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authorGravatar Chen-Pang He <jdh8@ms63.hinet.net>2012-09-22 03:26:00 +0800
committerGravatar Chen-Pang He <jdh8@ms63.hinet.net>2012-09-22 03:26:00 +0800
commit446d14f6ada663b1e5d0a8afc37c1e9b054b1b29 (patch)
tree437fed23b71972b6eba4ee43b10e89ae62a361d8 /unsupported
parent87afd99433b6a8a6c5e4fa4bb788ccc020ff7090 (diff)
Implement matrix power-matrix product again
Diffstat (limited to 'unsupported')
-rw-r--r--unsupported/Eigen/MatrixFunctions1
-rw-r--r--unsupported/Eigen/src/MatrixFunctions/MatrixPower.h278
-rw-r--r--unsupported/Eigen/src/MatrixFunctions/MatrixPowerBase.h247
-rw-r--r--unsupported/test/matrix_power.cpp32
4 files changed, 344 insertions, 214 deletions
diff --git a/unsupported/Eigen/MatrixFunctions b/unsupported/Eigen/MatrixFunctions
index ffebe0324..1a4d42de0 100644
--- a/unsupported/Eigen/MatrixFunctions
+++ b/unsupported/Eigen/MatrixFunctions
@@ -59,6 +59,7 @@
#include "src/MatrixFunctions/MatrixFunction.h"
#include "src/MatrixFunctions/MatrixSquareRoot.h"
#include "src/MatrixFunctions/MatrixLogarithm.h"
+#include "src/MatrixFunctions/MatrixPowerBase.h"
#include "src/MatrixFunctions/MatrixPower.h"
diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h b/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h
index 9b61502ed..ff2e31d83 100644
--- a/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h
+++ b/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h
@@ -12,209 +12,8 @@
namespace Eigen {
-namespace internal {
-
-template<int IsComplex>
-struct recompose_complex_schur
-{
- template<typename ResultType, typename MatrixType>
- static inline void run(ResultType& res, const MatrixType& T, const MatrixType& U)
- { res = U * (T.template triangularView<Upper>() * U.adjoint()); }
-};
-
-template<>
-struct recompose_complex_schur<0>
-{
- template<typename ResultType, typename MatrixType>
- static inline void run(ResultType& res, const MatrixType& T, const MatrixType& U)
- { res = (U * (T.template triangularView<Upper>() * U.adjoint())).real(); }
-};
-
-template<typename T>
-inline int binary_powering_cost(T p)
-{
- int cost, tmp;
- frexp(p, &cost);
- while (std::frexp(p, &tmp), tmp > 0) {
- p -= std::ldexp(static_cast<T>(0.5), tmp);
- ++cost;
- }
- return cost;
-}
-
-inline int matrix_power_get_pade_degree(float normIminusT)
-{
- const float maxNormForPade[] = { 2.8064004e-1f /* degree = 3 */ , 4.3386528e-1f };
- int degree = 3;
- for (; degree <= 4; ++degree)
- if (normIminusT <= maxNormForPade[degree - 3])
- break;
- return degree;
-}
-
-inline int matrix_power_get_pade_degree(double normIminusT)
-{
- const double maxNormForPade[] = { 1.884160592658218e-2 /* degree = 3 */ , 6.038881904059573e-2, 1.239917516308172e-1,
- 1.999045567181744e-1, 2.789358995219730e-1 };
- int degree = 3;
- for (; degree <= 7; ++degree)
- if (normIminusT <= maxNormForPade[degree - 3])
- break;
- return degree;
-}
-
-inline int matrix_power_get_pade_degree(long double normIminusT)
-{
-#if LDBL_MANT_DIG == 53
- const int maxPadeDegree = 7;
- const double maxNormForPade[] = { 1.884160592658218e-2L /* degree = 3 */ , 6.038881904059573e-2L, 1.239917516308172e-1L,
- 1.999045567181744e-1L, 2.789358995219730e-1L };
-#elif LDBL_MANT_DIG <= 64
- const int maxPadeDegree = 8;
- const double maxNormForPade[] = { 6.3854693117491799460e-3L /* degree = 3 */ , 2.6394893435456973676e-2L,
- 6.4216043030404063729e-2L, 1.1701165502926694307e-1L, 1.7904284231268670284e-1L, 2.4471944416607995472e-1L };
-#elif LDBL_MANT_DIG <= 106
- const int maxPadeDegree = 10;
- const double maxNormForPade[] = { 1.0007161601787493236741409687186e-4L /* degree = 3 */ ,
- 1.0007161601787493236741409687186e-3L, 4.7069769360887572939882574746264e-3L, 1.3220386624169159689406653101695e-2L,
- 2.8063482381631737920612944054906e-2L, 4.9625993951953473052385361085058e-2L, 7.7367040706027886224557538328171e-2L,
- 1.1016843812851143391275867258512e-1L };
-#else
- const int maxPadeDegree = 10;
- const double maxNormForPade[] = { 5.524506147036624377378713555116378e-5L /* degree = 3 */ ,
- 6.640600568157479679823602193345995e-4L, 3.227716520106894279249709728084626e-3L,
- 9.619593944683432960546978734646284e-3L, 2.134595382433742403911124458161147e-2L,
- 3.908166513900489428442993794761185e-2L, 6.266780814639442865832535460550138e-2L,
- 9.134603732914548552537150753385375e-2L };
-#endif
- int degree = 3;
- for (; degree <= maxPadeDegree; ++degree)
- if (normIminusT <= maxNormForPade[degree - 3])
- break;
- return degree;
-}
-} // namespace internal
-
-/* (non-doc)
- * \brief Class for computing triangular matrices to fractional power.
- *
- * \tparam MatrixType type of the base.
- */
-template<typename MatrixType, int UpLo = Upper> class MatrixPowerTriangularAtomic
-{
- private:
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- typedef Array<Scalar,
- EIGEN_SIZE_MIN_PREFER_FIXED(MatrixType::RowsAtCompileTime,MatrixType::ColsAtCompileTime),
- 1,ColMajor,
- EIGEN_SIZE_MIN_PREFER_FIXED(MatrixType::MaxRowsAtCompileTime,MatrixType::MaxColsAtCompileTime)> ArrayType;
- const MatrixType& m_T;
-
- void computePade(int degree, const MatrixType& IminusT, MatrixType& res, RealScalar p) const;
- void compute2x2(MatrixType& res, RealScalar p) const;
- void computeBig(MatrixType& res, RealScalar p) const;
-
- public:
- explicit MatrixPowerTriangularAtomic(const MatrixType& T);
- void compute(MatrixType& res, RealScalar p) const;
-};
-
-template<typename MatrixType, int UpLo>
-MatrixPowerTriangularAtomic<MatrixType,UpLo>::MatrixPowerTriangularAtomic(const MatrixType& T) :
- m_T(T)
-{ eigen_assert(T.rows() == T.cols()); }
-
-template<typename MatrixType, int UpLo>
-void MatrixPowerTriangularAtomic<MatrixType,UpLo>::compute(MatrixType& res, RealScalar p) const
-{
- switch (m_T.rows()) {
- case 0:
- break;
- case 1:
- res(0,0) = std::pow(m_T(0,0), p);
- break;
- case 2:
- compute2x2(res, p);
- break;
- default:
- computeBig(res, p);
- }
-}
-
-template<typename MatrixType, int UpLo>
-void MatrixPowerTriangularAtomic<MatrixType,UpLo>::computePade(int degree, const MatrixType& IminusT, MatrixType& res,
- RealScalar p) const
-{
- int i = degree<<1;
- res = (p-(i>>1)) / ((i-1)<<1) * IminusT;
- for (--i; i; --i) {
- res = (MatrixType::Identity(m_T.rows(), m_T.cols()) + res).template triangularView<UpLo>()
- .solve((i==1 ? -p : i&1 ? (-p-(i>>1))/(i<<1) : (p-(i>>1))/((i-1)<<1)) * IminusT).eval();
- }
- res += MatrixType::Identity(m_T.rows(), m_T.cols());
-}
-
-template<typename MatrixType, int UpLo>
-void MatrixPowerTriangularAtomic<MatrixType,UpLo>::compute2x2(MatrixType& res, RealScalar p) const
-{
- using std::abs;
- using std::pow;
-
- ArrayType logTdiag = m_T.diagonal().array().log();
- res(0,0) = pow(m_T(0,0), p);
-
- for (int i=1; i < m_T.cols(); ++i) {
- res(i,i) = pow(m_T(i,i), p);
- if (m_T(i-1,i-1) == m_T(i,i)) {
- res(i-1,i) = p * pow(m_T(i-1,i), p-1);
- } else if (2*abs(m_T(i-1,i-1)) < abs(m_T(i,i)) || 2*abs(m_T(i,i)) < abs(m_T(i-1,i-1))) {
- res(i-1,i) = m_T(i-1,i) * (res(i,i)-res(i-1,i-1)) / (m_T(i,i)-m_T(i-1,i-1));
- } else {
- // computation in previous branch is inaccurate if abs(m_T(i,i)) \approx abs(m_T(i-1,i-1))
- int unwindingNumber = std::ceil(((logTdiag[i]-logTdiag[i-1]).imag() - M_PI) / (2*M_PI));
- Scalar w = internal::atanh2(m_T(i,i)-m_T(i-1,i-1), m_T(i,i)+m_T(i-1,i-1)) + Scalar(0, M_PI*unwindingNumber);
- res(i-1,i) = m_T(i-1,i) * RealScalar(2) * std::exp(RealScalar(0.5) * p * (logTdiag[i]+logTdiag[i-1])) *
- std::sinh(p * w) / (m_T(i,i) - m_T(i-1,i-1));
- }
- }
-}
-
-template<typename MatrixType, int UpLo>
-void MatrixPowerTriangularAtomic<MatrixType,UpLo>::computeBig(MatrixType& res, RealScalar p) const
-{
- const int digits = std::numeric_limits<RealScalar>::digits;
- const RealScalar maxNormForPade = digits <= 24? 4.3386528e-1f: // sigle precision
- digits <= 53? 2.789358995219730e-1: // double precision
- digits <= 64? 2.4471944416607995472e-1L: // extended precision
- digits <= 106? 1.1016843812851143391275867258512e-01: // double-double
- 9.134603732914548552537150753385375e-02; // quadruple precision
- int degree, degree2, numberOfSquareRoots=0, numberOfExtraSquareRoots=0;
- MatrixType IminusT, sqrtT, T=m_T;
- RealScalar normIminusT;
-
- while (true) {
- IminusT = MatrixType::Identity(m_T.rows(), m_T.cols()) - T;
- normIminusT = IminusT.cwiseAbs().colwise().sum().maxCoeff();
- if (normIminusT < maxNormForPade) {
- degree = internal::matrix_power_get_pade_degree(normIminusT);
- degree2 = internal::matrix_power_get_pade_degree(normIminusT/2);
- if (degree - degree2 <= 1 || numberOfExtraSquareRoots)
- break;
- ++numberOfExtraSquareRoots;
- }
- MatrixSquareRootTriangular<MatrixType>(T).compute(sqrtT);
- T = sqrtT;
- ++numberOfSquareRoots;
- }
- computePade(degree, IminusT, res, p);
-
- for (; numberOfSquareRoots; --numberOfSquareRoots) {
- compute2x2(res, std::ldexp(p,-numberOfSquareRoots));
- res *= res;
- }
- compute2x2(res, p);
-}
+template<typename MatrixType>
+class MatrixPowerEvaluator;
/**
* \ingroup MatrixFunctions_Module
@@ -281,8 +80,8 @@ template<typename MatrixType> class MatrixPower
*
* \param[in] p exponent, a real scalar.
*/
- const MatrixPowerReturnValue<MatrixPower<MatrixType> > operator()(RealScalar p)
- { return MatrixPowerReturnValue<MatrixPower<MatrixType> >(*this, p); }
+ const MatrixPowerEvaluator<MatrixType> operator()(RealScalar p)
+ { return MatrixPowerEvaluator<MatrixType>(*this, p); }
/**
* \brief Compute the matrix power.
@@ -451,6 +250,30 @@ void MatrixPower<MatrixType>::computeFracPower(ResultType& res, RealScalar p)
}
}
+template<typename MatrixType, typename PlainObject>
+class MatrixPowerMatrixProduct : public MatrixPowerProductBase<MatrixPowerMatrixProduct<MatrixType,PlainObject> >
+{
+ public:
+ typedef MatrixPowerProductBase<MatrixPowerMatrixProduct<MatrixType,PlainObject> > Base;
+ EIGEN_DENSE_PUBLIC_INTERFACE(MatrixPowerMatrixProduct)
+
+ MatrixPowerMatrixProduct(MatrixPower<MatrixType>& pow, const PlainObject& b, RealScalar p)
+ : m_pow(pow), m_b(b), m_p(p) { }
+
+ template<typename ResultType>
+ inline void evalTo(ResultType& res) const
+ { m_pow.compute(m_b, res, m_p); }
+
+ Index rows() const { return m_b.rows(); }
+ Index cols() const { return m_b.cols(); }
+
+ private:
+ MatrixPower<MatrixType>& m_pow;
+ const PlainObject& m_b;
+ const RealScalar m_p;
+ MatrixPowerMatrixProduct& operator=(const MatrixPowerMatrixProduct&);
+};
+
/**
* \ingroup MatrixFunctions_Module
*
@@ -500,41 +323,68 @@ class MatrixPowerReturnValue : public ReturnByValue<MatrixPowerReturnValue<Deriv
};
template<typename MatrixType>
-class MatrixPowerReturnValue<MatrixPower<MatrixType> >
-: public ReturnByValue<MatrixPowerReturnValue<MatrixPower<MatrixType> > >
+class MatrixPowerEvaluator
+: public ReturnByValue<MatrixPowerEvaluator<MatrixType> >
{
public:
typedef typename MatrixType::RealScalar RealScalar;
typedef typename MatrixType::Index Index;
- MatrixPowerReturnValue(MatrixPower<MatrixType>& ref, RealScalar p)
+ MatrixPowerEvaluator(MatrixPower<MatrixType>& ref, RealScalar p)
: m_pow(ref), m_p(p) { }
template<typename ResultType>
inline void evalTo(ResultType& res) const
{ m_pow.compute(res, m_p); }
+ template<typename Derived>
+ const MatrixPowerMatrixProduct<MatrixType, typename Derived::PlainObject> operator*(const MatrixBase<Derived>& b) const
+ { return MatrixPowerMatrixProduct<MatrixType, typename Derived::PlainObject>(m_pow, b.derived(), m_p); }
+
Index rows() const { return m_pow.rows(); }
Index cols() const { return m_pow.cols(); }
private:
MatrixPower<MatrixType>& m_pow;
const RealScalar m_p;
- MatrixPowerReturnValue& operator=(const MatrixPowerReturnValue&);
+ MatrixPowerEvaluator& operator=(const MatrixPowerEvaluator&);
};
namespace internal {
+template<typename MatrixType, typename PlainObject>
+struct nested<MatrixPowerMatrixProduct<MatrixType,PlainObject> >
+{ typedef PlainObject const& type; };
+
template<typename Derived>
struct traits<MatrixPowerReturnValue<Derived> >
{ typedef typename Derived::PlainObject ReturnType; };
template<typename MatrixType>
-struct traits<MatrixPowerReturnValue<MatrixPower<MatrixType> > >
+struct traits<MatrixPowerEvaluator<MatrixType> >
{ typedef MatrixType ReturnType; };
-template<typename Derived>
-struct traits<MatrixPowerProductBase<Derived> >
-{ typedef typename traits<Derived>::ReturnType ReturnType; };
+template<typename MatrixType, typename PlainObject>
+struct traits<MatrixPowerMatrixProduct<MatrixType,PlainObject> >
+{
+ typedef MatrixXpr XprKind;
+ typedef typename scalar_product_traits<typename MatrixType::Scalar, typename PlainObject::Scalar>::ReturnType Scalar;
+ typedef typename promote_storage_type<typename traits<MatrixType>::StorageKind,
+ typename traits<PlainObject>::StorageKind>::ret StorageKind;
+ typedef typename promote_index_type<typename traits<MatrixType>::Index,
+ typename traits<PlainObject>::Index>::type Index;
+
+ enum {
+ RowsAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(traits<MatrixType>::RowsAtCompileTime,
+ traits<PlainObject>::RowsAtCompileTime),
+ ColsAtCompileTime = traits<PlainObject>::ColsAtCompileTime,
+ MaxRowsAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(traits<MatrixType>::MaxRowsAtCompileTime,
+ traits<PlainObject>::MaxRowsAtCompileTime),
+ MaxColsAtCompileTime = traits<PlainObject>::MaxColsAtCompileTime,
+ Flags = (MaxRowsAtCompileTime==1 ? RowMajorBit : 0)
+ | EvalBeforeNestingBit | EvalBeforeAssigningBit | NestByRefBit,
+ CoeffReadCost = 0
+ };
+};
}
template<typename Derived>
@@ -544,6 +394,6 @@ const MatrixPowerReturnValue<Derived> MatrixBase<Derived>::pow(RealScalar p) con
return MatrixPowerReturnValue<Derived>(derived(), p);
}
-} // end namespace Eigen
+} // namespace Eigen
#endif // EIGEN_MATRIX_POWER
diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixPowerBase.h b/unsupported/Eigen/src/MatrixFunctions/MatrixPowerBase.h
new file mode 100644
index 000000000..e5a1fec31
--- /dev/null
+++ b/unsupported/Eigen/src/MatrixFunctions/MatrixPowerBase.h
@@ -0,0 +1,247 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// 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_POWER_BASE
+#define EIGEN_MATRIX_POWER_BASE
+
+namespace Eigen {
+
+namespace internal {
+template<int IsComplex>
+struct recompose_complex_schur
+{
+ template<typename ResultType, typename MatrixType>
+ static inline void run(ResultType& res, const MatrixType& T, const MatrixType& U)
+ { res = U * (T.template triangularView<Upper>() * U.adjoint()); }
+};
+
+template<>
+struct recompose_complex_schur<0>
+{
+ template<typename ResultType, typename MatrixType>
+ static inline void run(ResultType& res, const MatrixType& T, const MatrixType& U)
+ { res = (U * (T.template triangularView<Upper>() * U.adjoint())).real(); }
+};
+
+template<typename Derived>
+struct traits<MatrixPowerProductBase<Derived> > : traits<Derived>
+{ };
+
+template<typename T>
+inline int binary_powering_cost(T p)
+{
+ int cost, tmp;
+ frexp(p, &cost);
+ while (std::frexp(p, &tmp), tmp > 0) {
+ p -= std::ldexp(static_cast<T>(0.5), tmp);
+ ++cost;
+ }
+ return cost;
+}
+
+inline int matrix_power_get_pade_degree(float normIminusT)
+{
+ const float maxNormForPade[] = { 2.8064004e-1f /* degree = 3 */ , 4.3386528e-1f };
+ int degree = 3;
+ for (; degree <= 4; ++degree)
+ if (normIminusT <= maxNormForPade[degree - 3])
+ break;
+ return degree;
+}
+
+inline int matrix_power_get_pade_degree(double normIminusT)
+{
+ const double maxNormForPade[] = { 1.884160592658218e-2 /* degree = 3 */ , 6.038881904059573e-2, 1.239917516308172e-1,
+ 1.999045567181744e-1, 2.789358995219730e-1 };
+ int degree = 3;
+ for (; degree <= 7; ++degree)
+ if (normIminusT <= maxNormForPade[degree - 3])
+ break;
+ return degree;
+}
+
+inline int matrix_power_get_pade_degree(long double normIminusT)
+{
+#if LDBL_MANT_DIG == 53
+ const int maxPadeDegree = 7;
+ const double maxNormForPade[] = { 1.884160592658218e-2L /* degree = 3 */ , 6.038881904059573e-2L, 1.239917516308172e-1L,
+ 1.999045567181744e-1L, 2.789358995219730e-1L };
+#elif LDBL_MANT_DIG <= 64
+ const int maxPadeDegree = 8;
+ const double maxNormForPade[] = { 6.3854693117491799460e-3L /* degree = 3 */ , 2.6394893435456973676e-2L,
+ 6.4216043030404063729e-2L, 1.1701165502926694307e-1L, 1.7904284231268670284e-1L, 2.4471944416607995472e-1L };
+#elif LDBL_MANT_DIG <= 106
+ const int maxPadeDegree = 10;
+ const double maxNormForPade[] = { 1.0007161601787493236741409687186e-4L /* degree = 3 */ ,
+ 1.0007161601787493236741409687186e-3L, 4.7069769360887572939882574746264e-3L, 1.3220386624169159689406653101695e-2L,
+ 2.8063482381631737920612944054906e-2L, 4.9625993951953473052385361085058e-2L, 7.7367040706027886224557538328171e-2L,
+ 1.1016843812851143391275867258512e-1L };
+#else
+ const int maxPadeDegree = 10;
+ const double maxNormForPade[] = { 5.524506147036624377378713555116378e-5L /* degree = 3 */ ,
+ 6.640600568157479679823602193345995e-4L, 3.227716520106894279249709728084626e-3L,
+ 9.619593944683432960546978734646284e-3L, 2.134595382433742403911124458161147e-2L,
+ 3.908166513900489428442993794761185e-2L, 6.266780814639442865832535460550138e-2L,
+ 9.134603732914548552537150753385375e-2L };
+#endif
+ int degree = 3;
+ for (; degree <= maxPadeDegree; ++degree)
+ if (normIminusT <= maxNormForPade[degree - 3])
+ break;
+ return degree;
+}
+} // namespace internal
+
+template<typename MatrixType, int UpLo = Upper> class MatrixPowerTriangularAtomic
+{
+ private:
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::RealScalar RealScalar;
+ typedef Array<Scalar,
+ EIGEN_SIZE_MIN_PREFER_FIXED(MatrixType::RowsAtCompileTime,MatrixType::ColsAtCompileTime),
+ 1,ColMajor,
+ EIGEN_SIZE_MIN_PREFER_FIXED(MatrixType::MaxRowsAtCompileTime,MatrixType::MaxColsAtCompileTime)> ArrayType;
+ const MatrixType& m_T;
+
+ void computePade(int degree, const MatrixType& IminusT, MatrixType& res, RealScalar p) const;
+ void compute2x2(MatrixType& res, RealScalar p) const;
+ void computeBig(MatrixType& res, RealScalar p) const;
+
+ public:
+ explicit MatrixPowerTriangularAtomic(const MatrixType& T);
+ void compute(MatrixType& res, RealScalar p) const;
+};
+
+template<typename MatrixType, int UpLo>
+MatrixPowerTriangularAtomic<MatrixType,UpLo>::MatrixPowerTriangularAtomic(const MatrixType& T) :
+ m_T(T)
+{ eigen_assert(T.rows() == T.cols()); }
+
+template<typename MatrixType, int UpLo>
+void MatrixPowerTriangularAtomic<MatrixType,UpLo>::compute(MatrixType& res, RealScalar p) const
+{
+ switch (m_T.rows()) {
+ case 0:
+ break;
+ case 1:
+ res(0,0) = std::pow(m_T(0,0), p);
+ break;
+ case 2:
+ compute2x2(res, p);
+ break;
+ default:
+ computeBig(res, p);
+ }
+}
+
+template<typename MatrixType, int UpLo>
+void MatrixPowerTriangularAtomic<MatrixType,UpLo>::computePade(int degree, const MatrixType& IminusT, MatrixType& res,
+ RealScalar p) const
+{
+ int i = degree<<1;
+ res = (p-(i>>1)) / ((i-1)<<1) * IminusT;
+ for (--i; i; --i) {
+ res = (MatrixType::Identity(m_T.rows(), m_T.cols()) + res).template triangularView<UpLo>()
+ .solve((i==1 ? -p : i&1 ? (-p-(i>>1))/(i<<1) : (p-(i>>1))/((i-1)<<1)) * IminusT).eval();
+ }
+ res += MatrixType::Identity(m_T.rows(), m_T.cols());
+}
+
+template<typename MatrixType, int UpLo>
+void MatrixPowerTriangularAtomic<MatrixType,UpLo>::compute2x2(MatrixType& res, RealScalar p) const
+{
+ using std::abs;
+ using std::pow;
+
+ ArrayType logTdiag = m_T.diagonal().array().log();
+ res(0,0) = pow(m_T(0,0), p);
+
+ for (int i=1; i < m_T.cols(); ++i) {
+ res(i,i) = pow(m_T(i,i), p);
+ if (m_T(i-1,i-1) == m_T(i,i)) {
+ res(i-1,i) = p * pow(m_T(i-1,i), p-1);
+ } else if (2*abs(m_T(i-1,i-1)) < abs(m_T(i,i)) || 2*abs(m_T(i,i)) < abs(m_T(i-1,i-1))) {
+ res(i-1,i) = m_T(i-1,i) * (res(i,i)-res(i-1,i-1)) / (m_T(i,i)-m_T(i-1,i-1));
+ } else {
+ // computation in previous branch is inaccurate if abs(m_T(i,i)) \approx abs(m_T(i-1,i-1))
+ int unwindingNumber = std::ceil(((logTdiag[i]-logTdiag[i-1]).imag() - M_PI) / (2*M_PI));
+ Scalar w = internal::atanh2(m_T(i,i)-m_T(i-1,i-1), m_T(i,i)+m_T(i-1,i-1)) + Scalar(0, M_PI*unwindingNumber);
+ res(i-1,i) = m_T(i-1,i) * RealScalar(2) * std::exp(RealScalar(0.5) * p * (logTdiag[i]+logTdiag[i-1])) *
+ std::sinh(p * w) / (m_T(i,i) - m_T(i-1,i-1));
+ }
+ }
+}
+
+template<typename MatrixType, int UpLo>
+void MatrixPowerTriangularAtomic<MatrixType,UpLo>::computeBig(MatrixType& res, RealScalar p) const
+{
+ const int digits = std::numeric_limits<RealScalar>::digits;
+ const RealScalar maxNormForPade = digits <= 24? 4.3386528e-1f: // sigle precision
+ digits <= 53? 2.789358995219730e-1: // double precision
+ digits <= 64? 2.4471944416607995472e-1L: // extended precision
+ digits <= 106? 1.1016843812851143391275867258512e-01: // double-double
+ 9.134603732914548552537150753385375e-02; // quadruple precision
+ int degree, degree2, numberOfSquareRoots=0, numberOfExtraSquareRoots=0;
+ MatrixType IminusT, sqrtT, T=m_T;
+ RealScalar normIminusT;
+
+ while (true) {
+ IminusT = MatrixType::Identity(m_T.rows(), m_T.cols()) - T;
+ normIminusT = IminusT.cwiseAbs().colwise().sum().maxCoeff();
+ if (normIminusT < maxNormForPade) {
+ degree = internal::matrix_power_get_pade_degree(normIminusT);
+ degree2 = internal::matrix_power_get_pade_degree(normIminusT/2);
+ if (degree - degree2 <= 1 || numberOfExtraSquareRoots)
+ break;
+ ++numberOfExtraSquareRoots;
+ }
+ MatrixSquareRootTriangular<MatrixType>(T).compute(sqrtT);
+ T = sqrtT;
+ ++numberOfSquareRoots;
+ }
+ computePade(degree, IminusT, res, p);
+
+ for (; numberOfSquareRoots; --numberOfSquareRoots) {
+ compute2x2(res, std::ldexp(p,-numberOfSquareRoots));
+ res *= res;
+ }
+ compute2x2(res, p);
+}
+
+template<typename Derived>
+class MatrixPowerProductBase : public MatrixBase<Derived>
+{
+ public:
+ typedef MatrixBase<Derived> Base;
+ typedef typename Base::PlainObject PlainObject;
+ EIGEN_DENSE_PUBLIC_INTERFACE(MatrixPowerProductBase)
+
+ inline Index rows() const { return derived().rows(); }
+ inline Index cols() const { return derived().cols(); }
+
+ template<typename ResultType>
+ inline void evalTo(ResultType& res) const { derived().evalTo(res); }
+
+ const PlainObject& eval() const
+ {
+ m_result.resize(rows(), cols());
+ derived().evalTo(m_result);
+ return m_result;
+ }
+
+ operator const PlainObject&() const
+ { return eval(); }
+
+ protected:
+ mutable PlainObject m_result;
+};
+
+} // namespace Eigen
+
+#endif // EIGEN_MATRIX_POWER
diff --git a/unsupported/test/matrix_power.cpp b/unsupported/test/matrix_power.cpp
index c5967d2eb..7d90066c8 100644
--- a/unsupported/test/matrix_power.cpp
+++ b/unsupported/test/matrix_power.cpp
@@ -86,6 +86,28 @@ void testExponentLaws(const MatrixType& m, double tol)
}
}
+template<typename MatrixType, typename VectorType>
+void testMatrixVectorProduct(const MatrixType& m, const VectorType& v, double tol)
+{
+ typedef typename MatrixType::RealScalar RealScalar;
+ MatrixType m1;
+ VectorType v1, v2, v3;
+ RealScalar p;
+
+ for (int i=0; i<g_repeat; ++i) {
+ generateTestMatrix<MatrixType>::run(m1, m.rows());
+ MatrixPower<MatrixType> mpow(m1);
+
+ v1 = VectorType::Random(v.rows(), v.cols());
+ p = internal::random<RealScalar>();
+
+ v2.noalias() = mpow(p) * v1;
+ v3.noalias() = mpow(p).eval() * v1;
+ std::cout << "testMatrixVectorProduct: error powerm = " << relerr(v2, v3) << '\n';
+ VERIFY(v2.isApprox(v3, static_cast<RealScalar>(tol)));
+ }
+}
+
void test_matrix_power()
{
typedef Matrix<long double,Dynamic,Dynamic> MatrixXe;
@@ -105,4 +127,14 @@ void test_matrix_power()
CALL_SUBTEST_5(testExponentLaws(Matrix3cf(), 1e-4));
CALL_SUBTEST_8(testExponentLaws(Matrix4f(), 1e-4));
CALL_SUBTEST_6(testExponentLaws(MatrixXf(8,8), 1e-4));
+
+ CALL_SUBTEST_2(testMatrixVectorProduct(Matrix2d(), Vector2d(), 1e-13));
+ CALL_SUBTEST_7(testMatrixVectorProduct(Matrix<double,3,3,RowMajor>(), Vector3d(), 1e-13));
+ CALL_SUBTEST_3(testMatrixVectorProduct(Matrix4cd(), Vector4cd(), 1e-13));
+ CALL_SUBTEST_4(testMatrixVectorProduct(MatrixXd(8,8), MatrixXd(8,2), 1e-13));
+ CALL_SUBTEST_1(testMatrixVectorProduct(Matrix2f(), Vector2f(), 1e-4));
+ CALL_SUBTEST_5(testMatrixVectorProduct(Matrix3cf(), Vector3cf(), 1e-4));
+ CALL_SUBTEST_8(testMatrixVectorProduct(Matrix4f(), Vector4f(), 1e-4));
+ CALL_SUBTEST_6(testMatrixVectorProduct(MatrixXf(8,8), VectorXf(8), 1e-4));
+ CALL_SUBTEST_9(testMatrixVectorProduct(MatrixXe(7,7), MatrixXe(7,9), 1e-13));
}