/usr/include/ITK-4.5/itkSymmetricEigenAnalysis.h is in libinsighttoolkit4-dev 4.5.0-3.
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*
* Copyright Insight Software Consortium
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0.txt
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*=========================================================================*/
#ifndef __itkSymmetricEigenAnalysis_h
#define __itkSymmetricEigenAnalysis_h
#include "itkMacro.h"
namespace itk
{
/** \class SymmetricEigenAnalysis
* \brief Find Eigen values of a real 2D symmetric matrix. It
* serves as a thread-safe alternative to the class:
* vnl_symmetric_eigensystem, which uses netlib routines.
*
* The class is templated over the input matrix (which is expected to provide
* access to its elements with the [][] operator), matrix to store eigen
* values (must provide write operations on its elements with the [] operator), and
* EigenMatrix to store eigen vectors (must provide write access to its elements
* with the [][] operator).
*
* The SetOrderEigenValues() method can be used to order eigen values (and their
* corresponding eigen vectors if computed) in ascending order. This is the
* default ordering scheme. Eigen vectors and values can be obtained without
* ordering by calling SetOrderEigenValues(false).
*
* The SetOrderEigenMagnitudes() method can be used to order eigen values (and
* their corresponding eigen vectors if computed) by magnitude in ascending order.
*
* The user of this class is explicitly supposed to set the dimension of the
* 2D matrix using the SetDimension() method.
*
* The class contains routines taken from netlib sources (www.netlib.org).
* netlib/tql1.c
* netlib/tql2.c
* netlib/tred1.c
* netlib/tred2.c
*
* Reference:
* num. math. 11, 293-306(1968) by bowdler, martin, reinsch, and
* wilkinson.
* handbook for auto. comp., vol.ii-linear algebra, 227-240(1971).
* \ingroup ITKCommon
*/
template< typename TMatrix, typename TVector, typename TEigenMatrix = TMatrix >
class SymmetricEigenAnalysis
{
public:
typedef enum
{
OrderByValue = 1,
OrderByMagnitude,
DoNotOrder
}
EigenValueOrderType;
SymmetricEigenAnalysis():
m_Dimension(0),
m_Order(0),
m_OrderEigenValues(OrderByValue) {}
SymmetricEigenAnalysis(const unsigned int dimension):
m_Dimension(dimension),
m_Order(dimension),
m_OrderEigenValues(OrderByValue) {}
~SymmetricEigenAnalysis() {}
typedef TMatrix MatrixType;
typedef TEigenMatrix EigenMatrixType;
typedef TVector VectorType;
/** Compute Eigen values of A
* A is any type that overloads the [][] operator and contains the
* symmetric matrix. In practice only the upper triangle of the
* matrix will be accessed. (Both itk::Matrix and vnl_matrix
* overload [][] operator.)
*
* 'EigenValues' is any type that overloads the [][] operator and will contain
* the eigen values.
*
* No size checking is performed. A is expected to be a square matrix of size
* m_Dimension. 'EigenValues' is expected to be of length m_Dimension.
* The matrix is not checked to see if it is symmetric.
*/
unsigned int ComputeEigenValues(
const TMatrix & A,
TVector & EigenValues) const;
/** Compute Eigen values and vectors of A
* A is any type that overloads the [][] operator and contains the
* symmetric matrix. In practice only the upper triangle of the
* matrix will be accessed. (Both itk::Matrix and vnl_matrix
* overload [][] operator.)
*
* 'EigenValues' is any type that overloads the [][] operator and will contain
* the eigen values.
*
* 'EigenVectors' is any type that provides access to its elements with the
* [][] operator. It is expected be of size m_Dimension * m_Dimension.
*
* No size checking is performed. A is expected to be a square matrix of size
* m_Dimension. 'EigenValues' is expected to be of length m_Dimension.
* The matrix is not checked to see if it is symmetric.
*
* Each row of the matrix 'EigenVectors' represents an eigen vector. (unlike MATLAB
* where the columns of the [EigenVectors, EigenValues] = eig(A) contains the
* eigenvectors).
*/
unsigned int ComputeEigenValuesAndVectors(
const TMatrix & A,
TVector & EigenValues,
TEigenMatrix & EigenVectors) const;
/** Matrix order. Defaults to matrix dimension if not set */
void SetOrder(const unsigned int n)
{
m_Order = n;
}
/** Get the Matrix order. Will be 0 unless explicitly set, or unless a
* call to SetDimension has been made in which case it will be the
* matrix dimension. */
unsigned int GetOrder() const { return m_Order; }
/** Set/Get methods to order the eigen values in ascending order.
* This is the default. ie lambda_1 < lambda_2 < ....
*/
void SetOrderEigenValues(const bool b)
{
if ( b ) { m_OrderEigenValues = OrderByValue; }
else { m_OrderEigenValues = DoNotOrder; }
}
bool GetOrderEigenValues() const { return ( m_OrderEigenValues == OrderByValue ); }
/** Set/Get methods to order the eigen value magnitudes in ascending order.
* In other words, |lambda_1| < |lambda_2| < .....
*/
void SetOrderEigenMagnitudes(const bool b)
{
if ( b ) { m_OrderEigenValues = OrderByMagnitude; }
else { m_OrderEigenValues = DoNotOrder; }
}
bool GetOrderEigenMagnitudes() const { return ( m_OrderEigenValues == OrderByMagnitude ); }
/** Set the dimension of the input matrix A. A is a square matrix of
* size m_Dimension. */
void SetDimension(const unsigned int n)
{
m_Dimension = n;
if ( m_Order == 0 )
{
m_Order = m_Dimension;
}
}
/** Get Matrix dimension, Will be 0 unless explicitly set by a
* call to SetDimension. */
unsigned int GetDimension() const { return m_Dimension; }
private:
unsigned int m_Dimension;
unsigned int m_Order;
EigenValueOrderType m_OrderEigenValues;
/** Reduces a real symmetric matrix to a symmetric tridiagonal matrix using
* orthogonal similarity transformations.
* 'inputMatrix' contains the real symmetric input matrix. Only the lower
* triangle of the matrix need be supplied. The upper triangle is unaltered.
* 'd' contains the diagonal elements of the tridiagonal matrix.
* 'e' contains the subdiagonal elements of the tridiagonal matrix in its
* last n-1 positions. e(1) is set to zero.
* 'e2' contains the squares of the corresponding elements of e.
* 'e2' may coincide with e if the squares are not needed.
* questions and comments should be directed to burton s. garbow.
* mathematics and computer science div, argonne national laboratory
* this version dated august 1983.
*
* Function adapted from netlib/tred1.c.
* [Changed: remove static vars, enforce const correctness.
* Use vnl routines as necessary].
* Reference:
* num. math. 11, 181-195(1968) by martin, reinsch, and wilkinson.
* handbook for auto. comp., vol.ii-linear algebra, 212-226(1971). */
void ReduceToTridiagonalMatrix(double *inputMatrix, VectorType & d,
double *e, double *e2) const;
/** Reduces a real symmetric matrix to a symmetric tridiagonal matrix using
* and accumulating orthogonal similarity transformations.
* 'inputMatrix' contains the real symmetric input matrix. Only the lower
* triangle of the matrix need be supplied. The upper triangle is unaltered.
* 'diagonalElements' will contains the diagonal elements of the tridiagonal
* matrix.
* 'subDiagonalElements' will contain the subdiagonal elements of the tridiagonal
* matrix in its last n-1 positions. subDiagonalElements(1) is set to zero.
* 'transformMatrix' contains the orthogonal transformation matrix produced
* in the reduction.
*
* Questions and comments should be directed to Burton s. Garbow,
* Mathematics and Computer Science Div., Argonne National Laboratory.
* This version dated august 1983.
*
* Function adapted from netlib/tred2.c.
* [Changed: remove static vars, enforce const correctness.
* Use vnl routines as necessary].
* Reference:
* num. math. 11, 181-195(1968) by martin, reinsch, and wilkinson.
* handbook for auto. comp., vol.ii-linear algebra, 212-226(1971). */
void ReduceToTridiagonalMatrixAndGetTransformation(
double *inputMatrix, VectorType & diagonalElements,
double *subDiagonalElements, double *transformMatrix) const;
/** Finds the eigenvalues of a symmetric tridiagonal matrix by the ql method.
*
* On input:
* 'd' contains the diagonal elements of the input matrix.
* 'e' contains the subdiagonal elements of the input matrix
* in its last n-1 positions. e(1) is arbitrary.
* On Output:
* 'd' contains the eigenvalues.
* 'e' has been destroyed.
*
* Returns:
* zero for normal return,
* j if the j-th eigenvalue has not been
* determined after 30 iterations.
*
*
* Reference
* This subroutine is a translation of the algol procedure tql1,
* num. math. 11, 293-306(1968) by bowdler, martin, reinsch, and
* wilkinson.
* handbook for auto. comp., vol.ii-linear algebra, 227-240(1971).
*
* Questions and comments should be directed to Burton s. Garbow,
* Mathematics and Computer Science Div., Argonne National Laboratory.
* This version dated august 1983.
*
* Function Adapted from netlib/tql1.c.
* [Changed: remove static vars, enforce const correctness.
* Use vnl routines as necessary] */
unsigned int ComputeEigenValuesUsingQL(
VectorType & d, double *e) const;
/** Finds the eigenvalues and eigenvectors of a symmetric tridiagonal matrix
* by the ql method.
*
* On input:
* 'd' contains the diagonal elements of the input matrix.
* 'e' contains the subdiagonal elements of the input matrix
* in its last n-1 positions. e(1) is arbitrary.
* 'z' contains the transformation matrix produced in the reduction by
* ReduceToTridiagonalMatrixAndGetTransformation(), if performed. If the
* eigenvectors of the tridiagonal matrix are desired, z must contain
* the identity matrix.
* On Output:
* 'd' contains the eigenvalues.
* 'e' has been destroyed.
* 'z' contains orthonormal eigenvectors of the symmetric tridiagonal
* (or full) matrix.
*
* Returns:
* zero for normal return,
* j if the j-th eigenvalue has not been
* determined after 1000 iterations.
*
* Reference
* This subroutine is a translation of the algol procedure tql1,
* num. math. 11, 293-306(1968) by bowdler, martin, reinsch, and
* wilkinson.
* handbook for auto. comp., vol.ii-linear algebra, 227-240(1971).
*
* Questions and comments should be directed to Burton s. Garbow,
* Mathematics and Computer Science Div., Argonne National Laboratory.
* This version dated august 1983.
*
* Function Adapted from netlib/tql2.c.
* [Changed: remove static vars, enforce const correctness.
* Use vnl routines as necessary]
*/
unsigned int ComputeEigenValuesAndVectorsUsingQL(
VectorType & d, double *e, double *z) const;
};
template< typename TMatrix, typename TVector, typename TEigenMatrix >
std::ostream & operator<<(std::ostream & os,
const SymmetricEigenAnalysis< TMatrix, TVector, TEigenMatrix > & s)
{
os << "[ClassType: SymmetricEigenAnalysis]" << std::endl;
os << " Dimension : " << s.GetDimension() << std::endl;
os << " Order : " << s.GetOrder() << std::endl;
os << " OrderEigenValues: " << s.GetOrderEigenValues() << std::endl;
os << " OrderEigenMagnitudes: " << s.GetOrderEigenMagnitudes() << std::endl;
return os;
}
} // end namespace itk
#ifndef ITK_MANUAL_INSTANTIATION
#include "itkSymmetricEigenAnalysis.hxx"
#endif
#endif
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