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Diffstat (limited to 'unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h')
-rw-r--r--unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h51
1 files changed, 30 insertions, 21 deletions
diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h b/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h
index bb6d9e1fe..02284b0dd 100644
--- a/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h
+++ b/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h
@@ -234,12 +234,13 @@ struct matrix_exp_computeUV<MatrixType, float>
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 double l1norm = arg.cwiseAbs().colwise().sum().maxCoeff();
+ const RealScalar l1norm = arg.cwiseAbs().colwise().sum().maxCoeff();
squarings = 0;
if (l1norm < 1.495585217958292e-002) {
matrix_exp_pade3(arg, U, V);
@@ -250,10 +251,10 @@ struct matrix_exp_computeUV<MatrixType, double>
} else if (l1norm < 2.097847961257068e+000) {
matrix_exp_pade9(arg, U, V);
} else {
- const double maxnorm = 5.371920351148152;
+ const RealScalar maxnorm = 5.371920351148152;
frexp(l1norm / maxnorm, &squarings);
if (squarings < 0) squarings = 0;
- MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<double>(squarings));
+ MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<RealScalar>(squarings));
matrix_exp_pade13(A, U, V);
}
}
@@ -313,7 +314,7 @@ struct matrix_exp_computeUV<MatrixType, long double>
matrix_exp_pade17(A, U, V);
}
-#elif LDBL_MANT_DIG <= 112 // quadruple precison
+#elif LDBL_MANT_DIG <= 113 // quadruple precision
if (l1norm < 1.639394610288918690547467954466970e-005L) {
matrix_exp_pade3(arg, U, V);
@@ -326,6 +327,7 @@ struct matrix_exp_computeUV<MatrixType, long double>
} 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));
@@ -342,6 +344,27 @@ struct matrix_exp_computeUV<MatrixType, long double>
}
};
+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 <= 113
+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
*
@@ -349,26 +372,13 @@ struct matrix_exp_computeUV<MatrixType, long double>
* \param result variable in which result will be stored
*/
template <typename ArgType, typename ResultType>
-void matrix_exp_compute(const ArgType& arg, ResultType &result)
+void matrix_exp_compute(const ArgType& arg, ResultType &result, false_type) // default
{
typedef typename ArgType::PlainObject MatrixType;
-#if LDBL_MANT_DIG > 112 // rarely happens
typedef typename traits<MatrixType>::Scalar Scalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef typename std::complex<RealScalar> ComplexScalar;
- if (sizeof(RealScalar) > 14) {
- result = arg.matrixFunction(internal::stem_function_exp<ComplexScalar>);
- return;
- }
-#endif
- 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
+ result = arg.matrixFunction(internal::stem_function_exp<ComplexScalar>);
}
} // end namespace Eigen::internal
@@ -386,7 +396,6 @@ void matrix_exp_compute(const ArgType& arg, ResultType &result)
template<typename Derived> struct MatrixExponentialReturnValue
: public ReturnByValue<MatrixExponentialReturnValue<Derived> >
{
- typedef typename Derived::Index Index;
public:
/** \brief Constructor.
*
@@ -402,7 +411,7 @@ template<typename Derived> struct MatrixExponentialReturnValue
inline void evalTo(ResultType& result) const
{
const typename internal::nested_eval<Derived, 10>::type tmp(m_src);
- internal::matrix_exp_compute(tmp, result);
+ internal::matrix_exp_compute(tmp, result, internal::is_exp_known_type<typename Derived::RealScalar>());
}
Index rows() const { return m_src.rows(); }