animaCholeskyDecomposition.h

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#pragma once

#include <vnl/vnl_matrix.h>
#include <vnl/vnl_diag_matrix.h>
#include <vnl/vnl_vector.h>

#include "AnimaOptimizersExport.h"

namespace anima
{

class ANIMAOPTIMIZERS_EXPORT CholeskyDecomposition
{
public:
    typedef vnl_matrix<double> MatrixType;
    typedef vnl_diag_matrix<double> DiagonalType;
    typedef vnl_vector<double> VectorType;

    CholeskyDecomposition() {}

    CholeskyDecomposition(const unsigned int matrixDimension, const double epsilon)
    {
        m_InputMatrix.set_size(matrixDimension, matrixDimension);
        m_InputMatrix.fill(0.0);
        m_InputMatrix.fill_diagonal(epsilon);
        m_MatrixSize = matrixDimension;
        m_LMatrix.set_size(matrixDimension, matrixDimension);
        m_LMatrix.set_identity();
        m_DMatrix.set_size(matrixDimension);
        m_DMatrix.fill_diagonal(epsilon);
    }

    CholeskyDecomposition(const MatrixType &val)
    {
        this->SetInputMatrix(val);
    }

    void PerformDecomposition();

    void Recompose();

    VectorType &SolveLinearSystem(const VectorType &b);

    void SolveLinearSystemInPlace(VectorType &b);

    void Update(const VectorType &x);

    void SetInputMatrix(const MatrixType &matrix);

    double GetConditionNumber();

    MatrixType &GetInputMatrix() {return m_InputMatrix;}

    void SetLMatrix(const MatrixType &val) {m_LMatrix = val;}
    MatrixType &GetLMatrix() {return m_LMatrix;}
    void SetDMatrix(const DiagonalType &val) {m_DMatrix = val;}
    DiagonalType &GetDMatrix() {return m_DMatrix;}

private:
    MatrixType m_InputMatrix, m_LMatrix;
    DiagonalType m_DMatrix;
    unsigned int m_MatrixSize;

    VectorType m_ProblemSolution;
    VectorType m_WorkVector;
};

} // end of namespace anima