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authorGravatar Chen-Pang He <jdh8@ms63.hinet.net>2013-07-10 02:44:38 +0800
committerGravatar Chen-Pang He <jdh8@ms63.hinet.net>2013-07-10 02:44:38 +0800
commitc52cbd9de95553f2f8c7a9020903081db719573c (patch)
treee99e37d040894c059e6935a10084183cc0c0f153 /unsupported/Eigen/MatrixFunctions
parent159a3bed9e26274ccc8da07a08ea394285d05bd3 (diff)
Write doc for positive power of a matrix with a semisimple zero eigenvalue.
Diffstat (limited to 'unsupported/Eigen/MatrixFunctions')
-rw-r--r--unsupported/Eigen/MatrixFunctions19
1 files changed, 18 insertions, 1 deletions
diff --git a/unsupported/Eigen/MatrixFunctions b/unsupported/Eigen/MatrixFunctions
index 0bdd379d7..41dfab390 100644
--- a/unsupported/Eigen/MatrixFunctions
+++ b/unsupported/Eigen/MatrixFunctions
@@ -239,12 +239,29 @@ p . \f$ M^p \f$ simply evaluates into \f$ \exp(p \log(M)) \f$.
Therefore, the matrix \f$ M \f$ should meet the conditions to be an
argument of matrix logarithm.
-This function computes the matrix power using the Schur-Pad&eacute;
+If \p p is real, it is casted into the real scalar type of \p M. Then
+this function computes the matrix power using the Schur-Pad&eacute;
algorithm as implemented by class MatrixPower. The exponent is split
into integral part and fractional part, where the fractional part is
in the interval \f$ (-1, 1) \f$. The main diagonal and the first
super-diagonal is directly computed.
+If \p M is singular with a semisimple zero eigenvalue and \p p is
+positive, the Schur factor \f$ T \f$ is reordered with Givens
+rotations, i.e.
+
+\f[ T = \left[ \begin{array}{cc}
+ T_1 & T_2 \\
+ 0 & 0
+ \end{array} \right] \f]
+
+where \f$ T_1 \f$ is invertible. Then \f$ T^p \f$ is given by
+
+\f[ T^p = \left[ \begin{array}{cc}
+ T_1^p & T_1^{-1} T_1^p T_2 \\
+ 0 & 0
+ \end{array}. \right] \f]
+
Details of the algorithm can be found in: Nicholas J. Higham and
Lijing Lin, "A Schur-Pad&eacute; algorithm for fractional powers of a
matrix," <em>SIAM J. %Matrix Anal. Applic.</em>,