add a blueNorm() function implementing the Blues's stable norm

algorithm. it is currently provided for experimentation
purpose only.

3 files changed, 146 insertions, 5 deletions

diff --git a/Eigen/src/Core/Dot.h b/Eigen/src/Core/Dot.h
index 3861984da..4f185ea5b 100644
--- a/Eigen/src/Core/Dot.h
+++ b/Eigen/src/Core/Dot.h
@@ -295,7 +295,7 @@ inline typename NumTraits<typename ei_traits<Derived>::Scalar>::Real MatrixBase<
 /** \returns the \em l2 norm of \c *this using a numerically more stable
   * algorithm.
   *
-  * \sa norm(), dot(), squaredNorm()
+  * \sa norm(), dot(), squaredNorm(), blueNorm()
   */
 template<typename Derived>
 inline typename NumTraits<typename ei_traits<Derived>::Scalar>::Real
@@ -304,6 +304,142 @@ MatrixBase<Derived>::stableNorm() const
   return this->cwise().abs().redux(ei_scalar_hypot_op<RealScalar>());
 }
 
+/** \internal Computes ibeta^iexp by binary expansion of iexp,
+  * exact if ibeta is the machine base */
+template<typename T> inline T bexp(int ibeta, int iexp)
+{
+  T tbeta = T(ibeta);
+  T res = 1.0;
+  int n = iexp;
+  if (n<0)
+  {
+    n = - n;
+    tbeta = 1.0/tbeta;
+  }
+  for(;;)
+  {
+    if ((n % 2)==0)
+      res = res * tbeta;
+    n = n/2;
+    if (n==0) return res;
+    tbeta = tbeta*tbeta;
+  }
+  return res;
+}
+
+/** \returns the \em l2 norm of \c *this using the Blue's algorithm.
+  * A Portable Fortran Program to Find the Euclidean Norm of a Vector,
+  * ACM TOMS, Vol 4, Issue 1, 1978.
+  *
+  * \sa norm(), dot(), squaredNorm(), stableNorm()
+  */
+template<typename Derived>
+inline typename NumTraits<typename ei_traits<Derived>::Scalar>::Real
+MatrixBase<Derived>::blueNorm() const
+{
+  static int nmax;
+  static Scalar b1, b2, s1m, s2m, overfl, rbig, relerr;
+  int n;
+  Scalar ax, abig, amed, asml;
+
+  if(nmax <= 0)
+  {
+    int nbig, ibeta, it, iemin, iemax, iexp;
+    Scalar abig, eps;
+    // This program calculates the machine-dependent constants
+    // bl, b2, slm, s2m, relerr overfl, nmax
+    // from the "basic" machine-dependent numbers
+    // nbig, ibeta, it, iemin, iemax, rbig.
+    // The following define the basic machine-dependent constants.
+    // For portability, the PORT subprograms "ilmaeh" and "rlmach"
+    // are used. For any specific computer, each of the assignment
+    // statements can be replaced
+    nbig  = std::numeric_limits<int>::max();            // largest integer
+    ibeta = NumTraits<Scalar>::Base;                    // base for floating-point numbers
+    it    = NumTraits<Scalar>::Mantissa;                // number of base-beta digits in mantissa
+    iemin = std::numeric_limits<Scalar>::min_exponent;  // minimum exponent
+    iemax = std::numeric_limits<Scalar>::max_exponent;  // maximum exponent
+    rbig  = std::numeric_limits<Scalar>::max();         // largest floating-point number
+
+    // Check the basic machine-dependent constants.
+    if(iemin > 1 - 2*it || 1+it>iemax || (it==2 && ibeta<5)
+      || (it<=4 && ibeta <= 3 ) || it<2)
+    {
+      ei_assert(false && "the algorithm cannot be guaranteed on this computer");
+    }
+    iexp  = -((1-iemin)/2);
+    b1    = bexp<Scalar>(ibeta, iexp);  // lower boundary of midrange
+    iexp  = (iemax + 1 - it)/2;
+    b2    = bexp<Scalar>(ibeta,iexp);   // upper boundary of midrange
+
+    iexp  = (2-iemin)/2;
+    s1m   = bexp<Scalar>(ibeta,iexp);   // scaling factor for lower range
+    iexp  = - ((iemax+it)/2);
+    s2m   = bexp<Scalar>(ibeta,iexp);   // scaling factor for upper range
+
+    overfl  = rbig*s2m;          // overfow boundary for abig
+    eps     = bexp<Scalar>(ibeta, 1-it);
+    relerr  = ei_sqrt(eps);      // tolerance for neglecting asml
+    abig    = 1.0/eps - 1.0;
+    if (Scalar(nbig)>abig)  nmax = abig;  // largest safe n
+    else                    nmax = nbig;
+  }
+  n = size();
+  if(n==0)
+    return 0;
+  asml = Scalar(0);
+  amed = Scalar(0);
+  abig = Scalar(0);
+  for(int j=0; j<n; ++j)
+  {
+    ax = ei_abs(coeff(j));
+    if(ax > b2)      abig += ei_abs2(ax*s2m);
+    else if(ax < b2) asml += ei_abs2(ax*s1m);
+    else             amed += ei_abs2(ax);
+  }
+  if(abig > Scalar(0))
+  {
+    abig = ei_sqrt(abig);
+    if(abig > overfl)
+    {
+      ei_assert(false && "overflow");
+      return rbig;
+    }
+    if(amed > Scalar(0))
+    {
+      abig = abig/s2m;
+      amed = ei_sqrt(amed);
+    }
+    else
+    {
+      return abig/s2m;
+    }
+
+  }
+  else if(asml > Scalar(0))
+  {
+    if (amed > Scalar(0))
+    {
+      abig = ei_sqrt(amed);
+      amed = ei_sqrt(asml) / s1m;
+    }
+    else
+    {
+      return ei_sqrt(asml)/s1m;
+    }
+  }
+  else
+  {
+    return ei_sqrt(amed);
+  }
+  asml = std::min(abig, amed);
+  abig = std::max(abig, amed);
+  if(asml <= abig*relerr)
+    return abig;
+  else
+    return abig * ei_sqrt(Scalar(1) + ei_abs2(asml/abig));
+}
+
 /** \returns an expression of the quotient of *this by its own norm.
   *
   * \only_for_vectors
diff --git a/Eigen/src/Core/MatrixBase.h b/Eigen/src/Core/MatrixBase.h
index 2a49ae620..b8273ca22 100644
--- a/Eigen/src/Core/MatrixBase.h
+++ b/Eigen/src/Core/MatrixBase.h
@@ -381,8 +381,9 @@ template<typename Derived> class MatrixBase
     template<typename OtherDerived>
     Scalar dot(const MatrixBase<OtherDerived>& other) const;
     RealScalar squaredNorm() const;
-    RealScalar norm()  const;
-    RealScalar stableNorm()  const;
+    RealScalar norm() const;
+    RealScalar stableNorm() const;
+    RealScalar blueNorm() const;
     const PlainMatrixType normalized() const;
     void normalize();
 
diff --git a/Eigen/src/Core/NumTraits.h b/Eigen/src/Core/NumTraits.h
index 24afe54c5..dec07a036 100644
--- a/Eigen/src/Core/NumTraits.h
+++ b/Eigen/src/Core/NumTraits.h
@@ -70,7 +70,9 @@ template<> struct NumTraits<float>
     HasFloatingPoint = 1,
     ReadCost = 1,
     AddCost = 1,
-    MulCost = 1
+    MulCost = 1,
+    Base = 2,
+    Mantissa = 23
   };
 };
 
@@ -83,7 +85,9 @@ template<> struct NumTraits<double>
     HasFloatingPoint = 1,
     ReadCost = 1,
     AddCost = 1,
-    MulCost = 1
+    MulCost = 1,
+    Base = 2,
+    Mantissa = 52
   };
 };