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Avoid Schur decomposition on (quasi-)triangular matrices. (Huge speed up!)

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Chen-Pang He
2012-09-30 16:30:18 +08:00
parent 332eb36436
commit eb33d307af
2 changed files with 13 additions and 34 deletions
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5
unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h
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@@ -129,7 +129,7 @@ void MatrixLogarithmAtomic<MatrixType>::computeBig(const MatrixType& A, MatrixTy
int numberOfSquareRoots = 0;
int numberOfExtraSquareRoots = 0;
int degree;
MatrixType T = A;
MatrixType T = A, sqrtT;
const RealScalar maxNormForPade = maxPadeDegree<= 5? 5.3149729967117310e-1: // single precision
maxPadeDegree<= 7? 2.6429608311114350e-1: // double precision
maxPadeDegree<= 8? 2.32777776523703892094e-1L: // extended precision
@@ -145,9 +145,8 @@ void MatrixLogarithmAtomic<MatrixType>::computeBig(const MatrixType& A, MatrixTy
break;
++numberOfExtraSquareRoots;
}
MatrixType sqrtT;
MatrixSquareRootTriangular<MatrixType>(T).compute(sqrtT);
T = sqrtT;
T = sqrtT.template triangularView<Upper>();
++numberOfSquareRoots;
}