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+// 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 <pavel@holoborodko.com>
+// Copyright (C) 2010 Konstantin Holoborodko <konstantin@holoborodko.com>
+// Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// 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/.
+//
+// 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 <ctime>
+#include <mpreal.h>
+#include <Eigen/Core>
+
+namespace Eigen {
+
+ /** \ingroup Unsupported_modules
+ * \defgroup MPRealSupport_Module MPFRC++ Support module
+ *
+ * \code
+ * #include <Eigen/MPRealSupport>
+ * \endcode
+ *
+ * This module provides support for multi precision floating point numbers
+ * via the <a href="http://www.holoborodko.com/pavel/mpfr">MPFR C++</a>
+ * library which itself is built upon <a href="http://www.mpfr.org/">MPFR</a>/<a href="http://gmplib.org/">GMP</a>.
+ *
+ * You can find a copy of MPFR C++ that is known to be compatible in the unsupported/test/mpreal folder.
+ *
+ * Here is an example:
+ *
+\code
+#include <iostream>
+#include <Eigen/MPRealSupport>
+#include <Eigen/LU>
+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<mpreal,Dynamic,Dynamic> MatrixXmp;
+ typedef Matrix<mpreal,Dynamic,1> 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<mpfr::mpreal>
+ : GenericNumTraits<mpfr::mpreal>
+ {
+ enum {
+ IsInteger = 0,
+ IsSigned = 1,
+ IsComplex = 0,
+ RequireInitialization = 1,
+ 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);
+ }
+ };
+
+namespace internal {
+
+ template<> mpfr::mpreal random<mpfr::mpreal>()
+ {
+#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(random<double>());
+#endif
+ }
+
+ template<> mpfr::mpreal random<mpfr::mpreal>(const mpfr::mpreal& a, const mpfr::mpreal& b)
+ {
+ return a + (b-a) * random<mpfr::mpreal>();
+ }
+
+ bool isMuchSmallerThan(const mpfr::mpreal& a, const mpfr::mpreal& b, const mpfr::mpreal& prec)
+ {
+ return mpfr::abs(a) <= mpfr::abs(b) * prec;
+ }
+
+ inline bool isApprox(const mpfr::mpreal& a, const mpfr::mpreal& b, const mpfr::mpreal& prec)
+ {
+ return mpfr::abs(a - b) <= (mpfr::min)(mpfr::abs(a), mpfr::abs(b)) * prec;
+ }
+
+ inline bool isApproxOrLessThan(const mpfr::mpreal& a, const mpfr::mpreal& b, const mpfr::mpreal& prec)
+ {
+ return a <= b || isApprox(a, b, prec);
+ }
+
+ template<> inline long double cast<mpfr::mpreal,long double>(const mpfr::mpreal& x)
+ { return x.toLDouble(); }
+ template<> inline double cast<mpfr::mpreal,double>(const mpfr::mpreal& x)
+ { return x.toDouble(); }
+ template<> inline long cast<mpfr::mpreal,long>(const mpfr::mpreal& x)
+ { return x.toLong(); }
+ template<> inline int cast<mpfr::mpreal,int>(const mpfr::mpreal& x)
+ { return int(x.toLong()); }
+
+} // end namespace internal
+}
+
+#endif // EIGEN_MPREALSUPPORT_MODULE_H