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Dox in MatrixFunctions
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@ -216,6 +216,63 @@ Output: \verbinclude MatrixLogarithm.out
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class MatrixLogarithmAtomic, MatrixBase::sqrt().
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\section matrixbase_pow MatrixBase::pow()
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Compute the matrix raised to arbitrary real power.
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\code
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template <typename ExponentType>
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const MatrixPowerReturnValue<Derived, ExponentType> MatrixBase<Derived>::pow(const ExponentType& p) const
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\endcode
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\param[in] M base of the matrix power, should be a square matrix.
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\param[in] p exponent of the matrix power, should be an integer or
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the same type as the real scalar in \p M.
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The matrix power \f$ M^p \f$ is defined as \f$ \exp(p \log(M)) \f$,
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where exp denotes the matrix exponential, and log denotes the matrix
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logarithm.
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The matrix \f$ M \f$ should meet the conditions to be an argument of
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matrix logarithm.
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This function computes the matrix logarithm using the
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Schur-Padé algorithm as implemented by MatrixBase::pow().
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The exponent is split into integral part and fractional part, where
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the fractional part is in the interval \f$ (-1, 1) \f$. The main
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diagonal and the first super-diagonal is directly computed.
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The actual work is done by the MatrixPower class, which can compute
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\f$ M^p v \f$, where \p v is another matrix with the same rows as
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\p M. The matrix \p v is set to be the identity matrix by default.
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Details of the algorithm can be found in: Nicholas J. Higham and
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Lijing Lin, "A Schur-Padé algorithm for fractional powers of a
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matrix," <em>SIAM J. %Matrix Anal. Applic.</em>,
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<b>32(3)</b>:1056–1078, 2011.
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Example: The following program checks that
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\f[ \left[ \begin{array}{ccc}
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\cos1 & -\sin1 & 0 \\
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\sin1 & \cos1 & 0 \\
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0 & 0 & 1
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\end{array} \right]^{\frac14\pi} = \left[ \begin{array}{ccc}
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\frac12\sqrt2 & -\frac12\sqrt2 & 0 \\
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\frac12\sqrt2 & \frac12\sqrt2 & 0 \\
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0 & 0 & 1
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\end{array} \right]. \f]
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This corresponds to \f$ \frac14\pi \f$ rotations of 1 radian around
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the z-axis.
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\include MatrixPower.cpp
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Output: \verbinclude MatrixPower.out
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\note \p M has to be a matrix of \c float, \c double, \c long double
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\c complex<float>, \c complex<double>, or \c complex<long double> .
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\sa MatrixBase::exp(), MatrixBase::log(), class MatrixPower.
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\section matrixbase_matrixfunction MatrixBase::matrixFunction()
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Compute a matrix function.
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@ -217,7 +217,7 @@ int MatrixLogarithmAtomic<MatrixType>::getPadeDegree(long double normTminusI)
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3.6688019729653446926585242192447447e-2L, 5.9290962294020186998954055264528393e-2L,
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8.6998436081634343903250580992127677e-2L, 1.1880960220216759245467951592883642e-1L };
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#endif
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int degree = 3
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int degree = 3;
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for (; degree <= maxPadeDegree; ++degree)
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if (normTminusI <= maxNormForPade[degree - minPadeDegree])
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break;
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@ -71,8 +71,8 @@ class MatrixPower
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/**
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* \brief Compute the matrix power.
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*
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* If \c b is \em fatter than \c A, it computes \f$ A^{p_{\textrm int}}
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* \f$ first, and then multiplies it with \c b. Otherwise,
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* If \p b is \em fatter than \p A, it computes \f$ A^{p_{\textrm int}}
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* \f$ first, and then multiplies it with \p b. Otherwise,
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* #computeChainProduct optimizes the expression.
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*
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* \sa computeChainProduct(ResultType&);
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@ -124,13 +124,13 @@ class MatrixPower
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*/
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void computeBig();
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/** \brief Get suitable degree for Pade approximation. (specialized for \c RealScalar = \c double) */
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/** \brief Get suitable degree for Pade approximation. (specialized for RealScalar = double) */
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inline int getPadeDegree(double);
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/** \brief Get suitable degree for Pade approximation. (specialized for \c RealScalar = \c float) */
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/** \brief Get suitable degree for Pade approximation. (specialized for RealScalar = float) */
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inline int getPadeDegree(float);
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/** \brief Get suitable degree for Pade approximation. (specialized for \c RealScalar = \c long double) */
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/** \brief Get suitable degree for Pade approximation. (specialized for RealScalar = long double) */
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inline int getPadeDegree(long double);
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/** \brief Compute Padé approximation to matrix fractional power. */
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@ -196,8 +196,8 @@ class MatrixPower<MatrixType, IntExponent, PlainObject, 1>
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/**
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* \brief Compute the matrix power.
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*
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* If \c b is \em fatter than \c A, it computes \f$ A^p \f$ first, and
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* then multiplies it with \c b. Otherwise, #computeChainProduct
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* If \p b is \em fatter than \p A, it computes \f$ A^p \f$ first, and
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* then multiplies it with \p b. Otherwise, #computeChainProduct
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* optimizes the expression.
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*
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* \param[out] result \f$ A^p b \f$, as specified in the constructor.
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@ -646,7 +646,7 @@ template<typename MatrixType, typename ExponentType, typename Derived> class Mat
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/**
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* \brief Compute the matrix exponential.
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*
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* \param[out] result \f$ A^p b \f$ where \c A ,\c p and \c b are as in
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* \param[out] result \f$ A^p b \f$ where \p A ,\p p and \p b are as in
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* the constructor.
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*/
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template <typename ResultType>
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@ -700,12 +700,12 @@ template<typename Derived, typename ExponentType> class MatrixPowerReturnValue
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: m_A(A), m_p(p) { }
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/**
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* \brief Return the matrix power multiplied by %Matrix \c b.
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* \brief Return the matrix power multiplied by %Matrix \p b.
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*
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* The %MatrixPower class can optimize \f$ A^p b \f$ computing, and this
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* method provides an elegant way to call it:
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*
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* \param[in] b %Matrix (exporession), the multiplier.
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* \param[in] b %Matrix (expression), the multiplier.
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*/
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template <typename OtherDerived>
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const MatrixPowerMultiplied<Derived, ExponentType, OtherDerived> operator*(const MatrixBase<OtherDerived>& b) const
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@ -714,7 +714,7 @@ template<typename Derived, typename ExponentType> class MatrixPowerReturnValue
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/**
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* \brief Compute the matrix power.
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*
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* \param[out] result \f$ A^p \f$ where \c A and \c p are as in the
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* \param[out] result \f$ A^p \f$ where \p A and \p p are as in the
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* constructor.
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*/
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template <typename ResultType>
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unsupported/doc/examples/MatrixPower.cpp
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16
unsupported/doc/examples/MatrixPower.cpp
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@ -0,0 +1,16 @@
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#include <unsupported/Eigen/MatrixFunctions>
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#include <iostream>
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using namespace Eigen;
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int main()
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{
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const double pi = std::acos(-1.0);
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Matrix3d A;
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A << cos(1), -sin(1), 0,
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sin(1), cos(1), 0,
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0 , 0 , 1;
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std::cout << "The matrix A is:\n" << A << "\n\n"
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<< "The matrix power A^(pi/4) is:\n" << A.pow(pi/4) << std::endl;
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return 0;
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}
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