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authorGravatar Chen-Pang He <jdh8@ms63.hinet.net>2013-06-24 23:56:17 +0800
committerGravatar Chen-Pang He <jdh8@ms63.hinet.net>2013-06-24 23:56:17 +0800
commitb9fc9d8f32749b86bcd7a9b65bd0859e570976a3 (patch)
tree5bc74c0869a2a37d1c707907933197d01398b5a0
parentee8a28fb853d5bbf47bffb7e4c1adaabfe76d96c (diff)
Remove mat.pow * vec specialization, which causes segfault for mat.pow * mat.pow
-rw-r--r--unsupported/Eigen/MatrixFunctions1
-rw-r--r--unsupported/Eigen/src/MatrixFunctions/MatrixPower.h604
-rw-r--r--unsupported/Eigen/src/MatrixFunctions/MatrixPowerBase.h404
-rw-r--r--unsupported/test/matrix_power.cpp73
4 files changed, 367 insertions, 715 deletions
diff --git a/unsupported/Eigen/MatrixFunctions b/unsupported/Eigen/MatrixFunctions
index 124175841..0991817d5 100644
--- a/unsupported/Eigen/MatrixFunctions
+++ b/unsupported/Eigen/MatrixFunctions
@@ -59,7 +59,6 @@
#include "src/MatrixFunctions/MatrixFunction.h"
#include "src/MatrixFunctions/MatrixSquareRoot.h"
#include "src/MatrixFunctions/MatrixLogarithm.h"
-#include "src/MatrixFunctions/MatrixPowerBase.h"
#include "src/MatrixFunctions/MatrixPower.h"
diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h b/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h
index e75fc25b4..12628df1c 100644
--- a/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h
+++ b/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h
@@ -1,7 +1,7 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
-// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
+// Copyright (C) 2012, 2013 Chen-Pang He <jdh8@ms63.hinet.net>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
@@ -12,6 +12,248 @@
namespace Eigen {
+namespace MatrixPowerHelper {
+
+template<typename MatrixPowerType>
+class ReturnValue : public ReturnByValue< ReturnValue<MatrixPowerType> >
+{
+ public:
+ typedef typename MatrixPowerType::PlainObject::RealScalar RealScalar;
+ typedef typename MatrixPowerType::PlainObject::Index Index;
+
+ ReturnValue(MatrixPowerType& pow, RealScalar p) : m_pow(pow), m_p(p)
+ { }
+
+ template<typename ResultType>
+ inline void evalTo(ResultType& res) const
+ { m_pow.compute(res, m_p); }
+
+ Index rows() const { return m_pow.rows(); }
+ Index cols() const { return m_pow.cols(); }
+
+ private:
+ MatrixPowerType& m_pow;
+ const RealScalar m_p;
+ ReturnValue& operator=(const ReturnValue&);
+};
+
+} // namespace MatrixPowerHelper
+
+template<typename MatrixType>
+class MatrixPowerAtomic
+{
+ private:
+ enum {
+ RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+ MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime
+ };
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::RealScalar RealScalar;
+ typedef std::complex<RealScalar> ComplexScalar;
+ typedef typename MatrixType::Index Index;
+ typedef Array< Scalar, RowsAtCompileTime, 1, ColMajor, MaxRowsAtCompileTime > ArrayType;
+
+ const MatrixType& m_A;
+ RealScalar m_p;
+
+ void computePade(int degree, const MatrixType& IminusT, MatrixType& res) const;
+ void compute2x2(MatrixType& res, RealScalar p) const;
+ void computeBig(MatrixType& res) const;
+ static int getPadeDegree(float normIminusT);
+ static int getPadeDegree(double normIminusT);
+ static int getPadeDegree(long double normIminusT);
+ static ComplexScalar computeSuperDiag(const ComplexScalar&, const ComplexScalar&, RealScalar p);
+ static RealScalar computeSuperDiag(RealScalar, RealScalar, RealScalar p);
+
+ public:
+ MatrixPowerAtomic(const MatrixType& T, RealScalar p);
+ void compute(MatrixType& res) const;
+};
+
+template<typename MatrixType>
+MatrixPowerAtomic<MatrixType>::MatrixPowerAtomic(const MatrixType& T, RealScalar p) :
+ m_A(T), m_p(p)
+{ eigen_assert(T.rows() == T.cols()); }
+
+template<typename MatrixType>
+void MatrixPowerAtomic<MatrixType>::compute(MatrixType& res) const
+{
+ res.resizeLike(m_A);
+ switch (m_A.rows()) {
+ case 0:
+ break;
+ case 1:
+ res(0,0) = std::pow(m_A(0,0), m_p);
+ break;
+ case 2:
+ compute2x2(res, m_p);
+ break;
+ default:
+ computeBig(res);
+ }
+}
+
+template<typename MatrixType>
+void MatrixPowerAtomic<MatrixType>::computePade(int degree, const MatrixType& IminusT, MatrixType& res) const
+{
+ int i = degree<<1;
+ res = (m_p-degree) / ((i-1)<<1) * IminusT;
+ for (--i; i; --i) {
+ res = (MatrixType::Identity(IminusT.rows(), IminusT.cols()) + res).template triangularView<Upper>()
+ .solve((i==1 ? -m_p : i&1 ? (-m_p-(i>>1))/(i<<1) : (m_p-(i>>1))/((i-1)<<1)) * IminusT).eval();
+ }
+ res += MatrixType::Identity(IminusT.rows(), IminusT.cols());
+}
+
+// This function assumes that res has the correct size (see bug 614)
+template<typename MatrixType>
+void MatrixPowerAtomic<MatrixType>::compute2x2(MatrixType& res, RealScalar p) const
+{
+ using std::abs;
+ using std::pow;
+
+ ArrayType logTdiag = m_A.diagonal().array().log();
+ res.coeffRef(0,0) = pow(m_A.coeff(0,0), p);
+
+ for (Index i=1; i < m_A.cols(); ++i) {
+ res.coeffRef(i,i) = pow(m_A.coeff(i,i), p);
+ if (m_A.coeff(i-1,i-1) == m_A.coeff(i,i))
+ res.coeffRef(i-1,i) = p * pow(m_A.coeff(i,i), p-1);
+ else if (2*abs(m_A.coeff(i-1,i-1)) < abs(m_A.coeff(i,i)) || 2*abs(m_A.coeff(i,i)) < abs(m_A.coeff(i-1,i-1)))
+ res.coeffRef(i-1,i) = (res.coeff(i,i)-res.coeff(i-1,i-1)) / (m_A.coeff(i,i)-m_A.coeff(i-1,i-1));
+ else
+ res.coeffRef(i-1,i) = computeSuperDiag(m_A.coeff(i,i), m_A.coeff(i-1,i-1), p);
+ res.coeffRef(i-1,i) *= m_A.coeff(i-1,i);
+ }
+}
+
+template<typename MatrixType>
+void MatrixPowerAtomic<MatrixType>::computeBig(MatrixType& res) const
+{
+ const int digits = std::numeric_limits<RealScalar>::digits;
+ const RealScalar maxNormForPade = digits <= 24? 4.3386528e-1f: // sigle precision
+ digits <= 53? 2.789358995219730e-1: // double precision
+ digits <= 64? 2.4471944416607995472e-1L: // extended precision
+ digits <= 106? 1.1016843812851143391275867258512e-1L: // double-double
+ 9.134603732914548552537150753385375e-2L; // quadruple precision
+ MatrixType IminusT, sqrtT, T = m_A.template triangularView<Upper>();
+ RealScalar normIminusT;
+ int degree, degree2, numberOfSquareRoots = 0;
+ bool hasExtraSquareRoot = false;
+
+ /* FIXME
+ * For singular T, norm(I - T) >= 1 but maxNormForPade < 1, leads to infinite
+ * loop. We should move 0 eigenvalues to bottom right corner. We need not
+ * worry about tiny values (e.g. 1e-300) because they will reach 1 if
+ * repetitively sqrt'ed.
+ *
+ * If the 0 eigenvalues are semisimple, they can form a 0 matrix at the
+ * bottom right corner.
+ *
+ * [ T A ]^p [ T^p (T^-1 T^p A) ]
+ * [ ] = [ ]
+ * [ 0 0 ] [ 0 0 ]
+ */
+ for (Index i=0; i < m_A.cols(); ++i)
+ eigen_assert(m_A(i,i) != RealScalar(0));
+
+ while (true) {
+ IminusT = MatrixType::Identity(m_A.rows(), m_A.cols()) - T;
+ normIminusT = IminusT.cwiseAbs().colwise().sum().maxCoeff();
+ if (normIminusT < maxNormForPade) {
+ degree = getPadeDegree(normIminusT);
+ degree2 = getPadeDegree(normIminusT/2);
+ if (degree - degree2 <= 1 || hasExtraSquareRoot)
+ break;
+ hasExtraSquareRoot = true;
+ }
+ MatrixSquareRootTriangular<MatrixType>(T).compute(sqrtT);
+ T = sqrtT.template triangularView<Upper>();
+ ++numberOfSquareRoots;
+ }
+ computePade(degree, IminusT, res);
+
+ for (; numberOfSquareRoots; --numberOfSquareRoots) {
+ compute2x2(res, std::ldexp(m_p, -numberOfSquareRoots));
+ res = res.template triangularView<Upper>() * res;
+ }
+ compute2x2(res, m_p);
+}
+
+template<typename MatrixType>
+inline int MatrixPowerAtomic<MatrixType>::getPadeDegree(float normIminusT)
+{
+ const float maxNormForPade[] = { 2.8064004e-1f /* degree = 3 */ , 4.3386528e-1f };
+ int degree = 3;
+ for (; degree <= 4; ++degree)
+ if (normIminusT <= maxNormForPade[degree - 3])
+ break;
+ return degree;
+}
+
+template<typename MatrixType>
+inline int MatrixPowerAtomic<MatrixType>::getPadeDegree(double normIminusT)
+{
+ const double maxNormForPade[] = { 1.884160592658218e-2 /* degree = 3 */ , 6.038881904059573e-2, 1.239917516308172e-1,
+ 1.999045567181744e-1, 2.789358995219730e-1 };
+ int degree = 3;
+ for (; degree <= 7; ++degree)
+ if (normIminusT <= maxNormForPade[degree - 3])
+ break;
+ return degree;
+}
+
+template<typename MatrixType>
+inline int MatrixPowerAtomic<MatrixType>::getPadeDegree(long double normIminusT)
+{
+#if LDBL_MANT_DIG == 53
+ const int maxPadeDegree = 7;
+ const double maxNormForPade[] = { 1.884160592658218e-2L /* degree = 3 */ , 6.038881904059573e-2L, 1.239917516308172e-1L,
+ 1.999045567181744e-1L, 2.789358995219730e-1L };
+#elif LDBL_MANT_DIG <= 64
+ const int maxPadeDegree = 8;
+ const double maxNormForPade[] = { 6.3854693117491799460e-3L /* degree = 3 */ , 2.6394893435456973676e-2L,
+ 6.4216043030404063729e-2L, 1.1701165502926694307e-1L, 1.7904284231268670284e-1L, 2.4471944416607995472e-1L };
+#elif LDBL_MANT_DIG <= 106
+ const int maxPadeDegree = 10;
+ const double maxNormForPade[] = { 1.0007161601787493236741409687186e-4L /* degree = 3 */ ,
+ 1.0007161601787493236741409687186e-3L, 4.7069769360887572939882574746264e-3L, 1.3220386624169159689406653101695e-2L,
+ 2.8063482381631737920612944054906e-2L, 4.9625993951953473052385361085058e-2L, 7.7367040706027886224557538328171e-2L,
+ 1.1016843812851143391275867258512e-1L };
+#else
+ const int maxPadeDegree = 10;
+ const double maxNormForPade[] = { 5.524506147036624377378713555116378e-5L /* degree = 3 */ ,
+ 6.640600568157479679823602193345995e-4L, 3.227716520106894279249709728084626e-3L,
+ 9.619593944683432960546978734646284e-3L, 2.134595382433742403911124458161147e-2L,
+ 3.908166513900489428442993794761185e-2L, 6.266780814639442865832535460550138e-2L,
+ 9.134603732914548552537150753385375e-2L };
+#endif
+ int degree = 3;
+ for (; degree <= maxPadeDegree; ++degree)
+ if (normIminusT <= maxNormForPade[degree - 3])
+ break;
+ return degree;
+}
+
+template<typename MatrixType>
+inline typename MatrixPowerAtomic<MatrixType>::ComplexScalar
+MatrixPowerAtomic<MatrixType>::computeSuperDiag(const ComplexScalar& curr, const ComplexScalar& prev, RealScalar p)
+{
+ ComplexScalar logCurr = std::log(curr);
+ ComplexScalar logPrev = std::log(prev);
+ int unwindingNumber = std::ceil((numext::imag(logCurr - logPrev) - M_PI) / (2*M_PI));
+ ComplexScalar w = numext::atanh2(curr - prev, curr + prev) + ComplexScalar(0, M_PI*unwindingNumber);
+ return RealScalar(2) * std::exp(RealScalar(0.5) * p * (logCurr + logPrev)) * std::sinh(p * w) / (curr - prev);
+}
+
+template<typename MatrixType>
+inline typename MatrixPowerAtomic<MatrixType>::RealScalar
+MatrixPowerAtomic<MatrixType>::computeSuperDiag(RealScalar curr, RealScalar prev, RealScalar p)
+{
+ RealScalar w = numext::atanh2(curr - prev, curr + prev);
+ return 2 * std::exp(p * (std::log(curr) + std::log(prev)) / 2) * std::sinh(p * w) / (curr - prev);
+}
+
/**
* \ingroup MatrixFunctions_Module
*
@@ -24,10 +266,22 @@ namespace Eigen {
* to an arbitrary real power.
*/
template<typename MatrixType>
-class MatrixPowerTriangular : public MatrixPowerBase<MatrixPowerTriangular<MatrixType>,MatrixType>
+class MatrixPowerTriangular
{
+ private:
+ enum {
+ RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+ ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+ Options = MatrixType::Options,
+ MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+ MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+ };
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::RealScalar RealScalar;
+ typedef typename MatrixType::Index Index;
+
public:
- EIGEN_MATRIX_POWER_PUBLIC_INTERFACE(MatrixPowerTriangular)
+ typedef MatrixType PlainObject;
/**
* \brief Constructor.
@@ -37,10 +291,9 @@ class MatrixPowerTriangular : public MatrixPowerBase<MatrixPowerTriangular<Matri
* The class stores a reference to A, so it should not be changed
* (or destroyed) before evaluation.
*/
- explicit MatrixPowerTriangular(const MatrixType& A) : Base(A), m_T(Base::m_A)
- { }
+ explicit MatrixPowerTriangular(const MatrixType& A) : m_A(A), m_conditionNumber(0)
+ { eigen_assert(A.rows() == A.cols()); }
- #ifdef EIGEN_PARSED_BY_DOXYGEN
/**
* \brief Returns the matrix power.
*
@@ -48,8 +301,8 @@ class MatrixPowerTriangular : public MatrixPowerBase<MatrixPowerTriangular<Matri
* \return The expression \f$ A^p \f$, where A is specified in the
* constructor.
*/
- const MatrixPowerBaseReturnValue<MatrixPowerTriangular<MatrixType>,MatrixType> operator()(RealScalar p);
- #endif
+ const MatrixPowerHelper::ReturnValue<MatrixPowerTriangular> operator()(RealScalar p)
+ { return MatrixPowerHelper::ReturnValue<MatrixPowerTriangular>(*this, p); }
/**
* \brief Compute the matrix power.
@@ -59,34 +312,19 @@ class MatrixPowerTriangular : public MatrixPowerBase<MatrixPowerTriangular<Matri
* constructor.
*/
void compute(MatrixType& res, RealScalar p);
-
- /**
- * \brief Compute the matrix power multiplied by another matrix.
- *
- * \param[in] b a matrix with the same rows as A.
- * \param[in] p exponent, a real scalar.
- * \param[out] res \f$ A^p b \f$, where A is specified in the
- * constructor.
- */
- template<typename Derived, typename ResultType>
- void compute(const Derived& b, ResultType& res, RealScalar p);
+
+ Index rows() const { return m_A.rows(); }
+ Index cols() const { return m_A.cols(); }
private:
- EIGEN_MATRIX_POWER_PROTECTED_MEMBERS(MatrixPowerTriangular)
-
- const TriangularView<MatrixType,Upper> m_T;
-
+ typename MatrixType::Nested m_A;
+ MatrixType m_tmp;
+ RealScalar m_conditionNumber;
RealScalar modfAndInit(RealScalar, RealScalar*);
- template<typename Derived, typename ResultType>
- void apply(const Derived&, ResultType&, bool&);
-
template<typename ResultType>
void computeIntPower(ResultType&, RealScalar);
- template<typename Derived, typename ResultType>
- void computeIntPower(const Derived&, ResultType&, RealScalar);
-
template<typename ResultType>
void computeFracPower(ResultType&, RealScalar);
};
@@ -94,41 +332,25 @@ class MatrixPowerTriangular : public MatrixPowerBase<MatrixPowerTriangular<Matri
template<typename MatrixType>
void MatrixPowerTriangular<MatrixType>::compute(MatrixType& res, RealScalar p)
{
- switch (m_A.cols()) {
+ switch (cols()) {
case 0:
break;
case 1:
- res(0,0) = std::pow(m_T.coeff(0,0), p);
+ res(0,0) = std::pow(m_A.coeff(0,0), p);
break;
default:
RealScalar intpart, x = modfAndInit(p, &intpart);
- res = MatrixType::Identity(m_A.rows(), m_A.cols());
computeIntPower(res, intpart);
computeFracPower(res, x);
}
}
template<typename MatrixType>
-template<typename Derived, typename ResultType>
-void MatrixPowerTriangular<MatrixType>::compute(const Derived& b, ResultType& res, RealScalar p)
-{
- switch (m_A.cols()) {
- case 0:
- break;
- case 1:
- res = std::pow(m_T.coeff(0,0), p) * b;
- break;
- default:
- RealScalar intpart, x = modfAndInit(p, &intpart);
- computeIntPower(b, res, intpart);
- computeFracPower(res, x);
- }
-}
-
-template<typename MatrixType>
typename MatrixPowerTriangular<MatrixType>::RealScalar
MatrixPowerTriangular<MatrixType>::modfAndInit(RealScalar x, RealScalar* intpart)
{
+ typedef Array< RealScalar, RowsAtCompileTime, 1, ColMajor, MaxRowsAtCompileTime > RealArray;
+
*intpart = std::floor(x);
RealScalar res = x - *intpart;
@@ -137,7 +359,7 @@ MatrixPowerTriangular<MatrixType>::modfAndInit(RealScalar x, RealScalar* intpart
m_conditionNumber = absTdiag.maxCoeff() / absTdiag.minCoeff();
}
- if (res>RealScalar(0.5) && res>(1-res)*std::pow(m_conditionNumber,res)) {
+ if (res>RealScalar(0.5) && res>(1-res)*std::pow(m_conditionNumber, res)) {
--res;
++*intpart;
}
@@ -145,87 +367,31 @@ MatrixPowerTriangular<MatrixType>::modfAndInit(RealScalar x, RealScalar* intpart
}
template<typename MatrixType>
-template<typename Derived, typename ResultType>
-void MatrixPowerTriangular<MatrixType>::apply(const Derived& b, ResultType& res, bool& init)
-{
- if (init)
- res = m_tmp1.template triangularView<Upper>() * res;
- else {
- init = true;
- res.noalias() = m_tmp1.template triangularView<Upper>() * b;
- }
-}
-
-template<typename MatrixType>
template<typename ResultType>
void MatrixPowerTriangular<MatrixType>::computeIntPower(ResultType& res, RealScalar p)
{
RealScalar pp = std::abs(p);
- if (p<0) m_tmp1 = m_T.solve(MatrixType::Identity(m_A.rows(), m_A.cols()));
- else m_tmp1 = m_T;
+ if (p<0) m_tmp = m_A.template triangularView<Upper>().solve(MatrixType::Identity(rows(), cols()));
+ else m_tmp = m_A.template triangularView<Upper>();
+ res = MatrixType::Identity(rows(), cols());
while (pp >= 1) {
if (std::fmod(pp, 2) >= 1)
- res = m_tmp1.template triangularView<Upper>() * res;
- m_tmp1 = m_tmp1.template triangularView<Upper>() * m_tmp1;
+ res.template triangularView<Upper>() = m_tmp.template triangularView<Upper>() * res;
+ m_tmp.template triangularView<Upper>() = m_tmp.template triangularView<Upper>() * m_tmp;
pp /= 2;
}
}
template<typename MatrixType>
-template<typename Derived, typename ResultType>
-void MatrixPowerTriangular<MatrixType>::computeIntPower(const Derived& b, ResultType& res, RealScalar p)
-{
- if (b.cols() >= m_A.cols()) {
- m_tmp2 = MatrixType::Identity(m_A.rows(), m_A.cols());
- computeIntPower(m_tmp2, p);
- res.noalias() = m_tmp2.template triangularView<Upper>() * b;
- }
- else {
- RealScalar pp = std::abs(p);
- int squarings, applyings = internal::binary_powering_cost(pp, &squarings);
- bool init = false;
-
- if (p==0) {
- res = b;
- return;
- }
- else if (p>0) {
- m_tmp1 = m_T;
- }
- else if (b.cols()*(pp-applyings) <= m_A.cols()*squarings) {
- res = m_T.solve(b);
- for (--pp; pp >= 1; --pp)
- res = m_T.solve(res);
- return;
- }
- else {
- m_tmp1 = m_T.solve(MatrixType::Identity(m_A.rows(), m_A.cols()));
- }
-
- while (b.cols()*(pp-applyings) > m_A.cols()*squarings) {
- if (std::fmod(pp, 2) >= 1) {
- apply(b, res, init);
- --applyings;
- }
- m_tmp1 = m_tmp1.template triangularView<Upper>() * m_tmp1;
- --squarings;
- pp /= 2;
- }
- for (; pp >= 1; --pp)
- apply(b, res, init);
- }
-}
-
-template<typename MatrixType>
template<typename ResultType>
void MatrixPowerTriangular<MatrixType>::computeFracPower(ResultType& res, RealScalar p)
{
if (p) {
eigen_assert(m_conditionNumber);
- MatrixPowerTriangularAtomic<MatrixType>(m_A).compute(m_tmp1, p);
- res = m_tmp1.template triangularView<Upper>() * res;
+ MatrixPowerAtomic<MatrixType>(m_A, p).compute(m_tmp);
+ res = m_tmp * res;
}
}
@@ -249,10 +415,22 @@ void MatrixPowerTriangular<MatrixType>::computeFracPower(ResultType& res, RealSc
* Output: \verbinclude MatrixPower_optimal.out
*/
template<typename MatrixType>
-class MatrixPower : public MatrixPowerBase<MatrixPower<MatrixType>,MatrixType>
+class MatrixPower
{
+ private:
+ enum {
+ RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+ ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+ Options = MatrixType::Options,
+ MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+ MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+ };
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::RealScalar RealScalar;
+ typedef typename MatrixType::Index Index;
+
public:
- EIGEN_MATRIX_POWER_PUBLIC_INTERFACE(MatrixPower)
+ typedef MatrixType PlainObject;
/**
* \brief Constructor.
@@ -262,10 +440,9 @@ class MatrixPower : public MatrixPowerBase<MatrixPower<MatrixType>,MatrixType>
* The class stores a reference to A, so it should not be changed
* (or destroyed) before evaluation.
*/
- explicit MatrixPower(const MatrixType& A) : Base(A)
- { }
+ explicit MatrixPower(const MatrixType& A) : m_A(A), m_conditionNumber(0)
+ { eigen_assert(A.rows() == A.cols()); }
- #ifdef EIGEN_PARSED_BY_DOXYGEN
/**
* \brief Returns the matrix power.
*
@@ -273,8 +450,8 @@ class MatrixPower : public MatrixPowerBase<MatrixPower<MatrixType>,MatrixType>
* \return The expression \f$ A^p \f$, where A is specified in the
* constructor.
*/
- const MatrixPowerBaseReturnValue<MatrixPower<MatrixType>,MatrixType> operator()(RealScalar p);
- #endif
+ const MatrixPowerHelper::ReturnValue<MatrixPower> operator()(RealScalar p)
+ { return MatrixPowerHelper::ReturnValue<MatrixPower>(*this, p); }
/**
* \brief Compute the matrix power.
@@ -284,45 +461,45 @@ class MatrixPower : public MatrixPowerBase<MatrixPower<MatrixType>,MatrixType>
* constructor.
*/
void compute(MatrixType& res, RealScalar p);
-
- /**
- * \brief Compute the matrix power multiplied by another matrix.
- *
- * \param[in] b a matrix with the same rows as A.
- * \param[in] p exponent, a real scalar.
- * \param[out] res \f$ A^p b \f$, where A is specified in the
- * constructor.
- */
- template<typename Derived, typename ResultType>
- void compute(const Derived& b, ResultType& res, RealScalar p);
+
+ Index rows() const { return m_A.rows(); }
+ Index cols() const { return m_A.cols(); }
private:
- EIGEN_MATRIX_POWER_PROTECTED_MEMBERS(MatrixPower)
+ typedef std::complex<RealScalar> ComplexScalar;
+ typedef Matrix< ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime,
+ MaxColsAtCompileTime > ComplexMatrix;
- typedef Matrix<std::complex<RealScalar>, RowsAtCompileTime, ColsAtCompileTime,
- Options,MaxRowsAtCompileTime,MaxColsAtCompileTime> ComplexMatrix;
- static const bool m_OKforLU = RowsAtCompileTime == Dynamic || RowsAtCompileTime > 4;
+ typename MatrixType::Nested m_A;
+ MatrixType m_tmp;
ComplexMatrix m_T, m_U, m_fT;
+ RealScalar m_conditionNumber;
RealScalar modfAndInit(RealScalar, RealScalar*);
- template<typename Derived, typename ResultType>
- void apply(const Derived&, ResultType&, bool&);
-
template<typename ResultType>
void computeIntPower(ResultType&, RealScalar);
- template<typename Derived, typename ResultType>
- void computeIntPower(const Derived&, ResultType&, RealScalar);
-
template<typename ResultType>
void computeFracPower(ResultType&, RealScalar);
+
+ template<int Rows, int Cols, int Opt, int MaxRows, int MaxCols>
+ static void revertSchur(
+ Matrix< ComplexScalar, Rows, Cols, Opt, MaxRows, MaxCols >& res,
+ const ComplexMatrix& T,
+ const ComplexMatrix& U);
+
+ template<int Rows, int Cols, int Opt, int MaxRows, int MaxCols>
+ static void revertSchur(
+ Matrix< RealScalar, Rows, Cols, Opt, MaxRows, MaxCols >& res,
+ const ComplexMatrix& T,
+ const ComplexMatrix& U);
};
template<typename MatrixType>
void MatrixPower<MatrixType>::compute(MatrixType& res, RealScalar p)
{
- switch (m_A.cols()) {
+ switch (cols()) {
case 0:
break;
case 1:
@@ -330,32 +507,17 @@ void MatrixPower<MatrixType>::compute(MatrixType& res, RealScalar p)
break;
default:
RealScalar intpart, x = modfAndInit(p, &intpart);
- res = MatrixType::Identity(m_A.rows(), m_A.cols());
computeIntPower(res, intpart);
computeFracPower(res, x);
}
}
template<typename MatrixType>
-template<typename Derived, typename ResultType>
-void MatrixPower<MatrixType>::compute(const Derived& b, ResultType& res, RealScalar p)
+typename MatrixPower<MatrixType>::RealScalar
+MatrixPower<MatrixType>::modfAndInit(RealScalar x, RealScalar* intpart)
{
- switch (m_A.cols()) {
- case 0:
- break;
- case 1:
- res = std::pow(m_A.coeff(0,0), p) * b;
- break;
- default:
- RealScalar intpart, x = modfAndInit(p, &intpart);
- computeIntPower(b, res, intpart);
- computeFracPower(res, x);
- }
-}
+ typedef Array< RealScalar, RowsAtCompileTime, 1, ColMajor, MaxRowsAtCompileTime > RealArray;
-template<typename MatrixType>
-typename MatrixPower<MatrixType>::RealScalar MatrixPower<MatrixType>::modfAndInit(RealScalar x, RealScalar* intpart)
-{
*intpart = std::floor(x);
RealScalar res = x - *intpart;
@@ -376,99 +538,50 @@ typename MatrixPower<MatrixType>::RealScalar MatrixPower<MatrixType>::modfAndIni
}
template<typename MatrixType>
-template<typename Derived, typename ResultType>
-void MatrixPower<MatrixType>::apply(const Derived& b, ResultType& res, bool& init)
-{
- if (init)
- res = m_tmp1 * res;
- else {
- init = true;
- res.noalias() = m_tmp1 * b;
- }
-}
-
-template<typename MatrixType>
template<typename ResultType>
void MatrixPower<MatrixType>::computeIntPower(ResultType& res, RealScalar p)
{
RealScalar pp = std::abs(p);
- if (p<0) m_tmp1 = m_A.inverse();
- else m_tmp1 = m_A;
+ if (p<0) m_tmp = m_A.inverse();
+ else m_tmp = m_A;
+ res = MatrixType::Identity(rows(), cols());
while (pp >= 1) {
if (std::fmod(pp, 2) >= 1)
- res = m_tmp1 * res;
- m_tmp1 *= m_tmp1;
+ res = m_tmp * res;
+ m_tmp *= m_tmp;
pp /= 2;
}
}
template<typename MatrixType>
-template<typename Derived, typename ResultType>
-void MatrixPower<MatrixType>::computeIntPower(const Derived& b, ResultType& res, RealScalar p)
-{
- if (b.cols() >= m_A.cols()) {
- m_tmp2 = MatrixType::Identity(m_A.rows(), m_A.cols());
- computeIntPower(m_tmp2, p);
- res.noalias() = m_tmp2 * b;
- }
- else {
- RealScalar pp = std::abs(p);
- int squarings, applyings = internal::binary_powering_cost(pp, &squarings);
- bool init = false;
-
- if (p==0) {
- res = b;
- return;
- }
- else if (p>0) {
- m_tmp1 = m_A;
- }
- else if (m_OKforLU && b.cols()*(pp-applyings) <= m_A.cols()*squarings) {
- PartialPivLU<MatrixType> A(m_A);
- res = A.solve(b);
- for (--pp; pp >= 1; --pp)
- res = A.solve(res);
- return;
- }
- else {
- m_tmp1 = m_A.inverse();
- }
-
- while (b.cols()*(pp-applyings) > m_A.cols()*squarings) {
- if (std::fmod(pp, 2) >= 1) {
- apply(b, res, init);
- --applyings;
- }
- m_tmp1 *= m_tmp1;
- --squarings;
- pp /= 2;
- }
- for (; pp >= 1; --pp)
- apply(b, res, init);
- }
-}
-
-template<typename MatrixType>
template<typename ResultType>
void MatrixPower<MatrixType>::computeFracPower(ResultType& res, RealScalar p)
{
if (p) {
eigen_assert(m_conditionNumber);
- MatrixPowerTriangularAtomic<ComplexMatrix>(m_T).compute(m_fT, p);
- internal::recompose_complex_schur<NumTraits<Scalar>::IsComplex>::run(m_tmp1, m_fT, m_U);
- res = m_tmp1 * res;
+ MatrixPowerAtomic<ComplexMatrix>(m_T, p).compute(m_fT);
+ revertSchur(m_tmp, m_fT, m_U);
+ res = m_tmp * res;
}
}
-namespace internal {
-
-template<typename Derived>
-struct traits<MatrixPowerReturnValue<Derived> >
-{ typedef typename Derived::PlainObject ReturnType; };
+template<typename MatrixType>
+template<int Rows, int Cols, int Opt, int MaxRows, int MaxCols>
+inline void MatrixPower<MatrixType>::revertSchur(
+ Matrix< ComplexScalar, Rows, Cols, Opt, MaxRows, MaxCols >& res,
+ const ComplexMatrix& T,
+ const ComplexMatrix& U)
+{ res.noalias() = U * (T.template triangularView<Upper>() * U.adjoint()); }
-} // namespace internal
+template<typename MatrixType>
+template<int Rows, int Cols, int Opt, int MaxRows, int MaxCols>
+inline void MatrixPower<MatrixType>::revertSchur(
+ Matrix< RealScalar, Rows, Cols, Opt, MaxRows, MaxCols >& res,
+ const ComplexMatrix& T,
+ const ComplexMatrix& U)
+{ res.noalias() = (U * (T.template triangularView<Upper>() * U.adjoint())).real(); }
/**
* \ingroup MatrixFunctions_Module
@@ -484,7 +597,7 @@ struct traits<MatrixPowerReturnValue<Derived> >
* time this is the only way it is used.
*/
template<typename Derived>
-class MatrixPowerReturnValue : public ReturnByValue<MatrixPowerReturnValue<Derived> >
+class MatrixPowerReturnValue : public ReturnByValue< MatrixPowerReturnValue<Derived> >
{
public:
typedef typename Derived::PlainObject PlainObject;
@@ -510,21 +623,6 @@ class MatrixPowerReturnValue : public ReturnByValue<MatrixPowerReturnValue<Deriv
inline void evalTo(ResultType& res) const
{ MatrixPower<PlainObject>(m_A.eval()).compute(res, m_p); }
- /**
- * \brief Return the expression \f$ A^p b \f$.
- *
- * \p A and \p p are specified in the constructor.
- *
- * \param[in] b the matrix (expression) to be applied.
- */
- template<typename OtherDerived>
- const MatrixPowerProduct<MatrixPower<PlainObject>,PlainObject,OtherDerived>
- operator*(const MatrixBase<OtherDerived>& b) const
- {
- MatrixPower<PlainObject> Apow(m_A.eval());
- return MatrixPowerProduct<MatrixPower<PlainObject>,PlainObject,OtherDerived>(Apow, b.derived(), m_p);
- }
-
Index rows() const { return m_A.rows(); }
Index cols() const { return m_A.cols(); }
@@ -534,6 +632,18 @@ class MatrixPowerReturnValue : public ReturnByValue<MatrixPowerReturnValue<Deriv
MatrixPowerReturnValue& operator=(const MatrixPowerReturnValue&);
};
+namespace internal {
+
+template<typename MatrixPowerType>
+struct traits< MatrixPowerHelper::ReturnValue<MatrixPowerType> >
+{ typedef typename MatrixPowerType::PlainObject ReturnType; };
+
+template<typename Derived>
+struct traits< MatrixPowerReturnValue<Derived> >
+{ typedef typename Derived::PlainObject ReturnType; };
+
+}
+
template<typename Derived>
const MatrixPowerReturnValue<Derived> MatrixBase<Derived>::pow(const RealScalar& p) const
{ return MatrixPowerReturnValue<Derived>(derived(), p); }
diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixPowerBase.h b/unsupported/Eigen/src/MatrixFunctions/MatrixPowerBase.h
deleted file mode 100644
index 25b3f4496..000000000
--- a/unsupported/Eigen/src/MatrixFunctions/MatrixPowerBase.h
+++ /dev/null
@@ -1,404 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
-//
-// This Source Code Form is subject to the terms of the Mozilla
-// Public License v. 2.0. If a copy of the MPL was not distributed
-// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
-
-#ifndef EIGEN_MATRIX_POWER_BASE
-#define EIGEN_MATRIX_POWER_BASE
-
-namespace Eigen {
-
-#define EIGEN_MATRIX_POWER_PUBLIC_INTERFACE(Derived) \
- typedef MatrixPowerBase<Derived, MatrixType> Base; \
- using Base::RowsAtCompileTime; \
- using Base::ColsAtCompileTime; \
- using Base::Options; \
- using Base::MaxRowsAtCompileTime; \
- using Base::MaxColsAtCompileTime; \
- typedef typename Base::Scalar Scalar; \
- typedef typename Base::RealScalar RealScalar; \
- typedef typename Base::RealArray RealArray;
-
-#define EIGEN_MATRIX_POWER_PROTECTED_MEMBERS(Derived) \
- using Base::m_A; \
- using Base::m_tmp1; \
- using Base::m_tmp2; \
- using Base::m_conditionNumber;
-
-template<typename Derived, typename MatrixType>
-class MatrixPowerBaseReturnValue : public ReturnByValue<MatrixPowerBaseReturnValue<Derived,MatrixType> >
-{
- public:
- typedef typename MatrixType::RealScalar RealScalar;
- typedef typename MatrixType::Index Index;
-
- MatrixPowerBaseReturnValue(Derived& pow, RealScalar p) : m_pow(pow), m_p(p)
- { }
-
- template<typename ResultType>
- inline void evalTo(ResultType& res) const
- { m_pow.compute(res, m_p); }
-
- template<typename OtherDerived>
- const MatrixPowerProduct<Derived,MatrixType,OtherDerived> operator*(const MatrixBase<OtherDerived>& b) const
- { return MatrixPowerProduct<Derived,MatrixType,OtherDerived>(m_pow, b.derived(), m_p); }
-
- Index rows() const { return m_pow.rows(); }
- Index cols() const { return m_pow.cols(); }
-
- private:
- Derived& m_pow;
- const RealScalar m_p;
- MatrixPowerBaseReturnValue& operator=(const MatrixPowerBaseReturnValue&);
-};
-
-template<typename Derived, typename MatrixType>
-class MatrixPowerBase
-{
- private:
- Derived& derived() { return *static_cast<Derived*>(this); }
-
- public:
- enum {
- RowsAtCompileTime = MatrixType::RowsAtCompileTime,
- ColsAtCompileTime = MatrixType::ColsAtCompileTime,
- Options = MatrixType::Options,
- MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
- MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
- };
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- typedef typename MatrixType::Index Index;
-
- explicit MatrixPowerBase(const MatrixType& A) :
- m_A(A),
- m_conditionNumber(0)
- { eigen_assert(A.rows() == A.cols()); }
-
- #ifndef EIGEN_PARSED_BY_DOXYGEN
- const MatrixPowerBaseReturnValue<Derived,MatrixType> operator()(RealScalar p)
- { return MatrixPowerBaseReturnValue<Derived,MatrixType>(derived(), p); }
- #endif
-
- void compute(MatrixType& res, RealScalar p)
- { derived().compute(res,p); }
-
- template<typename OtherDerived, typename ResultType>
- void compute(const OtherDerived& b, ResultType& res, RealScalar p)
- { derived().compute(b,res,p); }
-
- Index rows() const { return m_A.rows(); }
- Index cols() const { return m_A.cols(); }
-
- protected:
- typedef Array<RealScalar,RowsAtCompileTime,1,ColMajor,MaxRowsAtCompileTime> RealArray;
-
- typename MatrixType::Nested m_A;
- MatrixType m_tmp1, m_tmp2;
- RealScalar m_conditionNumber;
-};
-
-template<typename Derived, typename Lhs, typename Rhs>
-class MatrixPowerProduct : public MatrixBase<MatrixPowerProduct<Derived,Lhs,Rhs> >
-{
- public:
- typedef MatrixBase<MatrixPowerProduct> Base;
- EIGEN_DENSE_PUBLIC_INTERFACE(MatrixPowerProduct)
-
- MatrixPowerProduct(Derived& pow, const Rhs& b, RealScalar p) :
- m_pow(pow),
- m_b(b),
- m_p(p)
- { eigen_assert(pow.cols() == b.rows()); }
-
- template<typename ResultType>
- inline void evalTo(ResultType& res) const
- { m_pow.compute(m_b, res, m_p); }
-
- inline Index rows() const { return m_pow.rows(); }
- inline Index cols() const { return m_b.cols(); }
-
- private:
- Derived& m_pow;
- typename Rhs::Nested m_b;
- const RealScalar m_p;
-};
-
-template<typename Derived>
-template<typename MatrixPower, typename Lhs, typename Rhs>
-Derived& MatrixBase<Derived>::lazyAssign(const MatrixPowerProduct<MatrixPower,Lhs,Rhs>& other)
-{
- other.evalTo(derived());
- return derived();
-}
-
-namespace internal {
-
-template<typename Derived, typename MatrixType>
-struct traits<MatrixPowerBaseReturnValue<Derived, MatrixType> >
-{ typedef MatrixType ReturnType; };
-
-template<typename Derived, typename _Lhs, typename _Rhs>
-struct traits<MatrixPowerProduct<Derived,_Lhs,_Rhs> >
-{
- typedef MatrixXpr XprKind;
- typedef typename remove_all<_Lhs>::type Lhs;
- typedef typename remove_all<_Rhs>::type Rhs;
- typedef typename scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType Scalar;
- typedef Dense StorageKind;
- typedef typename promote_index_type<typename Lhs::Index, typename Rhs::Index>::type Index;
-
- enum {
- RowsAtCompileTime = traits<Lhs>::RowsAtCompileTime,
- ColsAtCompileTime = traits<Rhs>::ColsAtCompileTime,
- MaxRowsAtCompileTime = traits<Lhs>::MaxRowsAtCompileTime,
- MaxColsAtCompileTime = traits<Rhs>::MaxColsAtCompileTime,
- Flags = (MaxRowsAtCompileTime==1 ? RowMajorBit : 0)
- | EvalBeforeNestingBit | EvalBeforeAssigningBit | NestByRefBit,
- CoeffReadCost = 0
- };
-};
-
-template<int IsComplex>
-struct recompose_complex_schur
-{
- template<typename ResultType, typename MatrixType>
- static inline void run(ResultType& res, const MatrixType& T, const MatrixType& U)
- { res.noalias() = U * (T.template triangularView<Upper>() * U.adjoint()); }
-};
-
-template<>
-struct recompose_complex_schur<0>
-{
- template<typename ResultType, typename MatrixType>
- static inline void run(ResultType& res, const MatrixType& T, const MatrixType& U)
- { res.noalias() = (U * (T.template triangularView<Upper>() * U.adjoint())).real(); }
-};
-
-template<typename Scalar, int IsComplex = NumTraits<Scalar>::IsComplex>
-struct matrix_power_unwinder
-{
- static inline Scalar run(const Scalar& eival, const Scalar& eival0, int unwindingNumber)
- { return numext::atanh2(eival-eival0, eival+eival0) + Scalar(0, M_PI*unwindingNumber); }
-};
-
-template<typename Scalar>
-struct matrix_power_unwinder<Scalar,0>
-{
- static inline Scalar run(Scalar eival, Scalar eival0, int)
- { return numext::atanh2(eival-eival0, eival+eival0); }
-};
-
-template<typename T>
-inline int binary_powering_cost(T p, int* squarings)
-{
- int applyings=0, tmp;
-
- frexp(p, squarings);
- --*squarings;
-
- while (std::frexp(p, &tmp), tmp > 0) {
- p -= std::ldexp(static_cast<T>(0.5), tmp);
- ++applyings;
- }
- return applyings;
-}
-
-inline int matrix_power_get_pade_degree(float normIminusT)
-{
- const float maxNormForPade[] = { 2.8064004e-1f /* degree = 3 */ , 4.3386528e-1f };
- int degree = 3;
- for (; degree <= 4; ++degree)
- if (normIminusT <= maxNormForPade[degree - 3])
- break;
- return degree;
-}
-
-inline int matrix_power_get_pade_degree(double normIminusT)
-{
- const double maxNormForPade[] = { 1.884160592658218e-2 /* degree = 3 */ , 6.038881904059573e-2, 1.239917516308172e-1,
- 1.999045567181744e-1, 2.789358995219730e-1 };
- int degree = 3;
- for (; degree <= 7; ++degree)
- if (normIminusT <= maxNormForPade[degree - 3])
- break;
- return degree;
-}
-
-inline int matrix_power_get_pade_degree(long double normIminusT)
-{
-#if LDBL_MANT_DIG == 53
- const int maxPadeDegree = 7;
- const double maxNormForPade[] = { 1.884160592658218e-2L /* degree = 3 */ , 6.038881904059573e-2L, 1.239917516308172e-1L,
- 1.999045567181744e-1L, 2.789358995219730e-1L };
-#elif LDBL_MANT_DIG <= 64
- const int maxPadeDegree = 8;
- const double maxNormForPade[] = { 6.3854693117491799460e-3L /* degree = 3 */ , 2.6394893435456973676e-2L,
- 6.4216043030404063729e-2L, 1.1701165502926694307e-1L, 1.7904284231268670284e-1L, 2.4471944416607995472e-1L };
-#elif LDBL_MANT_DIG <= 106
- const int maxPadeDegree = 10;
- const double maxNormForPade[] = { 1.0007161601787493236741409687186e-4L /* degree = 3 */ ,
- 1.0007161601787493236741409687186e-3L, 4.7069769360887572939882574746264e-3L, 1.3220386624169159689406653101695e-2L,
- 2.8063482381631737920612944054906e-2L, 4.9625993951953473052385361085058e-2L, 7.7367040706027886224557538328171e-2L,
- 1.1016843812851143391275867258512e-1L };
-#else
- const int maxPadeDegree = 10;
- const double maxNormForPade[] = { 5.524506147036624377378713555116378e-5L /* degree = 3 */ ,
- 6.640600568157479679823602193345995e-4L, 3.227716520106894279249709728084626e-3L,
- 9.619593944683432960546978734646284e-3L, 2.134595382433742403911124458161147e-2L,
- 3.908166513900489428442993794761185e-2L, 6.266780814639442865832535460550138e-2L,
- 9.134603732914548552537150753385375e-2L };
-#endif
- int degree = 3;
- for (; degree <= maxPadeDegree; ++degree)
- if (normIminusT <= maxNormForPade[degree - 3])
- break;
- return degree;
-}
-
-} // namespace internal
-
-template<typename MatrixType>
-class MatrixPowerTriangularAtomic
-{
- private:
- enum {
- RowsAtCompileTime = MatrixType::RowsAtCompileTime,
- MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime
- };
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- typedef typename MatrixType::Index Index;
- typedef Array<Scalar,RowsAtCompileTime,1,ColMajor,MaxRowsAtCompileTime> ArrayType;
-
- const MatrixType& m_A;
-
- static void computePade(int degree, const MatrixType& IminusT, MatrixType& res, RealScalar p);
- void compute2x2(MatrixType& res, RealScalar p) const;
- void computeBig(MatrixType& res, RealScalar p) const;
-
- public:
- explicit MatrixPowerTriangularAtomic(const MatrixType& T);
- void compute(MatrixType& res, RealScalar p) const;
-};
-
-template<typename MatrixType>
-MatrixPowerTriangularAtomic<MatrixType>::MatrixPowerTriangularAtomic(const MatrixType& T) :
- m_A(T)
-{ eigen_assert(T.rows() == T.cols()); }
-
-template<typename MatrixType>
-void MatrixPowerTriangularAtomic<MatrixType>::compute(MatrixType& res, RealScalar p) const
-{
- res.resizeLike(m_A);
- switch (m_A.rows()) {
- case 0:
- break;
- case 1:
- res(0,0) = std::pow(m_A(0,0), p);
- break;
- case 2:
- compute2x2(res, p);
- break;
- default:
- computeBig(res, p);
- }
-}
-
-template<typename MatrixType>
-void MatrixPowerTriangularAtomic<MatrixType>::computePade(int degree, const MatrixType& IminusT, MatrixType& res, RealScalar p)
-{
- int i = degree<<1;
- res = (p-degree) / ((i-1)<<1) * IminusT;
- for (--i; i; --i) {
- res = (MatrixType::Identity(IminusT.rows(), IminusT.cols()) + res).template triangularView<Upper>()
- .solve((i==1 ? -p : i&1 ? (-p-(i>>1))/(i<<1) : (p-(i>>1))/((i-1)<<1)) * IminusT).eval();
- }
- res += MatrixType::Identity(IminusT.rows(), IminusT.cols());
-}
-
-// this function assumes that res has the correct size (see bug 614)
-template<typename MatrixType>
-void MatrixPowerTriangularAtomic<MatrixType>::compute2x2(MatrixType& res, RealScalar p) const
-{
- using std::abs;
- using std::pow;
-
- ArrayType logTdiag = m_A.diagonal().array().log();
- res.coeffRef(0,0) = pow(m_A.coeff(0,0), p);
-
- for (Index i=1; i < m_A.cols(); ++i) {
- res.coeffRef(i,i) = pow(m_A.coeff(i,i), p);
- if (m_A.coeff(i-1,i-1) == m_A.coeff(i,i)) {
- res.coeffRef(i-1,i) = p * pow(m_A.coeff(i,i), p-1);
- }
- else if (2*abs(m_A.coeff(i-1,i-1)) < abs(m_A.coeff(i,i)) || 2*abs(m_A.coeff(i,i)) < abs(m_A.coeff(i-1,i-1))) {
- res.coeffRef(i-1,i) = (res.coeff(i,i)-res.coeff(i-1,i-1)) / (m_A.coeff(i,i)-m_A.coeff(i-1,i-1));
- }
- else {
- int unwindingNumber = std::ceil((numext::imag(logTdiag[i]-logTdiag[i-1]) - M_PI) / (2*M_PI));
- Scalar w = internal::matrix_power_unwinder<Scalar>::run(m_A.coeff(i,i), m_A.coeff(i-1,i-1), unwindingNumber);
- res.coeffRef(i-1,i) = RealScalar(2) * std::exp(RealScalar(0.5)*p*(logTdiag[i]+logTdiag[i-1])) * std::sinh(p * w)
- / (m_A.coeff(i,i) - m_A.coeff(i-1,i-1));
- }
- res.coeffRef(i-1,i) *= m_A.coeff(i-1,i);
- }
-}
-
-template<typename MatrixType>
-void MatrixPowerTriangularAtomic<MatrixType>::computeBig(MatrixType& res, RealScalar p) const
-{
- const int digits = std::numeric_limits<RealScalar>::digits;
- const RealScalar maxNormForPade = digits <= 24? 4.3386528e-1f: // sigle precision
- digits <= 53? 2.789358995219730e-1: // double precision
- digits <= 64? 2.4471944416607995472e-1L: // extended precision
- digits <= 106? 1.1016843812851143391275867258512e-1L: // double-double
- 9.134603732914548552537150753385375e-2L; // quadruple precision
- MatrixType IminusT, sqrtT, T = m_A.template triangularView<Upper>();
- RealScalar normIminusT;
- int degree, degree2, numberOfSquareRoots = 0;
- bool hasExtraSquareRoot = false;
-
- /* FIXME
- * For singular T, norm(I - T) >= 1 but maxNormForPade < 1, leads to infinite
- * loop. We should move 0 eigenvalues to bottom right corner. We need not
- * worry about tiny values (e.g. 1e-300) because they will reach 1 if
- * repetitively sqrt'ed.
- *
- * [ T A ]^p [ T^p (T^-1 T^p A) ]
- * [ ] = [ ]
- * [ 0 0 ] [ 0 0 ]
- */
- for (Index i=0; i < m_A.cols(); ++i)
- eigen_assert(m_A(i,i) != RealScalar(0));
-
- while (true) {
- IminusT = MatrixType::Identity(m_A.rows(), m_A.cols()) - T;
- normIminusT = IminusT.cwiseAbs().colwise().sum().maxCoeff();
- if (normIminusT < maxNormForPade) {
- degree = internal::matrix_power_get_pade_degree(normIminusT);
- degree2 = internal::matrix_power_get_pade_degree(normIminusT/2);
- if (degree - degree2 <= 1 || hasExtraSquareRoot)
- break;
- hasExtraSquareRoot = true;
- }
- MatrixSquareRootTriangular<MatrixType>(T).compute(sqrtT);
- T = sqrtT.template triangularView<Upper>();
- ++numberOfSquareRoots;
- }
- computePade(degree, IminusT, res, p);
-
- for (; numberOfSquareRoots; --numberOfSquareRoots) {
- compute2x2(res, std::ldexp(p,-numberOfSquareRoots));
- res = res.template triangularView<Upper>() * res;
- }
- compute2x2(res, p);
-}
-
-} // namespace Eigen
-
-#endif // EIGEN_MATRIX_POWER
diff --git a/unsupported/test/matrix_power.cpp b/unsupported/test/matrix_power.cpp
index 4bb2b4d03..b9d513b45 100644
--- a/unsupported/test/matrix_power.cpp
+++ b/unsupported/test/matrix_power.cpp
@@ -109,62 +109,9 @@ void testExponentLaws(const MatrixType& m, double tol)
}
}
-template<typename MatrixType, typename VectorType>
-void testProduct(const MatrixType& m, const VectorType& v, double tol)
-{
- typedef typename MatrixType::RealScalar RealScalar;
- MatrixType m1;
- VectorType v1, v2, v3;
- RealScalar p;
-
- for (int i=0; i < g_repeat; ++i) {
- generateTestMatrix<MatrixType>::run(m1, m.rows());
- MatrixPower<MatrixType> mpow(m1);
-
- v1 = VectorType::Random(v.rows(), v.cols());
- p = internal::random<RealScalar>();
-
- v2.noalias() = mpow(p) * v1;
- v3.noalias() = mpow(p).eval() * v1;
- std::cout << "testProduct: error powerm = " << relerr(v2, v3) << '\n';
- VERIFY(v2.isApprox(v3, static_cast<RealScalar>(tol)));
- }
-}
-
-template<typename MatrixType, typename VectorType>
-void testTriangularProduct(const MatrixType& m, const VectorType& v, double tol)
-{
- typedef typename MatrixType::RealScalar RealScalar;
- MatrixType m1;
- VectorType v1, v2, v3;
- RealScalar p;
-
- for (int i=0; i < g_repeat; ++i) {
- generateTriangularMatrix<MatrixType>::run(m1, m.rows());
- MatrixPowerTriangular<MatrixType> mpow(m1);
-
- v1 = VectorType::Random(v.rows(), v.cols());
- p = internal::random<RealScalar>();
-
- v2.noalias() = mpow(p) * v1;
- v3.noalias() = mpow(p).eval() * v1;
- std::cout << "testTriangularProduct: error powerm = " << relerr(v2, v3) << '\n';
- VERIFY(v2.isApprox(v3, static_cast<RealScalar>(tol)));
- }
-}
-
-template<typename MatrixType, typename VectorType>
-void testMatrixVector(const MatrixType& m, const VectorType& v, double tol)
-{
- testExponentLaws(m,tol);
- testProduct(m,v,tol);
- testTriangularProduct(m,v,tol);
-}
-
typedef Matrix<double,3,3,RowMajor> Matrix3dRowMajor;
typedef Matrix<long double,Dynamic,Dynamic> MatrixXe;
-typedef Matrix<long double,Dynamic,1> VectorXe;
-
+
void test_matrix_power()
{
CALL_SUBTEST_2(test2dRotation<double>(1e-13));
@@ -174,13 +121,13 @@ void test_matrix_power()
CALL_SUBTEST_1(test2dHyperbolicRotation<float>(1e-5));
CALL_SUBTEST_9(test2dHyperbolicRotation<long double>(1e-14));
- CALL_SUBTEST_2(testMatrixVector(Matrix2d(), Vector2d(), 1e-13));
- CALL_SUBTEST_7(testMatrixVector(Matrix3dRowMajor(), MatrixXd(3,5), 1e-13));
- CALL_SUBTEST_3(testMatrixVector(Matrix4cd(), Vector4cd(), 1e-13));
- CALL_SUBTEST_4(testMatrixVector(MatrixXd(8,8), VectorXd(8), 2e-12));
- CALL_SUBTEST_1(testMatrixVector(Matrix2f(), Vector2f(), 1e-4));
- CALL_SUBTEST_5(testMatrixVector(Matrix3cf(), Vector3cf(), 1e-4));
- CALL_SUBTEST_8(testMatrixVector(Matrix4f(), Vector4f(), 1e-4));
- CALL_SUBTEST_6(testMatrixVector(MatrixXf(2,2), VectorXf(2), 1e-3)); // see bug 614
- CALL_SUBTEST_9(testMatrixVector(MatrixXe(7,7), VectorXe(7), 1e-13));
+ CALL_SUBTEST_2(testExponentLaws(Matrix2d(), 1e-13));
+ CALL_SUBTEST_7(testExponentLaws(Matrix3dRowMajor(), 1e-13));
+ CALL_SUBTEST_3(testExponentLaws(Matrix4cd(), 1e-13));
+ CALL_SUBTEST_4(testExponentLaws(MatrixXd(8,8), 2e-12));
+ CALL_SUBTEST_1(testExponentLaws(Matrix2f(), 1e-4));
+ CALL_SUBTEST_5(testExponentLaws(Matrix3cf(), 1e-4));
+ CALL_SUBTEST_8(testExponentLaws(Matrix4f(), 1e-4));
+ CALL_SUBTEST_6(testExponentLaws(MatrixXf(2,2), 1e-3)); // see bug 614
+ CALL_SUBTEST_9(testExponentLaws(MatrixXe(7,7), 1e-13));
}