diff options
author | Stanislaw Halik <sthalik@misaki.pl> | 2019-03-03 21:09:10 +0100 |
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committer | Stanislaw Halik <sthalik@misaki.pl> | 2019-03-03 21:10:13 +0100 |
commit | f0238cfb6997c4acfc2bd200de7295f3fa36968f (patch) | |
tree | b215183760e4f615b9c1dabc1f116383b72a1b55 /eigen/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h | |
parent | 543edd372a5193d04b3de9f23c176ab439e51b31 (diff) |
don't index Eigen
Diffstat (limited to 'eigen/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h')
-rw-r--r-- | eigen/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h | 373 |
1 files changed, 0 insertions, 373 deletions
diff --git a/eigen/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h b/eigen/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h deleted file mode 100644 index cf5fffa..0000000 --- a/eigen/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h +++ /dev/null @@ -1,373 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. -// -// Copyright (C) 2011, 2013 Jitse Niesen <jitse@maths.leeds.ac.uk> -// Copyright (C) 2011 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_LOGARITHM -#define EIGEN_MATRIX_LOGARITHM - -namespace Eigen { - -namespace internal { - -template <typename Scalar> -struct matrix_log_min_pade_degree -{ - static const int value = 3; -}; - -template <typename Scalar> -struct matrix_log_max_pade_degree -{ - typedef typename NumTraits<Scalar>::Real RealScalar; - static const int value = std::numeric_limits<RealScalar>::digits<= 24? 5: // single precision - std::numeric_limits<RealScalar>::digits<= 53? 7: // double precision - std::numeric_limits<RealScalar>::digits<= 64? 8: // extended precision - std::numeric_limits<RealScalar>::digits<=106? 10: // double-double - 11; // quadruple precision -}; - -/** \brief Compute logarithm of 2x2 triangular matrix. */ -template <typename MatrixType> -void matrix_log_compute_2x2(const MatrixType& A, MatrixType& result) -{ - typedef typename MatrixType::Scalar Scalar; - typedef typename MatrixType::RealScalar RealScalar; - using std::abs; - using std::ceil; - using std::imag; - using std::log; - - Scalar logA00 = log(A(0,0)); - Scalar logA11 = log(A(1,1)); - - result(0,0) = logA00; - result(1,0) = Scalar(0); - result(1,1) = logA11; - - Scalar y = A(1,1) - A(0,0); - if (y==Scalar(0)) - { - result(0,1) = A(0,1) / A(0,0); - } - else if ((abs(A(0,0)) < RealScalar(0.5)*abs(A(1,1))) || (abs(A(0,0)) > 2*abs(A(1,1)))) - { - result(0,1) = A(0,1) * (logA11 - logA00) / y; - } - else - { - // computation in previous branch is inaccurate if A(1,1) \approx A(0,0) - int unwindingNumber = static_cast<int>(ceil((imag(logA11 - logA00) - RealScalar(EIGEN_PI)) / RealScalar(2*EIGEN_PI))); - result(0,1) = A(0,1) * (numext::log1p(y/A(0,0)) + Scalar(0,2*EIGEN_PI*unwindingNumber)) / y; - } -} - -/* \brief Get suitable degree for Pade approximation. (specialized for RealScalar = float) */ -inline int matrix_log_get_pade_degree(float normTminusI) -{ - const float maxNormForPade[] = { 2.5111573934555054e-1 /* degree = 3 */ , 4.0535837411880493e-1, - 5.3149729967117310e-1 }; - const int minPadeDegree = matrix_log_min_pade_degree<float>::value; - const int maxPadeDegree = matrix_log_max_pade_degree<float>::value; - int degree = minPadeDegree; - for (; degree <= maxPadeDegree; ++degree) - if (normTminusI <= maxNormForPade[degree - minPadeDegree]) - break; - return degree; -} - -/* \brief Get suitable degree for Pade approximation. (specialized for RealScalar = double) */ -inline int matrix_log_get_pade_degree(double normTminusI) -{ - const double maxNormForPade[] = { 1.6206284795015624e-2 /* degree = 3 */ , 5.3873532631381171e-2, - 1.1352802267628681e-1, 1.8662860613541288e-1, 2.642960831111435e-1 }; - const int minPadeDegree = matrix_log_min_pade_degree<double>::value; - const int maxPadeDegree = matrix_log_max_pade_degree<double>::value; - int degree = minPadeDegree; - for (; degree <= maxPadeDegree; ++degree) - if (normTminusI <= maxNormForPade[degree - minPadeDegree]) - break; - return degree; -} - -/* \brief Get suitable degree for Pade approximation. (specialized for RealScalar = long double) */ -inline int matrix_log_get_pade_degree(long double normTminusI) -{ -#if LDBL_MANT_DIG == 53 // double precision - const long double maxNormForPade[] = { 1.6206284795015624e-2L /* degree = 3 */ , 5.3873532631381171e-2L, - 1.1352802267628681e-1L, 1.8662860613541288e-1L, 2.642960831111435e-1L }; -#elif LDBL_MANT_DIG <= 64 // extended precision - const long double maxNormForPade[] = { 5.48256690357782863103e-3L /* degree = 3 */, 2.34559162387971167321e-2L, - 5.84603923897347449857e-2L, 1.08486423756725170223e-1L, 1.68385767881294446649e-1L, - 2.32777776523703892094e-1L }; -#elif LDBL_MANT_DIG <= 106 // double-double - const long double maxNormForPade[] = { 8.58970550342939562202529664318890e-5L /* degree = 3 */, - 9.34074328446359654039446552677759e-4L, 4.26117194647672175773064114582860e-3L, - 1.21546224740281848743149666560464e-2L, 2.61100544998339436713088248557444e-2L, - 4.66170074627052749243018566390567e-2L, 7.32585144444135027565872014932387e-2L, - 1.05026503471351080481093652651105e-1L }; -#else // quadruple precision - const long double maxNormForPade[] = { 4.7419931187193005048501568167858103e-5L /* degree = 3 */, - 5.8853168473544560470387769480192666e-4L, 2.9216120366601315391789493628113520e-3L, - 8.8415758124319434347116734705174308e-3L, 1.9850836029449446668518049562565291e-2L, - 3.6688019729653446926585242192447447e-2L, 5.9290962294020186998954055264528393e-2L, - 8.6998436081634343903250580992127677e-2L, 1.1880960220216759245467951592883642e-1L }; -#endif - const int minPadeDegree = matrix_log_min_pade_degree<long double>::value; - const int maxPadeDegree = matrix_log_max_pade_degree<long double>::value; - int degree = minPadeDegree; - for (; degree <= maxPadeDegree; ++degree) - if (normTminusI <= maxNormForPade[degree - minPadeDegree]) - break; - return degree; -} - -/* \brief Compute Pade approximation to matrix logarithm */ -template <typename MatrixType> -void matrix_log_compute_pade(MatrixType& result, const MatrixType& T, int degree) -{ - typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar; - const int minPadeDegree = 3; - const int maxPadeDegree = 11; - assert(degree >= minPadeDegree && degree <= maxPadeDegree); - - const RealScalar nodes[][maxPadeDegree] = { - { 0.1127016653792583114820734600217600L, 0.5000000000000000000000000000000000L, // degree 3 - 0.8872983346207416885179265399782400L }, - { 0.0694318442029737123880267555535953L, 0.3300094782075718675986671204483777L, // degree 4 - 0.6699905217924281324013328795516223L, 0.9305681557970262876119732444464048L }, - { 0.0469100770306680036011865608503035L, 0.2307653449471584544818427896498956L, // degree 5 - 0.5000000000000000000000000000000000L, 0.7692346550528415455181572103501044L, - 0.9530899229693319963988134391496965L }, - { 0.0337652428984239860938492227530027L, 0.1693953067668677431693002024900473L, // degree 6 - 0.3806904069584015456847491391596440L, 0.6193095930415984543152508608403560L, - 0.8306046932331322568306997975099527L, 0.9662347571015760139061507772469973L }, - { 0.0254460438286207377369051579760744L, 0.1292344072003027800680676133596058L, // degree 7 - 0.2970774243113014165466967939615193L, 0.5000000000000000000000000000000000L, - 0.7029225756886985834533032060384807L, 0.8707655927996972199319323866403942L, - 0.9745539561713792622630948420239256L }, - { 0.0198550717512318841582195657152635L, 0.1016667612931866302042230317620848L, // degree 8 - 0.2372337950418355070911304754053768L, 0.4082826787521750975302619288199080L, - 0.5917173212478249024697380711800920L, 0.7627662049581644929088695245946232L, - 0.8983332387068133697957769682379152L, 0.9801449282487681158417804342847365L }, - { 0.0159198802461869550822118985481636L, 0.0819844463366821028502851059651326L, // degree 9 - 0.1933142836497048013456489803292629L, 0.3378732882980955354807309926783317L, - 0.5000000000000000000000000000000000L, 0.6621267117019044645192690073216683L, - 0.8066857163502951986543510196707371L, 0.9180155536633178971497148940348674L, - 0.9840801197538130449177881014518364L }, - { 0.0130467357414141399610179939577740L, 0.0674683166555077446339516557882535L, // degree 10 - 0.1602952158504877968828363174425632L, 0.2833023029353764046003670284171079L, - 0.4255628305091843945575869994351400L, 0.5744371694908156054424130005648600L, - 0.7166976970646235953996329715828921L, 0.8397047841495122031171636825574368L, - 0.9325316833444922553660483442117465L, 0.9869532642585858600389820060422260L }, - { 0.0108856709269715035980309994385713L, 0.0564687001159523504624211153480364L, // degree 11 - 0.1349239972129753379532918739844233L, 0.2404519353965940920371371652706952L, - 0.3652284220238275138342340072995692L, 0.5000000000000000000000000000000000L, - 0.6347715779761724861657659927004308L, 0.7595480646034059079628628347293048L, - 0.8650760027870246620467081260155767L, 0.9435312998840476495375788846519636L, - 0.9891143290730284964019690005614287L } }; - - const RealScalar weights[][maxPadeDegree] = { - { 0.2777777777777777777777777777777778L, 0.4444444444444444444444444444444444L, // degree 3 - 0.2777777777777777777777777777777778L }, - { 0.1739274225687269286865319746109997L, 0.3260725774312730713134680253890003L, // degree 4 - 0.3260725774312730713134680253890003L, 0.1739274225687269286865319746109997L }, - { 0.1184634425280945437571320203599587L, 0.2393143352496832340206457574178191L, // degree 5 - 0.2844444444444444444444444444444444L, 0.2393143352496832340206457574178191L, - 0.1184634425280945437571320203599587L }, - { 0.0856622461895851725201480710863665L, 0.1803807865240693037849167569188581L, // degree 6 - 0.2339569672863455236949351719947755L, 0.2339569672863455236949351719947755L, - 0.1803807865240693037849167569188581L, 0.0856622461895851725201480710863665L }, - { 0.0647424830844348466353057163395410L, 0.1398526957446383339507338857118898L, // degree 7 - 0.1909150252525594724751848877444876L, 0.2089795918367346938775510204081633L, - 0.1909150252525594724751848877444876L, 0.1398526957446383339507338857118898L, - 0.0647424830844348466353057163395410L }, - { 0.0506142681451881295762656771549811L, 0.1111905172266872352721779972131204L, // degree 8 - 0.1568533229389436436689811009933007L, 0.1813418916891809914825752246385978L, - 0.1813418916891809914825752246385978L, 0.1568533229389436436689811009933007L, - 0.1111905172266872352721779972131204L, 0.0506142681451881295762656771549811L }, - { 0.0406371941807872059859460790552618L, 0.0903240803474287020292360156214564L, // degree 9 - 0.1303053482014677311593714347093164L, 0.1561735385200014200343152032922218L, - 0.1651196775006298815822625346434870L, 0.1561735385200014200343152032922218L, - 0.1303053482014677311593714347093164L, 0.0903240803474287020292360156214564L, - 0.0406371941807872059859460790552618L }, - { 0.0333356721543440687967844049466659L, 0.0747256745752902965728881698288487L, // degree 10 - 0.1095431812579910219977674671140816L, 0.1346333596549981775456134607847347L, - 0.1477621123573764350869464973256692L, 0.1477621123573764350869464973256692L, - 0.1346333596549981775456134607847347L, 0.1095431812579910219977674671140816L, - 0.0747256745752902965728881698288487L, 0.0333356721543440687967844049466659L }, - { 0.0278342835580868332413768602212743L, 0.0627901847324523123173471496119701L, // degree 11 - 0.0931451054638671257130488207158280L, 0.1165968822959952399592618524215876L, - 0.1314022722551233310903444349452546L, 0.1364625433889503153572417641681711L, - 0.1314022722551233310903444349452546L, 0.1165968822959952399592618524215876L, - 0.0931451054638671257130488207158280L, 0.0627901847324523123173471496119701L, - 0.0278342835580868332413768602212743L } }; - - MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows()); - result.setZero(T.rows(), T.rows()); - for (int k = 0; k < degree; ++k) { - RealScalar weight = weights[degree-minPadeDegree][k]; - RealScalar node = nodes[degree-minPadeDegree][k]; - result += weight * (MatrixType::Identity(T.rows(), T.rows()) + node * TminusI) - .template triangularView<Upper>().solve(TminusI); - } -} - -/** \brief Compute logarithm of triangular matrices with size > 2. - * \details This uses a inverse scale-and-square algorithm. */ -template <typename MatrixType> -void matrix_log_compute_big(const MatrixType& A, MatrixType& result) -{ - typedef typename MatrixType::Scalar Scalar; - typedef typename NumTraits<Scalar>::Real RealScalar; - using std::pow; - - int numberOfSquareRoots = 0; - int numberOfExtraSquareRoots = 0; - int degree; - MatrixType T = A, sqrtT; - - int maxPadeDegree = matrix_log_max_pade_degree<Scalar>::value; - const RealScalar maxNormForPade = maxPadeDegree<= 5? 5.3149729967117310e-1L: // single precision - maxPadeDegree<= 7? 2.6429608311114350e-1L: // double precision - maxPadeDegree<= 8? 2.32777776523703892094e-1L: // extended precision - maxPadeDegree<=10? 1.05026503471351080481093652651105e-1L: // double-double - 1.1880960220216759245467951592883642e-1L; // quadruple precision - - while (true) { - RealScalar normTminusI = (T - MatrixType::Identity(T.rows(), T.rows())).cwiseAbs().colwise().sum().maxCoeff(); - if (normTminusI < maxNormForPade) { - degree = matrix_log_get_pade_degree(normTminusI); - int degree2 = matrix_log_get_pade_degree(normTminusI / RealScalar(2)); - if ((degree - degree2 <= 1) || (numberOfExtraSquareRoots == 1)) - break; - ++numberOfExtraSquareRoots; - } - matrix_sqrt_triangular(T, sqrtT); - T = sqrtT.template triangularView<Upper>(); - ++numberOfSquareRoots; - } - - matrix_log_compute_pade(result, T, degree); - result *= pow(RealScalar(2), numberOfSquareRoots); -} - -/** \ingroup MatrixFunctions_Module - * \class MatrixLogarithmAtomic - * \brief Helper class for computing matrix logarithm of atomic matrices. - * - * Here, an atomic matrix is a triangular matrix whose diagonal entries are close to each other. - * - * \sa class MatrixFunctionAtomic, MatrixBase::log() - */ -template <typename MatrixType> -class MatrixLogarithmAtomic -{ -public: - /** \brief Compute matrix logarithm of atomic matrix - * \param[in] A argument of matrix logarithm, should be upper triangular and atomic - * \returns The logarithm of \p A. - */ - MatrixType compute(const MatrixType& A); -}; - -template <typename MatrixType> -MatrixType MatrixLogarithmAtomic<MatrixType>::compute(const MatrixType& A) -{ - using std::log; - MatrixType result(A.rows(), A.rows()); - if (A.rows() == 1) - result(0,0) = log(A(0,0)); - else if (A.rows() == 2) - matrix_log_compute_2x2(A, result); - else - matrix_log_compute_big(A, result); - return result; -} - -} // end of namespace internal - -/** \ingroup MatrixFunctions_Module - * - * \brief Proxy for the matrix logarithm of some matrix (expression). - * - * \tparam Derived Type of the argument to the matrix function. - * - * This class holds the argument to the matrix function 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::log() and most of the time this is the only way it - * is used. - */ -template<typename Derived> class MatrixLogarithmReturnValue -: public ReturnByValue<MatrixLogarithmReturnValue<Derived> > -{ -public: - typedef typename Derived::Scalar Scalar; - typedef typename Derived::Index Index; - -protected: - typedef typename internal::ref_selector<Derived>::type DerivedNested; - -public: - - /** \brief Constructor. - * - * \param[in] A %Matrix (expression) forming the argument of the matrix logarithm. - */ - explicit MatrixLogarithmReturnValue(const Derived& A) : m_A(A) { } - - /** \brief Compute the matrix logarithm. - * - * \param[out] result Logarithm of \c A, where \c A is as specified in the constructor. - */ - template <typename ResultType> - inline void evalTo(ResultType& result) const - { - typedef typename internal::nested_eval<Derived, 10>::type DerivedEvalType; - typedef typename internal::remove_all<DerivedEvalType>::type DerivedEvalTypeClean; - typedef internal::traits<DerivedEvalTypeClean> Traits; - static const int RowsAtCompileTime = Traits::RowsAtCompileTime; - static const int ColsAtCompileTime = Traits::ColsAtCompileTime; - typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar; - typedef Matrix<ComplexScalar, Dynamic, Dynamic, 0, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType; - typedef internal::MatrixLogarithmAtomic<DynMatrixType> AtomicType; - AtomicType atomic; - - internal::matrix_function_compute<typename DerivedEvalTypeClean::PlainObject>::run(m_A, atomic, result); - } - - Index rows() const { return m_A.rows(); } - Index cols() const { return m_A.cols(); } - -private: - const DerivedNested m_A; -}; - -namespace internal { - template<typename Derived> - struct traits<MatrixLogarithmReturnValue<Derived> > - { - typedef typename Derived::PlainObject ReturnType; - }; -} - - -/********** MatrixBase method **********/ - - -template <typename Derived> -const MatrixLogarithmReturnValue<Derived> MatrixBase<Derived>::log() const -{ - eigen_assert(rows() == cols()); - return MatrixLogarithmReturnValue<Derived>(derived()); -} - -} // end namespace Eigen - -#endif // EIGEN_MATRIX_LOGARITHM |