Re: [eigen] inconsistency in fast eigen decomposition

[Radu Bogdan Rusu <rusu@xxxxxxxxxxxxxxxx>]

Gael, Benoit,

Many thanks for the prompt replies.

On 02/03/2011 02:29 AM, Gael Guennebaud wrote:
> Hi,
>
> indeed, the code to extract the eigen vectors was quite naive. I've
> committed a more accurate version which should work fine for most use
> cases.

Thanks, I'll pick it up from bench/eig33.cpp again. :)

Cheers,
Radu.
--
http://pointclouds.org

> I assume you are doing planar fit right? If so then the new version
> should really really be enough for you. It lacks some accuracy (but
> not too bad) only when all eigenvalues are relatively closed to each
> other. In this case there is no good planar approximation anyway.
>
> gael
>
> On Thu, Feb 3, 2011 at 7:41 AM, Radu Bogdan Rusu<rusu@xxxxxxxxxxxxxxxx>  wrote:
> > Hi all,
> >
> > Gael, we've been using the fast eigen decomposition suggested by you in an
> > e-mail back in 09/02/10 (regarding SelfAdjointEigenSolver<Matrix3f>  -
> > http://listengine.tuxfamily.org/lists.tuxfamily.org/eigen/2010/08/msg00283.html)
> > without any major issues for the past few months.
> >
> > We've recently hit a problem, and I was wondering whether there is a fix for
> > it that doesn't involve switching to another SVD/eigendecomposition method
> > in Eigen, as the implementation that we're using (see attached source) is
> > still blazing fast.
> >
> > Here's the snippet of code that exhibits the problem (not that it's a c&p so
> > please ignore the style/format):
> >
> > Eigen3::Matrix3f covariance_matrix_f;
> > covariance_matrix_f<<  5.64909, 5.64909, 0.0860435, 5.64909, 5.64909,
> > 0.0860435, 0.0860435, 0.0860435, 2.92133;
> >
> > Eigen3::SelfAdjointEigenSolver<Eigen3::Matrix3f>  ei_symm
> > (covariance_matrix_f);
> > Eigen3::Vector3f eigen_values = ei_symm.eigenvalues ();
> > Eigen3::Matrix3f eigen_vectors = ei_symm.eigenvectors ();
> >
> > cerr<<  eigen_vectors<<  endl;
> > cerr<<  eigen_values<<  endl;
> > cerr<<  "Normal: "<<  eigen_vectors (0, 0)<<  ", "<<  eigen_vectors (1, 0)
> > <<  ", "<<  eigen_vectors (2, 0)<<  endl;
> >
> > Eigen3::Vector3f eigen_val;
> > Eigen3::Matrix3f eigen_vec;
> > eigen33 (covariance_matrix_f, eigen_vec, eigen_val);
> >
> > cerr<<  eigen_vec<<  endl;
> > cerr<<  eigen_val<<  endl;
> > cerr<<  "Normal: "<<  eigen_vec (0, 0)<<  ", "<<  eigen_vec (1, 0)<<  ","
> > <<  eigen_vec (2, 0)<<  endl;
> > ----
> >
> > The output is:
> >
> >   0.707107 -0.0102705   0.707032
> >   -0.707107 -0.0102656   0.707032
> > 3.48268e-06   0.999894  0.0145212
> > 3.41638e-08
> > 2.91956
> > 11.2999
> > Normal: 0.707107, -0.707107, 3.48268e-06
> >
> > -0.00781202 0.0102683  0.707032
> > -0.00781202 0.0102683  0.707032
> >   0.999939 -0.999895 0.0145207
> > -1.01014e-06
> > 2.91956
> > 11.2999
> > Normal: -0.00781202, -0.00781202, 0.999939
> > ---
> >
> >
> > Thanks in advance.
> >
> >
> > Cheers,
> > Radu.
> > --
> > http://pointclouds.org