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Companion.patch
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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2010 Manuel Yguel <manuel.yguel@xxxxxxxxx>
//
// 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_COMPANION_H
#define EIGEN_COMPANION_H
// This file requires the user to include
// * Eigen/Core
// * Eigen/src/PolynomialSolver.h
namespace Eigen {
namespace internal {
#ifndef EIGEN_PARSED_BY_DOXYGEN
template <typename T>
T radix(){ return 2; }
template <typename T>
T radix2(){ return radix<T>()*radix<T>(); }
template<int Size>
struct decrement_if_fixed_size
{
enum {
ret = (Size == Dynamic) ? Dynamic : Size-1 };
};
#endif
template< typename _Scalar, int _Deg >
class companion
{
public:
EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Deg==Dynamic ? Dynamic : _Deg)
enum {
Deg = _Deg,
Deg_1=decrement_if_fixed_size<Deg>::ret
};
typedef _Scalar Scalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef Matrix<Scalar, Deg, 1> RightColumn;
//typedef DiagonalMatrix< Scalar, Deg_1, Deg_1 > BottomLeftDiagonal;
typedef Matrix<Scalar, Deg_1, 1> BottomLeftDiagonal;
typedef Matrix<Scalar, Deg, Deg> DenseCompanionMatrixType;
typedef Matrix< Scalar, _Deg, Deg_1 > LeftBlock;
typedef Matrix< Scalar, Deg_1, Deg_1 > BottomLeftBlock;
typedef Matrix< Scalar, 1, Deg_1 > LeftBlockFirstRow;
typedef DenseIndex Index;
public:
EIGEN_STRONG_INLINE const _Scalar operator()(Index row, Index col ) const
{
if( m_bl_diag.rows() > col )
{
if( 0 < row ){ return m_bl_diag[col]; }
else{ return 0; }
}
else{ return m_monic[row]; }
}
public:
template<typename VectorType>
void setPolynomial( const VectorType& poly )
{
const Index deg = poly.size()-1;
m_monic = Scalar(-1)/poly[deg] * poly.head(deg);
//m_bl_diag.setIdentity( deg-1 );
m_bl_diag.setOnes(deg-1);
}
template<typename VectorType>
companion( const VectorType& poly ){
setPolynomial( poly ); }
public:
DenseCompanionMatrixType denseMatrix() const
{
const Index deg = m_monic.size();
const Index deg_1 = deg-1;
DenseCompanionMatrixType companion(deg,deg);
companion <<
( LeftBlock(deg,deg_1)
<< LeftBlockFirstRow::Zero(1,deg_1),
BottomLeftBlock::Identity(deg-1,deg-1)*m_bl_diag.asDiagonal() ).finished()
, m_monic;
return companion;
}
protected:
/** Helper function for the balancing algorithm.
* \returns true if the row and the column, having colNorm and rowNorm
* as norms, are balanced, false otherwise.
* colB and rowB are repectively the multipliers for
* the column and the row in order to balance them.
* */
bool balanced( RealScalar colNorm, RealScalar rowNorm,
bool& isBalanced, RealScalar& colB, RealScalar& rowB );
/** Helper function for the balancing algorithm.
* \returns true if the row and the column, having colNorm and rowNorm
* as norms, are balanced, false otherwise.
* colB and rowB are repectively the multipliers for
* the column and the row in order to balance them.
* */
bool balancedR( RealScalar colNorm, RealScalar rowNorm,
bool& isBalanced, RealScalar& colB, RealScalar& rowB );
public:
/**
* Balancing algorithm from B. N. PARLETT and C. REINSCH (1969)
* "Balancing a matrix for calculation of eigenvalues and eigenvectors"
* adapted to the case of companion matrices.
* A matrix with non zero row and non zero column is balanced
* for a certain norm if the i-th row and the i-th column
* have same norm for all i.
*/
void balance();
protected:
RightColumn m_monic;
BottomLeftDiagonal m_bl_diag;
};
template< typename _Scalar, int _Deg >
inline
bool companion<_Scalar,_Deg>::balanced( RealScalar colNorm, RealScalar rowNorm,
bool& isBalanced, RealScalar& colB, RealScalar& rowB )
{
if( RealScalar(0) == colNorm || RealScalar(0) == rowNorm ){ return true; }
else
{
//To find the balancing coefficients, if the radix is 2,
//one finds \f$ \sigma \f$ such that
// \f$ 2^{2\sigma-1} < rowNorm / colNorm \le 2^{2\sigma+1} \f$
// then the balancing coefficient for the row is \f$ 1/2^{\sigma} \f$
// and the balancing coefficient for the column is \f$ 2^{\sigma} \f$
rowB = rowNorm / radix<RealScalar>();
colB = RealScalar(1);
const RealScalar s = colNorm + rowNorm;
while (colNorm < rowB)
{
colB *= radix<RealScalar>();
colNorm *= radix2<RealScalar>();
}
rowB = rowNorm * radix<RealScalar>();
while (colNorm >= rowB)
{
colB /= radix<RealScalar>();
colNorm /= radix2<RealScalar>();
}
//This line is used to avoid insubstantial balancing
if ((rowNorm + colNorm) < RealScalar(0.95) * s * colB)
{
isBalanced = false;
rowB = RealScalar(1) / colB;
return false;
}
else{
return true; }
}
}
template< typename _Scalar, int _Deg >
inline
bool companion<_Scalar,_Deg>::balancedR( RealScalar colNorm, RealScalar rowNorm,
bool& isBalanced, RealScalar& colB, RealScalar& rowB )
{
if( RealScalar(0) == colNorm || RealScalar(0) == rowNorm ){ return true; }
else
{
/**
* Set the norm of the column and the row to the geometric mean
* of the row and column norm
*/
const RealScalar q = colNorm/rowNorm;
if( !isApprox( q, _Scalar(1) ) )
{
rowB = sqrt( colNorm/rowNorm );
colB = RealScalar(1)/rowB;
isBalanced = false;
return false;
}
else{
return true; }
}
}
template< typename _Scalar, int _Deg >
void companion<_Scalar,_Deg>::balance()
{
using std::abs;
EIGEN_STATIC_ASSERT( Deg == Dynamic || 1 < Deg, YOU_MADE_A_PROGRAMMING_MISTAKE );
const Index deg = m_monic.size();
const Index deg_1 = deg-1;
bool hasConverged=false;
while( !hasConverged )
{
hasConverged = true;
RealScalar colNorm,rowNorm;
RealScalar colB,rowB;
//First row, first column excluding the diagonal
//==============================================
colNorm = abs(m_bl_diag[0]);
rowNorm = abs(m_monic[0]);
//Compute balancing of the row and the column
if( !balanced( colNorm, rowNorm, hasConverged, colB, rowB ) )
{
m_bl_diag[0] *= colB;
m_monic[0] *= rowB;
}
//Middle rows and columns excluding the diagonal
//==============================================
for( Index i=1; i<deg_1; ++i )
{
// column norm, excluding the diagonal
colNorm = abs(m_bl_diag[i]);
// row norm, excluding the diagonal
rowNorm = abs(m_bl_diag[i-1]) + abs(m_monic[i]);
//Compute balancing of the row and the column
if( !balanced( colNorm, rowNorm, hasConverged, colB, rowB ) )
{
m_bl_diag[i] *= colB;
m_bl_diag[i-1] *= rowB;
m_monic[i] *= rowB;
}
}
//Last row, last column excluding the diagonal
//============================================
const Index ebl = m_bl_diag.size()-1;
VectorBlock<RightColumn,Deg_1> headMonic( m_monic, 0, deg_1 );
colNorm = headMonic.array().abs().sum();
rowNorm = abs( m_bl_diag[ebl] );
//Compute balancing of the row and the column
if( !balanced( colNorm, rowNorm, hasConverged, colB, rowB ) )
{
headMonic *= colB;
m_bl_diag[ebl] *= rowB;
}
}
}
} // end namespace internal
} // end namespace Eigen
#endif // EIGEN_COMPANION_H
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2010 Manuel Yguel <manuel.yguel@xxxxxxxxx>
//
// 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_POLYNOMIAL_SOLVER_H
#define EIGEN_POLYNOMIAL_SOLVER_H
namespace Eigen {
/** \ingroup Polynomials_Module
* \class PolynomialSolverBase.
*
* \brief Defined to be inherited by polynomial solvers: it provides
* convenient methods such as
* - real roots,
* - greatest, smallest complex roots,
* - real roots with greatest, smallest absolute real value,
* - greatest, smallest real roots.
*
* It stores the set of roots as a vector of complexes.
*
*/
template< typename _Scalar, int _Deg >
class PolynomialSolverBase
{
public:
EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Deg==Dynamic ? Dynamic : _Deg)
typedef _Scalar Scalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef std::complex<RealScalar> RootType;
typedef Matrix<RootType,_Deg,1> RootsType;
typedef DenseIndex Index;
protected:
template< typename OtherPolynomial >
inline void setPolynomial( const OtherPolynomial& poly ){
m_roots.resize(poly.size()-1); }
public:
template< typename OtherPolynomial >
inline PolynomialSolverBase( const OtherPolynomial& poly ){
setPolynomial( poly() ); }
inline PolynomialSolverBase(){}
public:
/** \returns the complex roots of the polynomial */
inline const RootsType& roots() const { return m_roots; }
public:
/** Clear and fills the back insertion sequence with the real roots of the polynomial
* i.e. the real part of the complex roots that have an imaginary part which
* absolute value is smaller than absImaginaryThreshold.
* absImaginaryThreshold takes the dummy_precision associated
* with the _Scalar template parameter of the PolynomialSolver class as the default value.
*
* \param[out] bi_seq : the back insertion sequence (stl concept)
* \param[in] absImaginaryThreshold : the maximum bound of the imaginary part of a complex
* number that is considered as real.
* */
template<typename Stl_back_insertion_sequence>
inline void realRoots( Stl_back_insertion_sequence& bi_seq,
const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
{
using std::abs;
bi_seq.clear();
for(Index i=0; i<m_roots.size(); ++i )
{
if( abs( m_roots[i].imag() ) < absImaginaryThreshold ){
bi_seq.push_back( m_roots[i].real() ); }
}
}
protected:
template<typename squaredNormBinaryPredicate>
inline const RootType& selectComplexRoot_withRespectToNorm( squaredNormBinaryPredicate& pred ) const
{
Index res=0;
RealScalar norm2 = numext::abs2( m_roots[0] );
for( Index i=1; i<m_roots.size(); ++i )
{
const RealScalar currNorm2 = numext::abs2( m_roots[i] );
if( pred( currNorm2, norm2 ) ){
res=i; norm2=currNorm2; }
}
return m_roots[res];
}
public:
/**
* \returns the complex root with greatest norm.
*/
inline const RootType& greatestRoot() const
{
std::greater<Scalar> greater;
return selectComplexRoot_withRespectToNorm( greater );
}
/**
* \returns the complex root with smallest norm.
*/
inline const RootType& smallestRoot() const
{
std::less<Scalar> less;
return selectComplexRoot_withRespectToNorm( less );
}
protected:
template<typename squaredRealPartBinaryPredicate>
inline const RealScalar& selectRealRoot_withRespectToAbsRealPart(
squaredRealPartBinaryPredicate& pred,
bool& hasArealRoot,
const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
{
using std::abs;
hasArealRoot = false;
Index res=0;
RealScalar abs2(0);
for( Index i=0; i<m_roots.size(); ++i )
{
if( abs( m_roots[i].imag() ) < absImaginaryThreshold )
{
if( !hasArealRoot )
{
hasArealRoot = true;
res = i;
abs2 = m_roots[i].real() * m_roots[i].real();
}
else
{
const RealScalar currAbs2 = m_roots[i].real() * m_roots[i].real();
if( pred( currAbs2, abs2 ) )
{
abs2 = currAbs2;
res = i;
}
}
}
else
{
if( abs( m_roots[i].imag() ) < abs( m_roots[res].imag() ) ){
res = i; }
}
}
return numext::real_ref(m_roots[res]);
}
template<typename RealPartBinaryPredicate>
inline const RealScalar& selectRealRoot_withRespectToRealPart(
RealPartBinaryPredicate& pred,
bool& hasArealRoot,
const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
{
using std::abs;
hasArealRoot = false;
Index res=0;
RealScalar val(0);
for( Index i=0; i<m_roots.size(); ++i )
{
if( abs( m_roots[i].imag() ) < absImaginaryThreshold )
{
if( !hasArealRoot )
{
hasArealRoot = true;
res = i;
val = m_roots[i].real();
}
else
{
const RealScalar curr = m_roots[i].real();
if( pred( curr, val ) )
{
val = curr;
res = i;
}
}
}
else
{
if( abs( m_roots[i].imag() ) < abs( m_roots[res].imag() ) ){
res = i; }
}
}
return numext::real_ref(m_roots[res]);
}
public:
/**
* \returns a real root with greatest absolute magnitude.
* A real root is defined as the real part of a complex root with absolute imaginary
* part smallest than absImaginaryThreshold.
* absImaginaryThreshold takes the dummy_precision associated
* with the _Scalar template parameter of the PolynomialSolver class as the default value.
* If no real root is found the boolean hasArealRoot is set to false and the real part of
* the root with smallest absolute imaginary part is returned instead.
*
* \param[out] hasArealRoot : boolean true if a real root is found according to the
* absImaginaryThreshold criterion, false otherwise.
* \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
* whether or not a root is real.
*/
inline const RealScalar& absGreatestRealRoot(
bool& hasArealRoot,
const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
{
std::greater<Scalar> greater;
return selectRealRoot_withRespectToAbsRealPart( greater, hasArealRoot, absImaginaryThreshold );
}
/**
* \returns a real root with smallest absolute magnitude.
* A real root is defined as the real part of a complex root with absolute imaginary
* part smallest than absImaginaryThreshold.
* absImaginaryThreshold takes the dummy_precision associated
* with the _Scalar template parameter of the PolynomialSolver class as the default value.
* If no real root is found the boolean hasArealRoot is set to false and the real part of
* the root with smallest absolute imaginary part is returned instead.
*
* \param[out] hasArealRoot : boolean true if a real root is found according to the
* absImaginaryThreshold criterion, false otherwise.
* \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
* whether or not a root is real.
*/
inline const RealScalar& absSmallestRealRoot(
bool& hasArealRoot,
const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
{
std::less<Scalar> less;
return selectRealRoot_withRespectToAbsRealPart( less, hasArealRoot, absImaginaryThreshold );
}
/**
* \returns the real root with greatest value.
* A real root is defined as the real part of a complex root with absolute imaginary
* part smallest than absImaginaryThreshold.
* absImaginaryThreshold takes the dummy_precision associated
* with the _Scalar template parameter of the PolynomialSolver class as the default value.
* If no real root is found the boolean hasArealRoot is set to false and the real part of
* the root with smallest absolute imaginary part is returned instead.
*
* \param[out] hasArealRoot : boolean true if a real root is found according to the
* absImaginaryThreshold criterion, false otherwise.
* \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
* whether or not a root is real.
*/
inline const RealScalar& greatestRealRoot(
bool& hasArealRoot,
const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
{
std::greater<Scalar> greater;
return selectRealRoot_withRespectToRealPart( greater, hasArealRoot, absImaginaryThreshold );
}
/**
* \returns the real root with smallest value.
* A real root is defined as the real part of a complex root with absolute imaginary
* part smallest than absImaginaryThreshold.
* absImaginaryThreshold takes the dummy_precision associated
* with the _Scalar template parameter of the PolynomialSolver class as the default value.
* If no real root is found the boolean hasArealRoot is set to false and the real part of
* the root with smallest absolute imaginary part is returned instead.
*
* \param[out] hasArealRoot : boolean true if a real root is found according to the
* absImaginaryThreshold criterion, false otherwise.
* \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
* whether or not a root is real.
*/
inline const RealScalar& smallestRealRoot(
bool& hasArealRoot,
const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
{
std::less<Scalar> less;
return selectRealRoot_withRespectToRealPart( less, hasArealRoot, absImaginaryThreshold );
}
protected:
RootsType m_roots;
};
#define EIGEN_POLYNOMIAL_SOLVER_BASE_INHERITED_TYPES( BASE ) \
typedef typename BASE::Scalar Scalar; \
typedef typename BASE::RealScalar RealScalar; \
typedef typename BASE::RootType RootType; \
typedef typename BASE::RootsType RootsType;
/** \ingroup Polynomials_Module
*
* \class PolynomialSolver
*
* \brief A polynomial solver
*
* Computes the complex roots of a real polynomial.
*
* \param _Scalar the scalar type, i.e., the type of the polynomial coefficients
* \param _Deg the degree of the polynomial, can be a compile time value or Dynamic.
* Notice that the number of polynomial coefficients is _Deg+1.
*
* This class implements a polynomial solver and provides convenient methods such as
* - real roots,
* - greatest, smallest complex roots,
* - real roots with greatest, smallest absolute real value.
* - greatest, smallest real roots.
*
* WARNING: this polynomial solver is experimental, part of the unsupported Eigen modules.
*
*
* Currently a QR algorithm is used to compute the eigenvalues of the companion matrix of
* the polynomial to compute its roots.
* This supposes that the complex moduli of the roots are all distinct: e.g. there should
* be no multiple roots or conjugate roots for instance.
* With 32bit (float) floating types this problem shows up frequently.
* However, almost always, correct accuracy is reached even in these cases for 64bit
* (double) floating types and small polynomial degree (<20).
*/
template< typename _Scalar, int _Deg , typename EigenSolverType = EigenSolver<Matrix<_Scalar,_Deg,_Deg> > >
class PolynomialSolver : public PolynomialSolverBase<_Scalar,_Deg>
{
public:
EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Deg==Dynamic ? Dynamic : _Deg)
typedef PolynomialSolverBase<_Scalar,_Deg> PS_Base;
EIGEN_POLYNOMIAL_SOLVER_BASE_INHERITED_TYPES( PS_Base )
typedef Matrix<Scalar,_Deg,_Deg> CompanionMatrixType;
//typedef EigenSolver<CompanionMatrixType> EigenSolverType;
public:
/** Computes the complex roots of a new polynomial. */
template< typename OtherPolynomial >
void compute( const OtherPolynomial& poly )
{
eigen_assert( Scalar(0) != poly[poly.size()-1] );
eigen_assert( poly.size() > 1 );
if(poly.size() > 2 )
{
internal::companion<Scalar,_Deg> companion( poly );
companion.balance();
m_eigenSolver.compute( companion.denseMatrix() );
m_roots = m_eigenSolver.eigenvalues();
}
else if(poly.size () == 2)
{
m_roots.resize(1);
m_roots[0] = -poly[0]/poly[1];
}
}
public:
template< typename OtherPolynomial >
inline PolynomialSolver( const OtherPolynomial& poly ){
compute( poly ); }
inline PolynomialSolver(){}
protected:
using PS_Base::m_roots;
EigenSolverType m_eigenSolver;
};
template< typename _Scalar >
class PolynomialSolver<_Scalar,1> : public PolynomialSolverBase<_Scalar,1>
{
public:
typedef PolynomialSolverBase<_Scalar,1> PS_Base;
EIGEN_POLYNOMIAL_SOLVER_BASE_INHERITED_TYPES( PS_Base )
public:
/** Computes the complex roots of a new polynomial. */
template< typename OtherPolynomial >
void compute( const OtherPolynomial& poly )
{
eigen_assert( poly.size() == 2 );
eigen_assert( Scalar(0) != poly[1] );
m_roots[0] = -poly[0]/poly[1];
}
public:
template< typename OtherPolynomial >
inline PolynomialSolver( const OtherPolynomial& poly ){
compute( poly ); }
inline PolynomialSolver(){}
protected:
using PS_Base::m_roots;
};
} // end namespace Eigen
#endif // EIGEN_POLYNOMIAL_SOLVER_H
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