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Add a method to SelfAdjointEigenSolver for computing the matrix exponential

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Rasmus Munk Larsen
2025-10-05 15:06:04 +00:00
parent 32b0f386bc
commit 7eaf9ae68d
2 changed files with 27 additions and 0 deletions
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16
Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
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@@ -325,6 +325,22 @@ class SelfAdjointEigenSolver {
return m_eivec * m_eivalues.cwiseSqrt().asDiagonal() * m_eivec.adjoint();
}
/** \brief Computes the matrix exponential the matrix.
*
* \returns the matrix exponential the matrix.
*
* \pre The eigenvalues and eigenvectors of a positive-definite matrix
* have been computed before.
*
* \sa operatorInverseSqrt(), operatorSqrt(),
* <a href="unsupported/group__MatrixFunctions__Module.html">MatrixFunctions Module</a>
*/
EIGEN_DEVICE_FUNC MatrixType operatorExp() const {
eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
return m_eivec * m_eivalues.array().exp().matrix().asDiagonal() * m_eivec.adjoint();
}
/** \brief Computes the inverse square root of the matrix.
*
* \returns the inverse positive-definite square root of the matrix