of the fit

Definition at line 617 of file pprz_matrix_decomp_float.c.

References D, DEBUG_MAT_PRINT, DEBUG_PRINT, float_mat_invert(), float_mat_mul(), float_mat_sum(), float_mat_transpose(), MAKE_MATRIX_PTR, MAT_MUL, MAT_SUB, and n_samples.

Referenced by RANSAC_linear_model().

+ Here is the call graph for this function:
+ Here is the caller graph for this function:

◆ imin()

static int imin ( int  num1,
int  num2 
)
static

Definition at line 144 of file pprz_matrix_decomp_float.c.

Referenced by pprz_svd_float().

+ Here is the caller graph for this function:

◆ pprz_cholesky_float()

void pprz_cholesky_float ( float **  out,
float **  in,
int  n 
)

Cholesky decomposition.

http://rosettacode.org/wiki/Cholesky_decomposition#C

Parameters
outpointer to the output array [n x n]
inpointer to the input array [n x n]
ndimension of the matrix

Definition at line 50 of file pprz_matrix_decomp_float.c.

References float_mat_copy(), float_mat_zero(), MAKE_MATRIX_PTR, and s.

+ Here is the call graph for this function:

◆ pprz_qr_float()

void pprz_qr_float ( float **  Q,
float **  R,
float **  in,
int  m,
int  n 
)

QR decomposition.

using Householder method

http://rosettacode.org/wiki/QR_decomposition#C

Parameters
Qsquare orthogonal matrix Q [m x m]
Rupper triangular matrix R [m x n]
inpointer to the input array [m x n]
mnumber of rows of the input matrix
nnumber of column of the input matrix

Definition at line 89 of file pprz_matrix_decomp_float.c.

References b, float_mat_col(), float_mat_copy(), float_mat_minor(), float_mat_mul(), float_mat_transpose_square(), float_mat_vmul(), float_vect_norm(), float_vect_sdiv(), Int32RMat::m, MAKE_MATRIX_PTR, z1, and z2.

+ Here is the call graph for this function:

◆ pprz_svd_float()

int pprz_svd_float ( float **  a,
float *  w,
float **  v,
int  m,
int  n 
)

SVD decomposition.

------------------------------------------------------------------— * Reference: "Numerical Recipes By W.H. Press, B. P. Flannery, * S.A. Teukolsky and W.T. Vetterling, Cambridge * University Press, 1986" [BIBLI 08]. * ------------------------------------------------------------------— *

Given a matrix a(m,n), this routine computes its singular value decomposition, A = U · W · Vt. The matrix U replaces a on output. The diagonal matrix of singular values W is output as a vector w(n). The matrix V (not the transpose Vt) is output as v(n,n).

Parameters
ainput matrix [m x n] and output matrix U [m x n]
woutput diagonal vector of matrix W [n]
voutput square matrix V [n x n]
mnumber of rows of input the matrix
nnumber of columns of the input matrix
Returns
0 (false) if convergence failed, 1 (true) if decomposition succed

Definition at line 167 of file pprz_matrix_decomp_float.c.

References H, imin(), Int32RMat::m, pythag(), mesonh.mesonh_atmosphere::X, mesonh.mesonh_atmosphere::Y, and mesonh.mesonh_atmosphere::Z.

Referenced by fit_linear_flow_field(), fit_linear_model(), and pprz_polyfit_float().

+ Here is the call graph for this function:
+ Here is the caller graph for this function:

◆ pprz_svd_solve_float()

void pprz_svd_solve_float ( float **  x,
float **  u,
float *  w,
float **  v,
float **  b,
int  m,
int  n,
int  l 
)

SVD based linear solver.

Solves A · X = B for a vector X, where A is specified by the arrays u, w, v as returned by pprz_svd_float. m and n are the dimensions of a. b(m) is the input right-hand side. x(n) is the output solution vector. No input quantities are destroyed, so the routine may be called sequentially with different b's.

Parameters
xsolution of the system ([n x l] matrix)
uU matrix from SVD decomposition
wdiagonal of the W matrix from the SVD decomposition
vV matrrix from SVD decomposition
bright-hand side input matrix from system to solve (column vector [m x l])
mnumber of rows of the matrix A
nnumber of columns of the matrix A
lnumber of columns of the matrix B

Definition at line 494 of file pprz_matrix_decomp_float.c.

References b, Int32RMat::m, and s.

Referenced by fit_linear_flow_field(), fit_linear_model(), and pprz_polyfit_float().

+ Here is the caller graph for this function:

◆ pythag()

static float pythag ( float  a,
float  b 
)
inlinestatic

Some SVD decomposition utility macros and functions.

Definition at line 128 of file pprz_matrix_decomp_float.c.

References b.

Referenced by pprz_svd_float().

+ Here is the caller graph for this function: