// 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) 2010-2012 Pavel Holoborodko // Copyright (C) 2010 Konstantin Holoborodko // Copyright (C) 2010 Gael Guennebaud // // 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_MPREALSUPPORT_MODULE_H #define EIGEN_MPREALSUPPORT_MODULE_H #include #include namespace Eigen { /** * \defgroup MPRealSupport_Module MPFRC++ Support module * \code * #include * \endcode * * This module provides support for multi precision floating point numbers * via the MPFR C++ * library which itself is built upon MPFR/GMP. * * You can find a copy of MPFR C++ that is known to be compatible in the unsupported/test/mpreal folder. * * Here is an example: * \code #include #include #include 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 MatrixXmp; typedef Matrix 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 : GenericNumTraits { enum { IsInteger = 0, IsSigned = 1, IsComplex = 0, RequireInitialization = 1, ReadCost = 10, AddCost = 10, MulCost = 40 }; typedef mpfr::mpreal Real; typedef mpfr::mpreal NonInteger; inline static Real highest (long Precision = mpfr::mpreal::get_default_prec()) { return mpfr::maxval(Precision); } inline static Real lowest (long Precision = mpfr::mpreal::get_default_prec()) { return -mpfr::maxval(Precision); } // Constants inline static Real Pi (long Precision = mpfr::mpreal::get_default_prec()) { return mpfr::const_pi(Precision); } inline static Real Euler (long Precision = mpfr::mpreal::get_default_prec()) { return mpfr::const_euler(Precision); } inline static Real Log2 (long Precision = mpfr::mpreal::get_default_prec()) { return mpfr::const_log2(Precision); } inline static Real Catalan (long Precision = mpfr::mpreal::get_default_prec()) { return mpfr::const_catalan(Precision); } inline static Real epsilon (long Precision = mpfr::mpreal::get_default_prec()) { return mpfr::machine_epsilon(Precision); } inline static Real epsilon (const Real& x) { return mpfr::machine_epsilon(x); } inline static Real dummy_precision() { unsigned int weak_prec = ((mpfr::mpreal::get_default_prec()-1) * 90) / 100; return mpfr::machine_epsilon(weak_prec); } }; namespace internal { template<> inline mpfr::mpreal random() { return mpfr::random(); } template<> inline mpfr::mpreal random(const mpfr::mpreal& a, const mpfr::mpreal& b) { return a + (b-a) * random(); } inline bool isMuchSmallerThan(const mpfr::mpreal& a, const mpfr::mpreal& b, const mpfr::mpreal& eps) { return mpfr::abs(a) <= mpfr::abs(b) * eps; } inline bool isApprox(const mpfr::mpreal& a, const mpfr::mpreal& b, const mpfr::mpreal& eps) { return mpfr::isEqualFuzzy(a,b,eps); } inline bool isApproxOrLessThan(const mpfr::mpreal& a, const mpfr::mpreal& b, const mpfr::mpreal& eps) { return a <= b || mpfr::isEqualFuzzy(a,b,eps); } template<> inline long double cast(const mpfr::mpreal& x) { return x.toLDouble(); } template<> inline double cast(const mpfr::mpreal& x) { return x.toDouble(); } template<> inline long cast(const mpfr::mpreal& x) { return x.toLong(); } template<> inline int cast(const mpfr::mpreal& x) { return int(x.toLong()); } } // end namespace internal } #endif // EIGEN_MPREALSUPPORT_MODULE_H