/**************************************************************************** * * Copyright (C) 2013 PX4 Development Team. All rights reserved. * Author: Siddharth Bharat Purohit * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions * are met: * * 1. Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * 2. Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in * the documentation and/or other materials provided with the * distribution. * 3. Neither the name PX4 nor the names of its contributors may be * used to endorse or promote products derived from this software * without specific prior written permission. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, * BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS * OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED * AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT * LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN * ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE * POSSIBILITY OF SUCH DAMAGE. * ****************************************************************************/ /** * @file matrix_alg.cpp * * Matrix algebra on raw arrays */ #include "matrix_alg.h" #include /* * Does matrix multiplication of two regular/square matrices * * @param A, Matrix A * @param B, Matrix B * @param n, dimemsion of square matrices * @returns multiplied matrix i.e. A*B */ float *mat_mul(float *A, float *B, uint8_t n) { float *ret = new float[n * n]; memset(ret, 0.0f, n * n * sizeof(float)); for (uint8_t i = 0; i < n; i++) { for (uint8_t j = 0; j < n; j++) { for (uint8_t k = 0; k < n; k++) { ret[i * n + j] += A[i * n + k] * B[k * n + j]; } } } return ret; } static inline void swap(float &a, float &b) { float c; c = a; a = b; b = c; } /* * calculates pivot matrix such that all the larger elements in the row are on diagonal * * @param A, input matrix matrix * @param pivot * @param n, dimenstion of square matrix * @returns false = matrix is Singular or non positive definite, true = matrix inversion successful */ static void mat_pivot(float *A, float *pivot, uint8_t n) { for (uint8_t i = 0; i < n; i++) { for (uint8_t j = 0; j < n; j++) { pivot[i * n + j] = (i == j); } } for (uint8_t i = 0; i < n; i++) { uint8_t max_j = i; for (uint8_t j = i; j < n; j++) { if (fabsf(A[j * n + i]) > fabsf(A[max_j * n + i])) { max_j = j; } } if (max_j != i) { for (uint8_t k = 0; k < n; k++) { swap(pivot[i * n + k], pivot[max_j * n + k]); } } } } /* * calculates matrix inverse of Lower trangular matrix using forward substitution * * @param L, lower triangular matrix * @param out, Output inverted lower triangular matrix * @param n, dimension of matrix */ static void mat_forward_sub(float *L, float *out, uint8_t n) { // Forward substitution solve LY = I for (int i = 0; i < n; i++) { out[i * n + i] = 1 / L[i * n + i]; for (int j = i + 1; j < n; j++) { for (int k = i; k < j; k++) { out[j * n + i] -= L[j * n + k] * out[k * n + i]; } out[j * n + i] /= L[j * n + j]; } } } /* * calculates matrix inverse of Upper trangular matrix using backward substitution * * @param U, upper triangular matrix * @param out, Output inverted upper triangular matrix * @param n, dimension of matrix */ static void mat_back_sub(float *U, float *out, uint8_t n) { // Backward Substitution solve UY = I for (int i = n - 1; i >= 0; i--) { out[i * n + i] = 1 / U[i * n + i]; for (int j = i - 1; j >= 0; j--) { for (int k = i; k > j; k--) { out[j * n + i] -= U[j * n + k] * out[k * n + i]; } out[j * n + i] /= U[j * n + j]; } } } /* * Decomposes square matrix into Lower and Upper triangular matrices such that * A*P = L*U, where P is the pivot matrix * ref: http://rosettacode.org/wiki/LU_decomposition * @param U, upper triangular matrix * @param out, Output inverted upper triangular matrix * @param n, dimension of matrix */ static void mat_LU_decompose(float *A, float *L, float *U, float *P, uint8_t n) { memset(L, 0, n * n * sizeof(float)); memset(U, 0, n * n * sizeof(float)); memset(P, 0, n * n * sizeof(float)); mat_pivot(A, P, n); float *APrime = mat_mul(P, A, n); for (uint8_t i = 0; i < n; i++) { L[i * n + i] = 1; } for (uint8_t i = 0; i < n; i++) { for (uint8_t j = 0; j < n; j++) { if (j <= i) { U[j * n + i] = APrime[j * n + i]; for (uint8_t k = 0; k < j; k++) { U[j * n + i] -= L[j * n + k] * U[k * n + i]; } } if (j >= i) { L[j * n + i] = APrime[j * n + i]; for (uint8_t k = 0; k < i; k++) { L[j * n + i] -= L[j * n + k] * U[k * n + i]; } L[j * n + i] /= U[i * n + i]; } } } delete[] APrime; } /* * matrix inverse code for any square matrix using LU decomposition * inv = inv(U)*inv(L)*P, where L and U are triagular matrices and P the pivot matrix * ref: http://www.cl.cam.ac.uk/teaching/1314/NumMethods/supporting/mcmaster-kiruba-ludecomp.pdf * @param m, input 4x4 matrix * @param inv, Output inverted 4x4 matrix * @param n, dimension of square matrix * @returns false = matrix is Singular, true = matrix inversion successful */ bool mat_inverse(float *A, float *inv, uint8_t n) { float *L, *U, *P; bool ret = true; L = new float[n * n]; U = new float[n * n]; P = new float[n * n]; mat_LU_decompose(A, L, U, P, n); float *L_inv = new float[n * n]; float *U_inv = new float[n * n]; memset(L_inv, 0, n * n * sizeof(float)); mat_forward_sub(L, L_inv, n); memset(U_inv, 0, n * n * sizeof(float)); mat_back_sub(U, U_inv, n); // decomposed matrices no longer required delete[] L; delete[] U; float *inv_unpivoted = mat_mul(U_inv, L_inv, n); float *inv_pivoted = mat_mul(inv_unpivoted, P, n); //check sanity of results for (uint8_t i = 0; i < n; i++) { for (uint8_t j = 0; j < n; j++) { if (!PX4_ISFINITE(inv_pivoted[i * n + j])) { ret = false; } } } memcpy(inv, inv_pivoted, n * n * sizeof(float)); //free memory delete[] inv_pivoted; delete[] inv_unpivoted; delete[] P; delete[] U_inv; delete[] L_inv; return ret; } bool inverse4x4(float m[], float invOut[]) { float inv[16], det; uint8_t i; inv[0] = m[5] * m[10] * m[15] - m[5] * m[11] * m[14] - m[9] * m[6] * m[15] + m[9] * m[7] * m[14] + m[13] * m[6] * m[11] - m[13] * m[7] * m[10]; inv[4] = -m[4] * m[10] * m[15] + m[4] * m[11] * m[14] + m[8] * m[6] * m[15] - m[8] * m[7] * m[14] - m[12] * m[6] * m[11] + m[12] * m[7] * m[10]; inv[8] = m[4] * m[9] * m[15] - m[4] * m[11] * m[13] - m[8] * m[5] * m[15] + m[8] * m[7] * m[13] + m[12] * m[5] * m[11] - m[12] * m[7] * m[9]; inv[12] = -m[4] * m[9] * m[14] + m[4] * m[10] * m[13] + m[8] * m[5] * m[14] - m[8] * m[6] * m[13] - m[12] * m[5] * m[10] + m[12] * m[6] * m[9]; inv[1] = -m[1] * m[10] * m[15] + m[1] * m[11] * m[14] + m[9] * m[2] * m[15] - m[9] * m[3] * m[14] - m[13] * m[2] * m[11] + m[13] * m[3] * m[10]; inv[5] = m[0] * m[10] * m[15] - m[0] * m[11] * m[14] - m[8] * m[2] * m[15] + m[8] * m[3] * m[14] + m[12] * m[2] * m[11] - m[12] * m[3] * m[10]; inv[9] = -m[0] * m[9] * m[15] + m[0] * m[11] * m[13] + m[8] * m[1] * m[15] - m[8] * m[3] * m[13] - m[12] * m[1] * m[11] + m[12] * m[3] * m[9]; inv[13] = m[0] * m[9] * m[14] - m[0] * m[10] * m[13] - m[8] * m[1] * m[14] + m[8] * m[2] * m[13] + m[12] * m[1] * m[10] - m[12] * m[2] * m[9]; inv[2] = m[1] * m[6] * m[15] - m[1] * m[7] * m[14] - m[5] * m[2] * m[15] + m[5] * m[3] * m[14] + m[13] * m[2] * m[7] - m[13] * m[3] * m[6]; inv[6] = -m[0] * m[6] * m[15] + m[0] * m[7] * m[14] + m[4] * m[2] * m[15] - m[4] * m[3] * m[14] - m[12] * m[2] * m[7] + m[12] * m[3] * m[6]; inv[10] = m[0] * m[5] * m[15] - m[0] * m[7] * m[13] - m[4] * m[1] * m[15] + m[4] * m[3] * m[13] + m[12] * m[1] * m[7] - m[12] * m[3] * m[5]; inv[14] = -m[0] * m[5] * m[14] + m[0] * m[6] * m[13] + m[4] * m[1] * m[14] - m[4] * m[2] * m[13] - m[12] * m[1] * m[6] + m[12] * m[2] * m[5]; inv[3] = -m[1] * m[6] * m[11] + m[1] * m[7] * m[10] + m[5] * m[2] * m[11] - m[5] * m[3] * m[10] - m[9] * m[2] * m[7] + m[9] * m[3] * m[6]; inv[7] = m[0] * m[6] * m[11] - m[0] * m[7] * m[10] - m[4] * m[2] * m[11] + m[4] * m[3] * m[10] + m[8] * m[2] * m[7] - m[8] * m[3] * m[6]; inv[11] = -m[0] * m[5] * m[11] + m[0] * m[7] * m[9] + m[4] * m[1] * m[11] - m[4] * m[3] * m[9] - m[8] * m[1] * m[7] + m[8] * m[3] * m[5]; inv[15] = m[0] * m[5] * m[10] - m[0] * m[6] * m[9] - m[4] * m[1] * m[10] + m[4] * m[2] * m[9] + m[8] * m[1] * m[6] - m[8] * m[2] * m[5]; det = m[0] * inv[0] + m[1] * inv[4] + m[2] * inv[8] + m[3] * inv[12]; if (fabsf(det) < 1.1755e-38f) { return false; } det = 1.0f / det; for (i = 0; i < 16; i++) { invOut[i] = inv[i] * det; } return true; }