| // 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$. | |
| * | |
| * \note Currently this class is only used by MatrixPower. One may | |
| * insist that this be nested into MatrixPower. This class is here to | |
| * facilitate future development of triangular matrix functions. | |
| */ | |
| template <typename MatrixType> | |
| class MatrixPowerAtomic : internal::noncopyable { | |
| private: | |
| enum { RowsAtCompileTime = MatrixType::RowsAtCompileTime, MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime }; | |
| typedef typename MatrixType::Scalar Scalar; | |
| typedef typename MatrixType::RealScalar RealScalar; | |
| typedef std::complex<RealScalar> ComplexScalar; | |
| typedef Block<MatrixType, Dynamic, Dynamic> ResultType; | |
| const MatrixType& m_A; | |
| RealScalar m_p; | |
| void computePade(int degree, const MatrixType& IminusT, ResultType& res) const; | |
| void compute2x2(ResultType& res, RealScalar p) const; | |
| void computeBig(ResultType& res) const; | |
| static int getPadeDegree(float normIminusT); | |
| static int getPadeDegree(double normIminusT); | |
| static int getPadeDegree(long double normIminusT); | |
| static ComplexScalar computeSuperDiag(const ComplexScalar&, const ComplexScalar&, RealScalar p); | |
| static RealScalar computeSuperDiag(RealScalar, RealScalar, RealScalar p); | |
| public: | |
| /** | |
| * \brief Constructor. | |
| * | |
| * \param[in] T the base of the matrix power. | |
| * \param[in] p the exponent of the matrix power, should be in | |
| * \f$ (-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 std::complex<RealScalar> 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 typename std::complex<typename Derived::RealScalar> 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 std::complex<RealScalar>& p) const { | |
| return MatrixComplexPowerReturnValue<Derived>(derived(), p); | |
| } | |
| } // namespace Eigen | |
| #endif // EIGEN_MATRIX_POWER |