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-rw-r--r--unsupported/Eigen/src/MatrixFunctions/MatrixPower.h144
-rw-r--r--unsupported/test/matrix_power.cpp12
2 files changed, 49 insertions, 107 deletions
diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h b/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h
index f4f5b88a2..4c9039cc5 100644
--- a/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h
+++ b/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h
@@ -241,7 +241,6 @@ template <typename MatrixType, int IsInteger, typename PlainObject>
template <typename ResultType>
void MatrixPower<MatrixType,IsInteger,PlainObject>::compute(ResultType& result)
{
- using std::abs;
using std::floor;
using std::pow;
@@ -274,7 +273,7 @@ void MatrixPower<MatrixType,IsInteger,PlainObject>::computeIntPower(ResultType&
if (m_dimb > m_dimA) {
tmp = MatrixType::Identity(m_dimA, m_dimA);
computeChainProduct(tmp);
- result = tmp * m_b;
+ result.noalias() = tmp * m_b;
} else {
result = m_b;
computeChainProduct(result);
@@ -287,7 +286,6 @@ void MatrixPower<MatrixType,IsInteger,PlainObject>::computeChainProduct(ResultTy
{
using std::abs;
using std::fmod;
- using std::frexp;
using std::ldexp;
RealScalar p = abs(m_pInt);
@@ -390,7 +388,6 @@ void MatrixPower<MatrixType,IsInteger,PlainObject>::compute2x2(RealScalar p)
using std::exp;
using std::imag;
using std::ldexp;
- using std::log;
using std::pow;
using std::sinh;
@@ -402,13 +399,13 @@ void MatrixPower<MatrixType,IsInteger,PlainObject>::compute2x2(RealScalar p)
i = j - 1;
m_fT(j,j) = pow(m_T(j,j), p);
- if (m_T(i,i) == m_T(j,j))
+ if (m_T(i,i) == m_T(j,j)) {
m_fT(i,j) = p * pow(m_T(i,j), p - RealScalar(1));
- else if (abs(m_T(i,i)) < ldexp(abs(m_T(j,j)), -1) || abs(m_T(j,j)) < ldexp(abs(m_T(i,i)), -1))
+ } else if (abs(m_T(i,i)) < ldexp(abs(m_T(j,j)), -1) || abs(m_T(j,j)) < ldexp(abs(m_T(i,i)), -1)) {
m_fT(i,j) = m_T(i,j) * (m_fT(j,j) - m_fT(i,i)) / (m_T(j,j) - m_T(i,i));
- else {
+ } else {
// computation in previous branch is inaccurate if abs(m_T(j,j)) \approx abs(m_T(i,i))
- unwindingNumber = static_cast<int>(ceil((imag(m_logTdiag[j] - m_logTdiag[i]) - M_PI) / (2 * M_PI)));
+ unwindingNumber = ceil((imag(m_logTdiag[j] - m_logTdiag[i]) - M_PI) / (2 * M_PI));
w = atanh2(m_T(j,j) - m_T(i,i), m_T(j,j) + m_T(i,i)) + ComplexScalar(0, M_PI * unwindingNumber);
m_fT(i,j) = m_T(i,j) * RealScalar(2) * exp(RealScalar(0.5) * p * (m_logTdiag[j] + m_logTdiag[i])) *
sinh(p * w) / (m_T(j,j) - m_T(i,i));
@@ -421,11 +418,11 @@ void MatrixPower<MatrixType,IsInteger,PlainObject>::computeBig()
{
using std::ldexp;
const int digits = std::numeric_limits<RealScalar>::digits;
- const RealScalar maxNormForPade = digits <= 24? 4.3268868e-1f: // sigle precision
- digits <= 53? 2.787629930861592e-1: // double precision
- digits <= 64? 2.4461702976649554343e-1L: // extended precision
- digits <= 106? 1.1015697751808768849251777304538e-01: // double-double
- 9.133823549851655878933476070874651e-02; // quadruple precision
+ 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;
ComplexMatrix IminusT, sqrtT, T = m_T;
RealScalar normIminusT;
@@ -456,7 +453,7 @@ void MatrixPower<MatrixType,IsInteger,PlainObject>::computeBig()
template <typename MatrixType, int IsInteger, typename PlainObject>
inline int MatrixPower<MatrixType,IsInteger,PlainObject>::getPadeDegree(float normIminusT)
{
- const float maxNormForPade[] = { 2.7996156e-1f /* degree = 3 */ , 4.3268868e-1f };
+ const float maxNormForPade[] = { 2.8064004e-1f /* degree = 3 */ , 4.3386528e-1f };
int degree = 3;
for (; degree <= 4; degree++)
if (normIminusT <= maxNormForPade[degree - 3])
@@ -467,8 +464,8 @@ inline int MatrixPower<MatrixType,IsInteger,PlainObject>::getPadeDegree(float no
template <typename MatrixType, int IsInteger, typename PlainObject>
inline int MatrixPower<MatrixType,IsInteger,PlainObject>::getPadeDegree(double normIminusT)
{
- const double maxNormForPade[] = { 1.882832775783710e-2 /* degree = 3 */ , 6.036100693089536e-2,
- 1.239372725584857e-1, 1.998030690604104e-1, 2.787629930861592e-1 };
+ 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])
@@ -481,27 +478,27 @@ inline int MatrixPower<MatrixType,IsInteger,PlainObject>::getPadeDegree(long dou
{
#if LDBL_MANT_DIG == 53
const int maxPadeDegree = 7;
- const double maxNormForPade[] = { 1.882832775783710e-2L /* degree = 3 */ , 6.036100693089536e-2L,
- 1.239372725584857e-1L, 1.998030690604104e-1L, 2.787629930861592e-1L };
+ 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[] = { 6.3813036421433454225e-3L /* degree = 3 */ , 2.6385399995942000637e-2L,
- 6.4197808148473250951e-2L, 1.1697754827125334716e-1L, 1.7898159424022851851e-1L, 2.4461702976649554343e-1L };
+ 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[] = { 1.0007009771231429252734273435258e-4L /* degree = 3 */ ,
- 1.0538187257176867284131299608423e-3L, 4.7061962004060435430088460028236e-3L, 1.3218912040677196137566177023204e-2L,
- 2.8060971416164795541562544777056e-2L, 4.9621804942978599802645569010027e-2L, 7.7360065339071543892274529471454e-2L,
- 1.1015697751808768849251777304538e-1L };
+ 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[] = { 5.524459874082058900800655900644241e-5L /* degree = 3 */ ,
- 6.640087564637450267909344775414015e-4L, 3.227189204209204834777703035324315e-3L,
- 9.618565213833446441025286267608306e-3L, 2.134419664210632655600344879830298e-2L,
- 3.907876732697568523164749432441966e-2L, 6.266303975524852476985111609267074e-2L,
- 9.133823549851655878933476070874651e-2L };
+ 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++)
@@ -550,7 +547,7 @@ void MatrixPower<MatrixType,1,PlainObject>::compute(ResultType& result)
if (m_dimb > m_dimA) {
tmp = MatrixType::Identity(m_dimA, m_dimA);
computeChainProduct(tmp);
- result = tmp * m_b;
+ result.noalias() = tmp * m_b;
} else {
result = m_b;
computeChainProduct(result);
@@ -612,66 +609,6 @@ void MatrixPower<MatrixType,1,PlainObject>::computeChainProduct(ResultType& resu
/**
* \ingroup MatrixFunctions_Module
*
- * \brief Proxy for the matrix power multiplied by another matrix
- * (expression).
- *
- * \tparam MatrixType type of the base, a matrix (expression).
- * \tparam ExponentType type of the exponent, a scalar.
- * \tparam Derived type of the multiplier, a matrix (expression).
- *
- * This class holds the arguments to the matrix expression 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
- * MatrixPowerReturnValue::operator*() and most of the time this is the
- * only way it is used.
- */
-template<typename MatrixType, typename ExponentType, typename Derived> class MatrixPowerMultiplied
-: public ReturnByValue<MatrixPowerMultiplied<MatrixType, ExponentType, Derived> >
-{
- public:
- typedef typename Derived::Index Index;
-
- /**
- * \brief Constructor.
- *
- * \param[in] A %Matrix (expression), the base of the matrix power.
- * \param[in] p scalar, the exponent of the matrix power.
- * \param[in] b %Matrix (expression), the multiplier.
- */
- MatrixPowerMultiplied(const MatrixType& A, const ExponentType& p, const Derived& b)
- : m_A(A), m_p(p), m_b(b) { }
-
- /**
- * \brief Compute the matrix exponential.
- *
- * \param[out] result \f$ A^p b \f$ where \p A ,\p p and \p b are as in
- * the constructor.
- */
- template <typename ResultType>
- inline void evalTo(ResultType& result) const
- {
- typedef typename Derived::PlainObject PlainObject;
- const int IsInteger = NumTraits<ExponentType>::IsInteger;
- const typename MatrixType::PlainObject Aevaluated = m_A.eval();
- const PlainObject bevaluated = m_b.eval();
- MatrixPower<MatrixType, IsInteger, PlainObject> mp(Aevaluated, m_p, bevaluated);
- mp.compute(result);
- }
-
- Index rows() const { return m_b.rows(); }
- Index cols() const { return m_b.cols(); }
-
- private:
- const MatrixType& m_A;
- const ExponentType& m_p;
- const Derived& m_b;
-
- MatrixPowerMultiplied& operator=(const MatrixPowerMultiplied&);
-};
-
-/**
- * \ingroup MatrixFunctions_Module
- *
* \brief Proxy for the matrix power of some matrix (expression).
*
* \tparam Derived type of the base, a matrix (expression).
@@ -701,14 +638,25 @@ template<typename Derived, typename ExponentType> class MatrixPowerReturnValue
/**
* \brief Return the matrix power multiplied by %Matrix \p b.
*
- * The %MatrixPower class can optimize \f$ A^p b \f$ computing, and this
- * method provides an elegant way to call it:
+ * The %MatrixPower class can optimize \f$ A^p b \f$ computing, and
+ * this method provides an elegant way to call it.
*
- * \param[in] b %Matrix (expression), the multiplier.
+ * \param[in] b %Matrix (expression), the multiplier.
+ * \param[out] result \f$ A^p b \f$ where \p A and \p p are as in
+ * the constructor.
*/
template <typename OtherDerived>
- const MatrixPowerMultiplied<Derived, ExponentType, OtherDerived> operator*(const MatrixBase<OtherDerived>& b) const
- { return MatrixPowerMultiplied<Derived, ExponentType, OtherDerived>(m_A, m_p, b.derived()); }
+ const typename OtherDerived::PlainObject operator*(const MatrixBase<OtherDerived>& b) const
+ {
+ typedef typename OtherDerived::PlainObject PlainObject;
+ const int IsInteger = NumTraits<ExponentType>::IsInteger;
+ const typename Derived::PlainObject Aevaluated = m_A.eval();
+ const PlainObject bevaluated = b.eval();
+ PlainObject result;
+ MatrixPower<Derived, IsInteger, PlainObject> mp(Aevaluated, m_p, bevaluated);
+ mp.compute(result);
+ return result;
+ }
/**
* \brief Compute the matrix power.
@@ -738,12 +686,6 @@ template<typename Derived, typename ExponentType> class MatrixPowerReturnValue
};
namespace internal {
- template<typename MatrixType, typename ExponentType, typename Derived>
- struct traits<MatrixPowerMultiplied<MatrixType, ExponentType, Derived> >
- {
- typedef typename Derived::PlainObject ReturnType;
- };
-
template<typename Derived, typename ExponentType>
struct traits<MatrixPowerReturnValue<Derived, ExponentType> >
{
diff --git a/unsupported/test/matrix_power.cpp b/unsupported/test/matrix_power.cpp
index 80f65ebe4..3c0e4f356 100644
--- a/unsupported/test/matrix_power.cpp
+++ b/unsupported/test/matrix_power.cpp
@@ -67,7 +67,7 @@ void testIntPowers(const MatrixType& m, double tol)
std::cout << "testIntPower: i = 1 error powerm = " << relerr(m1, m3) << " " << relerr(m1, m4) << '\n';
VERIFY(m1 == m3 && m1 == m4);
- m2 = m1 * m1;
+ m2.noalias() = m1 * m1;
m3 = m1.pow(2);
m4 = m1.pow(2.);
std::cout << "testIntPower: i = 2 error powerm = " << relerr(m2, m3) << " " << relerr(m2, m4) << '\n';
@@ -111,7 +111,7 @@ void testExponentLaws(const MatrixType& m, double tol)
m3 = m1.pow(y);
m4 = m1.pow(x + y);
- m5 = m2 * m3;
+ m5.noalias() = m2 * m3;
std::cout << "testExponentLaws: error powerm = " << relerr(m4, m5);
VERIFY(m4.isApprox(m5, RealScalar(tol)));
@@ -145,13 +145,13 @@ void testMatrixVectorProduct(const MatrixType& m, const VectorType& v, double to
pInt = rand();
pInt >>= 2;
- v2 = m1.pow(pReal).eval() * v1;
- v3 = m1.pow(pReal) * v1;
+ v2.noalias() = m1.pow(pReal).eval() * v1;
+ v3.noalias() = m1.pow(pReal) * v1;
std::cout << "testMatrixVectorProduct: error powerm = " << relerr(v2, v3);
VERIFY(v2.isApprox(v3, RealScalar(tol)));
- v2 = m1.pow(pInt).eval() * v1;
- v3 = m1.pow(pInt) * v1;
+ v2.noalias() = m1.pow(pInt).eval() * v1;
+ v3.noalias() = m1.pow(pInt) * v1;
std::cout << " " << relerr(v2, v3) << '\n';
VERIFY(v2.isApprox(v3, RealScalar(tol)) || v2 == v3);
}