// Jolt Physics Library (https://github.com/jrouwe/JoltPhysics) // SPDX-FileCopyrightText: 2021 Jorrit Rouwe // SPDX-License-Identifier: MIT #pragma once #include JPH_NAMESPACE_BEGIN /// Function to determine the eigen vectors and values of a N x N real symmetric matrix /// by Jacobi transformations. This method is most suitable for N < 10. /// /// Taken and adapted from Numerical Recipies paragraph 11.1 /// /// An eigen vector is a vector v for which \f$A \: v = \lambda \: v\f$ /// /// Where: /// A: A square matrix. /// \f$\lambda\f$: a non-zero constant value. /// /// @see https://en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors /// /// Matrix is a matrix type, which has dimensions N x N. /// @param inMatrix is the matrix of which to return the eigenvalues and vectors /// @param outEigVec will contain a matrix whose columns contain the normalized eigenvectors (must be identity before call) /// @param outEigVal will contain the eigenvalues template bool EigenValueSymmetric(const Matrix &inMatrix, Matrix &outEigVec, Vector &outEigVal) { // This algorithm works with very small numbers and can trigger invalid float exceptions when not flushing denormals FPFlushDenormals flush_denormals; (void)flush_denormals; // Maximum number of sweeps to make const int cMaxSweeps = 50; // Get problem dimension const uint n = inMatrix.GetRows(); // Make sure the dimensions are right JPH_ASSERT(inMatrix.GetRows() == n); JPH_ASSERT(inMatrix.GetCols() == n); JPH_ASSERT(outEigVec.GetRows() == n); JPH_ASSERT(outEigVec.GetCols() == n); JPH_ASSERT(outEigVal.GetRows() == n); JPH_ASSERT(outEigVec.IsIdentity()); // Get the matrix in a so we can mess with it Matrix a = inMatrix; Vector b, z; for (uint ip = 0; ip < n; ++ip) { // Initialize b to diagonal of a b[ip] = a(ip, ip); // Initialize output to diagonal of a outEigVal[ip] = a(ip, ip); // Reset z z[ip] = 0.0f; } for (int sweep = 0; sweep < cMaxSweeps; ++sweep) { // Get the sum of the off-diagonal elements of a float sm = 0.0f; for (uint ip = 0; ip < n - 1; ++ip) for (uint iq = ip + 1; iq < n; ++iq) sm += abs(a(ip, iq)); // Normal return, convergence to machine underflow if (sm == 0.0f) { // Sanity checks #ifdef JPH_ENABLE_ASSERTS for (uint c = 0; c < n; ++c) { // Check if the eigenvector is normalized JPH_ASSERT(outEigVec.GetColumn(c).IsNormalized()); // Check if inMatrix * eigen_vector = eigen_value * eigen_vector Vector mat_eigvec = inMatrix * outEigVec.GetColumn(c); Vector eigval_eigvec = outEigVal[c] * outEigVec.GetColumn(c); JPH_ASSERT(mat_eigvec.IsClose(eigval_eigvec, max(mat_eigvec.LengthSq(), eigval_eigvec.LengthSq()) * 1.0e-6f)); } #endif // Success return true; } // On the first three sweeps use a fraction of the sum of the off diagonal elements as treshold float tresh = sweep < 4? 0.2f * sm / Square(n) : 0.0f; for (uint ip = 0; ip < n - 1; ++ip) for (uint iq = ip + 1; iq < n; ++iq) { float g = 100.0f * abs(a(ip, iq)); // After four sweeps, skip the rotation if the off-diagonal element is small if (sweep > 4 && abs(outEigVal[ip]) + g == abs(outEigVal[ip]) && abs(outEigVal[iq]) + g == abs(outEigVal[iq])) { a(ip, iq) = 0.0f; } else if (abs(a(ip, iq)) > tresh) { float h = outEigVal[iq] - outEigVal[ip]; float t; if (abs(h) + g == abs(h)) { t = a(ip, iq) / h; } else { float theta = 0.5f * h / a(ip, iq); // Warning: Can become inf if a(ip, iq) too small t = 1.0f / (abs(theta) + sqrt(1.0f + theta * theta)); // Warning: Squaring large value can make it inf if (theta < 0.0f) t = -t; } float c = 1.0f / sqrt(1.0f + t * t); float s = t * c; float tau = s / (1.0f + c); h = t * a(ip, iq); a(ip, iq) = 0.0f; // !Modification from Numerical Recipes! // h can become infinite due to numerical overflow, this only happens when a(ip, iq) is very small // so we can safely set a(ip, iq) to zero and skip the rotation, see lines marked with 'Warning' above. if (!isnan(h)) { z[ip] -= h; z[iq] += h; outEigVal[ip] -= h; outEigVal[iq] += h; #define JPH_EVS_ROTATE(a, i, j, k, l) \ g = a(i, j), \ h = a(k, l), \ a(i, j) = g - s * (h + g * tau), \ a(k, l) = h + s * (g - h * tau) uint j; for (j = 0; j < ip; ++j) JPH_EVS_ROTATE(a, j, ip, j, iq); for (j = ip + 1; j < iq; ++j) JPH_EVS_ROTATE(a, ip, j, j, iq); for (j = iq + 1; j < n; ++j) JPH_EVS_ROTATE(a, ip, j, iq, j); for (j = 0; j < n; ++j) JPH_EVS_ROTATE(outEigVec, j, ip, j, iq); #undef JPH_EVS_ROTATE } } } // Update eigenvalues with the sum of ta_pq and reinitialize z for (uint ip = 0; ip < n; ++ip) { b[ip] += z[ip]; outEigVal[ip] = b[ip]; z[ip] = 0.0f; } } // Failure JPH_ASSERT(false, "Too many iterations"); return false; } JPH_NAMESPACE_END