diff options
author | Gael Guennebaud <g.gael@free.fr> | 2017-02-20 14:06:06 +0100 |
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committer | Gael Guennebaud <g.gael@free.fr> | 2017-02-20 14:06:06 +0100 |
commit | d8b1f6cebd653a72657388d5d6e37821b294c509 (patch) | |
tree | c4185fbb8f856913cdc158ff56509fafe748870a /unsupported/Eigen/src/MatrixFunctions | |
parent | 65728257036652fe1cb337a19ee68d8ec01462a3 (diff) |
bug #1380: for Map<> as input of matrix exponential
Diffstat (limited to 'unsupported/Eigen/src/MatrixFunctions')
-rw-r--r-- | unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h | 43 |
1 files changed, 25 insertions, 18 deletions
diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h b/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h index 9ad2b9cc8..bb6d9e1fe 100644 --- a/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h +++ b/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h @@ -61,10 +61,11 @@ struct MatrixExponentialScalingOp * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Padé * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$. */ -template <typename MatrixType> -void matrix_exp_pade3(const MatrixType &A, MatrixType &U, MatrixType &V) +template <typename MatA, typename MatU, typename MatV> +void matrix_exp_pade3(const MatA& A, MatU& U, MatV& V) { - typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar; + typedef typename MatA::PlainObject MatrixType; + typedef typename NumTraits<typename traits<MatA>::Scalar>::Real RealScalar; const RealScalar b[] = {120.L, 60.L, 12.L, 1.L}; const MatrixType A2 = A * A; const MatrixType tmp = b[3] * A2 + b[1] * MatrixType::Identity(A.rows(), A.cols()); @@ -77,9 +78,10 @@ void matrix_exp_pade3(const MatrixType &A, MatrixType &U, MatrixType &V) * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Padé * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$. */ -template <typename MatrixType> -void matrix_exp_pade5(const MatrixType &A, MatrixType &U, MatrixType &V) +template <typename MatA, typename MatU, typename MatV> +void matrix_exp_pade5(const MatA& A, MatU& U, MatV& V) { + typedef typename MatA::PlainObject MatrixType; typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar; const RealScalar b[] = {30240.L, 15120.L, 3360.L, 420.L, 30.L, 1.L}; const MatrixType A2 = A * A; @@ -94,9 +96,10 @@ void matrix_exp_pade5(const MatrixType &A, MatrixType &U, MatrixType &V) * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Padé * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$. */ -template <typename MatrixType> -void matrix_exp_pade7(const MatrixType &A, MatrixType &U, MatrixType &V) +template <typename MatA, typename MatU, typename MatV> +void matrix_exp_pade7(const MatA& A, MatU& U, MatV& V) { + typedef typename MatA::PlainObject MatrixType; typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar; const RealScalar b[] = {17297280.L, 8648640.L, 1995840.L, 277200.L, 25200.L, 1512.L, 56.L, 1.L}; const MatrixType A2 = A * A; @@ -114,9 +117,10 @@ void matrix_exp_pade7(const MatrixType &A, MatrixType &U, MatrixType &V) * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Padé * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$. */ -template <typename MatrixType> -void matrix_exp_pade9(const MatrixType &A, MatrixType &U, MatrixType &V) +template <typename MatA, typename MatU, typename MatV> +void matrix_exp_pade9(const MatA& A, MatU& U, MatV& V) { + typedef typename MatA::PlainObject MatrixType; typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar; const RealScalar b[] = {17643225600.L, 8821612800.L, 2075673600.L, 302702400.L, 30270240.L, 2162160.L, 110880.L, 3960.L, 90.L, 1.L}; @@ -135,9 +139,10 @@ void matrix_exp_pade9(const MatrixType &A, MatrixType &U, MatrixType &V) * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Padé * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$. */ -template <typename MatrixType> -void matrix_exp_pade13(const MatrixType &A, MatrixType &U, MatrixType &V) +template <typename MatA, typename MatU, typename MatV> +void matrix_exp_pade13(const MatA& A, MatU& U, MatV& V) { + typedef typename MatA::PlainObject MatrixType; typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar; const RealScalar b[] = {64764752532480000.L, 32382376266240000.L, 7771770303897600.L, 1187353796428800.L, 129060195264000.L, 10559470521600.L, 670442572800.L, @@ -162,9 +167,10 @@ void matrix_exp_pade13(const MatrixType &A, MatrixType &U, MatrixType &V) * This function activates only if your long double is double-double or quadruple. */ #if LDBL_MANT_DIG > 64 -template <typename MatrixType> -void matrix_exp_pade17(const MatrixType &A, MatrixType &U, MatrixType &V) +template <typename MatA, typename MatU, typename MatV> +void matrix_exp_pade17(const MatA& A, MatU& U, MatV& V) { + typedef typename MatA::PlainObject MatrixType; typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar; const RealScalar b[] = {830034394580628357120000.L, 415017197290314178560000.L, 100610229646136770560000.L, 15720348382208870400000.L, @@ -342,9 +348,10 @@ struct matrix_exp_computeUV<MatrixType, long double> * \param arg argument of matrix exponential (should be plain object) * \param result variable in which result will be stored */ -template <typename MatrixType, typename ResultType> -void matrix_exp_compute(const MatrixType& arg, ResultType &result) +template <typename ArgType, typename ResultType> +void matrix_exp_compute(const ArgType& arg, ResultType &result) { + typedef typename ArgType::PlainObject MatrixType; #if LDBL_MANT_DIG > 112 // rarely happens typedef typename traits<MatrixType>::Scalar Scalar; typedef typename NumTraits<Scalar>::Real RealScalar; @@ -354,11 +361,11 @@ void matrix_exp_compute(const MatrixType& arg, ResultType &result) return; } #endif - typename MatrixType::PlainObject U, V; + MatrixType U, V; int squarings; matrix_exp_computeUV<MatrixType>::run(arg, U, V, squarings); // Pade approximant is (U+V) / (-U+V) - typename MatrixType::PlainObject numer = U + V; - typename MatrixType::PlainObject denom = -U + V; + MatrixType numer = U + V; + MatrixType denom = -U + V; result = denom.partialPivLu().solve(numer); for (int i=0; i<squarings; i++) result *= result; // undo scaling by repeated squaring |