17faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez// This file is part of Eigen, a lightweight C++ template library
27faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez// for linear algebra.
37faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez//
47faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez// Copyright (C) 2012, 2013 Chen-Pang He <jdh8@ms63.hinet.net>
57faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez//
67faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez// This Source Code Form is subject to the terms of the Mozilla
77faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez// Public License v. 2.0. If a copy of the MPL was not distributed
87faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
97faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
107faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez#ifndef EIGEN_MATRIX_POWER
117faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez#define EIGEN_MATRIX_POWER
127faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
137faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeznamespace Eigen {
147faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
157faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType> class MatrixPower;
167faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
172b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang/**
182b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * \ingroup MatrixFunctions_Module
192b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang *
202b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * \brief Proxy for the matrix power of some matrix.
212b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang *
222b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * \tparam MatrixType  type of the base, a matrix.
232b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang *
242b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * This class holds the arguments to the matrix power until it is
252b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * assigned or evaluated for some other reason (so the argument
262b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * should not be changed in the meantime). It is the return type of
272b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * MatrixPower::operator() and related functions and most of the
282b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * time this is the only way it is used.
292b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang */
302b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang/* TODO This class is only used by MatrixPower, so it should be nested
312b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * into MatrixPower, like MatrixPower::ReturnValue. However, my
322b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * compiler complained about unused template parameter in the
332b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * following declaration in namespace internal.
342b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang *
352b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * template<typename MatrixType>
362b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * struct traits<MatrixPower<MatrixType>::ReturnValue>;
372b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang */
387faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
392b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangclass MatrixPowerParenthesesReturnValue : public ReturnByValue< MatrixPowerParenthesesReturnValue<MatrixType> >
407faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
417faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  public:
427faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    typedef typename MatrixType::RealScalar RealScalar;
437faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    typedef typename MatrixType::Index Index;
447faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
452b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    /**
462b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \brief Constructor.
472b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     *
482b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \param[in] pow  %MatrixPower storing the base.
492b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \param[in] p    scalar, the exponent of the matrix power.
502b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     */
512b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    MatrixPowerParenthesesReturnValue(MatrixPower<MatrixType>& pow, RealScalar p) : m_pow(pow), m_p(p)
527faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    { }
537faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
542b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    /**
552b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \brief Compute the matrix power.
562b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     *
572b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \param[out] result
582b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     */
597faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    template<typename ResultType>
607faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    inline void evalTo(ResultType& res) const
617faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    { m_pow.compute(res, m_p); }
627faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
637faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    Index rows() const { return m_pow.rows(); }
647faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    Index cols() const { return m_pow.cols(); }
657faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
667faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  private:
677faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    MatrixPower<MatrixType>& m_pow;
687faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    const RealScalar m_p;
697faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez};
707faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
712b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang/**
722b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * \ingroup MatrixFunctions_Module
732b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang *
742b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * \brief Class for computing matrix powers.
752b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang *
762b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * \tparam MatrixType  type of the base, expected to be an instantiation
772b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * of the Matrix class template.
782b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang *
792b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * This class is capable of computing triangular real/complex matrices
802b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * raised to a power in the interval \f$ (-1, 1) \f$.
812b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang *
822b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * \note Currently this class is only used by MatrixPower. One may
832b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * insist that this be nested into MatrixPower. This class is here to
842b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * faciliate future development of triangular matrix functions.
852b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang */
867faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
872b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangclass MatrixPowerAtomic : internal::noncopyable
887faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
897faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  private:
907faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    enum {
917faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
927faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime
937faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    };
947faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    typedef typename MatrixType::Scalar Scalar;
957faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    typedef typename MatrixType::RealScalar RealScalar;
967faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    typedef std::complex<RealScalar> ComplexScalar;
977faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    typedef typename MatrixType::Index Index;
982b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    typedef Block<MatrixType,Dynamic,Dynamic> ResultType;
997faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
1007faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    const MatrixType& m_A;
1017faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    RealScalar m_p;
1027faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
1032b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    void computePade(int degree, const MatrixType& IminusT, ResultType& res) const;
1042b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    void compute2x2(ResultType& res, RealScalar p) const;
1052b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    void computeBig(ResultType& res) const;
1067faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    static int getPadeDegree(float normIminusT);
1077faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    static int getPadeDegree(double normIminusT);
1087faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    static int getPadeDegree(long double normIminusT);
1097faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    static ComplexScalar computeSuperDiag(const ComplexScalar&, const ComplexScalar&, RealScalar p);
1107faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    static RealScalar computeSuperDiag(RealScalar, RealScalar, RealScalar p);
1117faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
1127faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  public:
1132b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    /**
1142b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \brief Constructor.
1152b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     *
1162b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \param[in] T  the base of the matrix power.
1172b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \param[in] p  the exponent of the matrix power, should be in
1182b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \f$ (-1, 1) \f$.
1192b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     *
1202b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * The class stores a reference to T, so it should not be changed
1212b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * (or destroyed) before evaluation. Only the upper triangular
1222b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * part of T is read.
1232b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     */
1247faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    MatrixPowerAtomic(const MatrixType& T, RealScalar p);
1252b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
1262b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    /**
1272b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \brief Compute the matrix power.
1282b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     *
1292b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \param[out] res  \f$ A^p \f$ where A and p are specified in the
1302b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * constructor.
1312b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     */
1322b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    void compute(ResultType& res) const;
1337faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez};
1347faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
1357faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
1367faaa9f3f0df9d23790277834d426c3d992ac3baCarlos HernandezMatrixPowerAtomic<MatrixType>::MatrixPowerAtomic(const MatrixType& T, RealScalar p) :
1377faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  m_A(T), m_p(p)
1382b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang{
1392b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  eigen_assert(T.rows() == T.cols());
1402b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  eigen_assert(p > -1 && p < 1);
1412b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang}
1427faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
1437faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
1442b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangvoid MatrixPowerAtomic<MatrixType>::compute(ResultType& res) const
1457faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
1462b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  using std::pow;
1477faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  switch (m_A.rows()) {
1487faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    case 0:
1497faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      break;
1507faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    case 1:
1512b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang      res(0,0) = pow(m_A(0,0), m_p);
1527faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      break;
1537faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    case 2:
1547faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      compute2x2(res, m_p);
1557faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      break;
1567faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    default:
1577faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      computeBig(res);
1587faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  }
1597faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez}
1607faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
1617faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
1622b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangvoid MatrixPowerAtomic<MatrixType>::computePade(int degree, const MatrixType& IminusT, ResultType& res) const
1637faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
1642b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  int i = 2*degree;
1652b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  res = (m_p-degree) / (2*i-2) * IminusT;
1662b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
1677faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  for (--i; i; --i) {
1687faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    res = (MatrixType::Identity(IminusT.rows(), IminusT.cols()) + res).template triangularView<Upper>()
1692b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang	.solve((i==1 ? -m_p : i&1 ? (-m_p-i/2)/(2*i) : (m_p-i/2)/(2*i-2)) * IminusT).eval();
1707faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  }
1717faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  res += MatrixType::Identity(IminusT.rows(), IminusT.cols());
1727faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez}
1737faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
1747faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez// This function assumes that res has the correct size (see bug 614)
1757faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
1762b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangvoid MatrixPowerAtomic<MatrixType>::compute2x2(ResultType& res, RealScalar p) const
1777faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
1787faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  using std::abs;
1797faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  using std::pow;
1807faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  res.coeffRef(0,0) = pow(m_A.coeff(0,0), p);
1817faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
1827faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  for (Index i=1; i < m_A.cols(); ++i) {
1837faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    res.coeffRef(i,i) = pow(m_A.coeff(i,i), p);
1847faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    if (m_A.coeff(i-1,i-1) == m_A.coeff(i,i))
1857faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      res.coeffRef(i-1,i) = p * pow(m_A.coeff(i,i), p-1);
1867faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    else if (2*abs(m_A.coeff(i-1,i-1)) < abs(m_A.coeff(i,i)) || 2*abs(m_A.coeff(i,i)) < abs(m_A.coeff(i-1,i-1)))
1877faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      res.coeffRef(i-1,i) = (res.coeff(i,i)-res.coeff(i-1,i-1)) / (m_A.coeff(i,i)-m_A.coeff(i-1,i-1));
1887faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    else
1897faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      res.coeffRef(i-1,i) = computeSuperDiag(m_A.coeff(i,i), m_A.coeff(i-1,i-1), p);
1907faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    res.coeffRef(i-1,i) *= m_A.coeff(i-1,i);
1917faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  }
1927faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez}
1937faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
1947faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
1952b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangvoid MatrixPowerAtomic<MatrixType>::computeBig(ResultType& res) const
1967faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
1972b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  using std::ldexp;
1987faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  const int digits = std::numeric_limits<RealScalar>::digits;
1992b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  const RealScalar maxNormForPade = digits <=  24? 4.3386528e-1L                            // single precision
2002b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang                                  : digits <=  53? 2.789358995219730e-1L                    // double precision
2012b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang                                  : digits <=  64? 2.4471944416607995472e-1L                // extended precision
2022b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang                                  : digits <= 106? 1.1016843812851143391275867258512e-1L    // double-double
2032b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang                                  :                9.134603732914548552537150753385375e-2L; // quadruple precision
2047faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  MatrixType IminusT, sqrtT, T = m_A.template triangularView<Upper>();
2057faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  RealScalar normIminusT;
2067faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  int degree, degree2, numberOfSquareRoots = 0;
2077faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  bool hasExtraSquareRoot = false;
2087faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
2097faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  for (Index i=0; i < m_A.cols(); ++i)
2107faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    eigen_assert(m_A(i,i) != RealScalar(0));
2117faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
2127faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  while (true) {
2137faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    IminusT = MatrixType::Identity(m_A.rows(), m_A.cols()) - T;
2147faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    normIminusT = IminusT.cwiseAbs().colwise().sum().maxCoeff();
2157faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    if (normIminusT < maxNormForPade) {
2167faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      degree = getPadeDegree(normIminusT);
2177faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      degree2 = getPadeDegree(normIminusT/2);
2187faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      if (degree - degree2 <= 1 || hasExtraSquareRoot)
2197faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez	break;
2207faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      hasExtraSquareRoot = true;
2217faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    }
2222b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    matrix_sqrt_triangular(T, sqrtT);
2237faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    T = sqrtT.template triangularView<Upper>();
2247faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    ++numberOfSquareRoots;
2257faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  }
2267faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  computePade(degree, IminusT, res);
2277faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
2287faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  for (; numberOfSquareRoots; --numberOfSquareRoots) {
2292b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    compute2x2(res, ldexp(m_p, -numberOfSquareRoots));
2307faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    res = res.template triangularView<Upper>() * res;
2317faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  }
2327faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  compute2x2(res, m_p);
2337faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez}
2347faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
2357faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
2367faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandezinline int MatrixPowerAtomic<MatrixType>::getPadeDegree(float normIminusT)
2377faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
2387faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  const float maxNormForPade[] = { 2.8064004e-1f /* degree = 3 */ , 4.3386528e-1f };
2397faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  int degree = 3;
2407faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  for (; degree <= 4; ++degree)
2417faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    if (normIminusT <= maxNormForPade[degree - 3])
2427faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      break;
2437faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  return degree;
2447faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez}
2457faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
2467faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
2477faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandezinline int MatrixPowerAtomic<MatrixType>::getPadeDegree(double normIminusT)
2487faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
2497faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  const double maxNormForPade[] = { 1.884160592658218e-2 /* degree = 3 */ , 6.038881904059573e-2, 1.239917516308172e-1,
2507faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      1.999045567181744e-1, 2.789358995219730e-1 };
2517faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  int degree = 3;
2527faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  for (; degree <= 7; ++degree)
2537faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    if (normIminusT <= maxNormForPade[degree - 3])
2547faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      break;
2557faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  return degree;
2567faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez}
2577faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
2587faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
2597faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandezinline int MatrixPowerAtomic<MatrixType>::getPadeDegree(long double normIminusT)
2607faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
2617faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez#if   LDBL_MANT_DIG == 53
2627faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  const int maxPadeDegree = 7;
2637faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  const double maxNormForPade[] = { 1.884160592658218e-2L /* degree = 3 */ , 6.038881904059573e-2L, 1.239917516308172e-1L,
2647faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      1.999045567181744e-1L, 2.789358995219730e-1L };
2657faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez#elif LDBL_MANT_DIG <= 64
2667faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  const int maxPadeDegree = 8;
2672b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  const long double maxNormForPade[] = { 6.3854693117491799460e-3L /* degree = 3 */ , 2.6394893435456973676e-2L,
2687faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      6.4216043030404063729e-2L, 1.1701165502926694307e-1L, 1.7904284231268670284e-1L, 2.4471944416607995472e-1L };
2697faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez#elif LDBL_MANT_DIG <= 106
2707faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  const int maxPadeDegree = 10;
2717faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  const double maxNormForPade[] = { 1.0007161601787493236741409687186e-4L /* degree = 3 */ ,
2727faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      1.0007161601787493236741409687186e-3L, 4.7069769360887572939882574746264e-3L, 1.3220386624169159689406653101695e-2L,
2737faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      2.8063482381631737920612944054906e-2L, 4.9625993951953473052385361085058e-2L, 7.7367040706027886224557538328171e-2L,
2747faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      1.1016843812851143391275867258512e-1L };
2757faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez#else
2767faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  const int maxPadeDegree = 10;
2777faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  const double maxNormForPade[] = { 5.524506147036624377378713555116378e-5L /* degree = 3 */ ,
2787faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      6.640600568157479679823602193345995e-4L, 3.227716520106894279249709728084626e-3L,
2797faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      9.619593944683432960546978734646284e-3L, 2.134595382433742403911124458161147e-2L,
2807faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      3.908166513900489428442993794761185e-2L, 6.266780814639442865832535460550138e-2L,
2817faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      9.134603732914548552537150753385375e-2L };
2827faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez#endif
2837faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  int degree = 3;
2847faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  for (; degree <= maxPadeDegree; ++degree)
2857faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    if (normIminusT <= maxNormForPade[degree - 3])
2867faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      break;
2877faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  return degree;
2887faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez}
2897faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
2907faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
2917faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandezinline typename MatrixPowerAtomic<MatrixType>::ComplexScalar
2927faaa9f3f0df9d23790277834d426c3d992ac3baCarlos HernandezMatrixPowerAtomic<MatrixType>::computeSuperDiag(const ComplexScalar& curr, const ComplexScalar& prev, RealScalar p)
2937faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
2942b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  using std::ceil;
2952b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  using std::exp;
2962b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  using std::log;
2972b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  using std::sinh;
2982b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
2992b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  ComplexScalar logCurr = log(curr);
3002b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  ComplexScalar logPrev = log(prev);
3012b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  int unwindingNumber = ceil((numext::imag(logCurr - logPrev) - RealScalar(EIGEN_PI)) / RealScalar(2*EIGEN_PI));
3022b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  ComplexScalar w = numext::log1p((curr-prev)/prev)/RealScalar(2) + ComplexScalar(0, EIGEN_PI*unwindingNumber);
3032b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  return RealScalar(2) * exp(RealScalar(0.5) * p * (logCurr + logPrev)) * sinh(p * w) / (curr - prev);
3047faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez}
3057faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
3067faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
3077faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandezinline typename MatrixPowerAtomic<MatrixType>::RealScalar
3087faaa9f3f0df9d23790277834d426c3d992ac3baCarlos HernandezMatrixPowerAtomic<MatrixType>::computeSuperDiag(RealScalar curr, RealScalar prev, RealScalar p)
3097faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
3102b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  using std::exp;
3112b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  using std::log;
3122b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  using std::sinh;
3132b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
3142b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  RealScalar w = numext::log1p((curr-prev)/prev)/RealScalar(2);
3152b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  return 2 * exp(p * (log(curr) + log(prev)) / 2) * sinh(p * w) / (curr - prev);
3167faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez}
3177faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
3187faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez/**
3197faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * \ingroup MatrixFunctions_Module
3207faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez *
3217faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * \brief Class for computing matrix powers.
3227faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez *
3237faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * \tparam MatrixType  type of the base, expected to be an instantiation
3247faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * of the Matrix class template.
3257faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez *
3267faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * This class is capable of computing real/complex matrices raised to
3277faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * an arbitrary real power. Meanwhile, it saves the result of Schur
3287faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * decomposition if an non-integral power has even been calculated.
3297faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * Therefore, if you want to compute multiple (>= 2) matrix powers
3307faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * for the same matrix, using the class directly is more efficient than
3317faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * calling MatrixBase::pow().
3327faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez *
3337faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * Example:
3347faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * \include MatrixPower_optimal.cpp
3357faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * Output: \verbinclude MatrixPower_optimal.out
3367faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez */
3377faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
3382b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangclass MatrixPower : internal::noncopyable
3397faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
3407faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  private:
3417faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    typedef typename MatrixType::Scalar Scalar;
3427faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    typedef typename MatrixType::RealScalar RealScalar;
3437faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    typedef typename MatrixType::Index Index;
3447faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
3457faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  public:
3467faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    /**
3477faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * \brief Constructor.
3487faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     *
3497faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * \param[in] A  the base of the matrix power.
3507faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     *
3517faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * The class stores a reference to A, so it should not be changed
3527faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * (or destroyed) before evaluation.
3537faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     */
3542b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    explicit MatrixPower(const MatrixType& A) :
3552b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang      m_A(A),
3562b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang      m_conditionNumber(0),
3572b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang      m_rank(A.cols()),
3582b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang      m_nulls(0)
3597faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    { eigen_assert(A.rows() == A.cols()); }
3607faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
3617faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    /**
3627faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * \brief Returns the matrix power.
3637faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     *
3647faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * \param[in] p  exponent, a real scalar.
3657faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * \return The expression \f$ A^p \f$, where A is specified in the
3667faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * constructor.
3677faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     */
3682b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    const MatrixPowerParenthesesReturnValue<MatrixType> operator()(RealScalar p)
3692b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    { return MatrixPowerParenthesesReturnValue<MatrixType>(*this, p); }
3707faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
3717faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    /**
3727faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * \brief Compute the matrix power.
3737faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     *
3747faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * \param[in]  p    exponent, a real scalar.
3757faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * \param[out] res  \f$ A^p \f$ where A is specified in the
3767faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * constructor.
3777faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     */
3787faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    template<typename ResultType>
3797faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    void compute(ResultType& res, RealScalar p);
3807faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
3817faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    Index rows() const { return m_A.rows(); }
3827faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    Index cols() const { return m_A.cols(); }
3837faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
3847faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  private:
3857faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    typedef std::complex<RealScalar> ComplexScalar;
3862b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    typedef Matrix<ComplexScalar, Dynamic, Dynamic, 0,
3872b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang              MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime> ComplexMatrix;
3887faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
3892b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    /** \brief Reference to the base of matrix power. */
3907faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    typename MatrixType::Nested m_A;
3912b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
3922b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    /** \brief Temporary storage. */
3937faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    MatrixType m_tmp;
3942b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
3952b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    /** \brief Store the result of Schur decomposition. */
3962b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    ComplexMatrix m_T, m_U;
3972b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
3982b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    /** \brief Store fractional power of m_T. */
3992b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    ComplexMatrix m_fT;
4002b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
4012b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    /**
4022b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \brief Condition number of m_A.
4032b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     *
4042b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * It is initialized as 0 to avoid performing unnecessary Schur
4052b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * decomposition, which is the bottleneck.
4062b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     */
4077faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    RealScalar m_conditionNumber;
4087faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
4092b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    /** \brief Rank of m_A. */
4102b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    Index m_rank;
4112b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
4122b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    /** \brief Rank deficiency of m_A. */
4132b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    Index m_nulls;
4142b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
4152b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    /**
4162b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \brief Split p into integral part and fractional part.
4172b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     *
4182b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \param[in]  p        The exponent.
4192b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \param[out] p        The fractional part ranging in \f$ (-1, 1) \f$.
4202b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \param[out] intpart  The integral part.
4212b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     *
4222b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * Only if the fractional part is nonzero, it calls initialize().
4232b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     */
4242b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    void split(RealScalar& p, RealScalar& intpart);
4252b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
4262b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    /** \brief Perform Schur decomposition for fractional power. */
4272b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    void initialize();
4287faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
4297faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    template<typename ResultType>
4302b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    void computeIntPower(ResultType& res, RealScalar p);
4317faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
4327faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    template<typename ResultType>
4332b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    void computeFracPower(ResultType& res, RealScalar p);
4347faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
4357faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    template<int Rows, int Cols, int Options, int MaxRows, int MaxCols>
4367faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    static void revertSchur(
4377faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez        Matrix<ComplexScalar, Rows, Cols, Options, MaxRows, MaxCols>& res,
4387faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez        const ComplexMatrix& T,
4397faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez        const ComplexMatrix& U);
4407faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
4417faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    template<int Rows, int Cols, int Options, int MaxRows, int MaxCols>
4427faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    static void revertSchur(
4437faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez        Matrix<RealScalar, Rows, Cols, Options, MaxRows, MaxCols>& res,
4447faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez        const ComplexMatrix& T,
4457faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez        const ComplexMatrix& U);
4467faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez};
4477faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
4487faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
4497faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename ResultType>
4507faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandezvoid MatrixPower<MatrixType>::compute(ResultType& res, RealScalar p)
4517faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
4522b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  using std::pow;
4537faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  switch (cols()) {
4547faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    case 0:
4557faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      break;
4567faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    case 1:
4572b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang      res(0,0) = pow(m_A.coeff(0,0), p);
4587faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      break;
4597faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    default:
4602b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang      RealScalar intpart;
4612b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang      split(p, intpart);
4622b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
4632b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang      res = MatrixType::Identity(rows(), cols());
4647faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      computeIntPower(res, intpart);
4652b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang      if (p) computeFracPower(res, p);
4667faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  }
4677faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez}
4687faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
4697faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
4702b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangvoid MatrixPower<MatrixType>::split(RealScalar& p, RealScalar& intpart)
4717faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
4722b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  using std::floor;
4732b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  using std::pow;
4747faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
4752b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  intpart = floor(p);
4762b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  p -= intpart;
4777faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
4782b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  // Perform Schur decomposition if it is not yet performed and the power is
4792b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  // not an integer.
4802b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  if (!m_conditionNumber && p)
4812b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    initialize();
4822b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
4832b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  // Choose the more stable of intpart = floor(p) and intpart = ceil(p).
4842b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  if (p > RealScalar(0.5) && p > (1-p) * pow(m_conditionNumber, p)) {
4852b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    --p;
4862b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    ++intpart;
4872b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  }
4882b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang}
4892b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
4902b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangtemplate<typename MatrixType>
4912b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangvoid MatrixPower<MatrixType>::initialize()
4922b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang{
4932b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  const ComplexSchur<MatrixType> schurOfA(m_A);
4942b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  JacobiRotation<ComplexScalar> rot;
4952b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  ComplexScalar eigenvalue;
4962b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
4972b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  m_fT.resizeLike(m_A);
4982b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  m_T = schurOfA.matrixT();
4992b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  m_U = schurOfA.matrixU();
5002b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  m_conditionNumber = m_T.diagonal().array().abs().maxCoeff() / m_T.diagonal().array().abs().minCoeff();
5012b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
5022b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  // Move zero eigenvalues to the bottom right corner.
5032b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  for (Index i = cols()-1; i>=0; --i) {
5042b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    if (m_rank <= 2)
5052b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang      return;
5062b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    if (m_T.coeff(i,i) == RealScalar(0)) {
5072b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang      for (Index j=i+1; j < m_rank; ++j) {
5082b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang        eigenvalue = m_T.coeff(j,j);
5092b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang        rot.makeGivens(m_T.coeff(j-1,j), eigenvalue);
5102b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang        m_T.applyOnTheRight(j-1, j, rot);
5112b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang        m_T.applyOnTheLeft(j-1, j, rot.adjoint());
5122b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang        m_T.coeffRef(j-1,j-1) = eigenvalue;
5132b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang        m_T.coeffRef(j,j) = RealScalar(0);
5142b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang        m_U.applyOnTheRight(j-1, j, rot);
5152b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang      }
5162b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang      --m_rank;
5172b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    }
5187faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  }
5197faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
5202b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  m_nulls = rows() - m_rank;
5212b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  if (m_nulls) {
5222b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    eigen_assert(m_T.bottomRightCorner(m_nulls, m_nulls).isZero()
5232b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang        && "Base of matrix power should be invertible or with a semisimple zero eigenvalue.");
5242b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    m_fT.bottomRows(m_nulls).fill(RealScalar(0));
5257faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  }
5267faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez}
5277faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
5287faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
5297faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename ResultType>
5307faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandezvoid MatrixPower<MatrixType>::computeIntPower(ResultType& res, RealScalar p)
5317faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
5322b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  using std::abs;
5332b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  using std::fmod;
5342b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  RealScalar pp = abs(p);
5357faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
5362b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  if (p<0)
5372b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    m_tmp = m_A.inverse();
5382b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  else
5392b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    m_tmp = m_A;
5407faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
5412b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  while (true) {
5422b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    if (fmod(pp, 2) >= 1)
5437faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez      res = m_tmp * res;
5447faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    pp /= 2;
5452b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    if (pp < 1)
5462b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang      break;
5472b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    m_tmp *= m_tmp;
5487faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  }
5497faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez}
5507faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
5517faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
5527faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename ResultType>
5537faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandezvoid MatrixPower<MatrixType>::computeFracPower(ResultType& res, RealScalar p)
5547faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
5552b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  Block<ComplexMatrix,Dynamic,Dynamic> blockTp(m_fT, 0, 0, m_rank, m_rank);
5562b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  eigen_assert(m_conditionNumber);
5572b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  eigen_assert(m_rank + m_nulls == rows());
5582b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
5592b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  MatrixPowerAtomic<ComplexMatrix>(m_T.topLeftCorner(m_rank, m_rank), p).compute(blockTp);
5602b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  if (m_nulls) {
5612b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    m_fT.topRightCorner(m_rank, m_nulls) = m_T.topLeftCorner(m_rank, m_rank).template triangularView<Upper>()
5622b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang        .solve(blockTp * m_T.topRightCorner(m_rank, m_nulls));
5637faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  }
5642b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  revertSchur(m_tmp, m_fT, m_U);
5652b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  res = m_tmp * res;
5667faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez}
5677faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
5687faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
5697faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<int Rows, int Cols, int Options, int MaxRows, int MaxCols>
5707faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandezinline void MatrixPower<MatrixType>::revertSchur(
5717faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    Matrix<ComplexScalar, Rows, Cols, Options, MaxRows, MaxCols>& res,
5727faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    const ComplexMatrix& T,
5737faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    const ComplexMatrix& U)
5747faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{ res.noalias() = U * (T.template triangularView<Upper>() * U.adjoint()); }
5757faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
5767faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixType>
5777faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<int Rows, int Cols, int Options, int MaxRows, int MaxCols>
5787faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandezinline void MatrixPower<MatrixType>::revertSchur(
5797faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    Matrix<RealScalar, Rows, Cols, Options, MaxRows, MaxCols>& res,
5807faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    const ComplexMatrix& T,
5817faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    const ComplexMatrix& U)
5827faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{ res.noalias() = (U * (T.template triangularView<Upper>() * U.adjoint())).real(); }
5837faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
5847faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez/**
5857faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * \ingroup MatrixFunctions_Module
5867faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez *
5877faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * \brief Proxy for the matrix power of some matrix (expression).
5887faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez *
5897faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * \tparam Derived  type of the base, a matrix (expression).
5907faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez *
5917faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * This class holds the arguments to the matrix power until it is
5927faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * assigned or evaluated for some other reason (so the argument
5937faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * should not be changed in the meantime). It is the return type of
5947faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * MatrixBase::pow() and related functions and most of the
5957faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez * time this is the only way it is used.
5967faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez */
5977faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename Derived>
5987faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandezclass MatrixPowerReturnValue : public ReturnByValue< MatrixPowerReturnValue<Derived> >
5997faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{
6007faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  public:
6017faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    typedef typename Derived::PlainObject PlainObject;
6027faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    typedef typename Derived::RealScalar RealScalar;
6037faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    typedef typename Derived::Index Index;
6047faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
6057faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    /**
6067faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * \brief Constructor.
6077faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     *
6087faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * \param[in] A  %Matrix (expression), the base of the matrix power.
6092b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \param[in] p  real scalar, the exponent of the matrix power.
6107faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     */
6117faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    MatrixPowerReturnValue(const Derived& A, RealScalar p) : m_A(A), m_p(p)
6127faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    { }
6137faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
6147faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    /**
6157faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * \brief Compute the matrix power.
6167faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     *
6177faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * \param[out] result  \f$ A^p \f$ where \p A and \p p are as in the
6187faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     * constructor.
6197faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez     */
6207faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    template<typename ResultType>
6217faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    inline void evalTo(ResultType& res) const
6227faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    { MatrixPower<PlainObject>(m_A.eval()).compute(res, m_p); }
6237faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
6247faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    Index rows() const { return m_A.rows(); }
6257faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    Index cols() const { return m_A.cols(); }
6267faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
6277faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez  private:
6287faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    const Derived& m_A;
6297faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    const RealScalar m_p;
6302b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang};
6312b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
6322b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang/**
6332b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * \ingroup MatrixFunctions_Module
6342b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang *
6352b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * \brief Proxy for the matrix power of some matrix (expression).
6362b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang *
6372b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * \tparam Derived  type of the base, a matrix (expression).
6382b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang *
6392b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * This class holds the arguments to the matrix power until it is
6402b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * assigned or evaluated for some other reason (so the argument
6412b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * should not be changed in the meantime). It is the return type of
6422b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * MatrixBase::pow() and related functions and most of the
6432b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * time this is the only way it is used.
6442b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang */
6452b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangtemplate<typename Derived>
6462b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangclass MatrixComplexPowerReturnValue : public ReturnByValue< MatrixComplexPowerReturnValue<Derived> >
6472b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang{
6482b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  public:
6492b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    typedef typename Derived::PlainObject PlainObject;
6502b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    typedef typename std::complex<typename Derived::RealScalar> ComplexScalar;
6512b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    typedef typename Derived::Index Index;
6522b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
6532b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    /**
6542b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \brief Constructor.
6552b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     *
6562b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \param[in] A  %Matrix (expression), the base of the matrix power.
6572b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \param[in] p  complex scalar, the exponent of the matrix power.
6582b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     */
6592b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    MatrixComplexPowerReturnValue(const Derived& A, const ComplexScalar& p) : m_A(A), m_p(p)
6602b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    { }
6612b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
6622b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    /**
6632b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \brief Compute the matrix power.
6642b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     *
6652b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * Because \p p is complex, \f$ A^p \f$ is simply evaluated as \f$
6662b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \exp(p \log(A)) \f$.
6672b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     *
6682b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * \param[out] result  \f$ A^p \f$ where \p A and \p p are as in the
6692b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     * constructor.
6702b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang     */
6712b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    template<typename ResultType>
6722b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    inline void evalTo(ResultType& res) const
6732b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    { res = (m_p * m_A.log()).exp(); }
6742b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
6752b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    Index rows() const { return m_A.rows(); }
6762b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    Index cols() const { return m_A.cols(); }
6772b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
6782b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang  private:
6792b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    const Derived& m_A;
6802b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang    const ComplexScalar m_p;
6817faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez};
6827faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
6837faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeznamespace internal {
6847faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
6857faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename MatrixPowerType>
6862b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangstruct traits< MatrixPowerParenthesesReturnValue<MatrixPowerType> >
6877faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{ typedef typename MatrixPowerType::PlainObject ReturnType; };
6887faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
6897faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename Derived>
6907faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandezstruct traits< MatrixPowerReturnValue<Derived> >
6917faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{ typedef typename Derived::PlainObject ReturnType; };
6927faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
6932b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangtemplate<typename Derived>
6942b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangstruct traits< MatrixComplexPowerReturnValue<Derived> >
6952b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang{ typedef typename Derived::PlainObject ReturnType; };
6962b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
6977faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez}
6987faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
6997faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<typename Derived>
7007faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandezconst MatrixPowerReturnValue<Derived> MatrixBase<Derived>::pow(const RealScalar& p) const
7017faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez{ return MatrixPowerReturnValue<Derived>(derived(), p); }
7027faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
7032b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangtemplate<typename Derived>
7042b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wangconst MatrixComplexPowerReturnValue<Derived> MatrixBase<Derived>::pow(const std::complex<RealScalar>& p) const
7052b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang{ return MatrixComplexPowerReturnValue<Derived>(derived(), p); }
7062b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang
7077faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez} // namespace Eigen
7087faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez
7097faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez#endif // EIGEN_MATRIX_POWER
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