vpMatrix_pseudo_inverse_lapack.cpp

/*
 * ViSP, open source Visual Servoing Platform software.
 * Copyright (C) 2005 - 2024 by Inria. All rights reserved.
 *
 * This software is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or
 * (at your option) any later version.
 * See the file LICENSE.txt at the root directory of this source
 * distribution for additional information about the GNU GPL.
 *
 * For using ViSP with software that can not be combined with the GNU
 * GPL, please contact Inria about acquiring a ViSP Professional
 * Edition License.
 *
 * See https://visp.inria.fr for more information.
 *
 * This software was developed at:
 * Inria Rennes - Bretagne Atlantique
 * Campus Universitaire de Beaulieu
 * 35042 Rennes Cedex
 * France
 *
 * If you have questions regarding the use of this file, please contact
 * Inria at visp@inria.fr
 *
 * This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
 * WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
 *
 * Description:
 * Pseudo inverse computation.
 */
 
#include <visp3/core/vpConfig.h>
 
#include "private/vpMatrix_pseudo_inverse.h"
 
#ifdef VISP_HAVE_LAPACK
#ifdef VISP_HAVE_GSL
#include <gsl/gsl_eigen.h>
#include <gsl/gsl_linalg.h>
#include <gsl/gsl_math.h>
#elif defined(VISP_HAVE_MKL)
#include <mkl.h>
#endif
#endif
 
BEGIN_VISP_NAMESPACE
 
#ifndef DOXYGEN_SHOULD_SKIP_THIS
 
#if defined(VISP_HAVE_LAPACK)
vpMatrix vpMatrix::pseudoInverseLapack(double svThreshold) const
{
  unsigned int nrows = getRows();
  unsigned int ncols = getCols();
  int rank_out;
 
  vpMatrix U, V, Ap;
  vpColVector sv;
 
  U = *this;
  U.svdLapack(sv, V);
 
  compute_pseudo_inverse(U, sv, V, nrows, ncols, svThreshold, Ap, rank_out, nullptr, nullptr, nullptr, nullptr);
 
  return Ap;
}

unsigned int vpMatrix::pseudoInverseLapack(vpMatrix &Ap, double svThreshold) const
{
  unsigned int nrows = getRows();
  unsigned int ncols = getCols();
  int rank_out;
 
  vpMatrix U, V;
  vpColVector sv;
 
  U = *this;
  U.svdLapack(sv, V);
 
  compute_pseudo_inverse(U, sv, V, nrows, ncols, svThreshold, Ap, rank_out, nullptr, nullptr, nullptr, nullptr);
 
  return static_cast<unsigned int>(rank_out);
}

unsigned int vpMatrix::pseudoInverseLapack(vpMatrix &Ap, vpColVector &sv, double svThreshold) const
{
  unsigned int nrows = getRows();
  unsigned int ncols = getCols();
  int rank_out;
 
  vpMatrix U, V;
 
  Ap.resize(ncols, nrows, false, false);
 
  U = *this;
  U.svdLapack(sv, V);
 
  compute_pseudo_inverse(U, sv, V, nrows, ncols, svThreshold, Ap, rank_out, nullptr, nullptr, nullptr, nullptr);
 
  return static_cast<unsigned int>(rank_out);
}

unsigned int vpMatrix::pseudoInverseLapack(vpMatrix &Ap, vpColVector &sv, double svThreshold, vpMatrix &imA,
                                           vpMatrix &imAt, vpMatrix &kerAt) const
{
  unsigned int nrows = getRows();
  unsigned int ncols = getCols();
  int rank_out;
  vpMatrix U, V;
 
  if (nrows < ncols) {
    U.resize(ncols, ncols, true);
    U.insert(*this, 0, 0);
  }
  else {
    U = *this;
  }
 
  U.svdLapack(sv, V);
 
  compute_pseudo_inverse(U, sv, V, nrows, ncols, svThreshold, Ap, rank_out, nullptr, &imA, &imAt, &kerAt);
 
  return static_cast<unsigned int>(rank_out);
}

vpMatrix vpMatrix::pseudoInverseLapack(int rank_in) const
{
  unsigned int nrows = getRows();
  unsigned int ncols = getCols();
  int rank_out;
  double svThreshold = 1e-26;
 
  vpMatrix U, V, Ap;
  vpColVector sv;
 
  U = *this;
  U.svdLapack(sv, V);
 
  compute_pseudo_inverse(U, sv, V, nrows, ncols, svThreshold, Ap, rank_out, &rank_in, nullptr, nullptr, nullptr);
 
  return Ap;
}

int vpMatrix::pseudoInverseLapack(vpMatrix &Ap, int rank_in) const
{
  unsigned int nrows = getRows();
  unsigned int ncols = getCols();
  int rank_out;
  double svThreshold = 1e-26;
 
  vpMatrix U, V;
  vpColVector sv;
 
  U = *this;
  U.svdLapack(sv, V);
 
  compute_pseudo_inverse(U, sv, V, nrows, ncols, svThreshold, Ap, rank_out, &rank_in, nullptr, nullptr, nullptr);
 
  return rank_out;
}

int vpMatrix::pseudoInverseLapack(vpMatrix &Ap, vpColVector &sv, int rank_in) const
{
  unsigned int nrows = getRows();
  unsigned int ncols = getCols();
  int rank_out;
  double svThreshold = 1e-26;
  vpMatrix U, V;
 
  Ap.resize(ncols, nrows, false, false);
 
  U = *this;
  U.svdLapack(sv, V);
 
  compute_pseudo_inverse(U, sv, V, nrows, ncols, svThreshold, Ap, rank_out, &rank_in, nullptr, nullptr, nullptr);
 
  return rank_out;
}

int vpMatrix::pseudoInverseLapack(vpMatrix &Ap, vpColVector &sv, int rank_in, vpMatrix &imA, vpMatrix &imAt,
                                  vpMatrix &kerAt) const
{
  unsigned int nrows = getRows();
  unsigned int ncols = getCols();
  int rank_out;
  double svThreshold = 1e-26;
  vpMatrix U, V;
 
  if (nrows < ncols) {
    U.resize(ncols, ncols, true);
    U.insert(*this, 0, 0);
  }
  else {
    U = *this;
  }
 
  U.svdLapack(sv, V);
 
  compute_pseudo_inverse(U, sv, V, nrows, ncols, svThreshold, Ap, rank_out, &rank_in, &imA, &imAt, &kerAt);
 
  return rank_out;
}
 
#endif
 
#endif // #ifndef DOXYGEN_SHOULD_SKIP_THIS
 
END_VISP_NAMESPACE