Implement matrix square root for complex matrices.

I hope to implement the real case soon, but it's a bit more
complicated due to the 2-by-2 blocks in the real Schur decomposition.

1 files changed, 46 insertions, 0 deletions

diff --git a/unsupported/test/matrix_square_root.cpp b/unsupported/test/matrix_square_root.cpp
new file mode 100644
index 000000000..cd2c6cfc4
--- /dev/null
+++ b/unsupported/test/matrix_square_root.cpp
@@ -0,0 +1,46 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#include "main.h"
+#include <unsupported/Eigen/MatrixFunctions>
+
+template<typename MatrixType>
+void testMatrixSqrt(const MatrixType& m)
+{
+  typedef typename MatrixType::Index Index;
+  const Index size = m.rows();
+  MatrixType A = MatrixType::Random(size, size);
+  MatrixSquareRoot<MatrixType> msr(A);
+  MatrixType S;
+  msr.compute(S);
+  VERIFY_IS_APPROX(S*S, A);
+}
+
+void test_matrix_square_root()
+{
+  for (int i = 0; i < g_repeat; i++) {
+    CALL_SUBTEST_1(testMatrixSqrt(Matrix3cf()));
+    CALL_SUBTEST_2(testMatrixSqrt(MatrixXcd(12,12)));
+  }
+}