|  | // This file is part of Eigen, a lightweight C++ template library | 
|  | // for linear algebra. | 
|  | // | 
|  | // Copyright (C) 2012, 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_POWER | 
|  | #define EIGEN_MATRIX_POWER | 
|  |  | 
|  | // IWYU pragma: private | 
|  | #include "./InternalHeaderCheck.h" | 
|  |  | 
|  | namespace Eigen { | 
|  |  | 
|  | template <typename MatrixType> | 
|  | class MatrixPower; | 
|  |  | 
|  | /** | 
|  | * \ingroup MatrixFunctions_Module | 
|  | * | 
|  | * \brief Proxy for the matrix power of some matrix. | 
|  | * | 
|  | * \tparam MatrixType  type of the base, a matrix. | 
|  | * | 
|  | * This class holds the arguments to the matrix power 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 | 
|  | * MatrixPower::operator() and related functions and most of the | 
|  | * time this is the only way it is used. | 
|  | */ | 
|  | /* TODO This class is only used by MatrixPower, so it should be nested | 
|  | * into MatrixPower, like MatrixPower::ReturnValue. However, my | 
|  | * compiler complained about unused template parameter in the | 
|  | * following declaration in namespace internal. | 
|  | * | 
|  | * template<typename MatrixType> | 
|  | * struct traits<MatrixPower<MatrixType>::ReturnValue>; | 
|  | */ | 
|  | template <typename MatrixType> | 
|  | class MatrixPowerParenthesesReturnValue : public ReturnByValue<MatrixPowerParenthesesReturnValue<MatrixType> > { | 
|  | public: | 
|  | typedef typename MatrixType::RealScalar RealScalar; | 
|  |  | 
|  | /** | 
|  | * \brief Constructor. | 
|  | * | 
|  | * \param[in] pow  %MatrixPower storing the base. | 
|  | * \param[in] p    scalar, the exponent of the matrix power. | 
|  | */ | 
|  | MatrixPowerParenthesesReturnValue(MatrixPower<MatrixType>& pow, RealScalar p) : m_pow(pow), m_p(p) {} | 
|  |  | 
|  | /** | 
|  | * \brief Compute the matrix power. | 
|  | * | 
|  | * \param[out] result | 
|  | */ | 
|  | template <typename ResultType> | 
|  | inline void evalTo(ResultType& result) const { | 
|  | m_pow.compute(result, 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; | 
|  | }; | 
|  |  | 
|  | /** | 
|  | * \ingroup MatrixFunctions_Module | 
|  | * | 
|  | * \brief Class for computing matrix powers. | 
|  | * | 
|  | * \tparam MatrixType  type of the base, expected to be an instantiation | 
|  | * of the Matrix class template. | 
|  | * | 
|  | * This class is capable of computing triangular real/complex matrices | 
|  | * raised to a power in the interval \f$ (-1, 1) \f$. | 
|  | * | 
|  | * \note Currently this class is only used by MatrixPower. One may | 
|  | * insist that this be nested into MatrixPower. This class is here to | 
|  | * facilitate future development of triangular matrix functions. | 
|  | */ | 
|  | template <typename MatrixType> | 
|  | class MatrixPowerAtomic : internal::noncopyable { | 
|  | private: | 
|  | enum { RowsAtCompileTime = MatrixType::RowsAtCompileTime, MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime }; | 
|  | typedef typename MatrixType::Scalar Scalar; | 
|  | typedef typename MatrixType::RealScalar RealScalar; | 
|  | typedef internal::make_complex_t<Scalar> ComplexScalar; | 
|  | typedef Block<MatrixType, Dynamic, Dynamic> ResultType; | 
|  |  | 
|  | const MatrixType& m_A; | 
|  | RealScalar m_p; | 
|  |  | 
|  | void computePade(int degree, const MatrixType& IminusT, ResultType& res) const; | 
|  | void compute2x2(ResultType& res, RealScalar p) const; | 
|  | void computeBig(ResultType& res) const; | 
|  | static int getPadeDegree(float normIminusT); | 
|  | static int getPadeDegree(double normIminusT); | 
|  | static int getPadeDegree(long double normIminusT); | 
|  | static ComplexScalar computeSuperDiag(const ComplexScalar&, const ComplexScalar&, RealScalar p); | 
|  | static RealScalar computeSuperDiag(RealScalar, RealScalar, RealScalar p); | 
|  |  | 
|  | public: | 
|  | /** | 
|  | * \brief Constructor. | 
|  | * | 
|  | * \param[in] T  the base of the matrix power. | 
|  | * \param[in] p  the exponent of the matrix power, should be in | 
|  | * \f$ (-1, 1) \f$. | 
|  | * | 
|  | * The class stores a reference to T, so it should not be changed | 
|  | * (or destroyed) before evaluation. Only the upper triangular | 
|  | * part of T is read. | 
|  | */ | 
|  | MatrixPowerAtomic(const MatrixType& T, RealScalar p); | 
|  |  | 
|  | /** | 
|  | * \brief Compute the matrix power. | 
|  | * | 
|  | * \param[out] res  \f$ A^p \f$ where A and p are specified in the | 
|  | * constructor. | 
|  | */ | 
|  | void compute(ResultType& res) const; | 
|  | }; | 
|  |  | 
|  | template <typename MatrixType> | 
|  | MatrixPowerAtomic<MatrixType>::MatrixPowerAtomic(const MatrixType& T, RealScalar p) : m_A(T), m_p(p) { | 
|  | eigen_assert(T.rows() == T.cols()); | 
|  | eigen_assert(p > -1 && p < 1); | 
|  | } | 
|  |  | 
|  | template <typename MatrixType> | 
|  | void MatrixPowerAtomic<MatrixType>::compute(ResultType& res) const { | 
|  | using std::pow; | 
|  | switch (m_A.rows()) { | 
|  | case 0: | 
|  | break; | 
|  | case 1: | 
|  | res(0, 0) = pow(m_A(0, 0), m_p); | 
|  | break; | 
|  | case 2: | 
|  | compute2x2(res, m_p); | 
|  | break; | 
|  | default: | 
|  | computeBig(res); | 
|  | } | 
|  | } | 
|  |  | 
|  | template <typename MatrixType> | 
|  | void MatrixPowerAtomic<MatrixType>::computePade(int degree, const MatrixType& IminusT, ResultType& res) const { | 
|  | int i = 2 * degree; | 
|  | res = (m_p - RealScalar(degree)) / RealScalar(2 * i - 2) * IminusT; | 
|  |  | 
|  | for (--i; i; --i) { | 
|  | res = (MatrixType::Identity(IminusT.rows(), IminusT.cols()) + res) | 
|  | .template triangularView<Upper>() | 
|  | .solve((i == 1  ? -m_p | 
|  | : i & 1 ? (-m_p - RealScalar(i / 2)) / RealScalar(2 * i) | 
|  | : (m_p - RealScalar(i / 2)) / RealScalar(2 * i - 2)) * | 
|  | IminusT) | 
|  | .eval(); | 
|  | } | 
|  | res += MatrixType::Identity(IminusT.rows(), IminusT.cols()); | 
|  | } | 
|  |  | 
|  | // This function assumes that res has the correct size (see bug 614) | 
|  | template <typename MatrixType> | 
|  | void MatrixPowerAtomic<MatrixType>::compute2x2(ResultType& res, RealScalar p) const { | 
|  | using std::abs; | 
|  | using std::pow; | 
|  | res.coeffRef(0, 0) = pow(m_A.coeff(0, 0), p); | 
|  |  | 
|  | for (Index i = 1; i < m_A.cols(); ++i) { | 
|  | res.coeffRef(i, i) = pow(m_A.coeff(i, i), p); | 
|  | if (m_A.coeff(i - 1, i - 1) == m_A.coeff(i, i)) | 
|  | res.coeffRef(i - 1, i) = p * pow(m_A.coeff(i, i), p - 1); | 
|  | else if (2 * abs(m_A.coeff(i - 1, i - 1)) < abs(m_A.coeff(i, i)) || | 
|  | 2 * abs(m_A.coeff(i, i)) < abs(m_A.coeff(i - 1, i - 1))) | 
|  | res.coeffRef(i - 1, i) = | 
|  | (res.coeff(i, i) - res.coeff(i - 1, i - 1)) / (m_A.coeff(i, i) - m_A.coeff(i - 1, i - 1)); | 
|  | else | 
|  | res.coeffRef(i - 1, i) = computeSuperDiag(m_A.coeff(i, i), m_A.coeff(i - 1, i - 1), p); | 
|  | res.coeffRef(i - 1, i) *= m_A.coeff(i - 1, i); | 
|  | } | 
|  | } | 
|  |  | 
|  | template <typename MatrixType> | 
|  | void MatrixPowerAtomic<MatrixType>::computeBig(ResultType& res) const { | 
|  | using std::ldexp; | 
|  | const int digits = std::numeric_limits<RealScalar>::digits; | 
|  | const RealScalar maxNormForPade = | 
|  | RealScalar(digits <= 24    ? 4.3386528e-1L                              // single precision | 
|  | : digits <= 53  ? 2.789358995219730e-1L                      // double precision | 
|  | : digits <= 64  ? 2.4471944416607995472e-1L                  // extended precision | 
|  | : digits <= 106 ? 1.1016843812851143391275867258512e-1L      // double-double | 
|  | : 9.134603732914548552537150753385375e-2L);  // quadruple precision | 
|  | MatrixType IminusT, sqrtT, T = m_A.template triangularView<Upper>(); | 
|  | RealScalar normIminusT; | 
|  | int degree, degree2, numberOfSquareRoots = 0; | 
|  | bool hasExtraSquareRoot = false; | 
|  |  | 
|  | for (Index i = 0; i < m_A.cols(); ++i) eigen_assert(m_A(i, i) != RealScalar(0)); | 
|  |  | 
|  | while (true) { | 
|  | IminusT = MatrixType::Identity(m_A.rows(), m_A.cols()) - T; | 
|  | normIminusT = IminusT.cwiseAbs().colwise().sum().maxCoeff(); | 
|  | if (normIminusT < maxNormForPade) { | 
|  | degree = getPadeDegree(normIminusT); | 
|  | degree2 = getPadeDegree(normIminusT / 2); | 
|  | if (degree - degree2 <= 1 || hasExtraSquareRoot) break; | 
|  | hasExtraSquareRoot = true; | 
|  | } | 
|  | matrix_sqrt_triangular(T, sqrtT); | 
|  | T = sqrtT.template triangularView<Upper>(); | 
|  | ++numberOfSquareRoots; | 
|  | } | 
|  | computePade(degree, IminusT, res); | 
|  |  | 
|  | for (; numberOfSquareRoots; --numberOfSquareRoots) { | 
|  | compute2x2(res, ldexp(m_p, -numberOfSquareRoots)); | 
|  | res = res.template triangularView<Upper>() * res; | 
|  | } | 
|  | compute2x2(res, m_p); | 
|  | } | 
|  |  | 
|  | template <typename MatrixType> | 
|  | inline int MatrixPowerAtomic<MatrixType>::getPadeDegree(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; | 
|  | } | 
|  |  | 
|  | template <typename MatrixType> | 
|  | inline int MatrixPowerAtomic<MatrixType>::getPadeDegree(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; | 
|  | } | 
|  |  | 
|  | template <typename MatrixType> | 
|  | inline int MatrixPowerAtomic<MatrixType>::getPadeDegree(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 long 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 <= static_cast<long double>(maxNormForPade[degree - 3])) break; | 
|  | return degree; | 
|  | } | 
|  |  | 
|  | template <typename MatrixType> | 
|  | inline typename MatrixPowerAtomic<MatrixType>::ComplexScalar MatrixPowerAtomic<MatrixType>::computeSuperDiag( | 
|  | const ComplexScalar& curr, const ComplexScalar& prev, RealScalar p) { | 
|  | using std::ceil; | 
|  | using std::exp; | 
|  | using std::log; | 
|  | using std::sinh; | 
|  |  | 
|  | ComplexScalar logCurr = log(curr); | 
|  | ComplexScalar logPrev = log(prev); | 
|  | RealScalar unwindingNumber = | 
|  | ceil((numext::imag(logCurr - logPrev) - RealScalar(EIGEN_PI)) / RealScalar(2 * EIGEN_PI)); | 
|  | ComplexScalar w = | 
|  | numext::log1p((curr - prev) / prev) / RealScalar(2) + ComplexScalar(0, RealScalar(EIGEN_PI) * unwindingNumber); | 
|  | return RealScalar(2) * exp(RealScalar(0.5) * p * (logCurr + logPrev)) * sinh(p * w) / (curr - prev); | 
|  | } | 
|  |  | 
|  | template <typename MatrixType> | 
|  | inline typename MatrixPowerAtomic<MatrixType>::RealScalar MatrixPowerAtomic<MatrixType>::computeSuperDiag( | 
|  | RealScalar curr, RealScalar prev, RealScalar p) { | 
|  | using std::exp; | 
|  | using std::log; | 
|  | using std::sinh; | 
|  |  | 
|  | RealScalar w = numext::log1p((curr - prev) / prev) / RealScalar(2); | 
|  | return 2 * exp(p * (log(curr) + log(prev)) / 2) * sinh(p * w) / (curr - prev); | 
|  | } | 
|  |  | 
|  | /** | 
|  | * \ingroup MatrixFunctions_Module | 
|  | * | 
|  | * \brief Class for computing matrix powers. | 
|  | * | 
|  | * \tparam MatrixType  type of the base, expected to be an instantiation | 
|  | * of the Matrix class template. | 
|  | * | 
|  | * This class is capable of computing real/complex matrices raised to | 
|  | * an arbitrary real power. Meanwhile, it saves the result of Schur | 
|  | * decomposition if an non-integral power has even been calculated. | 
|  | * Therefore, if you want to compute multiple (>= 2) matrix powers | 
|  | * for the same matrix, using the class directly is more efficient than | 
|  | * calling MatrixBase::pow(). | 
|  | * | 
|  | * Example: | 
|  | * \include MatrixPower_optimal.cpp | 
|  | * Output: \verbinclude MatrixPower_optimal.out | 
|  | */ | 
|  | template <typename MatrixType> | 
|  | class MatrixPower : internal::noncopyable { | 
|  | private: | 
|  | typedef typename MatrixType::Scalar Scalar; | 
|  | typedef typename MatrixType::RealScalar RealScalar; | 
|  |  | 
|  | public: | 
|  | /** | 
|  | * \brief Constructor. | 
|  | * | 
|  | * \param[in] A  the base of the matrix power. | 
|  | * | 
|  | * The class stores a reference to A, so it should not be changed | 
|  | * (or destroyed) before evaluation. | 
|  | */ | 
|  | explicit MatrixPower(const MatrixType& A) : m_A(A), m_conditionNumber(0), m_rank(A.cols()), m_nulls(0) { | 
|  | eigen_assert(A.rows() == A.cols()); | 
|  | } | 
|  |  | 
|  | /** | 
|  | * \brief Returns the matrix power. | 
|  | * | 
|  | * \param[in] p  exponent, a real scalar. | 
|  | * \return The expression \f$ A^p \f$, where A is specified in the | 
|  | * constructor. | 
|  | */ | 
|  | const MatrixPowerParenthesesReturnValue<MatrixType> operator()(RealScalar p) { | 
|  | return MatrixPowerParenthesesReturnValue<MatrixType>(*this, p); | 
|  | } | 
|  |  | 
|  | /** | 
|  | * \brief Compute the matrix power. | 
|  | * | 
|  | * \param[in]  p    exponent, a real scalar. | 
|  | * \param[out] res  \f$ A^p \f$ where A is specified in the | 
|  | * constructor. | 
|  | */ | 
|  | template <typename ResultType> | 
|  | void compute(ResultType& res, RealScalar p); | 
|  |  | 
|  | Index rows() const { return m_A.rows(); } | 
|  | Index cols() const { return m_A.cols(); } | 
|  |  | 
|  | private: | 
|  | typedef internal::make_complex_t<Scalar> ComplexScalar; | 
|  | typedef Matrix<ComplexScalar, Dynamic, Dynamic, 0, MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime> | 
|  | ComplexMatrix; | 
|  |  | 
|  | /** \brief Reference to the base of matrix power. */ | 
|  | typename MatrixType::Nested m_A; | 
|  |  | 
|  | /** \brief Temporary storage. */ | 
|  | MatrixType m_tmp; | 
|  |  | 
|  | /** \brief Store the result of Schur decomposition. */ | 
|  | ComplexMatrix m_T, m_U; | 
|  |  | 
|  | /** \brief Store fractional power of m_T. */ | 
|  | ComplexMatrix m_fT; | 
|  |  | 
|  | /** | 
|  | * \brief Condition number of m_A. | 
|  | * | 
|  | * It is initialized as 0 to avoid performing unnecessary Schur | 
|  | * decomposition, which is the bottleneck. | 
|  | */ | 
|  | RealScalar m_conditionNumber; | 
|  |  | 
|  | /** \brief Rank of m_A. */ | 
|  | Index m_rank; | 
|  |  | 
|  | /** \brief Rank deficiency of m_A. */ | 
|  | Index m_nulls; | 
|  |  | 
|  | /** | 
|  | * \brief Split p into integral part and fractional part. | 
|  | * | 
|  | * \param[in]  p        The exponent. | 
|  | * \param[out] p        The fractional part ranging in \f$ (-1, 1) \f$. | 
|  | * \param[out] intpart  The integral part. | 
|  | * | 
|  | * Only if the fractional part is nonzero, it calls initialize(). | 
|  | */ | 
|  | void split(RealScalar& p, RealScalar& intpart); | 
|  |  | 
|  | /** \brief Perform Schur decomposition for fractional power. */ | 
|  | void initialize(); | 
|  |  | 
|  | template <typename ResultType> | 
|  | void computeIntPower(ResultType& res, RealScalar p); | 
|  |  | 
|  | template <typename ResultType> | 
|  | void computeFracPower(ResultType& res, RealScalar p); | 
|  |  | 
|  | template <int Rows, int Cols, int Options, int MaxRows, int MaxCols> | 
|  | static void revertSchur(Matrix<ComplexScalar, Rows, Cols, Options, MaxRows, MaxCols>& res, const ComplexMatrix& T, | 
|  | const ComplexMatrix& U); | 
|  |  | 
|  | template <int Rows, int Cols, int Options, int MaxRows, int MaxCols> | 
|  | static void revertSchur(Matrix<RealScalar, Rows, Cols, Options, MaxRows, MaxCols>& res, const ComplexMatrix& T, | 
|  | const ComplexMatrix& U); | 
|  | }; | 
|  |  | 
|  | template <typename MatrixType> | 
|  | template <typename ResultType> | 
|  | void MatrixPower<MatrixType>::compute(ResultType& res, RealScalar p) { | 
|  | using std::pow; | 
|  | switch (cols()) { | 
|  | case 0: | 
|  | break; | 
|  | case 1: | 
|  | res(0, 0) = pow(m_A.coeff(0, 0), p); | 
|  | break; | 
|  | default: | 
|  | RealScalar intpart; | 
|  | split(p, intpart); | 
|  |  | 
|  | res = MatrixType::Identity(rows(), cols()); | 
|  | computeIntPower(res, intpart); | 
|  | if (p) computeFracPower(res, p); | 
|  | } | 
|  | } | 
|  |  | 
|  | template <typename MatrixType> | 
|  | void MatrixPower<MatrixType>::split(RealScalar& p, RealScalar& intpart) { | 
|  | using std::floor; | 
|  | using std::pow; | 
|  |  | 
|  | intpart = floor(p); | 
|  | p -= intpart; | 
|  |  | 
|  | // Perform Schur decomposition if it is not yet performed and the power is | 
|  | // not an integer. | 
|  | if (!m_conditionNumber && p) initialize(); | 
|  |  | 
|  | // Choose the more stable of intpart = floor(p) and intpart = ceil(p). | 
|  | if (p > RealScalar(0.5) && p > (1 - p) * pow(m_conditionNumber, p)) { | 
|  | --p; | 
|  | ++intpart; | 
|  | } | 
|  | } | 
|  |  | 
|  | template <typename MatrixType> | 
|  | void MatrixPower<MatrixType>::initialize() { | 
|  | const ComplexSchur<MatrixType> schurOfA(m_A); | 
|  | JacobiRotation<ComplexScalar> rot; | 
|  | ComplexScalar eigenvalue; | 
|  |  | 
|  | m_fT.resizeLike(m_A); | 
|  | m_T = schurOfA.matrixT(); | 
|  | m_U = schurOfA.matrixU(); | 
|  | m_conditionNumber = m_T.diagonal().array().abs().maxCoeff() / m_T.diagonal().array().abs().minCoeff(); | 
|  |  | 
|  | // Move zero eigenvalues to the bottom right corner. | 
|  | for (Index i = cols() - 1; i >= 0; --i) { | 
|  | if (m_rank <= 2) return; | 
|  | if (m_T.coeff(i, i) == RealScalar(0)) { | 
|  | for (Index j = i + 1; j < m_rank; ++j) { | 
|  | eigenvalue = m_T.coeff(j, j); | 
|  | rot.makeGivens(m_T.coeff(j - 1, j), eigenvalue); | 
|  | m_T.applyOnTheRight(j - 1, j, rot); | 
|  | m_T.applyOnTheLeft(j - 1, j, rot.adjoint()); | 
|  | m_T.coeffRef(j - 1, j - 1) = eigenvalue; | 
|  | m_T.coeffRef(j, j) = RealScalar(0); | 
|  | m_U.applyOnTheRight(j - 1, j, rot); | 
|  | } | 
|  | --m_rank; | 
|  | } | 
|  | } | 
|  |  | 
|  | m_nulls = rows() - m_rank; | 
|  | if (m_nulls) { | 
|  | eigen_assert(m_T.bottomRightCorner(m_nulls, m_nulls).isZero() && | 
|  | "Base of matrix power should be invertible or with a semisimple zero eigenvalue."); | 
|  | m_fT.bottomRows(m_nulls).fill(RealScalar(0)); | 
|  | } | 
|  | } | 
|  |  | 
|  | template <typename MatrixType> | 
|  | template <typename ResultType> | 
|  | void MatrixPower<MatrixType>::computeIntPower(ResultType& res, RealScalar p) { | 
|  | using std::abs; | 
|  | using std::fmod; | 
|  | RealScalar pp = abs(p); | 
|  |  | 
|  | if (p < 0) | 
|  | m_tmp = m_A.inverse(); | 
|  | else | 
|  | m_tmp = m_A; | 
|  |  | 
|  | while (true) { | 
|  | if (fmod(pp, 2) >= 1) res = m_tmp * res; | 
|  | pp /= 2; | 
|  | if (pp < 1) break; | 
|  | m_tmp *= m_tmp; | 
|  | } | 
|  | } | 
|  |  | 
|  | template <typename MatrixType> | 
|  | template <typename ResultType> | 
|  | void MatrixPower<MatrixType>::computeFracPower(ResultType& res, RealScalar p) { | 
|  | Block<ComplexMatrix, Dynamic, Dynamic> blockTp(m_fT, 0, 0, m_rank, m_rank); | 
|  | eigen_assert(m_conditionNumber); | 
|  | eigen_assert(m_rank + m_nulls == rows()); | 
|  |  | 
|  | MatrixPowerAtomic<ComplexMatrix>(m_T.topLeftCorner(m_rank, m_rank), p).compute(blockTp); | 
|  | if (m_nulls) { | 
|  | m_fT.topRightCorner(m_rank, m_nulls) = m_T.topLeftCorner(m_rank, m_rank) | 
|  | .template triangularView<Upper>() | 
|  | .solve(blockTp * m_T.topRightCorner(m_rank, m_nulls)); | 
|  | } | 
|  | revertSchur(m_tmp, m_fT, m_U); | 
|  | res = m_tmp * res; | 
|  | } | 
|  |  | 
|  | template <typename MatrixType> | 
|  | template <int Rows, int Cols, int Options, int MaxRows, int MaxCols> | 
|  | inline void MatrixPower<MatrixType>::revertSchur(Matrix<ComplexScalar, Rows, Cols, Options, MaxRows, MaxCols>& res, | 
|  | const ComplexMatrix& T, const ComplexMatrix& U) { | 
|  | res.noalias() = U * (T.template triangularView<Upper>() * U.adjoint()); | 
|  | } | 
|  |  | 
|  | template <typename MatrixType> | 
|  | template <int Rows, int Cols, int Options, int MaxRows, int MaxCols> | 
|  | inline void MatrixPower<MatrixType>::revertSchur(Matrix<RealScalar, Rows, Cols, Options, MaxRows, MaxCols>& res, | 
|  | const ComplexMatrix& T, const ComplexMatrix& U) { | 
|  | res.noalias() = (U * (T.template triangularView<Upper>() * U.adjoint())).real(); | 
|  | } | 
|  |  | 
|  | /** | 
|  | * \ingroup MatrixFunctions_Module | 
|  | * | 
|  | * \brief Proxy for the matrix power of some matrix (expression). | 
|  | * | 
|  | * \tparam Derived  type of the base, a matrix (expression). | 
|  | * | 
|  | * This class holds the arguments to the matrix power 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::pow() and related functions and most of the | 
|  | * time this is the only way it is used. | 
|  | */ | 
|  | template <typename Derived> | 
|  | class MatrixPowerReturnValue : public ReturnByValue<MatrixPowerReturnValue<Derived> > { | 
|  | public: | 
|  | typedef typename Derived::PlainObject PlainObject; | 
|  | typedef typename Derived::RealScalar RealScalar; | 
|  |  | 
|  | /** | 
|  | * \brief Constructor. | 
|  | * | 
|  | * \param[in] A  %Matrix (expression), the base of the matrix power. | 
|  | * \param[in] p  real scalar, the exponent of the matrix power. | 
|  | */ | 
|  | MatrixPowerReturnValue(const Derived& A, RealScalar p) : m_A(A), m_p(p) {} | 
|  |  | 
|  | /** | 
|  | * \brief Compute the matrix power. | 
|  | * | 
|  | * \param[out] result  \f$ A^p \f$ where \p A and \p p are as in the | 
|  | * constructor. | 
|  | */ | 
|  | template <typename ResultType> | 
|  | inline void evalTo(ResultType& result) const { | 
|  | MatrixPower<PlainObject>(m_A.eval()).compute(result, m_p); | 
|  | } | 
|  |  | 
|  | Index rows() const { return m_A.rows(); } | 
|  | Index cols() const { return m_A.cols(); } | 
|  |  | 
|  | private: | 
|  | const Derived& m_A; | 
|  | const RealScalar m_p; | 
|  | }; | 
|  |  | 
|  | /** | 
|  | * \ingroup MatrixFunctions_Module | 
|  | * | 
|  | * \brief Proxy for the matrix power of some matrix (expression). | 
|  | * | 
|  | * \tparam Derived  type of the base, a matrix (expression). | 
|  | * | 
|  | * This class holds the arguments to the matrix power 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::pow() and related functions and most of the | 
|  | * time this is the only way it is used. | 
|  | */ | 
|  | template <typename Derived> | 
|  | class MatrixComplexPowerReturnValue : public ReturnByValue<MatrixComplexPowerReturnValue<Derived> > { | 
|  | public: | 
|  | typedef typename Derived::PlainObject PlainObject; | 
|  | typedef internal::make_complex_t<typename Derived::Scalar> ComplexScalar; | 
|  |  | 
|  | /** | 
|  | * \brief Constructor. | 
|  | * | 
|  | * \param[in] A  %Matrix (expression), the base of the matrix power. | 
|  | * \param[in] p  complex scalar, the exponent of the matrix power. | 
|  | */ | 
|  | MatrixComplexPowerReturnValue(const Derived& A, const ComplexScalar& p) : m_A(A), m_p(p) {} | 
|  |  | 
|  | /** | 
|  | * \brief Compute the matrix power. | 
|  | * | 
|  | * Because \p p is complex, \f$ A^p \f$ is simply evaluated as \f$ | 
|  | * \exp(p \log(A)) \f$. | 
|  | * | 
|  | * \param[out] result  \f$ A^p \f$ where \p A and \p p are as in the | 
|  | * constructor. | 
|  | */ | 
|  | template <typename ResultType> | 
|  | inline void evalTo(ResultType& result) const { | 
|  | result = (m_p * m_A.log()).exp(); | 
|  | } | 
|  |  | 
|  | Index rows() const { return m_A.rows(); } | 
|  | Index cols() const { return m_A.cols(); } | 
|  |  | 
|  | private: | 
|  | const Derived& m_A; | 
|  | const ComplexScalar m_p; | 
|  | }; | 
|  |  | 
|  | namespace internal { | 
|  |  | 
|  | template <typename MatrixPowerType> | 
|  | struct traits<MatrixPowerParenthesesReturnValue<MatrixPowerType> > { | 
|  | typedef typename MatrixPowerType::PlainObject ReturnType; | 
|  | }; | 
|  |  | 
|  | template <typename Derived> | 
|  | struct traits<MatrixPowerReturnValue<Derived> > { | 
|  | typedef typename Derived::PlainObject ReturnType; | 
|  | }; | 
|  |  | 
|  | template <typename Derived> | 
|  | struct traits<MatrixComplexPowerReturnValue<Derived> > { | 
|  | typedef typename Derived::PlainObject ReturnType; | 
|  | }; | 
|  |  | 
|  | }  // namespace internal | 
|  |  | 
|  | template <typename Derived> | 
|  | const MatrixPowerReturnValue<Derived> MatrixBase<Derived>::pow(const RealScalar& p) const { | 
|  | return MatrixPowerReturnValue<Derived>(derived(), p); | 
|  | } | 
|  |  | 
|  | template <typename Derived> | 
|  | const MatrixComplexPowerReturnValue<Derived> MatrixBase<Derived>::pow(const internal::make_complex_t<Scalar>& p) const { | 
|  | return MatrixComplexPowerReturnValue<Derived>(derived(), p); | 
|  | } | 
|  |  | 
|  | }  // namespace Eigen | 
|  |  | 
|  | #endif  // EIGEN_MATRIX_POWER |