// David Eberly, Geometric Tools, Redmond WA 98052 // Copyright (c) 1998-2020 // Distributed under the Boost Software License, Version 1.0. // https://www.boost.org/LICENSE_1_0.txt // https://www.geometrictools.com/License/Boost/LICENSE_1_0.txt // Version: 4.0.2019.08.13 #pragma once #include #include #include // An implementation of the QR algorithm described in "Matrix Computations, // 2nd edition" by G. H. Golub and C. F. Van Loan, The Johns Hopkins // University Press, Baltimore MD, Fourth Printing 1993. In particular, // the implementation is based on Chapter 7 (The Unsymmetric Eigenvalue // Problem), Section 7.5 (The Practical QR Algorithm). The algorithm is // specialized for the companion matrix associated with a cubic polynomial. namespace WwiseGTE { template class CubicRootsQR { public: typedef std::array, 3> Matrix; // Solve p(x) = c0 + c1 * x + c2 * x^2 + x^3 = 0. uint32_t operator() (uint32_t maxIterations, Real c0, Real c1, Real c2, uint32_t& numRoots, std::array& roots) const { // Create the companion matrix for the polynomial. The matrix is // in upper Hessenberg form. Matrix A; A[0][0] = (Real)0; A[0][1] = (Real)0; A[0][2] = -c0; A[1][0] = (Real)1; A[1][1] = (Real)0; A[1][2] = -c1; A[2][0] = (Real)0; A[2][1] = (Real)1; A[2][2] = -c2; // Avoid the QR-cycle when c1 = c2 = 0 and avoid the slow // convergence when c1 and c2 are nearly zero. std::array V{ (Real)1, (Real)0.36602540378443865, (Real)0.36602540378443865 }; DoIteration(V, A); return operator()(maxIterations, A, numRoots, roots); } // Compute the real eigenvalues of the upper Hessenberg matrix A. The // matrix is modified by in-place operations, so if you need to remember // A, you must make your own copy before calling this function. uint32_t operator() (uint32_t maxIterations, Matrix& A, uint32_t& numRoots, std::array& roots) const { numRoots = 0; std::fill(roots.begin(), roots.end(), (Real)0); for (uint32_t numIterations = 0; numIterations < maxIterations; ++numIterations) { // Apply a Francis QR iteration. Real tr = A[1][1] + A[2][2]; Real det = A[1][1] * A[2][2] - A[1][2] * A[2][1]; std::array X{ A[0][0] * A[0][0] + A[0][1] * A[1][0] - tr * A[0][0] + det, A[1][0] * (A[0][0] + A[1][1] - tr), A[1][0] * A[2][1] }; std::array V = House<3>(X); DoIteration(V, A); // Test for uncoupling of A. Real tr01 = A[0][0] + A[1][1]; if (tr01 + A[1][0] == tr01) { numRoots = 1; roots[0] = A[0][0]; GetQuadraticRoots(1, 2, A, numRoots, roots); return numIterations; } Real tr12 = A[1][1] + A[2][2]; if (tr12 + A[2][1] == tr12) { numRoots = 1; roots[0] = A[2][2]; GetQuadraticRoots(0, 1, A, numRoots, roots); return numIterations; } } return maxIterations; } private: void DoIteration(std::array const& V, Matrix& A) const { Real multV = (Real)-2 / (V[0] * V[0] + V[1] * V[1] + V[2] * V[2]); std::array MV{ multV * V[0], multV * V[1], multV * V[2] }; RowHouse<3>(0, 2, 0, 2, V, MV, A); ColHouse<3>(0, 2, 0, 2, V, MV, A); std::array Y{ A[1][0], A[2][0] }; std::array W = House<2>(Y); Real multW = (Real)-2 / (W[0] * W[0] + W[1] * W[1]); std::array MW{ multW * W[0], multW * W[1] }; RowHouse<2>(1, 2, 0, 2, W, MW, A); ColHouse<2>(0, 2, 1, 2, W, MW, A); } template std::array House(std::array const& X) const { std::array V; Real length = (Real)0; for (int i = 0; i < N; ++i) { length += X[i] * X[i]; } length = std::sqrt(length); if (length != (Real)0) { Real sign = (X[0] >= (Real)0 ? (Real)1 : (Real)-1); Real denom = X[0] + sign * length; for (int i = 1; i < N; ++i) { V[i] = X[i] / denom; } } else { V.fill((Real)0); } V[0] = (Real)1; return V; } template void RowHouse(int rmin, int rmax, int cmin, int cmax, std::array const& V, std::array const& MV, Matrix& A) const { // Only the elements cmin through cmax are used. std::array W; for (int c = cmin; c <= cmax; ++c) { W[c] = (Real)0; for (int r = rmin, k = 0; r <= rmax; ++r, ++k) { W[c] += V[k] * A[r][c]; } } for (int r = rmin, k = 0; r <= rmax; ++r, ++k) { for (int c = cmin; c <= cmax; ++c) { A[r][c] += MV[k] * W[c]; } } } template void ColHouse(int rmin, int rmax, int cmin, int cmax, std::array const& V, std::array const& MV, Matrix& A) const { // Only elements rmin through rmax are used. std::array W; for (int r = rmin; r <= rmax; ++r) { W[r] = (Real)0; for (int c = cmin, k = 0; c <= cmax; ++c, ++k) { W[r] += V[k] * A[r][c]; } } for (int r = rmin; r <= rmax; ++r) { for (int c = cmin, k = 0; c <= cmax; ++c, ++k) { A[r][c] += W[r] * MV[k]; } } } void GetQuadraticRoots(int i0, int i1, Matrix const& A, uint32_t& numRoots, std::array& roots) const { // Solve x^2 - t * x + d = 0, where t is the trace and d is the // determinant of the 2x2 matrix defined by indices i0 and i1. // The discriminant is D = (t/2)^2 - d. When D >= 0, the roots // are real values t/2 - sqrt(D) and t/2 + sqrt(D). To avoid // potential numerical issues with subtractive cancellation, the // roots are computed as // r0 = t/2 + sign(t/2)*sqrt(D), r1 = trace - r0. Real trace = A[i0][i0] + A[i1][i1]; Real halfTrace = trace * (Real)0.5; Real determinant = A[i0][i0] * A[i1][i1] - A[i0][i1] * A[i1][i0]; Real discriminant = halfTrace * halfTrace - determinant; if (discriminant >= (Real)0) { Real sign = (trace >= (Real)0 ? (Real)1 : (Real)-1); Real root = halfTrace + sign * std::sqrt(discriminant); roots[numRoots++] = root; roots[numRoots++] = trace - root; } } }; }