eigen/unsupported/Eigen/MPRealSupport

// 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>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// this library. If not, see <http://www.gnu.org/licenses/>.
// 
// 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 <mpreal.h>
#include <Eigen/Core>

namespace Eigen {
  
  /** \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/?page_id=12">MPFR C++</a>
    * library which itself is built upon <a href="http://www.mpfr.org/">MPFR</a>/<a href="http://gmplib.org/">GMP</a>.
    *
    * Here is an example:
    *
\code
#include <iostream>
#include <Eigen/Mpfrc++Support>
#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,
      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);
    }
  };

  template<> mpfr::mpreal ei_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(ei_random<double>());
#endif
  }

  template<> mpfr::mpreal ei_random<mpfr::mpreal>(const mpfr::mpreal& a, const mpfr::mpreal& b)
  {
    return a + (b-a) * ei_random<mpfr::mpreal>();
  }
}

namespace mpfr {

  inline const mpreal& ei_conj(const mpreal& x)  { return x; }
  inline const mpreal& ei_real(const mpreal& x)  { return x; }
  inline mpreal ei_imag(const mpreal&)    { return 0.0; }
  inline mpreal ei_abs(const mpreal&  x)  { return fabs(x); }
  inline mpreal ei_abs2(const mpreal& x)  { return x*x; }
  inline mpreal ei_sqrt(const mpreal& x)  { return sqrt(x); }
  inline mpreal ei_exp(const mpreal&  x)  { return exp(x); }
  inline mpreal ei_log(const mpreal&  x)  { return log(x); }
  inline mpreal ei_sin(const mpreal&  x)  { return sin(x); }
  inline mpreal ei_cos(const mpreal&  x)  { return cos(x); }
  inline mpreal ei_pow(const mpreal& x, mpreal& y)  { return pow(x, y); }

  bool ei_isMuchSmallerThan(const mpreal& a, const mpreal& b, const mpreal& prec)
  {
    return ei_abs(a) <= abs(b) * prec;
  }

  inline bool ei_isApprox(const mpreal& a, const mpreal& b, const mpreal& prec)
  {
  return ei_abs(a - b) <= min(abs(a), abs(b)) * prec;
  }

  inline bool ei_isApproxOrLessThan(const mpreal& a, const mpreal& b, const mpreal& prec)
  {
    return a <= b || ei_isApprox(a, b, prec);
  }
}

#endif // EIGEN_MPREALSUPPORT_MODULE_H