pprz_matrix_decomp_float.c File Reference

Matrix decompositions in floating point. More...

#include "math/pprz_matrix_decomp_float.h"
#include "math/pprz_algebra_float.h"
#include <math.h>
#include <string.h>

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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...
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...

Detailed Description

Matrix decompositions in floating point.

Definition in file pprz_matrix_decomp_float.c.

Function Documentation

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

Cholesky decomposition.

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

Parameters

out	pointer to the output array [n x n]
in	pointer to the input array [n x n]
n	dimension of the matrix

Definition at line 40 of file pprz_matrix_decomp_float.c.

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

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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

Q	square orthogonal matrix Q [m x m]
R	upper triangular matrix R [m x n]
in	pointer to the input array [m x n]
m	number of rows of the input matrix
n	number of column of the input matrix

Definition at line 73 of file pprz_matrix_decomp_float.c.

References float_mat_col(), float_mat_copy(), float_mat_minor(), float_mat_mul(), float_mat_transpose(), float_mat_vmul(), float_vect_norm(), float_vect_sdiv(), Int32RMat::m, and MAKE_MATRIX_PTR.

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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

a	input matrix [m x n] and output matrix U [m x n]
w	output diagonal vector of matrix W [n]
v	output square matrix V [n x n]
m	number of rows of input the matrix
n	number of columns of the input matrix

Returns

0 (false) if convergence failed, 1 (true) if decomposition succed

Definition at line 147 of file pprz_matrix_decomp_float.c.

References Int32RMat::m, and pythag().

Referenced by fit_linear_flow_field(), and pprz_polyfit_float().

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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

x	solution of the system ([n x l] matrix)
u	U matrix from SVD decomposition
w	diagonal of the W matrix from the SVD decomposition
v	V matrrix from SVD decomposition
b	right-hand side input matrix from system to solve (column vector [m x l])
m	number of rows of the matrix A
n	number of columns of the matrix A
l	number of columns of the matrix B

Definition at line 446 of file pprz_matrix_decomp_float.c.

References Int32RMat::m.

Referenced by fit_linear_flow_field(), and pprz_polyfit_float().

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static float pythag ( float  a, float  b  )

inlinestatic

Some SVD decomposition utility macros and functions.

Definition at line 112 of file pprz_matrix_decomp_float.c.

Referenced by pprz_svd_float().

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