// This file is part of a joint effort between Eigen, a lightweight C++ template library // for linear algebra, and MPFR C++, a C++ interface to MPFR library (http://www.holoborodko.com/pavel/) // // Copyright (C) 2010 Pavel Holoborodko // Copyright (C) 2010 Konstantin Holoborodko // Copyright (C) 2010 Gael Guennebaud // // 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 // this library. If not, see . // // Contributors: // Brian Gladman, Helmut Jarausch, Fokko Beekhof, Ulrich Mutze, Heinz van Saanen, Pere Constans #ifndef EIGEN_MPREALSUPPORT_MODULE_H #define EIGEN_MPREALSUPPORT_MODULE_H #include #include namespace Eigen { /** \defgroup MPRealSupport_Module MPFRC++ Support module * * \code * #include * \endcode * * This module provides support for multi precision floating point numbers * via the MPFR C++ * library which itself is built upon MPFR/GMP. * * Here is an example: * \code #include #include #include using namespace mpfr; using namespace Eigen; int main() { // set precision to 256 bits (double has only 53 bits) mpreal::set_default_prec(256); // Declare matrix and vector types with multi-precision scalar type typedef Matrix MatrixXmp; typedef Matrix VectorXmp; MatrixXmp A = MatrixXmp::Random(100,100); VectorXmp b = VectorXmp::Random(100); // Solve Ax=b using LU VectorXmp x = A.lu().solve(b); std::cout << "relative error: " << (A*x - b).norm() / b.norm() << std::endl; return 0; } \endcode * */ template<> struct NumTraits : GenericNumTraits { enum { IsInteger = 0, IsSigned = 1, IsComplex = 0, ReadCost = 10, AddCost = 10, MulCost = 40 }; typedef mpfr::mpreal Real; typedef mpfr::mpreal NonInteger; inline static mpfr::mpreal highest() { return mpfr::mpreal_max(mpfr::mpreal::get_default_prec()); } inline static mpfr::mpreal lowest() { return -mpfr::mpreal_max(mpfr::mpreal::get_default_prec()); } inline static Real epsilon() { return mpfr::machine_epsilon(mpfr::mpreal::get_default_prec()); } inline static Real dummy_precision() { unsigned int weak_prec = ((mpfr::mpreal::get_default_prec()-1)*90)/100; return mpfr::machine_epsilon(weak_prec); } }; template<> mpfr::mpreal ei_random() { #if (MPFR_VERSION >= MPFR_VERSION_NUM(3,0,0)) static gmp_randstate_t state; static bool isFirstTime = true; if(isFirstTime) { gmp_randinit_default(state); gmp_randseed_ui(state,(unsigned)time(NULL)); isFirstTime = false; } return mpfr::urandom(state)*2-1; #else return mpfr::mpreal(ei_random()); #endif } template<> mpfr::mpreal ei_random(const mpfr::mpreal& a, const mpfr::mpreal& b) { return a + (b-a) * ei_random(); } } namespace mpfr { inline const mpreal& ei_conj(const mpreal& x) { return x; } inline const mpreal& ei_real(const mpreal& x) { return x; } inline mpreal ei_imag(const mpreal&) { return 0.0; } inline mpreal ei_abs(const mpreal& x) { return fabs(x); } inline mpreal ei_abs2(const mpreal& x) { return x*x; } inline mpreal ei_sqrt(const mpreal& x) { return sqrt(x); } inline mpreal ei_exp(const mpreal& x) { return exp(x); } inline mpreal ei_log(const mpreal& x) { return log(x); } inline mpreal ei_sin(const mpreal& x) { return sin(x); } inline mpreal ei_cos(const mpreal& x) { return cos(x); } inline mpreal ei_pow(const mpreal& x, mpreal& y) { return pow(x, y); } bool ei_isMuchSmallerThan(const mpreal& a, const mpreal& b, const mpreal& prec) { return ei_abs(a) <= abs(b) * prec; } inline bool ei_isApprox(const mpreal& a, const mpreal& b, const mpreal& prec) { return ei_abs(a - b) <= min(abs(a), abs(b)) * prec; } inline bool ei_isApproxOrLessThan(const mpreal& a, const mpreal& b, const mpreal& prec) { return a <= b || ei_isApprox(a, b, prec); } } #endif // EIGEN_MPREALSUPPORT_MODULE_H