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authorGravatar Jitse Niesen <jitse@maths.leeds.ac.uk>2013-07-25 15:08:53 +0100
committerGravatar Jitse Niesen <jitse@maths.leeds.ac.uk>2013-07-25 15:08:53 +0100
commita3a55357db7394281c872e911f13d69aba510aec (patch)
tree644ed85522b84b6d10fc6d80827c3de04857b72f /unsupported/Eigen/src/MatrixFunctions
parent084dc63b4ccfcc9a83a12973505af74a8bc32839 (diff)
Clean up MatrixFunction and MatrixLogarithm.
Diffstat (limited to 'unsupported/Eigen/src/MatrixFunctions')
-rw-r--r--unsupported/Eigen/src/MatrixFunctions/MatrixFunction.h678
-rw-r--r--unsupported/Eigen/src/MatrixFunctions/MatrixFunctionAtomic.h127
-rw-r--r--unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h456
-rw-r--r--unsupported/Eigen/src/MatrixFunctions/MatrixSquareRoot.h2
4 files changed, 509 insertions, 754 deletions
diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixFunction.h b/unsupported/Eigen/src/MatrixFunctions/MatrixFunction.h
index ad54d8ed0..12e28793d 100644
--- a/unsupported/Eigen/src/MatrixFunctions/MatrixFunction.h
+++ b/unsupported/Eigen/src/MatrixFunctions/MatrixFunction.h
@@ -1,7 +1,7 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
-// Copyright (C) 2009-2011 Jitse Niesen <jitse@maths.leeds.ac.uk>
+// Copyright (C) 2009-2011, 2013 Jitse Niesen <jitse@maths.leeds.ac.uk>
//
// 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
@@ -11,394 +11,244 @@
#define EIGEN_MATRIX_FUNCTION
#include "StemFunction.h"
-#include "MatrixFunctionAtomic.h"
namespace Eigen {
+namespace internal {
+
+/** \brief Maximum distance allowed between eigenvalues to be considered "close". */
+static const float matrix_function_separation = 0.1;
+
/** \ingroup MatrixFunctions_Module
- * \brief Class for computing matrix functions.
- * \tparam MatrixType type of the argument of the matrix function,
- * expected to be an instantiation of the Matrix class template.
- * \tparam AtomicType type for computing matrix function of atomic blocks.
- * \tparam IsComplex used internally to select correct specialization.
+ * \class MatrixFunctionAtomic
+ * \brief Helper class for computing matrix functions of atomic matrices.
*
- * This class implements the Schur-Parlett algorithm for computing matrix functions. The spectrum of the
- * matrix is divided in clustered of eigenvalues that lies close together. This class delegates the
- * computation of the matrix function on every block corresponding to these clusters to an object of type
- * \p AtomicType and uses these results to compute the matrix function of the whole matrix. The class
- * \p AtomicType should have a \p compute() member function for computing the matrix function of a block.
- *
- * \sa class MatrixFunctionAtomic, class MatrixLogarithmAtomic
+ * Here, an atomic matrix is a triangular matrix whose diagonal entries are close to each other.
*/
-template <typename MatrixType,
- typename AtomicType,
- int IsComplex = NumTraits<typename internal::traits<MatrixType>::Scalar>::IsComplex>
-class MatrixFunction : internal::noncopyable
-{
+template <typename MatrixType>
+class MatrixFunctionAtomic
+{
public:
- /** \brief Constructor.
- *
- * \param[in] A argument of matrix function, should be a square matrix.
- * \param[in] atomic class for computing matrix function of atomic blocks.
- *
- * The class stores references to \p A and \p atomic, so they should not be
- * changed (or destroyed) before compute() is called.
- */
- MatrixFunction(const MatrixType& A, AtomicType& atomic);
-
- /** \brief Compute the matrix function.
- *
- * \param[out] result the function \p f applied to \p A, as
- * specified in the constructor.
- *
- * See MatrixBase::matrixFunction() for details on how this computation
- * is implemented.
- */
- template <typename ResultType>
- void compute(ResultType &result);
-};
-
-
-/** \internal \ingroup MatrixFunctions_Module
- * \brief Partial specialization of MatrixFunction for real matrices
- */
-template <typename MatrixType, typename AtomicType>
-class MatrixFunction<MatrixType, AtomicType, 0> : internal::noncopyable
-{
- private:
-
- typedef internal::traits<MatrixType> Traits;
- typedef typename Traits::Scalar Scalar;
- static const int Rows = Traits::RowsAtCompileTime;
- static const int Cols = Traits::ColsAtCompileTime;
- static const int Options = MatrixType::Options;
- static const int MaxRows = Traits::MaxRowsAtCompileTime;
- static const int MaxCols = Traits::MaxColsAtCompileTime;
-
- typedef std::complex<Scalar> ComplexScalar;
- typedef Matrix<ComplexScalar, Rows, Cols, Options, MaxRows, MaxCols> ComplexMatrix;
-
- public:
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename stem_function<Scalar>::type StemFunction;
- /** \brief Constructor.
- *
- * \param[in] A argument of matrix function, should be a square matrix.
- * \param[in] atomic class for computing matrix function of atomic blocks.
+ /** \brief Constructor
+ * \param[in] f matrix function to compute.
*/
- MatrixFunction(const MatrixType& A, AtomicType& atomic) : m_A(A), m_atomic(atomic) { }
+ MatrixFunctionAtomic(StemFunction f) : m_f(f) { }
- /** \brief Compute the matrix function.
- *
- * \param[out] result the function \p f applied to \p A, as
- * specified in the constructor.
- *
- * This function converts the real matrix \c A to a complex matrix,
- * uses MatrixFunction<MatrixType,1> and then converts the result back to
- * a real matrix.
+ /** \brief Compute matrix function of atomic matrix
+ * \param[in] A argument of matrix function, should be upper triangular and atomic
+ * \returns f(A), the matrix function evaluated at the given matrix
*/
- template <typename ResultType>
- void compute(ResultType& result)
- {
- ComplexMatrix CA = m_A.template cast<ComplexScalar>();
- ComplexMatrix Cresult;
- MatrixFunction<ComplexMatrix, AtomicType> mf(CA, m_atomic);
- mf.compute(Cresult);
- result = Cresult.real();
- }
-
- private:
- typename internal::nested<MatrixType>::type m_A; /**< \brief Reference to argument of matrix function. */
- AtomicType& m_atomic; /**< \brief Class for computing matrix function of atomic blocks. */
-};
-
-
-/** \internal \ingroup MatrixFunctions_Module
- * \brief Partial specialization of MatrixFunction for complex matrices
- */
-template <typename MatrixType, typename AtomicType>
-class MatrixFunction<MatrixType, AtomicType, 1> : internal::noncopyable
-{
- private:
-
- typedef internal::traits<MatrixType> Traits;
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::Index Index;
- static const int RowsAtCompileTime = Traits::RowsAtCompileTime;
- static const int ColsAtCompileTime = Traits::ColsAtCompileTime;
- static const int Options = MatrixType::Options;
- typedef typename NumTraits<Scalar>::Real RealScalar;
- typedef Matrix<Scalar, Traits::RowsAtCompileTime, 1> VectorType;
- typedef Matrix<Index, Traits::RowsAtCompileTime, 1> IntVectorType;
- typedef Matrix<Index, Dynamic, 1> DynamicIntVectorType;
- typedef std::list<Scalar> Cluster;
- typedef std::list<Cluster> ListOfClusters;
- typedef Matrix<Scalar, Dynamic, Dynamic, Options, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType;
-
- public:
-
- MatrixFunction(const MatrixType& A, AtomicType& atomic);
- template <typename ResultType> void compute(ResultType& result);
+ MatrixType compute(const MatrixType& A);
private:
-
- void computeSchurDecomposition();
- void partitionEigenvalues();
- typename ListOfClusters::iterator findCluster(Scalar key);
- void computeClusterSize();
- void computeBlockStart();
- void constructPermutation();
- void permuteSchur();
- void swapEntriesInSchur(Index index);
- void computeBlockAtomic();
- Block<MatrixType> block(MatrixType& A, Index i, Index j);
- void computeOffDiagonal();
- DynMatrixType solveTriangularSylvester(const DynMatrixType& A, const DynMatrixType& B, const DynMatrixType& C);
-
- typename internal::nested<MatrixType>::type m_A; /**< \brief Reference to argument of matrix function. */
- AtomicType& m_atomic; /**< \brief Class for computing matrix function of atomic blocks. */
- MatrixType m_T; /**< \brief Triangular part of Schur decomposition */
- MatrixType m_U; /**< \brief Unitary part of Schur decomposition */
- MatrixType m_fT; /**< \brief %Matrix function applied to #m_T */
- ListOfClusters m_clusters; /**< \brief Partition of eigenvalues into clusters of ei'vals "close" to each other */
- DynamicIntVectorType m_eivalToCluster; /**< \brief m_eivalToCluster[i] = j means i-th ei'val is in j-th cluster */
- DynamicIntVectorType m_clusterSize; /**< \brief Number of eigenvalues in each clusters */
- DynamicIntVectorType m_blockStart; /**< \brief Row index at which block corresponding to i-th cluster starts */
- IntVectorType m_permutation; /**< \brief Permutation which groups ei'vals in the same cluster together */
-
- /** \brief Maximum distance allowed between eigenvalues to be considered "close".
- *
- * This is morally a \c static \c const \c Scalar, but only
- * integers can be static constant class members in C++. The
- * separation constant is set to 0.1, a value taken from the
- * paper by Davies and Higham. */
- static const RealScalar separation() { return static_cast<RealScalar>(0.1); }
+ StemFunction* m_f;
};
-/** \brief Constructor.
- *
- * \param[in] A argument of matrix function, should be a square matrix.
- * \param[in] atomic class for computing matrix function of atomic blocks.
- */
-template <typename MatrixType, typename AtomicType>
-MatrixFunction<MatrixType,AtomicType,1>::MatrixFunction(const MatrixType& A, AtomicType& atomic)
- : m_A(A), m_atomic(atomic)
+template <typename MatrixType>
+typename NumTraits<typename MatrixType::Scalar>::Real matrix_function_compute_mu(const MatrixType& A)
{
- /* empty body */
+ typedef typename plain_col_type<MatrixType>::type VectorType;
+ typename MatrixType::Index rows = A.rows();
+ const MatrixType N = MatrixType::Identity(rows, rows) - A;
+ VectorType e = VectorType::Ones(rows);
+ N.template triangularView<Upper>().solveInPlace(e);
+ return e.cwiseAbs().maxCoeff();
}
-/** \brief Compute the matrix function.
- *
- * \param[out] result the function \p f applied to \p A, as
- * specified in the constructor.
- */
-template <typename MatrixType, typename AtomicType>
-template <typename ResultType>
-void MatrixFunction<MatrixType,AtomicType,1>::compute(ResultType& result)
+template <typename MatrixType>
+MatrixType MatrixFunctionAtomic<MatrixType>::compute(const MatrixType& A)
{
- computeSchurDecomposition();
- partitionEigenvalues();
- computeClusterSize();
- computeBlockStart();
- constructPermutation();
- permuteSchur();
- computeBlockAtomic();
- computeOffDiagonal();
- result = m_U * (m_fT.template triangularView<Upper>() * m_U.adjoint());
+ // TODO: Use that A is upper triangular
+ typedef typename NumTraits<Scalar>::Real RealScalar;
+ typedef typename MatrixType::Index Index;
+ Index rows = A.rows();
+ Scalar avgEival = A.trace() / Scalar(RealScalar(rows));
+ MatrixType Ashifted = A - avgEival * MatrixType::Identity(rows, rows);
+ RealScalar mu = matrix_function_compute_mu(Ashifted);
+ MatrixType F = m_f(avgEival, 0) * MatrixType::Identity(rows, rows);
+ MatrixType P = Ashifted;
+ MatrixType Fincr;
+ for (Index s = 1; s < 1.1 * rows + 10; s++) { // upper limit is fairly arbitrary
+ Fincr = m_f(avgEival, static_cast<int>(s)) * P;
+ F += Fincr;
+ P = Scalar(RealScalar(1.0/(s + 1))) * P * Ashifted;
+
+ // test whether Taylor series converged
+ const RealScalar F_norm = F.cwiseAbs().rowwise().sum().maxCoeff();
+ const RealScalar Fincr_norm = Fincr.cwiseAbs().rowwise().sum().maxCoeff();
+ if (Fincr_norm < NumTraits<Scalar>::epsilon() * F_norm) {
+ RealScalar delta = 0;
+ RealScalar rfactorial = 1;
+ for (Index r = 0; r < rows; r++) {
+ RealScalar mx = 0;
+ for (Index i = 0; i < rows; i++)
+ mx = (std::max)(mx, std::abs(m_f(Ashifted(i, i) + avgEival, static_cast<int>(s+r))));
+ if (r != 0)
+ rfactorial *= RealScalar(r);
+ delta = (std::max)(delta, mx / rfactorial);
+ }
+ const RealScalar P_norm = P.cwiseAbs().rowwise().sum().maxCoeff();
+ if (mu * delta * P_norm < NumTraits<Scalar>::epsilon() * F_norm) // series converged
+ break;
+ }
+ }
+ return F;
}
-/** \brief Store the Schur decomposition of #m_A in #m_T and #m_U */
-template <typename MatrixType, typename AtomicType>
-void MatrixFunction<MatrixType,AtomicType,1>::computeSchurDecomposition()
+/** \brief Find cluster in \p clusters containing some value
+ * \param[in] key Value to find
+ * \returns Iterator to cluster containing \p key, or \c clusters.end() if no cluster in \p m_clusters
+ * contains \p key.
+ */
+template <typename Scalar, typename ListOfClusters>
+typename ListOfClusters::iterator matrix_function_find_cluster(Scalar key, ListOfClusters& clusters)
{
- const ComplexSchur<MatrixType> schurOfA(m_A);
- m_T = schurOfA.matrixT();
- m_U = schurOfA.matrixU();
+ typename std::list<Scalar>::iterator j;
+ for (typename ListOfClusters::iterator i = clusters.begin(); i != clusters.end(); ++i) {
+ j = std::find(i->begin(), i->end(), key);
+ if (j != i->end())
+ return i;
+ }
+ return clusters.end();
}
/** \brief Partition eigenvalues in clusters of ei'vals close to each other
*
- * This function computes #m_clusters. This is a partition of the
- * eigenvalues of #m_T in clusters, such that
- * # Any eigenvalue in a certain cluster is at most separation() away
- * from another eigenvalue in the same cluster.
- * # The distance between two eigenvalues in different clusters is
- * more than separation().
- * The implementation follows Algorithm 4.1 in the paper of Davies
- * and Higham.
+ * \param[in] eivals Eigenvalues
+ * \param[out] clusters Resulting partition of eigenvalues
+ *
+ * The partition satisfies the following two properties:
+ * # Any eigenvalue in a certain cluster is at most matrix_function_separation() away from another eigenvalue
+ * in the same cluster.
+ * # The distance between two eigenvalues in different clusters is more than matrix_function_separation().
+ * The implementation follows Algorithm 4.1 in the paper of Davies and Higham.
*/
-template <typename MatrixType, typename AtomicType>
-void MatrixFunction<MatrixType,AtomicType,1>::partitionEigenvalues()
+template <typename EivalsType, typename Cluster>
+void matrix_function_partition_eigenvalues(const EivalsType& eivals, std::list<Cluster>& clusters)
{
- using std::abs;
- const Index rows = m_T.rows();
- VectorType diag = m_T.diagonal(); // contains eigenvalues of A
-
- for (Index i=0; i<rows; ++i) {
- // Find set containing diag(i), adding a new set if necessary
- typename ListOfClusters::iterator qi = findCluster(diag(i));
- if (qi == m_clusters.end()) {
+ typedef typename EivalsType::Index Index;
+ for (Index i=0; i<eivals.rows(); ++i) {
+ // Find set containing eivals(i), adding a new set if necessary
+ typename std::list<Cluster>::iterator qi = matrix_function_find_cluster(eivals(i), clusters);
+ if (qi == clusters.end()) {
Cluster l;
- l.push_back(diag(i));
- m_clusters.push_back(l);
- qi = m_clusters.end();
+ l.push_back(eivals(i));
+ clusters.push_back(l);
+ qi = clusters.end();
--qi;
}
// Look for other element to add to the set
- for (Index j=i+1; j<rows; ++j) {
- if (abs(diag(j) - diag(i)) <= separation() && std::find(qi->begin(), qi->end(), diag(j)) == qi->end()) {
- typename ListOfClusters::iterator qj = findCluster(diag(j));
- if (qj == m_clusters.end()) {
- qi->push_back(diag(j));
+ for (Index j=i+1; j<eivals.rows(); ++j) {
+ if (abs(eivals(j) - eivals(i)) <= matrix_function_separation
+ && std::find(qi->begin(), qi->end(), eivals(j)) == qi->end()) {
+ typename std::list<Cluster>::iterator qj = matrix_function_find_cluster(eivals(j), clusters);
+ if (qj == clusters.end()) {
+ qi->push_back(eivals(j));
} else {
qi->insert(qi->end(), qj->begin(), qj->end());
- m_clusters.erase(qj);
+ clusters.erase(qj);
}
}
}
}
}
-/** \brief Find cluster in #m_clusters containing some value
- * \param[in] key Value to find
- * \returns Iterator to cluster containing \c key, or
- * \c m_clusters.end() if no cluster in m_clusters contains \c key.
- */
-template <typename MatrixType, typename AtomicType>
-typename MatrixFunction<MatrixType,AtomicType,1>::ListOfClusters::iterator MatrixFunction<MatrixType,AtomicType,1>::findCluster(Scalar key)
+/** \brief Compute size of each cluster given a partitioning */
+template <typename ListOfClusters, typename Index>
+void matrix_function_compute_cluster_size(const ListOfClusters& clusters, Matrix<Index, Dynamic, 1>& clusterSize)
{
- typename Cluster::iterator j;
- for (typename ListOfClusters::iterator i = m_clusters.begin(); i != m_clusters.end(); ++i) {
- j = std::find(i->begin(), i->end(), key);
- if (j != i->end())
- return i;
+ const Index numClusters = static_cast<Index>(clusters.size());
+ clusterSize.setZero(numClusters);
+ Index clusterIndex = 0;
+ for (typename ListOfClusters::const_iterator cluster = clusters.begin(); cluster != clusters.end(); ++cluster) {
+ clusterSize[clusterIndex] = cluster->size();
+ ++clusterIndex;
}
- return m_clusters.end();
}
-/** \brief Compute #m_clusterSize and #m_eivalToCluster using #m_clusters */
-template <typename MatrixType, typename AtomicType>
-void MatrixFunction<MatrixType,AtomicType,1>::computeClusterSize()
+/** \brief Compute start of each block using clusterSize */
+template <typename VectorType>
+void matrix_function_compute_block_start(const VectorType& clusterSize, VectorType& blockStart)
{
- const Index rows = m_T.rows();
- VectorType diag = m_T.diagonal();
- const Index numClusters = static_cast<Index>(m_clusters.size());
+ blockStart.resize(clusterSize.rows());
+ blockStart(0) = 0;
+ for (typename VectorType::Index i = 1; i < clusterSize.rows(); i++) {
+ blockStart(i) = blockStart(i-1) + clusterSize(i-1);
+ }
+}
- m_clusterSize.setZero(numClusters);
- m_eivalToCluster.resize(rows);
+/** \brief Compute mapping of eigenvalue indices to cluster indices */
+template <typename EivalsType, typename ListOfClusters, typename VectorType>
+void matrix_function_compute_map(const EivalsType& eivals, const ListOfClusters& clusters, VectorType& eivalToCluster)
+{
+ typedef typename EivalsType::Index Index;
+ eivalToCluster.resize(eivals.rows());
Index clusterIndex = 0;
- for (typename ListOfClusters::const_iterator cluster = m_clusters.begin(); cluster != m_clusters.end(); ++cluster) {
- for (Index i = 0; i < diag.rows(); ++i) {
- if (std::find(cluster->begin(), cluster->end(), diag(i)) != cluster->end()) {
- ++m_clusterSize[clusterIndex];
- m_eivalToCluster[i] = clusterIndex;
+ for (typename ListOfClusters::const_iterator cluster = clusters.begin(); cluster != clusters.end(); ++cluster) {
+ for (Index i = 0; i < eivals.rows(); ++i) {
+ if (std::find(cluster->begin(), cluster->end(), eivals(i)) != cluster->end()) {
+ eivalToCluster[i] = clusterIndex;
}
}
++clusterIndex;
}
}
-/** \brief Compute #m_blockStart using #m_clusterSize */
-template <typename MatrixType, typename AtomicType>
-void MatrixFunction<MatrixType,AtomicType,1>::computeBlockStart()
+/** \brief Compute permutation which groups ei'vals in same cluster together */
+template <typename DynVectorType, typename VectorType>
+void matrix_function_compute_permutation(const DynVectorType& blockStart, const DynVectorType& eivalToCluster, VectorType& permutation)
{
- m_blockStart.resize(m_clusterSize.rows());
- m_blockStart(0) = 0;
- for (Index i = 1; i < m_clusterSize.rows(); i++) {
- m_blockStart(i) = m_blockStart(i-1) + m_clusterSize(i-1);
- }
-}
-
-/** \brief Compute #m_permutation using #m_eivalToCluster and #m_blockStart */
-template <typename MatrixType, typename AtomicType>
-void MatrixFunction<MatrixType,AtomicType,1>::constructPermutation()
-{
- DynamicIntVectorType indexNextEntry = m_blockStart;
- m_permutation.resize(m_T.rows());
- for (Index i = 0; i < m_T.rows(); i++) {
- Index cluster = m_eivalToCluster[i];
- m_permutation[i] = indexNextEntry[cluster];
+ typedef typename VectorType::Index Index;
+ DynVectorType indexNextEntry = blockStart;
+ permutation.resize(eivalToCluster.rows());
+ for (Index i = 0; i < eivalToCluster.rows(); i++) {
+ Index cluster = eivalToCluster[i];
+ permutation[i] = indexNextEntry[cluster];
++indexNextEntry[cluster];
}
}
-/** \brief Permute Schur decomposition in #m_U and #m_T according to #m_permutation */
-template <typename MatrixType, typename AtomicType>
-void MatrixFunction<MatrixType,AtomicType,1>::permuteSchur()
+/** \brief Permute Schur decomposition in U and T according to permutation */
+template <typename VectorType, typename MatrixType>
+void matrix_function_permute_schur(VectorType& permutation, MatrixType& U, MatrixType& T)
{
- IntVectorType p = m_permutation;
- for (Index i = 0; i < p.rows() - 1; i++) {
+ typedef typename VectorType::Index Index;
+ for (Index i = 0; i < permutation.rows() - 1; i++) {
Index j;
- for (j = i; j < p.rows(); j++) {
- if (p(j) == i) break;
+ for (j = i; j < permutation.rows(); j++) {
+ if (permutation(j) == i) break;
}
- eigen_assert(p(j) == i);
+ eigen_assert(permutation(j) == i);
for (Index k = j-1; k >= i; k--) {
- swapEntriesInSchur(k);
- std::swap(p.coeffRef(k), p.coeffRef(k+1));
+ JacobiRotation<typename MatrixType::Scalar> rotation;
+ rotation.makeGivens(T(k, k+1), T(k+1, k+1) - T(k, k));
+ T.applyOnTheLeft(k, k+1, rotation.adjoint());
+ T.applyOnTheRight(k, k+1, rotation);
+ U.applyOnTheRight(k, k+1, rotation);
+ std::swap(permutation.coeffRef(k), permutation.coeffRef(k+1));
}
}
}
-/** \brief Swap rows \a index and \a index+1 in Schur decomposition in #m_U and #m_T */
-template <typename MatrixType, typename AtomicType>
-void MatrixFunction<MatrixType,AtomicType,1>::swapEntriesInSchur(Index index)
-{
- JacobiRotation<Scalar> rotation;
- rotation.makeGivens(m_T(index, index+1), m_T(index+1, index+1) - m_T(index, index));
- m_T.applyOnTheLeft(index, index+1, rotation.adjoint());
- m_T.applyOnTheRight(index, index+1, rotation);
- m_U.applyOnTheRight(index, index+1, rotation);
-}
-
-/** \brief Compute block diagonal part of #m_fT.
- *
- * This routine computes the matrix function applied to the block diagonal part of #m_T, with the blocking
- * given by #m_blockStart. The matrix function of each diagonal block is computed by #m_atomic. The
- * off-diagonal parts of #m_fT are set to zero.
- */
-template <typename MatrixType, typename AtomicType>
-void MatrixFunction<MatrixType,AtomicType,1>::computeBlockAtomic()
-{
- m_fT.resize(m_T.rows(), m_T.cols());
- m_fT.setZero();
- for (Index i = 0; i < m_clusterSize.rows(); ++i) {
- block(m_fT, i, i) = m_atomic.compute(block(m_T, i, i));
- }
-}
-
-/** \brief Return block of matrix according to blocking given by #m_blockStart */
-template <typename MatrixType, typename AtomicType>
-Block<MatrixType> MatrixFunction<MatrixType,AtomicType,1>::block(MatrixType& A, Index i, Index j)
-{
- return A.block(m_blockStart(i), m_blockStart(j), m_clusterSize(i), m_clusterSize(j));
-}
-
-/** \brief Compute part of #m_fT above block diagonal.
+/** \brief Compute block diagonal part of matrix function.
*
- * This routine assumes that the block diagonal part of #m_fT (which
- * equals the matrix function applied to #m_T) has already been computed and computes
- * the part above the block diagonal. The part below the diagonal is
- * zero, because #m_T is upper triangular.
+ * This routine computes the matrix function applied to the block diagonal part of \p T (which should be
+ * upper triangular), with the blocking given by \p blockStart and \p clusterSize. The matrix function of
+ * each diagonal block is computed by \p atomic. The off-diagonal parts of \p fT are set to zero.
*/
-template <typename MatrixType, typename AtomicType>
-void MatrixFunction<MatrixType,AtomicType,1>::computeOffDiagonal()
+template <typename MatrixType, typename AtomicType, typename VectorType>
+void matrix_function_compute_block_atomic(const MatrixType& T, AtomicType& atomic, const VectorType& blockStart, const VectorType& clusterSize, MatrixType& fT)
{
- for (Index diagIndex = 1; diagIndex < m_clusterSize.rows(); diagIndex++) {
- for (Index blockIndex = 0; blockIndex < m_clusterSize.rows() - diagIndex; blockIndex++) {
- // compute (blockIndex, blockIndex+diagIndex) block
- DynMatrixType A = block(m_T, blockIndex, blockIndex);
- DynMatrixType B = -block(m_T, blockIndex+diagIndex, blockIndex+diagIndex);
- DynMatrixType C = block(m_fT, blockIndex, blockIndex) * block(m_T, blockIndex, blockIndex+diagIndex);
- C -= block(m_T, blockIndex, blockIndex+diagIndex) * block(m_fT, blockIndex+diagIndex, blockIndex+diagIndex);
- for (Index k = blockIndex + 1; k < blockIndex + diagIndex; k++) {
- C += block(m_fT, blockIndex, k) * block(m_T, k, blockIndex+diagIndex);
- C -= block(m_T, blockIndex, k) * block(m_fT, k, blockIndex+diagIndex);
- }
- block(m_fT, blockIndex, blockIndex+diagIndex) = solveTriangularSylvester(A, B, C);
- }
+ fT.setZero(T.rows(), T.cols());
+ for (typename VectorType::Index i = 0; i < clusterSize.rows(); ++i) {
+ fT.block(blockStart(i), blockStart(i), clusterSize(i), clusterSize(i))
+ = atomic.compute(T.block(blockStart(i), blockStart(i), clusterSize(i), clusterSize(i)));
}
}
@@ -410,8 +260,8 @@ void MatrixFunction<MatrixType,AtomicType,1>::computeOffDiagonal()
*
* \returns the solution X.
*
- * If A is m-by-m and B is n-by-n, then both C and X are m-by-n.
- * The (i,j)-th component of the Sylvester equation is
+ * If A is m-by-m and B is n-by-n, then both C and X are m-by-n. The (i,j)-th component of the Sylvester
+ * equation is
* \f[
* \sum_{k=i}^m A_{ik} X_{kj} + \sum_{k=1}^j X_{ik} B_{kj} = C_{ij}.
* \f]
@@ -420,16 +270,12 @@ void MatrixFunction<MatrixType,AtomicType,1>::computeOffDiagonal()
* X_{ij} = \frac{1}{A_{ii} + B_{jj}} \Bigl( C_{ij}
* - \sum_{k=i+1}^m A_{ik} X_{kj} - \sum_{k=1}^{j-1} X_{ik} B_{kj} \Bigr).
* \f]
- * It is assumed that A and B are such that the numerator is never
- * zero (otherwise the Sylvester equation does not have a unique
- * solution). In that case, these equations can be evaluated in the
- * order \f$ i=m,\ldots,1 \f$ and \f$ j=1,\ldots,n \f$.
+ * It is assumed that A and B are such that the numerator is never zero (otherwise the Sylvester equation
+ * does not have a unique solution). In that case, these equations can be evaluated in the order
+ * \f$ i=m,\ldots,1 \f$ and \f$ j=1,\ldots,n \f$.
*/
-template <typename MatrixType, typename AtomicType>
-typename MatrixFunction<MatrixType,AtomicType,1>::DynMatrixType MatrixFunction<MatrixType,AtomicType,1>::solveTriangularSylvester(
- const DynMatrixType& A,
- const DynMatrixType& B,
- const DynMatrixType& C)
+template <typename MatrixType>
+MatrixType matrix_function_solve_triangular_sylvester(const MatrixType& A, const MatrixType& B, const MatrixType& C)
{
eigen_assert(A.rows() == A.cols());
eigen_assert(A.isUpperTriangular());
@@ -438,9 +284,12 @@ typename MatrixFunction<MatrixType,AtomicType,1>::DynMatrixType MatrixFunction<M
eigen_assert(C.rows() == A.rows());
eigen_assert(C.cols() == B.rows());
+ typedef typename MatrixType::Index Index;
+ typedef typename MatrixType::Scalar Scalar;
+
Index m = A.rows();
Index n = B.rows();
- DynMatrixType X(m, n);
+ MatrixType X(m, n);
for (Index i = m - 1; i >= 0; --i) {
for (Index j = 0; j < n; ++j) {
@@ -469,17 +318,164 @@ typename MatrixFunction<MatrixType,AtomicType,1>::DynMatrixType MatrixFunction<M
return X;
}
+/** \brief Compute part of matrix function above block diagonal.
+ *
+ * This routine completes the computation of \p fT, denoting a matrix function applied to the triangular
+ * matrix \p T. It assumes that the block diagonal part of \p fT has already been computed. The part below
+ * the diagonal is zero, because \p T is upper triangular.
+ */
+template <typename MatrixType, typename VectorType>
+void matrix_function_compute_above_diagonal(const MatrixType& T, const VectorType& blockStart, const VectorType& clusterSize, MatrixType& fT)
+{
+ typedef internal::traits<MatrixType> Traits;
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::Index Index;
+ static const int RowsAtCompileTime = Traits::RowsAtCompileTime;
+ static const int ColsAtCompileTime = Traits::ColsAtCompileTime;
+ static const int Options = MatrixType::Options;
+ typedef Matrix<Scalar, Dynamic, Dynamic, Options, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType;
+
+ for (Index k = 1; k < clusterSize.rows(); k++) {
+ for (Index i = 0; i < clusterSize.rows() - k; i++) {
+ // compute (i, i+k) block
+ DynMatrixType A = T.block(blockStart(i), blockStart(i), clusterSize(i), clusterSize(i));
+ DynMatrixType B = -T.block(blockStart(i+k), blockStart(i+k), clusterSize(i+k), clusterSize(i+k));
+ DynMatrixType C = fT.block(blockStart(i), blockStart(i), clusterSize(i), clusterSize(i))
+ * T.block(blockStart(i), blockStart(i+k), clusterSize(i), clusterSize(i+k));
+ C -= T.block(blockStart(i), blockStart(i+k), clusterSize(i), clusterSize(i+k))
+ * fT.block(blockStart(i+k), blockStart(i+k), clusterSize(i+k), clusterSize(i+k));
+ for (Index m = i + 1; m < i + k; m++) {
+ C += fT.block(blockStart(i), blockStart(m), clusterSize(i), clusterSize(m))
+ * T.block(blockStart(m), blockStart(i+k), clusterSize(m), clusterSize(i+k));
+ C -= T.block(blockStart(i), blockStart(m), clusterSize(i), clusterSize(m))
+ * fT.block(blockStart(m), blockStart(i+k), clusterSize(m), clusterSize(i+k));
+ }
+ fT.block(blockStart(i), blockStart(i+k), clusterSize(i), clusterSize(i+k))
+ = matrix_function_solve_triangular_sylvester(A, B, C);
+ }
+ }
+}
+
+/** \ingroup MatrixFunctions_Module
+ * \brief Class for computing matrix functions.
+ * \tparam MatrixType type of the argument of the matrix function,
+ * expected to be an instantiation of the Matrix class template.
+ * \tparam AtomicType type for computing matrix function of atomic blocks.
+ * \tparam IsComplex used internally to select correct specialization.
+ *
+ * This class implements the Schur-Parlett algorithm for computing matrix functions. The spectrum of the
+ * matrix is divided in clustered of eigenvalues that lies close together. This class delegates the
+ * computation of the matrix function on every block corresponding to these clusters to an object of type
+ * \p AtomicType and uses these results to compute the matrix function of the whole matrix. The class
+ * \p AtomicType should have a \p compute() member function for computing the matrix function of a block.
+ *
+ * \sa class MatrixFunctionAtomic, class MatrixLogarithmAtomic
+ */
+template <typename MatrixType, int IsComplex = NumTraits<typename internal::traits<MatrixType>::Scalar>::IsComplex>
+struct matrix_function_compute
+{
+ /** \brief Compute the matrix function.
+ *
+ * \param[in] A argument of matrix function, should be a square matrix.
+ * \param[in] atomic class for computing matrix function of atomic blocks.
+ * \param[out] result the function \p f applied to \p A, as
+ * specified in the constructor.
+ *
+ * See MatrixBase::matrixFunction() for details on how this computation
+ * is implemented.
+ */
+ template <typename AtomicType, typename ResultType>
+ static void run(const MatrixType& A, AtomicType& atomic, ResultType &result);
+};
+
+/** \internal \ingroup MatrixFunctions_Module
+ * \brief Partial specialization of MatrixFunction for real matrices
+ *
+ * This converts the real matrix to a complex matrix, compute the matrix function of that matrix, and then
+ * converts the result back to a real matrix.
+ */
+template <typename MatrixType>
+struct matrix_function_compute<MatrixType, 0>
+{
+ template <typename AtomicType, typename ResultType>
+ static void run(const MatrixType& A, AtomicType& atomic, ResultType &result)
+ {
+ typedef internal::traits<MatrixType> Traits;
+ typedef typename Traits::Scalar Scalar;
+ static const int Rows = Traits::RowsAtCompileTime, Cols = Traits::ColsAtCompileTime;
+ static const int Options = MatrixType::Options;
+ static const int MaxRows = Traits::MaxRowsAtCompileTime, MaxCols = Traits::MaxColsAtCompileTime;
+
+ typedef std::complex<Scalar> ComplexScalar;
+ typedef Matrix<ComplexScalar, Rows, Cols, Options, MaxRows, MaxCols> ComplexMatrix;
+
+ ComplexMatrix CA = A.template cast<ComplexScalar>();
+ ComplexMatrix Cresult;
+ matrix_function_compute<ComplexMatrix>::run(CA, atomic, Cresult);
+ result = Cresult.real();
+ }
+};
+
+/** \internal \ingroup MatrixFunctions_Module
+ * \brief Partial specialization of MatrixFunction for complex matrices
+ */
+template <typename MatrixType>
+struct matrix_function_compute<MatrixType, 1>
+{
+ template <typename AtomicType, typename ResultType>
+ static void run(const MatrixType& A, AtomicType& atomic, ResultType &result)
+ {
+ typedef internal::traits<MatrixType> Traits;
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::Index Index;
+
+ // compute Schur decomposition of A
+ const ComplexSchur<MatrixType> schurOfA(A);
+ MatrixType T = schurOfA.matrixT();
+ MatrixType U = schurOfA.matrixU();
+
+ // partition eigenvalues into clusters of ei'vals "close" to each other
+ std::list<std::list<Scalar> > clusters;
+ matrix_function_partition_eigenvalues(T.diagonal(), clusters);
+
+ // compute size of each cluster
+ Matrix<Index, Dynamic, 1> clusterSize;
+ matrix_function_compute_cluster_size(clusters, clusterSize);
+
+ // blockStart[i] is row index at which block corresponding to i-th cluster starts
+ Matrix<Index, Dynamic, 1> blockStart;
+ matrix_function_compute_block_start(clusterSize, blockStart);
+
+ // compute map so that eivalToCluster[i] = j means that ei'val T(i,i) is in j-th cluster
+ Matrix<Index, Dynamic, 1> eivalToCluster;
+ matrix_function_compute_map(T.diagonal(), clusters, eivalToCluster);
+
+ // compute permutation which groups ei'vals in same cluster together
+ Matrix<Index, Traits::RowsAtCompileTime, 1> permutation;
+ matrix_function_compute_permutation(blockStart, eivalToCluster, permutation);
+
+ // permute Schur decomposition
+ matrix_function_permute_schur(permutation, U, T);
+
+ // compute result
+ MatrixType fT; // matrix function applied to T
+ matrix_function_compute_block_atomic(T, atomic, blockStart, clusterSize, fT);
+ matrix_function_compute_above_diagonal(T, blockStart, clusterSize, fT);
+ result = U * (fT.template triangularView<Upper>() * U.adjoint());
+ }
+};
+
+} // end of namespace internal
+
/** \ingroup MatrixFunctions_Module
*
* \brief Proxy for the matrix function of some matrix (expression).
*
* \tparam Derived Type of the argument to the matrix function.
*
- * This class holds the argument to the matrix function until it is
- * assigned or evaluated for some other reason (so the argument
- * should not be changed in the meantime). It is the return type of
- * matrixBase::matrixFunction() and related functions and most of the
- * time this is the only way it is used.
+ * This class holds the argument to the matrix function until it is assigned or evaluated for some other
+ * reason (so the argument should not be changed in the meantime). It is the return type of
+ * matrixBase::matrixFunction() and related functions and most of the time this is the only way it is used.
*/
template<typename Derived> class MatrixFunctionReturnValue
: public ReturnByValue<MatrixFunctionReturnValue<Derived> >
@@ -490,18 +486,16 @@ template<typename Derived> class MatrixFunctionReturnValue
typedef typename Derived::Index Index;
typedef typename internal::stem_function<Scalar>::type StemFunction;
- /** \brief Constructor.
+ /** \brief Constructor.
*
- * \param[in] A %Matrix (expression) forming the argument of the
- * matrix function.
+ * \param[in] A %Matrix (expression) forming the argument of the matrix function.
* \param[in] f Stem function for matrix function under consideration.
*/
MatrixFunctionReturnValue(const Derived& A, StemFunction f) : m_A(A), m_f(f) { }
/** \brief Compute the matrix function.
*
- * \param[out] result \p f applied to \p A, where \p f and \p A
- * are as in the constructor.
+ * \param[out] result \p f applied to \p A, where \p f and \p A are as in the constructor.
*/
template <typename ResultType>
inline void evalTo(ResultType& result) const
@@ -513,12 +507,12 @@ template<typename Derived> class MatrixFunctionReturnValue
static const int Options = PlainObject::Options;
typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar;
typedef Matrix<ComplexScalar, Dynamic, Dynamic, Options, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType;
- typedef MatrixFunctionAtomic<DynMatrixType> AtomicType;
+
+ typedef internal::MatrixFunctionAtomic<DynMatrixType> AtomicType;
AtomicType atomic(m_f);
const PlainObject Aevaluated = m_A.eval();
- MatrixFunction<PlainObject, AtomicType> mf(Aevaluated, atomic);
- mf.compute(result);
+ internal::matrix_function_compute<PlainObject>::run(Aevaluated, atomic, result);
}
Index rows() const { return m_A.rows(); }
diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixFunctionAtomic.h b/unsupported/Eigen/src/MatrixFunctions/MatrixFunctionAtomic.h
deleted file mode 100644
index d6ff5f1ce..000000000
--- a/unsupported/Eigen/src/MatrixFunctions/MatrixFunctionAtomic.h
+++ /dev/null
@@ -1,127 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2009 Jitse Niesen <jitse@maths.leeds.ac.uk>
-//
-// 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_FUNCTION_ATOMIC
-#define EIGEN_MATRIX_FUNCTION_ATOMIC
-
-namespace Eigen {
-
-/** \ingroup MatrixFunctions_Module
- * \class MatrixFunctionAtomic
- * \brief Helper class for computing matrix functions of atomic matrices.
- *
- * \internal
- * Here, an atomic matrix is a triangular matrix whose diagonal
- * entries are close to each other.
- */
-template <typename MatrixType>
-class MatrixFunctionAtomic : internal::noncopyable
-{
- public:
-
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::Index Index;
- typedef typename NumTraits<Scalar>::Real RealScalar;
- typedef typename internal::stem_function<Scalar>::type StemFunction;
- typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
-
- /** \brief Constructor
- * \param[in] f matrix function to compute.
- */
- MatrixFunctionAtomic(StemFunction f) : m_f(f) { }
-
- /** \brief Compute matrix function of atomic matrix
- * \param[in] A argument of matrix function, should be upper triangular and atomic
- * \returns f(A), the matrix function evaluated at the given matrix
- */
- MatrixType compute(const MatrixType& A);
-
- private:
-
- void computeMu();
- bool taylorConverged(Index s, const MatrixType& F, const MatrixType& Fincr, const MatrixType& P);
-
- /** \brief Pointer to scalar function */
- StemFunction* m_f;
-
- /** \brief Size of matrix function */
- Index m_Arows;
-
- /** \brief Mean of eigenvalues */
- Scalar m_avgEival;
-
- /** \brief Argument shifted by mean of eigenvalues */
- MatrixType m_Ashifted;
-
- /** \brief Constant used to determine whether Taylor series has converged */
- RealScalar m_mu;
-};
-
-template <typename MatrixType>
-MatrixType MatrixFunctionAtomic<MatrixType>::compute(const MatrixType& A)
-{
- // TODO: Use that A is upper triangular
- m_Arows = A.rows();
- m_avgEival = A.trace() / Scalar(RealScalar(m_Arows));
- m_Ashifted = A - m_avgEival * MatrixType::Identity(m_Arows, m_Arows);
- computeMu();
- MatrixType F = m_f(m_avgEival, 0) * MatrixType::Identity(m_Arows, m_Arows);
- MatrixType P = m_Ashifted;
- MatrixType Fincr;
- for (Index s = 1; s < 1.1 * m_Arows + 10; s++) { // upper limit is fairly arbitrary
- Fincr = m_f(m_avgEival, static_cast<int>(s)) * P;
- F += Fincr;
- P = Scalar(RealScalar(1.0/(s + 1))) * P * m_Ashifted;
- if (taylorConverged(s, F, Fincr, P)) {
- return F;
- }
- }
- eigen_assert("Taylor series does not converge" && 0);
- return F;
-}
-
-/** \brief Compute \c m_mu. */
-template <typename MatrixType>
-void MatrixFunctionAtomic<MatrixType>::computeMu()
-{
- const MatrixType N = MatrixType::Identity(m_Arows, m_Arows) - m_Ashifted;
- VectorType e = VectorType::Ones(m_Arows);
- N.template triangularView<Upper>().solveInPlace(e);
- m_mu = e.cwiseAbs().maxCoeff();
-}
-
-/** \brief Determine whether Taylor series has converged */
-template <typename MatrixType>
-bool MatrixFunctionAtomic<MatrixType>::taylorConverged(Index s, const MatrixType& F,
- const MatrixType& Fincr, const MatrixType& P)
-{
- const Index n = F.rows();
- const RealScalar F_norm = F.cwiseAbs().rowwise().sum().maxCoeff();
- const RealScalar Fincr_norm = Fincr.cwiseAbs().rowwise().sum().maxCoeff();
- if (Fincr_norm < NumTraits<Scalar>::epsilon() * F_norm) {
- RealScalar delta = 0;
- RealScalar rfactorial = 1;
- for (Index r = 0; r < n; r++) {
- RealScalar mx = 0;
- for (Index i = 0; i < n; i++)
- mx = (std::max)(mx, std::abs(m_f(m_Ashifted(i, i) + m_avgEival, static_cast<int>(s+r))));
- if (r != 0)
- rfactorial *= RealScalar(r);
- delta = (std::max)(delta, mx / rfactorial);
- }
- const RealScalar P_norm = P.cwiseAbs().rowwise().sum().maxCoeff();
- if (m_mu * delta * P_norm < NumTraits<Scalar>::epsilon() * F_norm)
- return true;
- }
- return false;
-}
-
-} // end namespace Eigen
-
-#endif // EIGEN_MATRIX_FUNCTION_ATOMIC
diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h b/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h
index 4b1eb5a34..6f84a31bd 100644
--- a/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h
+++ b/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h
@@ -17,81 +17,30 @@
namespace Eigen {
-/** \ingroup MatrixFunctions_Module
- * \class MatrixLogarithmAtomic
- * \brief Helper class for computing matrix logarithm of atomic matrices.
- *
- * \internal
- * Here, an atomic matrix is a triangular matrix whose diagonal
- * entries are close to each other.
- *
- * \sa class MatrixFunctionAtomic, MatrixBase::log()
- */
-template <typename MatrixType>
-class MatrixLogarithmAtomic : internal::noncopyable
-{
-public:
-
- typedef typename MatrixType::Scalar Scalar;
- // typedef typename MatrixType::Index Index;
- typedef typename NumTraits<Scalar>::Real RealScalar;
- // typedef typename internal::stem_function<Scalar>::type StemFunction;
- // typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
-
- /** \brief Constructor. */
- MatrixLogarithmAtomic() { }
-
- /** \brief Compute matrix logarithm of atomic matrix
- * \param[in] A argument of matrix logarithm, should be upper triangular and atomic
- * \returns The logarithm of \p A.
- */
- MatrixType compute(const MatrixType& A);
+namespace internal {
-private:
-
- void compute2x2(const MatrixType& A, MatrixType& result);
- void computeBig(const MatrixType& A, MatrixType& result);
- int getPadeDegree(float normTminusI);
- int getPadeDegree(double normTminusI);
- int getPadeDegree(long double normTminusI);
- void computePade(MatrixType& result, const MatrixType& T, int degree);
- void computePade3(MatrixType& result, const MatrixType& T);
- void computePade4(MatrixType& result, const MatrixType& T);
- void computePade5(MatrixType& result, const MatrixType& T);
- void computePade6(MatrixType& result, const MatrixType& T);
- void computePade7(MatrixType& result, const MatrixType& T);
- void computePade8(MatrixType& result, const MatrixType& T);
- void computePade9(MatrixType& result, const MatrixType& T);
- void computePade10(MatrixType& result, const MatrixType& T);
- void computePade11(MatrixType& result, const MatrixType& T);
-
- static const int minPadeDegree = 3;
- static const int maxPadeDegree = std::numeric_limits<RealScalar>::digits<= 24? 5: // single precision
- std::numeric_limits<RealScalar>::digits<= 53? 7: // double precision
- std::numeric_limits<RealScalar>::digits<= 64? 8: // extended precision
- std::numeric_limits<RealScalar>::digits<=106? 10: // double-double
- 11; // quadruple precision
+template <typename Scalar>
+struct matrix_log_min_pade_degree
+{
+ static const int value = 3;
};
-/** \brief Compute logarithm of triangular matrix with clustered eigenvalues. */
-template <typename MatrixType>
-MatrixType MatrixLogarithmAtomic<MatrixType>::compute(const MatrixType& A)
+template <typename Scalar>
+struct matrix_log_max_pade_degree
{
- using std::log;
- MatrixType result(A.rows(), A.rows());
- if (A.rows() == 1)
- result(0,0) = log(A(0,0));
- else if (A.rows() == 2)
- compute2x2(A, result);
- else
- computeBig(A, result);
- return result;
-}
+ typedef typename NumTraits<Scalar>::Real RealScalar;
+ static const int value = std::numeric_limits<RealScalar>::digits<= 24? 5: // single precision
+ std::numeric_limits<RealScalar>::digits<= 53? 7: // double precision
+ std::numeric_limits<RealScalar>::digits<= 64? 8: // extended precision
+ std::numeric_limits<RealScalar>::digits<=106? 10: // double-double
+ 11; // quadruple precision
+};
/** \brief Compute logarithm of 2x2 triangular matrix. */
template <typename MatrixType>
-void MatrixLogarithmAtomic<MatrixType>::compute2x2(const MatrixType& A, MatrixType& result)
+void matrix_log_compute_2x2(const MatrixType& A, MatrixType& result)
{
+ typedef typename MatrixType::Scalar Scalar;
using std::abs;
using std::ceil;
using std::imag;
@@ -116,47 +65,14 @@ void MatrixLogarithmAtomic<MatrixType>::compute2x2(const MatrixType& A, MatrixTy
}
}
-/** \brief Compute logarithm of triangular matrices with size > 2.
- * \details This uses a inverse scale-and-square algorithm. */
-template <typename MatrixType>
-void MatrixLogarithmAtomic<MatrixType>::computeBig(const MatrixType& A, MatrixType& result)
-{
- using std::pow;
- int numberOfSquareRoots = 0;
- int numberOfExtraSquareRoots = 0;
- int degree;
- MatrixType T = A, sqrtT;
- const RealScalar maxNormForPade = maxPadeDegree<= 5? 5.3149729967117310e-1: // single precision
- maxPadeDegree<= 7? 2.6429608311114350e-1: // double precision
- maxPadeDegree<= 8? 2.32777776523703892094e-1L: // extended precision
- maxPadeDegree<=10? 1.05026503471351080481093652651105e-1L: // double-double
- 1.1880960220216759245467951592883642e-1L; // quadruple precision
-
- while (true) {
- RealScalar normTminusI = (T - MatrixType::Identity(T.rows(), T.rows())).cwiseAbs().colwise().sum().maxCoeff();
- if (normTminusI < maxNormForPade) {
- degree = getPadeDegree(normTminusI);
- int degree2 = getPadeDegree(normTminusI / RealScalar(2));
- if ((degree - degree2 <= 1) || (numberOfExtraSquareRoots == 1))
- break;
- ++numberOfExtraSquareRoots;
- }
- matrix_sqrt_triangular(T, sqrtT);
- T = sqrtT.template triangularView<Upper>();
- ++numberOfSquareRoots;
- }
-
- computePade(result, T, degree);
- result *= pow(RealScalar(2), numberOfSquareRoots);
-}
-
/* \brief Get suitable degree for Pade approximation. (specialized for RealScalar = float) */
-template <typename MatrixType>
-int MatrixLogarithmAtomic<MatrixType>::getPadeDegree(float normTminusI)
+int matrix_log_get_pade_degree(float normTminusI)
{
const float maxNormForPade[] = { 2.5111573934555054e-1 /* degree = 3 */ , 4.0535837411880493e-1,
5.3149729967117310e-1 };
- int degree = 3;
+ const int minPadeDegree = matrix_log_min_pade_degree<float>::value;
+ const int maxPadeDegree = matrix_log_max_pade_degree<float>::value;
+ int degree = minPadeDegree;
for (; degree <= maxPadeDegree; ++degree)
if (normTminusI <= maxNormForPade[degree - minPadeDegree])
break;
@@ -164,12 +80,13 @@ int MatrixLogarithmAtomic<MatrixType>::getPadeDegree(float normTminusI)
}
/* \brief Get suitable degree for Pade approximation. (specialized for RealScalar = double) */
-template <typename MatrixType>
-int MatrixLogarithmAtomic<MatrixType>::getPadeDegree(double normTminusI)
+int matrix_log_get_pade_degree(double normTminusI)
{
const double maxNormForPade[] = { 1.6206284795015624e-2 /* degree = 3 */ , 5.3873532631381171e-2,
1.1352802267628681e-1, 1.8662860613541288e-1, 2.642960831111435e-1 };
- int degree = 3;
+ const int minPadeDegree = matrix_log_min_pade_degree<double>::value;
+ const int maxPadeDegree = matrix_log_max_pade_degree<double>::value;
+ int degree = minPadeDegree;
for (; degree <= maxPadeDegree; ++degree)
if (normTminusI <= maxNormForPade[degree - minPadeDegree])
break;
@@ -177,8 +94,7 @@ int MatrixLogarithmAtomic<MatrixType>::getPadeDegree(double normTminusI)
}
/* \brief Get suitable degree for Pade approximation. (specialized for RealScalar = long double) */
-template <typename MatrixType>
-int MatrixLogarithmAtomic<MatrixType>::getPadeDegree(long double normTminusI)
+int matrix_log_get_pade_degree(long double normTminusI)
{
#if LDBL_MANT_DIG == 53 // double precision
const long double maxNormForPade[] = { 1.6206284795015624e-2L /* degree = 3 */ , 5.3873532631381171e-2L,
@@ -200,7 +116,9 @@ int MatrixLogarithmAtomic<MatrixType>::getPadeDegree(long double normTminusI)
3.6688019729653446926585242192447447e-2L, 5.9290962294020186998954055264528393e-2L,
8.6998436081634343903250580992127677e-2L, 1.1880960220216759245467951592883642e-1L };
#endif
- int degree = 3;
+ const int minPadeDegree = matrix_log_min_pade_degree<long double>::value;
+ const int maxPadeDegree = matrix_log_max_pade_degree<long double>::value;
+ int degree = minPadeDegree;
for (; degree <= maxPadeDegree; ++degree)
if (normTminusI <= maxNormForPade[degree - minPadeDegree])
break;
@@ -209,197 +127,168 @@ int MatrixLogarithmAtomic<MatrixType>::getPadeDegree(long double normTminusI)
/* \brief Compute Pade approximation to matrix logarithm */
template <typename MatrixType>
-void MatrixLogarithmAtomic<MatrixType>::computePade(MatrixType& result, const MatrixType& T, int degree)
+void matrix_log_compute_pade(MatrixType& result, const MatrixType& T, int degree)
{
- switch (degree) {
- case 3: computePade3(result, T); break;
- case 4: computePade4(result, T); break;
- case 5: computePade5(result, T); break;
- case 6: computePade6(result, T); break;
- case 7: computePade7(result, T); break;
- case 8: computePade8(result, T); break;
- case 9: computePade9(result, T); break;
- case 10: computePade10(result, T); break;
- case 11: computePade11(result, T); break;
- default: assert(false); // should never happen
- }
-}
+ typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+ const int minPadeDegree = 3;
+ const int maxPadeDegree = 11;
+ assert(degree >= minPadeDegree && degree <= maxPadeDegree);
+
+ const RealScalar nodes[][maxPadeDegree] = {
+ { 0.1127016653792583114820734600217600L, 0.5000000000000000000000000000000000L, // degree 3
+ 0.8872983346207416885179265399782400L },
+ { 0.0694318442029737123880267555535953L, 0.3300094782075718675986671204483777L, // degree 4
+ 0.6699905217924281324013328795516223L, 0.9305681557970262876119732444464048L },
+ { 0.0469100770306680036011865608503035L, 0.2307653449471584544818427896498956L, // degree 5
+ 0.5000000000000000000000000000000000L, 0.7692346550528415455181572103501044L,
+ 0.9530899229693319963988134391496965L },
+ { 0.0337652428984239860938492227530027L, 0.1693953067668677431693002024900473L, // degree 6
+ 0.3806904069584015456847491391596440L, 0.6193095930415984543152508608403560L,
+ 0.8306046932331322568306997975099527L, 0.9662347571015760139061507772469973L },
+ { 0.0254460438286207377369051579760744L, 0.1292344072003027800680676133596058L, // degree 7
+ 0.2970774243113014165466967939615193L, 0.5000000000000000000000000000000000L,
+ 0.7029225756886985834533032060384807L, 0.8707655927996972199319323866403942L,
+ 0.9745539561713792622630948420239256L },
+ { 0.0198550717512318841582195657152635L, 0.1016667612931866302042230317620848L, // degree 8
+ 0.2372337950418355070911304754053768L, 0.4082826787521750975302619288199080L,
+ 0.5917173212478249024697380711800920L, 0.7627662049581644929088695245946232L,
+ 0.8983332387068133697957769682379152L, 0.9801449282487681158417804342847365L },
+ { 0.0159198802461869550822118985481636L, 0.0819844463366821028502851059651326L, // degree 9
+ 0.1933142836497048013456489803292629L, 0.3378732882980955354807309926783317L,
+ 0.5000000000000000000000000000000000L, 0.6621267117019044645192690073216683L,
+ 0.8066857163502951986543510196707371L, 0.9180155536633178971497148940348674L,
+ 0.9840801197538130449177881014518364L },
+ { 0.0130467357414141399610179939577740L, 0.0674683166555077446339516557882535L, // degree 10
+ 0.1602952158504877968828363174425632L, 0.2833023029353764046003670284171079L,
+ 0.4255628305091843945575869994351400L, 0.5744371694908156054424130005648600L,
+ 0.7166976970646235953996329715828921L, 0.8397047841495122031171636825574368L,
+ 0.9325316833444922553660483442117465L, 0.9869532642585858600389820060422260L },
+ { 0.0108856709269715035980309994385713L, 0.0564687001159523504624211153480364L, // degree 11
+ 0.1349239972129753379532918739844233L, 0.2404519353965940920371371652706952L,
+ 0.3652284220238275138342340072995692L, 0.5000000000000000000000000000000000L,
+ 0.6347715779761724861657659927004308L, 0.7595480646034059079628628347293048L,
+ 0.8650760027870246620467081260155767L, 0.9435312998840476495375788846519636L,
+ 0.9891143290730284964019690005614287L } };
+
+ const RealScalar weights[][maxPadeDegree] = {
+ { 0.2777777777777777777777777777777778L, 0.4444444444444444444444444444444444L, // degree 3
+ 0.2777777777777777777777777777777778L },
+ { 0.1739274225687269286865319746109997L, 0.3260725774312730713134680253890003L, // degree 4
+ 0.3260725774312730713134680253890003L, 0.1739274225687269286865319746109997L },
+ { 0.1184634425280945437571320203599587L, 0.2393143352496832340206457574178191L, // degree 5
+ 0.2844444444444444444444444444444444L, 0.2393143352496832340206457574178191L,
+ 0.1184634425280945437571320203599587L },
+ { 0.0856622461895851725201480710863665L, 0.1803807865240693037849167569188581L, // degree 6
+ 0.2339569672863455236949351719947755L, 0.2339569672863455236949351719947755L,
+ 0.1803807865240693037849167569188581L, 0.0856622461895851725201480710863665L },
+ { 0.0647424830844348466353057163395410L, 0.1398526957446383339507338857118898L, // degree 7
+ 0.1909150252525594724751848877444876L, 0.2089795918367346938775510204081633L,
+ 0.1909150252525594724751848877444876L, 0.1398526957446383339507338857118898L,
+ 0.0647424830844348466353057163395410L },
+ { 0.0506142681451881295762656771549811L, 0.1111905172266872352721779972131204L, // degree 8
+ 0.1568533229389436436689811009933007L, 0.1813418916891809914825752246385978L,
+ 0.1813418916891809914825752246385978L, 0.1568533229389436436689811009933007L,
+ 0.1111905172266872352721779972131204L, 0.0506142681451881295762656771549811L },
+ { 0.0406371941807872059859460790552618L, 0.0903240803474287020292360156214564L, // degree 9
+ 0.1303053482014677311593714347093164L, 0.1561735385200014200343152032922218L,
+ 0.1651196775006298815822625346434870L, 0.1561735385200014200343152032922218L,
+ 0.1303053482014677311593714347093164L, 0.0903240803474287020292360156214564L,
+ 0.0406371941807872059859460790552618L },
+ { 0.0333356721543440687967844049466659L, 0.0747256745752902965728881698288487L, // degree 10
+ 0.1095431812579910219977674671140816L, 0.1346333596549981775456134607847347L,
+ 0.1477621123573764350869464973256692L, 0.1477621123573764350869464973256692L,
+ 0.1346333596549981775456134607847347L, 0.1095431812579910219977674671140816L,
+ 0.0747256745752902965728881698288487L, 0.0333356721543440687967844049466659L },
+ { 0.0278342835580868332413768602212743L, 0.0627901847324523123173471496119701L, // degree 11
+ 0.0931451054638671257130488207158280L, 0.1165968822959952399592618524215876L,
+ 0.1314022722551233310903444349452546L, 0.1364625433889503153572417641681711L,
+ 0.1314022722551233310903444349452546L, 0.1165968822959952399592618524215876L,
+ 0.0931451054638671257130488207158280L, 0.0627901847324523123173471496119701L,
+ 0.0278342835580868332413768602212743L } };
-template <typename MatrixType>
-void MatrixLogarithmAtomic<MatrixType>::computePade3(MatrixType& result, const MatrixType& T)
-{
- const int degree = 3;
- const RealScalar nodes[] = { 0.1127016653792583114820734600217600L, 0.5000000000000000000000000000000000L,
- 0.8872983346207416885179265399782400L };
- const RealScalar weights[] = { 0.2777777777777777777777777777777778L, 0.4444444444444444444444444444444444L,
- 0.2777777777777777777777777777777778L };
- eigen_assert(degree <= maxPadeDegree);
MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
result.setZero(T.rows(), T.rows());
- for (int k = 0; k < degree; ++k)
- result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
- .template triangularView<Upper>().solve(TminusI);
-}
+ for (int k = 0; k < degree; ++k) {
+ RealScalar weight = weights[degree-minPadeDegree][k];
+ RealScalar node = nodes[degree-minPadeDegree][k];
+ result += weight * (MatrixType::Identity(T.rows(), T.rows()) + node * TminusI)
+ .template triangularView<Upper>().solve(TminusI);
+ }
+}
+/** \brief Compute logarithm of triangular matrices with size > 2.
+ * \details This uses a inverse scale-and-square algorithm. */
template <typename MatrixType>
-void MatrixLogarithmAtomic<MatrixType>::computePade4(MatrixType& result, const MatrixType& T)
+void matrix_log_compute_big(const MatrixType& A, MatrixType& result)
{
- const int degree = 4;
- const RealScalar nodes[] = { 0.0694318442029737123880267555535953L, 0.3300094782075718675986671204483777L,
- 0.6699905217924281324013328795516223L, 0.9305681557970262876119732444464048L };
- const RealScalar weights[] = { 0.1739274225687269286865319746109997L, 0.3260725774312730713134680253890003L,
- 0.3260725774312730713134680253890003L, 0.1739274225687269286865319746109997L };
- eigen_assert(degree <= maxPadeDegree);
- MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
- result.setZero(T.rows(), T.rows());
- for (int k = 0; k < degree; ++k)
- result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
- .template triangularView<Upper>().solve(TminusI);
-}
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename NumTraits<Scalar>::Real RealScalar;
+ using std::pow;
-template <typename MatrixType>
-void MatrixLogarithmAtomic<MatrixType>::computePade5(MatrixType& result, const MatrixType& T)
-{
- const int degree = 5;
- const RealScalar nodes[] = { 0.0469100770306680036011865608503035L, 0.2307653449471584544818427896498956L,
- 0.5000000000000000000000000000000000L, 0.7692346550528415455181572103501044L,
- 0.9530899229693319963988134391496965L };
- const RealScalar weights[] = { 0.1184634425280945437571320203599587L, 0.2393143352496832340206457574178191L,
- 0.2844444444444444444444444444444444L, 0.2393143352496832340206457574178191L,
- 0.1184634425280945437571320203599587L };
- eigen_assert(degree <= maxPadeDegree);
- MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
- result.setZero(T.rows(), T.rows());
- for (int k = 0; k < degree; ++k)
- result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
- .template triangularView<Upper>().solve(TminusI);
-}
+ int numberOfSquareRoots = 0;
+ int numberOfExtraSquareRoots = 0;
+ int degree;
+ MatrixType T = A, sqrtT;
-template <typename MatrixType>
-void MatrixLogarithmAtomic<MatrixType>::computePade6(MatrixType& result, const MatrixType& T)
-{
- const int degree = 6;
- const RealScalar nodes[] = { 0.0337652428984239860938492227530027L, 0.1693953067668677431693002024900473L,
- 0.3806904069584015456847491391596440L, 0.6193095930415984543152508608403560L,
- 0.8306046932331322568306997975099527L, 0.9662347571015760139061507772469973L };
- const RealScalar weights[] = { 0.0856622461895851725201480710863665L, 0.1803807865240693037849167569188581L,
- 0.2339569672863455236949351719947755L, 0.2339569672863455236949351719947755L,
- 0.1803807865240693037849167569188581L, 0.0856622461895851725201480710863665L };
- eigen_assert(degree <= maxPadeDegree);
- MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
- result.setZero(T.rows(), T.rows());
- for (int k = 0; k < degree; ++k)
- result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
- .template triangularView<Upper>().solve(TminusI);
-}
+ int maxPadeDegree = matrix_log_max_pade_degree<Scalar>::value;
+ const RealScalar maxNormForPade = maxPadeDegree<= 5? 5.3149729967117310e-1: // single precision
+ maxPadeDegree<= 7? 2.6429608311114350e-1: // double precision
+ maxPadeDegree<= 8? 2.32777776523703892094e-1L: // extended precision
+ maxPadeDegree<=10? 1.05026503471351080481093652651105e-1L: // double-double
+ 1.1880960220216759245467951592883642e-1L; // quadruple precision
-template <typename MatrixType>
-void MatrixLogarithmAtomic<MatrixType>::computePade7(MatrixType& result, const MatrixType& T)
-{
- const int degree = 7;
- const RealScalar nodes[] = { 0.0254460438286207377369051579760744L, 0.1292344072003027800680676133596058L,
- 0.2970774243113014165466967939615193L, 0.5000000000000000000000000000000000L,
- 0.7029225756886985834533032060384807L, 0.8707655927996972199319323866403942L,
- 0.9745539561713792622630948420239256L };
- const RealScalar weights[] = { 0.0647424830844348466353057163395410L, 0.1398526957446383339507338857118898L,
- 0.1909150252525594724751848877444876L, 0.2089795918367346938775510204081633L,
- 0.1909150252525594724751848877444876L, 0.1398526957446383339507338857118898L,
- 0.0647424830844348466353057163395410L };
- eigen_assert(degree <= maxPadeDegree);
- MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
- result.setZero(T.rows(), T.rows());
- for (int k = 0; k < degree; ++k)
- result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
- .template triangularView<Upper>().solve(TminusI);
-}
+ while (true) {
+ RealScalar normTminusI = (T - MatrixType::Identity(T.rows(), T.rows())).cwiseAbs().colwise().sum().maxCoeff();
+ if (normTminusI < maxNormForPade) {
+ degree = matrix_log_get_pade_degree(normTminusI);
+ int degree2 = matrix_log_get_pade_degree(normTminusI / RealScalar(2));
+ if ((degree - degree2 <= 1) || (numberOfExtraSquareRoots == 1))
+ break;
+ ++numberOfExtraSquareRoots;
+ }
+ matrix_sqrt_triangular(T, sqrtT);
+ T = sqrtT.template triangularView<Upper>();
+ ++numberOfSquareRoots;
+ }
-template <typename MatrixType>
-void MatrixLogarithmAtomic<MatrixType>::computePade8(MatrixType& result, const MatrixType& T)
-{
- const int degree = 8;
- const RealScalar nodes[] = { 0.0198550717512318841582195657152635L, 0.1016667612931866302042230317620848L,
- 0.2372337950418355070911304754053768L, 0.4082826787521750975302619288199080L,
- 0.5917173212478249024697380711800920L, 0.7627662049581644929088695245946232L,
- 0.8983332387068133697957769682379152L, 0.9801449282487681158417804342847365L };
- const RealScalar weights[] = { 0.0506142681451881295762656771549811L, 0.1111905172266872352721779972131204L,
- 0.1568533229389436436689811009933007L, 0.1813418916891809914825752246385978L,
- 0.1813418916891809914825752246385978L, 0.1568533229389436436689811009933007L,
- 0.1111905172266872352721779972131204L, 0.0506142681451881295762656771549811L };
- eigen_assert(degree <= maxPadeDegree);
- MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
- result.setZero(T.rows(), T.rows());
- for (int k = 0; k < degree; ++k)
- result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
- .template triangularView<Upper>().solve(TminusI);
+ matrix_log_compute_pade(result, T, degree);
+ result *= pow(RealScalar(2), numberOfSquareRoots);
}
+/** \ingroup MatrixFunctions_Module
+ * \class MatrixLogarithmAtomic
+ * \brief Helper class for computing matrix logarithm of atomic matrices.
+ *
+ * Here, an atomic matrix is a triangular matrix whose diagonal entries are close to each other.
+ *
+ * \sa class MatrixFunctionAtomic, MatrixBase::log()
+ */
template <typename MatrixType>
-void MatrixLogarithmAtomic<MatrixType>::computePade9(MatrixType& result, const MatrixType& T)
+class MatrixLogarithmAtomic
{
- const int degree = 9;
- const RealScalar nodes[] = { 0.0159198802461869550822118985481636L, 0.0819844463366821028502851059651326L,
- 0.1933142836497048013456489803292629L, 0.3378732882980955354807309926783317L,
- 0.5000000000000000000000000000000000L, 0.6621267117019044645192690073216683L,
- 0.8066857163502951986543510196707371L, 0.9180155536633178971497148940348674L,
- 0.9840801197538130449177881014518364L };
- const RealScalar weights[] = { 0.0406371941807872059859460790552618L, 0.0903240803474287020292360156214564L,
- 0.1303053482014677311593714347093164L, 0.1561735385200014200343152032922218L,
- 0.1651196775006298815822625346434870L, 0.1561735385200014200343152032922218L,
- 0.1303053482014677311593714347093164L, 0.0903240803474287020292360156214564L,
- 0.0406371941807872059859460790552618L };
- eigen_assert(degree <= maxPadeDegree);
- MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
- result.setZero(T.rows(), T.rows());
- for (int k = 0; k < degree; ++k)
- result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
- .template triangularView<Upper>().solve(TminusI);
-}
+public:
+ /** \brief Compute matrix logarithm of atomic matrix
+ * \param[in] A argument of matrix logarithm, should be upper triangular and atomic
+ * \returns The logarithm of \p A.
+ */
+ MatrixType compute(const MatrixType& A);
+};
template <typename MatrixType>
-void MatrixLogarithmAtomic<MatrixType>::computePade10(MatrixType& result, const MatrixType& T)
+MatrixType MatrixLogarithmAtomic<MatrixType>::compute(const MatrixType& A)
{
- const int degree = 10;
- const RealScalar nodes[] = { 0.0130467357414141399610179939577740L, 0.0674683166555077446339516557882535L,
- 0.1602952158504877968828363174425632L, 0.2833023029353764046003670284171079L,
- 0.4255628305091843945575869994351400L, 0.5744371694908156054424130005648600L,
- 0.7166976970646235953996329715828921L, 0.8397047841495122031171636825574368L,
- 0.9325316833444922553660483442117465L, 0.9869532642585858600389820060422260L };
- const RealScalar weights[] = { 0.0333356721543440687967844049466659L, 0.0747256745752902965728881698288487L,
- 0.1095431812579910219977674671140816L, 0.1346333596549981775456134607847347L,
- 0.1477621123573764350869464973256692L, 0.1477621123573764350869464973256692L,
- 0.1346333596549981775456134607847347L, 0.1095431812579910219977674671140816L,
- 0.0747256745752902965728881698288487L, 0.0333356721543440687967844049466659L };
- eigen_assert(degree <= maxPadeDegree);
- MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
- result.setZero(T.rows(), T.rows());
- for (int k = 0; k < degree; ++k)
- result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
- .template triangularView<Upper>().solve(TminusI);
+ using std::log;
+ MatrixType result(A.rows(), A.rows());
+ if (A.rows() == 1)
+ result(0,0) = log(A(0,0));
+ else if (A.rows() == 2)
+ matrix_log_compute_2x2(A, result);
+ else
+ matrix_log_compute_big(A, result);
+ return result;
}
-template <typename MatrixType>
-void MatrixLogarithmAtomic<MatrixType>::computePade11(MatrixType& result, const MatrixType& T)
-{
- const int degree = 11;
- const RealScalar nodes[] = { 0.0108856709269715035980309994385713L, 0.0564687001159523504624211153480364L,
- 0.1349239972129753379532918739844233L, 0.2404519353965940920371371652706952L,
- 0.3652284220238275138342340072995692L, 0.5000000000000000000000000000000000L,
- 0.6347715779761724861657659927004308L, 0.7595480646034059079628628347293048L,
- 0.8650760027870246620467081260155767L, 0.9435312998840476495375788846519636L,
- 0.9891143290730284964019690005614287L };
- const RealScalar weights[] = { 0.0278342835580868332413768602212743L, 0.0627901847324523123173471496119701L,
- 0.0931451054638671257130488207158280L, 0.1165968822959952399592618524215876L,
- 0.1314022722551233310903444349452546L, 0.1364625433889503153572417641681711L,
- 0.1314022722551233310903444349452546L, 0.1165968822959952399592618524215876L,
- 0.0931451054638671257130488207158280L, 0.0627901847324523123173471496119701L,
- 0.0278342835580868332413768602212743L };
- eigen_assert(degree <= maxPadeDegree);
- MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
- result.setZero(T.rows(), T.rows());
- for (int k = 0; k < degree; ++k)
- result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
- .template triangularView<Upper>().solve(TminusI);
-}
+} // end of namespace internal
/** \ingroup MatrixFunctions_Module
*
@@ -441,12 +330,11 @@ public:
static const int Options = PlainObject::Options;
typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar;
typedef Matrix<ComplexScalar, Dynamic, Dynamic, Options, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType;
- typedef MatrixLogarithmAtomic<DynMatrixType> AtomicType;
+ typedef internal::MatrixLogarithmAtomic<DynMatrixType> AtomicType;
AtomicType atomic;
const PlainObject Aevaluated = m_A.eval();
- MatrixFunction<PlainObject, AtomicType> mf(Aevaluated, atomic);
- mf.compute(result);
+ internal::matrix_function_compute<PlainObject>::run(Aevaluated, atomic, result);
}
Index rows() const { return m_A.rows(); }
diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixSquareRoot.h b/unsupported/Eigen/src/MatrixFunctions/MatrixSquareRoot.h
index 0261d4aa9..314b3f38e 100644
--- a/unsupported/Eigen/src/MatrixFunctions/MatrixSquareRoot.h
+++ b/unsupported/Eigen/src/MatrixFunctions/MatrixSquareRoot.h
@@ -1,7 +1,7 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
-// Copyright (C) 2011 Jitse Niesen <jitse@maths.leeds.ac.uk>
+// Copyright (C) 2011, 2013 Jitse Niesen <jitse@maths.leeds.ac.uk>
//
// 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