Visual Servoing Platform  version 3.3.1 under development (2020-10-25)
vpMatrix_svd.cpp
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30  *
31  * Description:
32  * Matrix SVD decomposition.
33  *
34  * Authors:
35  * Eric Marchand
36  *
37  *****************************************************************************/
38 
39 #include <visp3/core/vpColVector.h>
40 #include <visp3/core/vpConfig.h>
41 #include <visp3/core/vpDebug.h>
42 #include <visp3/core/vpException.h>
43 #include <visp3/core/vpMath.h>
44 #include <visp3/core/vpMatrix.h>
45 #include <visp3/core/vpMatrixException.h>
46 
47 #include <cmath> // std::fabs
48 #include <iostream>
49 #include <limits> // numeric_limits
50 
51 #ifdef VISP_HAVE_EIGEN3
52 #include <Eigen/SVD>
53 #endif
54 
55 #if (VISP_HAVE_OPENCV_VERSION >= 0x020101) // Require opencv >= 2.1.1
56 #include <opencv2/core/core.hpp>
57 #endif
58 
59 #ifdef VISP_HAVE_LAPACK
60 # ifdef VISP_HAVE_GSL
61 # include <gsl/gsl_linalg.h>
62 # endif
63 # ifdef VISP_HAVE_MKL
64 #include <mkl.h>
65 typedef MKL_INT integer;
66 # else
67 # if defined(VISP_HAVE_LAPACK_BUILT_IN)
68 typedef long int integer;
69 # else
70 typedef int integer;
71 # endif
72 extern "C" int dgesdd_(char *jobz, integer *m, integer *n, double *a, integer *lda, double *s, double *u, integer *ldu,
73  double *vt, integer *ldvt, double *work, integer *lwork, integer *iwork, integer *info);
74 
75 #include <stdio.h>
76 #include <string.h>
77 # endif
78 #endif
79 /*---------------------------------------------------------------------
80 
81 SVD related functions
82 
83 ---------------------------------------------------------------------*/
84 
85 #if (VISP_HAVE_OPENCV_VERSION >= 0x020101) // Require opencv >= 2.1.1
86 
154 {
155  int rows = (int)this->getRows();
156  int cols = (int)this->getCols();
157  cv::Mat m(rows, cols, CV_64F, this->data);
158  cv::SVD opencvSVD(m);
159  cv::Mat opencvV = opencvSVD.vt;
160  cv::Mat opencvW = opencvSVD.w;
161  V.resize((unsigned int)opencvV.rows, (unsigned int)opencvV.cols);
162  w.resize((unsigned int)(opencvW.rows * opencvW.cols));
163 
164  memcpy(V.data, opencvV.data, (size_t)(8 * opencvV.rows * opencvV.cols));
165  V = V.transpose();
166  memcpy(w.data, opencvW.data, (size_t)(8 * opencvW.rows * opencvW.cols));
167  this->resize((unsigned int)opencvSVD.u.rows, (unsigned int)opencvSVD.u.cols);
168  memcpy(this->data, opencvSVD.u.data, (size_t)(8 * opencvSVD.u.rows * opencvSVD.u.cols));
169 }
170 
171 #endif
172 
173 #if defined(VISP_HAVE_LAPACK)
174 
241 {
242 #ifdef VISP_HAVE_GSL
243  {
244  // GSL cannot consider M < N. In that case we transpose input matrix
245  vpMatrix U;
246  unsigned int nc = getCols();
247  unsigned int nr = getRows();
248 
249  if(rowNum < colNum) {
250  U = this->transpose();
251  nc = getRows();
252  nr = getCols();
253  }
254  else {
255  nc = getCols();
256  nr = getRows();
257  }
258 
259  w.resize(nc);
260  V.resize(nc, nc);
261 
262  gsl_vector *work = gsl_vector_alloc(nc);
263 
264  gsl_matrix A;
265  A.size1 = nr;
266  A.size2 = nc;
267  A.tda = A.size2;
268  if(rowNum < colNum) {
269  A.data = U.data;
270  }
271  else {
272  A.data = this->data;
273  }
274  A.owner = 0;
275  A.block = 0;
276 
277  gsl_matrix V_;
278  V_.size1 = nc;
279  V_.size2 = nc;
280  V_.tda = V_.size2;
281  V_.data = V.data;
282  V_.owner = 0;
283  V_.block = 0;
284 
285  gsl_vector S;
286  S.size = nc;
287  S.stride = 1;
288  S.data = w.data;
289  S.owner = 0;
290  S.block = 0;
291 
292  gsl_linalg_SV_decomp(&A, &V_, &S, work);
293 
294  if(rowNum < colNum) {
295  (*this) = V.transpose();
296  V = U;
297  }
298 
299  gsl_vector_free(work);
300  }
301 #else
302  {
303  w.resize(this->getCols());
304  V.resize(this->getCols(), this->getCols());
305 
306  integer m = (integer)(this->getCols());
307  integer n = (integer)(this->getRows());
308  integer lda = m;
309  integer ldu = m;
310  integer ldvt = (std::min)(m, n);
311  integer info, lwork;
312 
313  double wkopt;
314  double *work;
315 
316  integer *iwork = new integer[8 * static_cast<integer>((std::min)(n, m))];
317 
318  double *s = w.data;
319  double *a = new double[static_cast<unsigned int>(lda * n)];
320  memcpy(a, this->data, this->getRows() * this->getCols() * sizeof(double));
321  double *u = V.data;
322  double *vt = this->data;
323 
324  lwork = -1;
325  dgesdd_((char *)"S", &m, &n, a, &lda, s, u, &ldu, vt, &ldvt, &wkopt, &lwork, iwork, &info);
326  lwork = (int)wkopt;
327  work = new double[static_cast<unsigned int>(lwork)];
328 
329  dgesdd_((char *)"S", &m, &n, a, &lda, s, u, &ldu, vt, &ldvt, work, &lwork, iwork, &info);
330 
331  if (info > 0) {
332  throw(vpMatrixException(vpMatrixException::fatalError, "The algorithm computing SVD failed to converge."));
333  }
334 
335  V = V.transpose();
336  delete[] work;
337  delete[] iwork;
338  delete[] a;
339  }
340 #endif
341 }
342 #endif
343 
344 #ifdef VISP_HAVE_EIGEN3
345 
412 {
413  w.resize(this->getCols());
414  V.resize(this->getCols(), this->getCols());
415 
416  Eigen::Map<Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic, Eigen::RowMajor> > M(this->data, this->getRows(),
417  this->getCols());
418 
419  Eigen::JacobiSVD<Eigen::MatrixXd> svd(M, Eigen::ComputeThinU | Eigen::ComputeThinV);
420 
421  Eigen::Map<Eigen::VectorXd> w_(w.data, w.size());
422  Eigen::Map<Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic, Eigen::RowMajor> > V_(V.data, V.getRows(),
423  V.getCols());
424  Eigen::Map<Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic, Eigen::RowMajor> > U_(this->data, this->getRows(),
425  this->getCols());
426  w_ = svd.singularValues();
427  V_ = svd.matrixV();
428  U_ = svd.matrixU();
429 }
430 #endif
void svd(vpColVector &w, vpMatrix &V)
Definition: vpMatrix.cpp:2238
Implementation of a matrix and operations on matrices.
Definition: vpMatrix.h:156
void resize(unsigned int nrows, unsigned int ncols, bool flagNullify=true, bool recopy_=true)
Definition: vpArray2D.h:304
unsigned int getRows() const
Definition: vpArray2D.h:289
double * data
Address of the first element of the data array.
Definition: vpArray2D.h:145
unsigned int size() const
Return the number of elements of the 2D array.
Definition: vpArray2D.h:291
void svdLapack(vpColVector &w, vpMatrix &V)
unsigned int getCols() const
Definition: vpArray2D.h:279
unsigned int rowNum
Number of rows in the array.
Definition: vpArray2D.h:135
void svdOpenCV(vpColVector &w, vpMatrix &V)
vpMatrix transpose() const
Definition: vpMatrix.cpp:536
unsigned int colNum
Number of columns in the array.
Definition: vpArray2D.h:137
void resize(unsigned int i, bool flagNullify=true)
Definition: vpColVector.h:310
Implementation of column vector and the associated operations.
Definition: vpColVector.h:130
error that can be emited by the vpMatrix class and its derivates
void svdEigen3(vpColVector &w, vpMatrix &V)