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authorStanislaw Halik <sthalik@misaki.pl>2019-03-03 21:09:10 +0100
committerStanislaw Halik <sthalik@misaki.pl>2019-03-03 21:10:13 +0100
commitf0238cfb6997c4acfc2bd200de7295f3fa36968f (patch)
treeb215183760e4f615b9c1dabc1f116383b72a1b55 /eigen/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h
parent543edd372a5193d04b3de9f23c176ab439e51b31 (diff)
don't index Eigen
Diffstat (limited to 'eigen/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h')
-rw-r--r--eigen/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h442
1 files changed, 0 insertions, 442 deletions
diff --git a/eigen/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h b/eigen/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h
deleted file mode 100644
index e5ebbcf..0000000
--- a/eigen/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h
+++ /dev/null
@@ -1,442 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2009, 2010, 2013 Jitse Niesen <jitse@maths.leeds.ac.uk>
-// Copyright (C) 2011, 2013 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_EXPONENTIAL
-#define EIGEN_MATRIX_EXPONENTIAL
-
-#include "StemFunction.h"
-
-namespace Eigen {
-namespace internal {
-
-/** \brief Scaling operator.
- *
- * This struct is used by CwiseUnaryOp to scale a matrix by \f$ 2^{-s} \f$.
- */
-template <typename RealScalar>
-struct MatrixExponentialScalingOp
-{
- /** \brief Constructor.
- *
- * \param[in] squarings The integer \f$ s \f$ in this document.
- */
- MatrixExponentialScalingOp(int squarings) : m_squarings(squarings) { }
-
-
- /** \brief Scale a matrix coefficient.
- *
- * \param[in,out] x The scalar to be scaled, becoming \f$ 2^{-s} x \f$.
- */
- inline const RealScalar operator() (const RealScalar& x) const
- {
- using std::ldexp;
- return ldexp(x, -m_squarings);
- }
-
- typedef std::complex<RealScalar> ComplexScalar;
-
- /** \brief Scale a matrix coefficient.
- *
- * \param[in,out] x The scalar to be scaled, becoming \f$ 2^{-s} x \f$.
- */
- inline const ComplexScalar operator() (const ComplexScalar& x) const
- {
- using std::ldexp;
- return ComplexScalar(ldexp(x.real(), -m_squarings), ldexp(x.imag(), -m_squarings));
- }
-
- private:
- int m_squarings;
-};
-
-/** \brief Compute the (3,3)-Pad&eacute; approximant to the exponential.
- *
- * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
- * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
- */
-template <typename MatA, typename MatU, typename MatV>
-void matrix_exp_pade3(const MatA& A, MatU& U, MatV& V)
-{
- typedef typename MatA::PlainObject MatrixType;
- typedef typename NumTraits<typename traits<MatA>::Scalar>::Real RealScalar;
- const RealScalar b[] = {120.L, 60.L, 12.L, 1.L};
- const MatrixType A2 = A * A;
- const MatrixType tmp = b[3] * A2 + b[1] * MatrixType::Identity(A.rows(), A.cols());
- U.noalias() = A * tmp;
- V = b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols());
-}
-
-/** \brief Compute the (5,5)-Pad&eacute; approximant to the exponential.
- *
- * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
- * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
- */
-template <typename MatA, typename MatU, typename MatV>
-void matrix_exp_pade5(const MatA& A, MatU& U, MatV& V)
-{
- typedef typename MatA::PlainObject MatrixType;
- typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar;
- const RealScalar b[] = {30240.L, 15120.L, 3360.L, 420.L, 30.L, 1.L};
- const MatrixType A2 = A * A;
- const MatrixType A4 = A2 * A2;
- const MatrixType tmp = b[5] * A4 + b[3] * A2 + b[1] * MatrixType::Identity(A.rows(), A.cols());
- U.noalias() = A * tmp;
- V = b[4] * A4 + b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols());
-}
-
-/** \brief Compute the (7,7)-Pad&eacute; approximant to the exponential.
- *
- * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
- * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
- */
-template <typename MatA, typename MatU, typename MatV>
-void matrix_exp_pade7(const MatA& A, MatU& U, MatV& V)
-{
- typedef typename MatA::PlainObject MatrixType;
- typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar;
- const RealScalar b[] = {17297280.L, 8648640.L, 1995840.L, 277200.L, 25200.L, 1512.L, 56.L, 1.L};
- const MatrixType A2 = A * A;
- const MatrixType A4 = A2 * A2;
- const MatrixType A6 = A4 * A2;
- const MatrixType tmp = b[7] * A6 + b[5] * A4 + b[3] * A2
- + b[1] * MatrixType::Identity(A.rows(), A.cols());
- U.noalias() = A * tmp;
- V = b[6] * A6 + b[4] * A4 + b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols());
-
-}
-
-/** \brief Compute the (9,9)-Pad&eacute; approximant to the exponential.
- *
- * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
- * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
- */
-template <typename MatA, typename MatU, typename MatV>
-void matrix_exp_pade9(const MatA& A, MatU& U, MatV& V)
-{
- typedef typename MatA::PlainObject MatrixType;
- typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar;
- const RealScalar b[] = {17643225600.L, 8821612800.L, 2075673600.L, 302702400.L, 30270240.L,
- 2162160.L, 110880.L, 3960.L, 90.L, 1.L};
- const MatrixType A2 = A * A;
- const MatrixType A4 = A2 * A2;
- const MatrixType A6 = A4 * A2;
- const MatrixType A8 = A6 * A2;
- const MatrixType tmp = b[9] * A8 + b[7] * A6 + b[5] * A4 + b[3] * A2
- + b[1] * MatrixType::Identity(A.rows(), A.cols());
- U.noalias() = A * tmp;
- V = b[8] * A8 + b[6] * A6 + b[4] * A4 + b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols());
-}
-
-/** \brief Compute the (13,13)-Pad&eacute; approximant to the exponential.
- *
- * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
- * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
- */
-template <typename MatA, typename MatU, typename MatV>
-void matrix_exp_pade13(const MatA& A, MatU& U, MatV& V)
-{
- typedef typename MatA::PlainObject MatrixType;
- typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar;
- const RealScalar b[] = {64764752532480000.L, 32382376266240000.L, 7771770303897600.L,
- 1187353796428800.L, 129060195264000.L, 10559470521600.L, 670442572800.L,
- 33522128640.L, 1323241920.L, 40840800.L, 960960.L, 16380.L, 182.L, 1.L};
- const MatrixType A2 = A * A;
- const MatrixType A4 = A2 * A2;
- const MatrixType A6 = A4 * A2;
- V = b[13] * A6 + b[11] * A4 + b[9] * A2; // used for temporary storage
- MatrixType tmp = A6 * V;
- tmp += b[7] * A6 + b[5] * A4 + b[3] * A2 + b[1] * MatrixType::Identity(A.rows(), A.cols());
- U.noalias() = A * tmp;
- tmp = b[12] * A6 + b[10] * A4 + b[8] * A2;
- V.noalias() = A6 * tmp;
- V += b[6] * A6 + b[4] * A4 + b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols());
-}
-
-/** \brief Compute the (17,17)-Pad&eacute; approximant to the exponential.
- *
- * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
- * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
- *
- * This function activates only if your long double is double-double or quadruple.
- */
-#if LDBL_MANT_DIG > 64
-template <typename MatA, typename MatU, typename MatV>
-void matrix_exp_pade17(const MatA& A, MatU& U, MatV& V)
-{
- typedef typename MatA::PlainObject MatrixType;
- typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar;
- const RealScalar b[] = {830034394580628357120000.L, 415017197290314178560000.L,
- 100610229646136770560000.L, 15720348382208870400000.L,
- 1774878043152614400000.L, 153822763739893248000.L, 10608466464820224000.L,
- 595373117923584000.L, 27563570274240000.L, 1060137318240000.L,
- 33924394183680.L, 899510451840.L, 19554575040.L, 341863200.L, 4651200.L,
- 46512.L, 306.L, 1.L};
- const MatrixType A2 = A * A;
- const MatrixType A4 = A2 * A2;
- const MatrixType A6 = A4 * A2;
- const MatrixType A8 = A4 * A4;
- V = b[17] * A8 + b[15] * A6 + b[13] * A4 + b[11] * A2; // used for temporary storage
- MatrixType tmp = A8 * V;
- tmp += b[9] * A8 + b[7] * A6 + b[5] * A4 + b[3] * A2
- + b[1] * MatrixType::Identity(A.rows(), A.cols());
- U.noalias() = A * tmp;
- tmp = b[16] * A8 + b[14] * A6 + b[12] * A4 + b[10] * A2;
- V.noalias() = tmp * A8;
- V += b[8] * A8 + b[6] * A6 + b[4] * A4 + b[2] * A2
- + b[0] * MatrixType::Identity(A.rows(), A.cols());
-}
-#endif
-
-template <typename MatrixType, typename RealScalar = typename NumTraits<typename traits<MatrixType>::Scalar>::Real>
-struct matrix_exp_computeUV
-{
- /** \brief Compute Pad&eacute; approximant to the exponential.
- *
- * Computes \c U, \c V and \c squarings such that \f$ (V+U)(V-U)^{-1} \f$ is a Pad&eacute;
- * approximant of \f$ \exp(2^{-\mbox{squarings}}M) \f$ around \f$ M = 0 \f$, where \f$ M \f$
- * denotes the matrix \c arg. The degree of the Pad&eacute; approximant and the value of squarings
- * are chosen such that the approximation error is no more than the round-off error.
- */
- static void run(const MatrixType& arg, MatrixType& U, MatrixType& V, int& squarings);
-};
-
-template <typename MatrixType>
-struct matrix_exp_computeUV<MatrixType, float>
-{
- template <typename ArgType>
- static void run(const ArgType& arg, MatrixType& U, MatrixType& V, int& squarings)
- {
- using std::frexp;
- using std::pow;
- const float l1norm = arg.cwiseAbs().colwise().sum().maxCoeff();
- squarings = 0;
- if (l1norm < 4.258730016922831e-001f) {
- matrix_exp_pade3(arg, U, V);
- } else if (l1norm < 1.880152677804762e+000f) {
- matrix_exp_pade5(arg, U, V);
- } else {
- const float maxnorm = 3.925724783138660f;
- frexp(l1norm / maxnorm, &squarings);
- if (squarings < 0) squarings = 0;
- MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<float>(squarings));
- matrix_exp_pade7(A, U, V);
- }
- }
-};
-
-template <typename MatrixType>
-struct matrix_exp_computeUV<MatrixType, double>
-{
- typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar;
- template <typename ArgType>
- static void run(const ArgType& arg, MatrixType& U, MatrixType& V, int& squarings)
- {
- using std::frexp;
- using std::pow;
- const RealScalar l1norm = arg.cwiseAbs().colwise().sum().maxCoeff();
- squarings = 0;
- if (l1norm < 1.495585217958292e-002) {
- matrix_exp_pade3(arg, U, V);
- } else if (l1norm < 2.539398330063230e-001) {
- matrix_exp_pade5(arg, U, V);
- } else if (l1norm < 9.504178996162932e-001) {
- matrix_exp_pade7(arg, U, V);
- } else if (l1norm < 2.097847961257068e+000) {
- matrix_exp_pade9(arg, U, V);
- } else {
- const RealScalar maxnorm = 5.371920351148152;
- frexp(l1norm / maxnorm, &squarings);
- if (squarings < 0) squarings = 0;
- MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<RealScalar>(squarings));
- matrix_exp_pade13(A, U, V);
- }
- }
-};
-
-template <typename MatrixType>
-struct matrix_exp_computeUV<MatrixType, long double>
-{
- template <typename ArgType>
- static void run(const ArgType& arg, MatrixType& U, MatrixType& V, int& squarings)
- {
-#if LDBL_MANT_DIG == 53 // double precision
- matrix_exp_computeUV<MatrixType, double>::run(arg, U, V, squarings);
-
-#else
-
- using std::frexp;
- using std::pow;
- const long double l1norm = arg.cwiseAbs().colwise().sum().maxCoeff();
- squarings = 0;
-
-#if LDBL_MANT_DIG <= 64 // extended precision
-
- if (l1norm < 4.1968497232266989671e-003L) {
- matrix_exp_pade3(arg, U, V);
- } else if (l1norm < 1.1848116734693823091e-001L) {
- matrix_exp_pade5(arg, U, V);
- } else if (l1norm < 5.5170388480686700274e-001L) {
- matrix_exp_pade7(arg, U, V);
- } else if (l1norm < 1.3759868875587845383e+000L) {
- matrix_exp_pade9(arg, U, V);
- } else {
- const long double maxnorm = 4.0246098906697353063L;
- frexp(l1norm / maxnorm, &squarings);
- if (squarings < 0) squarings = 0;
- MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<long double>(squarings));
- matrix_exp_pade13(A, U, V);
- }
-
-#elif LDBL_MANT_DIG <= 106 // double-double
-
- if (l1norm < 3.2787892205607026992947488108213e-005L) {
- matrix_exp_pade3(arg, U, V);
- } else if (l1norm < 6.4467025060072760084130906076332e-003L) {
- matrix_exp_pade5(arg, U, V);
- } else if (l1norm < 6.8988028496595374751374122881143e-002L) {
- matrix_exp_pade7(arg, U, V);
- } else if (l1norm < 2.7339737518502231741495857201670e-001L) {
- matrix_exp_pade9(arg, U, V);
- } else if (l1norm < 1.3203382096514474905666448850278e+000L) {
- matrix_exp_pade13(arg, U, V);
- } else {
- const long double maxnorm = 3.2579440895405400856599663723517L;
- frexp(l1norm / maxnorm, &squarings);
- if (squarings < 0) squarings = 0;
- MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<long double>(squarings));
- matrix_exp_pade17(A, U, V);
- }
-
-#elif LDBL_MANT_DIG <= 112 // quadruple precison
-
- if (l1norm < 1.639394610288918690547467954466970e-005L) {
- matrix_exp_pade3(arg, U, V);
- } else if (l1norm < 4.253237712165275566025884344433009e-003L) {
- matrix_exp_pade5(arg, U, V);
- } else if (l1norm < 5.125804063165764409885122032933142e-002L) {
- matrix_exp_pade7(arg, U, V);
- } else if (l1norm < 2.170000765161155195453205651889853e-001L) {
- matrix_exp_pade9(arg, U, V);
- } else if (l1norm < 1.125358383453143065081397882891878e+000L) {
- matrix_exp_pade13(arg, U, V);
- } else {
- const long double maxnorm = 2.884233277829519311757165057717815L;
- frexp(l1norm / maxnorm, &squarings);
- if (squarings < 0) squarings = 0;
- MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<long double>(squarings));
- matrix_exp_pade17(A, U, V);
- }
-
-#else
-
- // this case should be handled in compute()
- eigen_assert(false && "Bug in MatrixExponential");
-
-#endif
-#endif // LDBL_MANT_DIG
- }
-};
-
-template<typename T> struct is_exp_known_type : false_type {};
-template<> struct is_exp_known_type<float> : true_type {};
-template<> struct is_exp_known_type<double> : true_type {};
-#if LDBL_MANT_DIG <= 112
-template<> struct is_exp_known_type<long double> : true_type {};
-#endif
-
-template <typename ArgType, typename ResultType>
-void matrix_exp_compute(const ArgType& arg, ResultType &result, true_type) // natively supported scalar type
-{
- typedef typename ArgType::PlainObject MatrixType;
- MatrixType U, V;
- int squarings;
- matrix_exp_computeUV<MatrixType>::run(arg, U, V, squarings); // Pade approximant is (U+V) / (-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
-}
-
-
-/* Computes the matrix exponential
- *
- * \param arg argument of matrix exponential (should be plain object)
- * \param result variable in which result will be stored
- */
-template <typename ArgType, typename ResultType>
-void matrix_exp_compute(const ArgType& arg, ResultType &result, false_type) // default
-{
- typedef typename ArgType::PlainObject MatrixType;
- typedef typename traits<MatrixType>::Scalar Scalar;
- typedef typename NumTraits<Scalar>::Real RealScalar;
- typedef typename std::complex<RealScalar> ComplexScalar;
- result = arg.matrixFunction(internal::stem_function_exp<ComplexScalar>);
-}
-
-} // end namespace Eigen::internal
-
-/** \ingroup MatrixFunctions_Module
- *
- * \brief Proxy for the matrix exponential of some matrix (expression).
- *
- * \tparam Derived Type of the argument to the matrix exponential.
- *
- * This class holds the argument to the matrix exponential 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 MatrixBase::exp() and most of the time this is the only way it is used.
- */
-template<typename Derived> struct MatrixExponentialReturnValue
-: public ReturnByValue<MatrixExponentialReturnValue<Derived> >
-{
- typedef typename Derived::Index Index;
- public:
- /** \brief Constructor.
- *
- * \param src %Matrix (expression) forming the argument of the matrix exponential.
- */
- MatrixExponentialReturnValue(const Derived& src) : m_src(src) { }
-
- /** \brief Compute the matrix exponential.
- *
- * \param result the matrix exponential of \p src in the constructor.
- */
- template <typename ResultType>
- inline void evalTo(ResultType& result) const
- {
- const typename internal::nested_eval<Derived, 10>::type tmp(m_src);
- internal::matrix_exp_compute(tmp, result, internal::is_exp_known_type<typename Derived::Scalar>());
- }
-
- Index rows() const { return m_src.rows(); }
- Index cols() const { return m_src.cols(); }
-
- protected:
- const typename internal::ref_selector<Derived>::type m_src;
-};
-
-namespace internal {
-template<typename Derived>
-struct traits<MatrixExponentialReturnValue<Derived> >
-{
- typedef typename Derived::PlainObject ReturnType;
-};
-}
-
-template <typename Derived>
-const MatrixExponentialReturnValue<Derived> MatrixBase<Derived>::exp() const
-{
- eigen_assert(rows() == cols());
- return MatrixExponentialReturnValue<Derived>(derived());
-}
-
-} // end namespace Eigen
-
-#endif // EIGEN_MATRIX_EXPONENTIAL