/* * All or portions of this file Copyright (c) Amazon.com, Inc. or its affiliates or * its licensors. * * For complete copyright and license terms please see the LICENSE at the root of this * distribution (the "License"). All use of this software is governed by the License, * or, if provided, by the license below or the license accompanying this file. Do not * remove or modify any license notices. This file is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * */ #include #include #include #include #include #include #include namespace NumericalMethods::Eigenanalysis { SolverResult NonIterativeSymmetricEigensolver3x3( double a00, double a01, double a02, double a11, double a12, double a22 ) { // Using the notation from Eberly: // A - the symmetric input matrix // a - the upper elements of the matrix (0 <= i <= j <= 2). // B - a matrix derived from A, such that B = (A - q*I)/p where // p = sqrt( tr( (A−q∗I)^2 ) / 6 ) // q = tr(A) / 3 // beta - the eigenvalues of B (0 <= i <= 2) // alpha - the eigenvalues of A (not explicit, stored in the result) (0 <= i <= 2) double alpha0 = 0.0; double alpha1 = 0.0; double alpha2 = 0.0; VectorVariable vec0 = VectorVariable::CreateFromVector({ 1.0, 0.0, 0.0 }); VectorVariable vec1 = VectorVariable::CreateFromVector({ 0.0, 1.0, 0.0 }); VectorVariable vec2 = VectorVariable::CreateFromVector({ 0.0, 0.0, 1.0 }); // Precondition the matrix by factoring out the element of biggest magnitude. This is to guard against // floating-point overflow/underflow. double maxAbsElem = std::max({fabs(a00), fabs(a01), fabs(a02), fabs(a11), fabs(a12), fabs(a22)}); if (maxAbsElem != 0.0) { // A is not the zero matrix. double invMaxAbsElem = 1.0 / maxAbsElem; a00 *= invMaxAbsElem; a01 *= invMaxAbsElem; a02 *= invMaxAbsElem; a11 *= invMaxAbsElem; a12 *= invMaxAbsElem; a22 *= invMaxAbsElem; double norm = a01 * a01 + a02 * a02 + a12 * a12; if (norm > 0.0) { // Compute the eigenvalues of A. For a detailed explanation of how the algorithm works, see Eberly. double q = (a00 + a11 + a22) / 3.0; double b00 = a00 - q; double b11 = a11 - q; double b22 = a22 - q; double p = sqrt((b00 * b00 + b11 * b11 + b22 * b22 + norm * 2.0) / 6.0); double c00 = b11 * b22 - a12 * a12; double c01 = a01 * b22 - a12 * a02; double c02 = a01 * a12 - b11 * a02; double det = (b00 * c00 - a01 * c01 + a02 * c02) / (p * p * p); double halfDet = AZStd::clamp(det * 0.5, -1.0, 1.0); double angle = acos(halfDet) / 3.0; static const double twoThirdsPi = 2.09439510239319549; // The eigenvalues of B are ordered such that beta0 <= beta1 <= beta2. double beta2 = cos(angle) * 2.0; double beta0 = cos(angle + twoThirdsPi) * 2.0; double beta1 = -(beta0 + beta2); // The eigenvalues of A are ordered such that alpha0 <= alpha1 <= alpha2. alpha0 = q + p * beta0; alpha1 = q + p * beta1; alpha2 = q + p * beta2; // Compute the eigenvectors. We either have // beta0 <= beta1 < 0 < beta2 (if halfDet >= 0); or // beta0 < 0 < beta1 <= beta2 (if halfDef < 0). // For numerical stability, we use different approaches to compute the eigenvector corresponding to the // eigenvalue that is definitely not repeated and the other two. if (halfDet >= 0.0) { vec2 = ComputeEigenvector0(a00, a01, a02, a11, a12, a22, alpha2); vec1 = ComputeEigenvector1(a00, a01, a02, a11, a12, a22, alpha1, vec2); vec0 = ComputeEigenvector2(vec1, vec2); } else { vec0 = ComputeEigenvector0(a00, a01, a02, a11, a12, a22, alpha0); vec1 = ComputeEigenvector1(a00, a01, a02, a11, a12, a22, alpha1, vec0); vec2 = ComputeEigenvector2(vec0, vec1); } } else { // A is a diagonal matrix. The eigenvalues in this case are the elements along the main diagonal, and // the eigenvectors are the standard Cartesian basis vectors. alpha0 = a00; alpha1 = a11; alpha2 = a22; } // The scaling applied to A in the precondition scales the eigenvalues by the same amount and must be // reverted. alpha0 *= maxAbsElem; alpha1 *= maxAbsElem; alpha2 *= maxAbsElem; } return SolverResult{ SolverOutcome::Success, { Eigenpair{alpha0, {{vec0[0], vec0[1], vec0[2]}}}, Eigenpair{alpha1, {{vec1[0], vec1[1], vec1[2]}}}, Eigenpair{alpha2, {{vec2[0], vec2[1], vec2[2]}}} } }; } } // namespace NumericalMethods::Eigenanalysis