tetrees/Plugins/Wwise/Source/AkAudio/Classes/GTE/Mathematics/GMatrix.h

// 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 <Mathematics/GVector.h>
#include <Mathematics/GaussianElimination.h>
#include <algorithm>

namespace WwiseGTE
{
    template <typename Real>
    class GMatrix
    {
    public:
        // The table is length zero and mNumRows and mNumCols are set to zero.
        GMatrix()
            :
            mNumRows(0),
            mNumCols(0)
        {
        }

        // The table is length numRows*numCols and the elements are
        // initialized to zero.
        GMatrix(int numRows, int numCols)
        {
            SetSize(numRows, numCols);
            std::fill(mElements.begin(), mElements.end(), (Real)0);
        }

        // For 0 <= r < numRows and 0 <= c < numCols, element (r,c) is 1 and
        // all others are 0.  If either of r or c is invalid, the zero matrix
        // is created.  This is a convenience for creating the standard
        // Euclidean basis matrices; see also MakeUnit(int,int) and
        // Unit(int,int).
        GMatrix(int numRows, int numCols, int r, int c)
        {
            SetSize(numRows, numCols);
            MakeUnit(r, c);
        }

        // The copy constructor, destructor, and assignment operator are
        // generated by the compiler.

        // Member access for which the storage representation is transparent.
        // The matrix entry in row r and column c is A(r,c).  The first
        // operator() returns a const reference rather than a Real value.
        // This supports writing via standard file operations that require a
        // const pointer to data.
        void SetSize(int numRows, int numCols)
        {
            if (numRows > 0 && numCols > 0)
            {
                mNumRows = numRows;
                mNumCols = numCols;
                mElements.resize(mNumRows * mNumCols);
            }
            else
            {
                mNumRows = 0;
                mNumCols = 0;
                mElements.clear();
            }
        }

        inline void GetSize(int& numRows, int& numCols) const
        {
            numRows = mNumRows;
            numCols = mNumCols;
        }

        inline int GetNumRows() const
        {
            return mNumRows;
        }

        inline int GetNumCols() const
        {
            return mNumCols;
        }

        inline int GetNumElements() const
        {
            return static_cast<int>(mElements.size());
        }

        inline Real const& operator()(int r, int c) const
        {
            if (0 <= r && r < GetNumRows() && 0 <= c && c < GetNumCols())
            {
#if defined(GTE_USE_ROW_MAJOR)
                return mElements[c + mNumCols * r];
#else
                return mElements[r + mNumRows * c];
#endif
            }
            LogError("Invalid index.");
        }

        inline Real& operator()(int r, int c)
        {
            if (0 <= r && r < GetNumRows() && 0 <= c && c < GetNumCols())
            {
#if defined(GTE_USE_ROW_MAJOR)
                return mElements[c + mNumCols * r];
#else
                return mElements[r + mNumRows * c];
#endif
            }
            LogError("Invalid index.");
        }

        // Member access by rows or by columns.  The input vectors must have
        // the correct number of elements for the matrix size.
        void SetRow(int r, GVector<Real> const& vec)
        {
            if (0 <= r && r < mNumRows)
            {
                if (vec.GetSize() == GetNumCols())
                {
                    for (int c = 0; c < mNumCols; ++c)
                    {
                        operator()(r, c) = vec[c];
                    }
                }
                LogError("Mismatched sizes.");
            }
            LogError("Invalid index.");
        }

        void SetCol(int c, GVector<Real> const& vec)
        {
            if (0 <= c && c < mNumCols)
            {
                if (vec.GetSize() == GetNumRows())
                {
                    for (int r = 0; r < mNumRows; ++r)
                    {
                        operator()(r, c) = vec[r];
                    }
                    return;
                }
                LogError("Mismatched sizes.");
            }
            LogError("Invalid index.");
        }

        GVector<Real> GetRow(int r) const
        {
            if (0 <= r && r < mNumRows)
            {
                GVector<Real> vec(mNumCols);
                for (int c = 0; c < mNumCols; ++c)
                {
                    vec[c] = operator()(r, c);
                }
                return vec;
            }
            LogError("Invalid index.");
        }

        GVector<Real> GetCol(int c) const
        {
            if (0 <= c && c < mNumCols)
            {
                GVector<Real> vec(mNumRows);
                for (int r = 0; r < mNumRows; ++r)
                {
                    vec[r] = operator()(r, c);
                }
                return vec;
            }
            LogError("Invalid index.");
        }

        // Member access by 1-dimensional index.  NOTE: These accessors are
        // useful for the manipulation of matrix entries when it does not
        // matter whether storage is row-major or column-major.  Do not use
        // constructs such as M[c+NumCols*r] or M[r+NumRows*c] that expose the
        // storage convention.
        inline Real const& operator[](int i) const
        {
            return mElements[i];
        }

        inline Real& operator[](int i)
        {
            return mElements[i];
        }

        // Comparisons for sorted containers and geometric ordering.
        inline bool operator==(GMatrix const& mat) const
        {
            return mNumRows == mat.mNumRows && mNumCols == mat.mNumCols
                && mElements == mat.mElements;
        }

        inline bool operator!=(GMatrix const& mat) const
        {
            return mNumRows == mat.mNumRows && mNumCols == mat.mNumCols
                && mElements != mat.mElements;
        }

        inline bool operator< (GMatrix const& mat) const
        {
            return mNumRows == mat.mNumRows && mNumCols == mat.mNumCols
                && mElements < mat.mElements;
        }

        inline bool operator<=(GMatrix const& mat) const
        {
            return mNumRows == mat.mNumRows && mNumCols == mat.mNumCols
                && mElements <= mat.mElements;
        }

        inline bool operator> (GMatrix const& mat) const
        {
            return mNumRows == mat.mNumRows && mNumCols == mat.mNumCols
                && mElements > mat.mElements;
        }

        inline bool operator>=(GMatrix const& mat) const
        {
            return mNumRows == mat.mNumRows && mNumCols == mat.mNumCols
                && mElements >= mat.mElements;
        }

        // Special matrices.

        // All components are 0.
        void MakeZero()
        {
            std::fill(mElements.begin(), mElements.end(), (Real)0);
        }

        // Component (r,c) is 1, all others zero.
        void MakeUnit(int r, int c)
        {
            if (0 <= r && r < mNumRows && 0 <= c && c < mNumCols)
            {
                MakeZero();
                operator()(r, c) = (Real)1;
                return;
            }
            LogError("Invalid index.");
        }

        // Diagonal entries 1, others 0, even when nonsquare.
        void MakeIdentity()
        {
            MakeZero();
            int const numDiagonal = (mNumRows <= mNumCols ? mNumRows : mNumCols);
            for (int i = 0; i < numDiagonal; ++i)
            {
                operator()(i, i) = (Real)1;
            }
        }

        static GMatrix Zero(int numRows, int numCols)
        {
            GMatrix<Real> M(numRows, numCols);
            M.MakeZero();
            return M;
        }

        static GMatrix Unit(int numRows, int numCols, int r, int c)
        {
            GMatrix<Real> M(numRows, numCols);
            M.MakeUnit(r, c);
            return M;
        }

        static GMatrix Identity(int numRows, int numCols)
        {
            GMatrix<Real> M(numRows, numCols);
            M.MakeIdentity();
            return M;
        }

    protected:
        // The matrix is stored as a 1-dimensional array.  The convention of
        // row-major or column-major is your choice.
        int mNumRows, mNumCols;
        std::vector<Real> mElements;
    };

    // Unary operations.
    template <typename Real>
    GMatrix<Real> operator+(GMatrix<Real> const& M)
    {
        return M;
    }

    template <typename Real>
    GMatrix<Real> operator-(GMatrix<Real> const& M)
    {
        GMatrix<Real> result(M.GetNumRows(), M.GetNumCols());
        for (int i = 0; i < M.GetNumElements(); ++i)
        {
            result[i] = -M[i];
        }
        return result;
    }

    // Linear-algebraic operations.
    template <typename Real>
    GMatrix<Real> operator+(GMatrix<Real> const& M0, GMatrix<Real> const& M1)
    {
        GMatrix<Real> result = M0;
        return result += M1;
    }

    template <typename Real>
    GMatrix<Real> operator-(GMatrix<Real> const& M0, GMatrix<Real> const& M1)
    {
        GMatrix<Real> result = M0;
        return result -= M1;
    }

    template <typename Real>
    GMatrix<Real> operator*(GMatrix<Real> const& M, Real scalar)
    {
        GMatrix<Real> result = M;
        return result *= scalar;
    }

    template <typename Real>
    GMatrix<Real> operator*(Real scalar, GMatrix<Real> const& M)
    {
        GMatrix<Real> result = M;
        return result *= scalar;
    }

    template <typename Real>
    GMatrix<Real> operator/(GMatrix<Real> const& M, Real scalar)
    {
        GMatrix<Real> result = M;
        return result /= scalar;
    }

    template <typename Real>
    GMatrix<Real>& operator+=(GMatrix<Real>& M0, GMatrix<Real> const& M1)
    {
        if (M0.GetNumRows() == M1.GetNumRows() && M0.GetNumCols() == M1.GetNumCols())
        {
            for (int i = 0; i < M0.GetNumElements(); ++i)
            {
                M0[i] += M1[i];
            }
            return M0;
        }
        LogError("Mismatched sizes");
    }

    template <typename Real>
    GMatrix<Real>& operator-=(GMatrix<Real>& M0, GMatrix<Real> const& M1)
    {
        if (M0.GetNumRows() == M1.GetNumRows() && M0.GetNumCols() == M1.GetNumCols())
        {
            for (int i = 0; i < M0.GetNumElements(); ++i)
            {
                M0[i] -= M1[i];
            }
            return M0;
        }
        LogError("Mismatched sizes");
    }

    template <typename Real>
    GMatrix<Real>& operator*=(GMatrix<Real>& M, Real scalar)
    {
        for (int i = 0; i < M.GetNumElements(); ++i)
        {
            M[i] *= scalar;
        }
        return M;
    }

    template <typename Real>
    GMatrix<Real>& operator/=(GMatrix<Real>& M, Real scalar)
    {
        if (scalar != (Real)0)
        {
            Real invScalar = ((Real)1) / scalar;
            for (int i = 0; i < M.GetNumElements(); ++i)
            {
                M[i] *= invScalar;
            }
            return M;
        }
        LogError("Division by zero.");
    }

    // Geometric operations.
    template <typename Real>
    Real L1Norm(GMatrix<Real> const& M)
    {
        Real sum(0);
        for (int i = 0; i < M.GetNumElements(); ++i)
        {
            sum += std::fabs(M[i]);
        }
        return sum;
    }

    template <typename Real>
    Real L2Norm(GMatrix<Real> const& M)
    {
        Real sum(0);
        for (int i = 0; i < M.GetNumElements(); ++i)
        {
            sum += M[i] * M[i];
        }
        return std::sqrt(sum);
    }

    template <typename Real>
    Real LInfinityNorm(GMatrix<Real> const& M)
    {
        Real maxAbsElement(0);
        for (int i = 0; i < M.GetNumElements(); ++i)
        {
            Real absElement = std::fabs(M[i]);
            if (absElement > maxAbsElement)
            {
                maxAbsElement = absElement;
            }
        }
        return maxAbsElement;
    }

    template <typename Real>
    GMatrix<Real> Inverse(GMatrix<Real> const& M, bool* reportInvertibility = nullptr)
    {
        if (M.GetNumRows() == M.GetNumCols())
        {
            GMatrix<Real> invM(M.GetNumRows(), M.GetNumCols());
            Real determinant;
            bool invertible = GaussianElimination<Real>()(M.GetNumRows(), &M[0],
                &invM[0], determinant, nullptr, nullptr, nullptr, 0, nullptr);
            if (reportInvertibility)
            {
                *reportInvertibility = invertible;
            }
            return invM;
        }
        LogError("Matrix must be square.");
    }

    template <typename Real>
    Real Determinant(GMatrix<Real> const& M)
    {
        if (M.GetNumRows() == M.GetNumCols())
        {
            Real determinant;
            GaussianElimination<Real>()(M.GetNumRows(), &M[0], nullptr,
                determinant, nullptr, nullptr, nullptr, 0, nullptr);
            return determinant;
        }
        LogError("Matrix must be square.");
    }

    // M^T
    template <typename Real>
    GMatrix<Real> Transpose(GMatrix<Real> const& M)
    {
        GMatrix<Real> result(M.GetNumCols(), M.GetNumRows());
        for (int r = 0; r < M.GetNumRows(); ++r)
        {
            for (int c = 0; c < M.GetNumCols(); ++c)
            {
                result(c, r) = M(r, c);
            }
        }
        return result;
    }

    // M*V
    template <typename Real>
    GVector<Real> operator*(GMatrix<Real> const& M, GVector<Real> const& V)
    {
        if (V.GetSize() == M.GetNumCols())
        {
            GVector<Real> result(M.GetNumRows());
            for (int r = 0; r < M.GetNumRows(); ++r)
            {
                result[r] = (Real)0;
                for (int c = 0; c < M.GetNumCols(); ++c)
                {
                    result[r] += M(r, c) * V[c];
                }
            }
            return result;
        }
        LogError("Mismatched sizes.");
    }

    // V^T*M
    template <typename Real>
    GVector<Real> operator*(GVector<Real> const& V, GMatrix<Real> const& M)
    {
        if (V.GetSize() == M.GetNumRows())
        {
            GVector<Real> result(M.GetNumCols());
            for (int c = 0; c < M.GetNumCols(); ++c)
            {
                result[c] = (Real)0;
                for (int r = 0; r < M.GetNumRows(); ++r)
                {
                    result[c] += V[r] * M(r, c);
                }
            }
            return result;
        }
        LogError("Mismatched sizes.");
    }

    // A*B
    template <typename Real>
    GMatrix<Real> operator*(GMatrix<Real> const& A, GMatrix<Real> const& B)
    {
        return MultiplyAB(A, B);
    }

    template <typename Real>
    GMatrix<Real> MultiplyAB(GMatrix<Real> const& A, GMatrix<Real> const& B)
    {
        if (A.GetNumCols() == B.GetNumRows())
        {
            GMatrix<Real> result(A.GetNumRows(), B.GetNumCols());
            int const numCommon = A.GetNumCols();
            for (int r = 0; r < result.GetNumRows(); ++r)
            {
                for (int c = 0; c < result.GetNumCols(); ++c)
                {
                    result(r, c) = (Real)0;
                    for (int i = 0; i < numCommon; ++i)
                    {
                        result(r, c) += A(r, i) * B(i, c);
                    }
                }
            }
            return result;
        }
        LogError("Mismatched sizes.");
    }

    // A*B^T
    template <typename Real>
    GMatrix<Real> MultiplyABT(GMatrix<Real> const& A, GMatrix<Real> const& B)
    {
        if (A.GetNumCols() == B.GetNumCols())
        {
            GMatrix<Real> result(A.GetNumRows(), B.GetNumRows());
            int const numCommon = A.GetNumCols();
            for (int r = 0; r < result.GetNumRows(); ++r)
            {
                for (int c = 0; c < result.GetNumCols(); ++c)
                {
                    result(r, c) = (Real)0;
                    for (int i = 0; i < numCommon; ++i)
                    {
                        result(r, c) += A(r, i) * B(c, i);
                    }
                }
            }
            return result;
        }
        LogError("Mismatched sizes.");
    }

    // A^T*B
    template <typename Real>
    GMatrix<Real> MultiplyATB(GMatrix<Real> const& A, GMatrix<Real> const& B)
    {
        if (A.GetNumRows() == B.GetNumRows())
        {
            GMatrix<Real> result(A.GetNumCols(), B.GetNumCols());
            int const numCommon = A.GetNumRows();
            for (int r = 0; r < result.GetNumRows(); ++r)
            {
                for (int c = 0; c < result.GetNumCols(); ++c)
                {
                    result(r, c) = (Real)0;
                    for (int i = 0; i < numCommon; ++i)
                    {
                        result(r, c) += A(i, r) * B(i, c);
                    }
                }
            }
            return result;
        }
        LogError("Mismatched sizes.");
    }

    // A^T*B^T
    template <typename Real>
    GMatrix<Real> MultiplyATBT(GMatrix<Real> const& A, GMatrix<Real> const& B)
    {
        if (A.GetNumRows() == B.GetNumCols())
        {
            GMatrix<Real> result(A.GetNumCols(), B.GetNumRows());
            int const numCommon = A.GetNumRows();
            for (int r = 0; r < result.GetNumRows(); ++r)
            {
                for (int c = 0; c < result.GetNumCols(); ++c)
                {
                    result(r, c) = (Real)0;
                    for (int i = 0; i < numCommon; ++i)
                    {
                        result(r, c) += A(i, r) * B(c, i);
                    }
                }
            }
            return result;
        }
        LogError("Mismatched sizes.");
    }

    // M*D, D is square diagonal (stored as vector)
    template <typename Real>
    GMatrix<Real> MultiplyMD(GMatrix<Real> const& M, GVector<Real> const& D)
    {
        if (D.GetSize() == M.GetNumCols())
        {
            GMatrix<Real> result(M.GetNumRows(), M.GetNumCols());
            for (int r = 0; r < result.GetNumRows(); ++r)
            {
                for (int c = 0; c < result.GetNumCols(); ++c)
                {
                    result(r, c) = M(r, c) * D[c];
                }
            }
            return result;
        }
        LogError("Mismatched sizes.");
    }

    // D*M, D is square diagonal (stored as vector)
    template <typename Real>
    GMatrix<Real> MultiplyDM(GVector<Real> const& D, GMatrix<Real> const& M)
    {
        if (D.GetSize() == M.GetNumRows())
        {
            GMatrix<Real> result(M.GetNumRows(), M.GetNumCols());
            for (int r = 0; r < result.GetNumRows(); ++r)
            {
                for (int c = 0; c < result.GetNumCols(); ++c)
                {
                    result(r, c) = D[r] * M(r, c);
                }
            }
            return result;
        }
        LogError("Mismatched sizes.");
    }

    // U*V^T, U is N-by-1, V is M-by-1, result is N-by-M.
    template <typename Real>
    GMatrix<Real> OuterProduct(GVector<Real> const& U, GVector<Real> const& V)
    {
        GMatrix<Real> result(U.GetSize(), V.GetSize());
        for (int r = 0; r < result.GetNumRows(); ++r)
        {
            for (int c = 0; c < result.GetNumCols(); ++c)
            {
                result(r, c) = U[r] * V[c];
            }
        }
        return result;
    }

    // Initialization to a diagonal matrix whose diagonal entries are the
    // components of D, even when nonsquare.
    template <typename Real>
    void MakeDiagonal(GVector<Real> const& D, GMatrix<Real>& M)
    {
        int const numRows = M.GetNumRows();
        int const numCols = M.GetNumCols();
        int const numDiagonal = (numRows <= numCols ? numRows : numCols);
        M.MakeZero();
        for (int i = 0; i < numDiagonal; ++i)
        {
            M(i, i) = D[i];
        }
    }
}