Dox in MatrixFunctions

This commit is contained in:
jdh8 2012-08-19 18:12:04 +08:00
parent 15dabd4db7
commit 573d88f81c
4 changed files with 85 additions and 12 deletions

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@ -216,6 +216,63 @@ Output: \verbinclude MatrixLogarithm.out
class MatrixLogarithmAtomic, MatrixBase::sqrt().
\section matrixbase_pow MatrixBase::pow()
Compute the matrix raised to arbitrary real power.
\code
template <typename ExponentType>
const MatrixPowerReturnValue<Derived, ExponentType> MatrixBase<Derived>::pow(const ExponentType& p) const
\endcode
\param[in] M base of the matrix power, should be a square matrix.
\param[in] p exponent of the matrix power, should be an integer or
the same type as the real scalar in \p M.
The matrix power \f$ M^p \f$ is defined as \f$ \exp(p \log(M)) \f$,
where exp denotes the matrix exponential, and log denotes the matrix
logarithm.
The matrix \f$ M \f$ should meet the conditions to be an argument of
matrix logarithm.
This function computes the matrix logarithm using the
Schur-Pad&eacute; algorithm as implemented by MatrixBase::pow().
The exponent is split into integral part and fractional part, where
the fractional part is in the interval \f$ (-1, 1) \f$. The main
diagonal and the first super-diagonal is directly computed.
The actual work is done by the MatrixPower class, which can compute
\f$ M^p v \f$, where \p v is another matrix with the same rows as
\p M. The matrix \p v is set to be the identity matrix by default.
Details of the algorithm can be found in: Nicholas J. Higham and
Lijing Lin, "A Schur-Pad&eacute; algorithm for fractional powers of a
matrix," <em>SIAM J. %Matrix Anal. Applic.</em>,
<b>32(3)</b>:1056&ndash;1078, 2011.
Example: The following program checks that
\f[ \left[ \begin{array}{ccc}
\cos1 & -\sin1 & 0 \\
\sin1 & \cos1 & 0 \\
0 & 0 & 1
\end{array} \right]^{\frac14\pi} = \left[ \begin{array}{ccc}
\frac12\sqrt2 & -\frac12\sqrt2 & 0 \\
\frac12\sqrt2 & \frac12\sqrt2 & 0 \\
0 & 0 & 1
\end{array} \right]. \f]
This corresponds to \f$ \frac14\pi \f$ rotations of 1 radian around
the z-axis.
\include MatrixPower.cpp
Output: \verbinclude MatrixPower.out
\note \p M has to be a matrix of \c float, \c double, \c long double
\c complex<float>, \c complex<double>, or \c complex<long double> .
\sa MatrixBase::exp(), MatrixBase::log(), class MatrixPower.
\section matrixbase_matrixfunction MatrixBase::matrixFunction()
Compute a matrix function.

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@ -217,7 +217,7 @@ int MatrixLogarithmAtomic<MatrixType>::getPadeDegree(long double normTminusI)
3.6688019729653446926585242192447447e-2L, 5.9290962294020186998954055264528393e-2L,
8.6998436081634343903250580992127677e-2L, 1.1880960220216759245467951592883642e-1L };
#endif
int degree = 3
int degree = 3;
for (; degree <= maxPadeDegree; ++degree)
if (normTminusI <= maxNormForPade[degree - minPadeDegree])
break;

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@ -71,8 +71,8 @@ class MatrixPower
/**
* \brief Compute the matrix power.
*
* If \c b is \em fatter than \c A, it computes \f$ A^{p_{\textrm int}}
* \f$ first, and then multiplies it with \c b. Otherwise,
* If \p b is \em fatter than \p A, it computes \f$ A^{p_{\textrm int}}
* \f$ first, and then multiplies it with \p b. Otherwise,
* #computeChainProduct optimizes the expression.
*
* \sa computeChainProduct(ResultType&);
@ -124,13 +124,13 @@ class MatrixPower
*/
void computeBig();
/** \brief Get suitable degree for Pade approximation. (specialized for \c RealScalar = \c double) */
/** \brief Get suitable degree for Pade approximation. (specialized for RealScalar = double) */
inline int getPadeDegree(double);
/** \brief Get suitable degree for Pade approximation. (specialized for \c RealScalar = \c float) */
/** \brief Get suitable degree for Pade approximation. (specialized for RealScalar = float) */
inline int getPadeDegree(float);
/** \brief Get suitable degree for Pade approximation. (specialized for \c RealScalar = \c long double) */
/** \brief Get suitable degree for Pade approximation. (specialized for RealScalar = long double) */
inline int getPadeDegree(long double);
/** \brief Compute Pad&eacute; approximation to matrix fractional power. */
@ -196,8 +196,8 @@ class MatrixPower<MatrixType, IntExponent, PlainObject, 1>
/**
* \brief Compute the matrix power.
*
* If \c b is \em fatter than \c A, it computes \f$ A^p \f$ first, and
* then multiplies it with \c b. Otherwise, #computeChainProduct
* If \p b is \em fatter than \p A, it computes \f$ A^p \f$ first, and
* then multiplies it with \p b. Otherwise, #computeChainProduct
* optimizes the expression.
*
* \param[out] result \f$ A^p b \f$, as specified in the constructor.
@ -646,7 +646,7 @@ template<typename MatrixType, typename ExponentType, typename Derived> class Mat
/**
* \brief Compute the matrix exponential.
*
* \param[out] result \f$ A^p b \f$ where \c A ,\c p and \c b are as in
* \param[out] result \f$ A^p b \f$ where \p A ,\p p and \p b are as in
* the constructor.
*/
template <typename ResultType>
@ -700,12 +700,12 @@ template<typename Derived, typename ExponentType> class MatrixPowerReturnValue
: m_A(A), m_p(p) { }
/**
* \brief Return the matrix power multiplied by %Matrix \c b.
* \brief Return the matrix power multiplied by %Matrix \p b.
*
* The %MatrixPower class can optimize \f$ A^p b \f$ computing, and this
* method provides an elegant way to call it:
*
* \param[in] b %Matrix (exporession), the multiplier.
* \param[in] b %Matrix (expression), the multiplier.
*/
template <typename OtherDerived>
const MatrixPowerMultiplied<Derived, ExponentType, OtherDerived> operator*(const MatrixBase<OtherDerived>& b) const
@ -714,7 +714,7 @@ template<typename Derived, typename ExponentType> class MatrixPowerReturnValue
/**
* \brief Compute the matrix power.
*
* \param[out] result \f$ A^p \f$ where \c A and \c p are as in the
* \param[out] result \f$ A^p \f$ where \p A and \p p are as in the
* constructor.
*/
template <typename ResultType>

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@ -0,0 +1,16 @@
#include <unsupported/Eigen/MatrixFunctions>
#include <iostream>
using namespace Eigen;
int main()
{
const double pi = std::acos(-1.0);
Matrix3d A;
A << cos(1), -sin(1), 0,
sin(1), cos(1), 0,
0 , 0 , 1;
std::cout << "The matrix A is:\n" << A << "\n\n"
<< "The matrix power A^(pi/4) is:\n" << A.pow(pi/4) << std::endl;
return 0;
}