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authorGravatar Jitse Niesen <jitse@maths.leeds.ac.uk>2010-03-22 13:58:19 +0000
committerGravatar Jitse Niesen <jitse@maths.leeds.ac.uk>2010-03-22 13:58:19 +0000
commit307c42825319fc1f65d876338c66388f824c3517 (patch)
tree882d0a26ce44ac2c75f7846ed5093cb72fe38df3 /unsupported/Eigen/MatrixFunctions
parent525d6b655fa661da1821361477551e275822bf29 (diff)
Move documentation of MatrixBase methods in MatrixFunctions to module page.
I think that because MatrixFunctions is in unsupported/ and MatrixBase is not, doxygen does not include the MatrixBase methods defined and documented in the MatrixFunctions module with the other MatrixBase methods. This is a kludge, but at least the documentation is not lost.
Diffstat (limited to 'unsupported/Eigen/MatrixFunctions')
-rw-r--r--unsupported/Eigen/MatrixFunctions213
1 files changed, 209 insertions, 4 deletions
diff --git a/unsupported/Eigen/MatrixFunctions b/unsupported/Eigen/MatrixFunctions
index 292357fda..e0bc4732c 100644
--- a/unsupported/Eigen/MatrixFunctions
+++ b/unsupported/Eigen/MatrixFunctions
@@ -40,6 +40,22 @@ namespace Eigen {
* \brief This module aims to provide various methods for the computation of
* matrix functions.
*
+ * To use this module, add
+ * \code
+ * #include <unsupported/Eigen/MatrixFunctions>
+ * \endcode
+ * at the start of your source file.
+ *
+ * This module defines the following MatrixBase methods.
+ * - \ref matrixbase_cos "MatrixBase::cos()", for computing the matrix cosine
+ * - \ref matrixbase_cosh "MatrixBase::cosh()", for computing the matrix hyperbolic cosine
+ * - \ref matrixbase_exp "MatrixBase::exp()", for computing the matrix exponential
+ * - \ref matrixbase_matrixfunction "MatrixBase::matrixFunction()", for computing general matrix functions
+ * - \ref matrixbase_sin "MatrixBase::sin()", for computing the matrix sine
+ * - \ref matrixbase_sinh "MatrixBase::sinh()", for computing the matrix hyperbolic sine
+ *
+ * These methods are the main entry points to this module.
+ *
* %Matrix functions are defined as follows. Suppose that \f$ f \f$
* is an entire function (that is, a function on the complex plane
* that is everywhere complex differentiable). Then its Taylor
@@ -49,16 +65,205 @@ namespace Eigen {
* function by the same series:
* \f[ f(M) = f(0) + f'(0) M + \frac{f''(0)}{2} M^2 + \frac{f'''(0)}{3!} M^3 + \cdots \f]
*
- * \code
- * #include <unsupported/Eigen/MatrixFunctions>
- * \endcode
*/
#include "src/MatrixFunctions/MatrixExponential.h"
#include "src/MatrixFunctions/MatrixFunction.h"
-}
+/**
+\page matrixbaseextra MatrixBase methods defined in the MatrixFunctions module
+\ingroup MatrixFunctions_Module
+
+The remainder of the page documents the following MatrixBase methods
+which are defined in the MatrixFunctions module.
+
+
+
+\section matrixbase_cos MatrixBase::cos()
+
+Compute the matrix cosine.
+
+\code
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::cos() const
+\endcode
+
+\param[in] M a square matrix.
+\returns expression representing \f$ \cos(M) \f$.
+
+This function calls \ref matrixbase_matrixfunction "matrixFunction()" with StdStemFunctions::cos().
+
+\sa \ref matrixbase_sin "sin()" for an example.
+
+
+
+\section matrixbase_cosh MatrixBase::cosh()
+
+Compute the matrix hyberbolic cosine.
+
+\code
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::cosh() const
+\endcode
+
+\param[in] M a square matrix.
+\returns expression representing \f$ \cosh(M) \f$
+
+This function calls \ref matrixbase_matrixfunction "matrixFunction()" with StdStemFunctions::cosh().
+
+\sa \ref matrixbase_sinh "sinh()" for an example.
+
+
+
+\section matrixbase_exp MatrixBase::exp()
+
+Compute the matrix exponential.
+
+\code
+const MatrixExponentialReturnValue<Derived> MatrixBase<Derived>::exp() const
+\endcode
+
+\param[in] M matrix whose exponential is to be computed.
+\returns expression representing the matrix exponential of \p M.
+
+The matrix exponential of \f$ M \f$ is defined by
+\f[ \exp(M) = \sum_{k=0}^\infty \frac{M^k}{k!}. \f]
+The matrix exponential can be used to solve linear ordinary
+differential equations: the solution of \f$ y' = My \f$ with the
+initial condition \f$ y(0) = y_0 \f$ is given by
+\f$ y(t) = \exp(M) y_0 \f$.
+
+The cost of the computation is approximately \f$ 20 n^3 \f$ for
+matrices of size \f$ n \f$. The number 20 depends weakly on the
+norm of the matrix.
+
+The matrix exponential is computed using the scaling-and-squaring
+method combined with Pad&eacute; approximation. The matrix is first
+rescaled, then the exponential of the reduced matrix is computed
+approximant, and then the rescaling is undone by repeated
+squaring. The degree of the Pad&eacute; approximant is chosen such
+that the approximation error is less than the round-off
+error. However, errors may accumulate during the squaring phase.
+
+Details of the algorithm can be found in: Nicholas J. Higham, "The
+scaling and squaring method for the matrix exponential revisited,"
+<em>SIAM J. %Matrix Anal. Applic.</em>, <b>26</b>:1179&ndash;1193,
+2005.
+
+Example: The following program checks that
+\f[ \exp \left[ \begin{array}{ccc}
+ 0 & \frac14\pi & 0 \\
+ -\frac14\pi & 0 & 0 \\
+ 0 & 0 & 0
+ \end{array} \right] = \left[ \begin{array}{ccc}
+ \frac12\sqrt2 & -\frac12\sqrt2 & 0 \\
+ \frac12\sqrt2 & \frac12\sqrt2 & 0 \\
+ 0 & 0 & 1
+ \end{array} \right]. \f]
+This corresponds to a rotation of \f$ \frac14\pi \f$ radians around
+the z-axis.
+
+\include MatrixExponential.cpp
+Output: \verbinclude MatrixExponential.out
+
+\note \p M has to be a matrix of \c float, \c double,
+\c complex<float> or \c complex<double> .
+
+
+
+\section matrixbase_matrixfunction MatrixBase::matrixFunction()
+
+Compute a matrix function.
+
+\code
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::matrixFunction(typename ei_stem_function<typename ei_traits<Derived>::Scalar>::type f) const
+\endcode
+
+\param[in] M argument of matrix function, should be a square matrix.
+\param[in] f an entire function; \c f(x,n) should compute the n-th
+derivative of f at x.
+\returns expression representing \p f applied to \p M.
+
+Suppose that \p M is a matrix whose entries have type \c Scalar.
+Then, the second argument, \p f, should be a function with prototype
+\code
+ComplexScalar f(ComplexScalar, int)
+\endcode
+where \c ComplexScalar = \c std::complex<Scalar> if \c Scalar is
+real (e.g., \c float or \c double) and \c ComplexScalar =
+\c Scalar if \c Scalar is complex. The return value of \c f(x,n)
+should be \f$ f^{(n)}(x) \f$, the n-th derivative of f at x.
+
+This routine uses the algorithm described in:
+Philip Davies and Nicholas J. Higham,
+"A Schur-Parlett algorithm for computing matrix functions",
+<em>SIAM J. %Matrix Anal. Applic.</em>, <b>25</b>:464&ndash;485, 2003.
+
+The actual work is done by the MatrixFunction class.
+
+Example: The following program checks that
+\f[ \exp \left[ \begin{array}{ccc}
+ 0 & \frac14\pi & 0 \\
+ -\frac14\pi & 0 & 0 \\
+ 0 & 0 & 0
+ \end{array} \right] = \left[ \begin{array}{ccc}
+ \frac12\sqrt2 & -\frac12\sqrt2 & 0 \\
+ \frac12\sqrt2 & \frac12\sqrt2 & 0 \\
+ 0 & 0 & 1
+ \end{array} \right]. \f]
+This corresponds to a rotation of \f$ \frac14\pi \f$ radians around
+the z-axis. This is the same example as used in the documentation
+of \ref matrixbase_exp "exp()".
+
+\include MatrixFunction.cpp
+Output: \verbinclude MatrixFunction.out
+
+Note that the function \c expfn is defined for complex numbers
+\c x, even though the matrix \c A is over the reals. Instead of
+\c expfn, we could also have used StdStemFunctions::exp:
+\code
+A.matrixFunction(StdStemFunctions<std::complex<double> >::exp, &B);
+\endcode
+
+
+
+\section matrixbase_sin MatrixBase::sin()
+
+Compute the matrix sine.
+
+\code
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::sin() const
+\endcode
+
+\param[in] M a square matrix.
+\returns expression representing \f$ \sin(M) \f$.
+
+This function calls \ref matrixbase_matrixfunction "matrixFunction()" with StdStemFunctions::sin().
+
+Example: \include MatrixSine.cpp
+Output: \verbinclude MatrixSine.out
+
+
+
+\section matrixbase_sinh const MatrixBase::sinh()
+
+Compute the matrix hyperbolic sine.
+
+\code
+MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::sinh() const
+\endcode
+
+\param[in] M a square matrix.
+\returns expression representing \f$ \sinh(M) \f$
+
+This function calls \ref matrixbase_matrixfunction "matrixFunction()" with StdStemFunctions::sinh().
+
+Example: \include MatrixSinh.cpp
+Output: \verbinclude MatrixSinh.out
+
+*/
+
+}
+
#endif // EIGEN_MATRIX_FUNCTIONS