// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2012 Chen-Pang He // // 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_MATRIX_POWER #define EIGEN_MATRIX_POWER #ifndef M_PI #define M_PI 3.141592653589793238462643383279503L #endif namespace Eigen { /** * \ingroup MatrixFunctions_Module * * \brief Class for computing matrix powers. * * \tparam MatrixType type of the base, expected to be an instantiation * of the Matrix class template. * \tparam RealScalar type of the exponent, a real scalar. * \tparam PlainObject type of the multiplier. * \tparam IsInteger used internally to select correct specialization. */ template ::IsInteger> class MatrixPower { public: /** * \brief Constructor. * * \param[in] A the base of the matrix power. * \param[in] p the exponent of the matrix power. * \param[in] b the multiplier. */ MatrixPower(const MatrixType& A, const RealScalar& p, const PlainObject& b) : m_A(A), m_p(p), m_b(b), m_dimA(A.cols()), m_dimb(b.cols()) { /* empty body */ } /** * \brief Compute the matrix power. * * \param[out] result \f$ A^p b \f$, as specified in the constructor. */ template void compute(ResultType& result); private: typedef internal::traits Traits; static const int Rows = Traits::RowsAtCompileTime; static const int Cols = Traits::ColsAtCompileTime; static const int Options = Traits::Options; static const int MaxRows = Traits::MaxRowsAtCompileTime; static const int MaxCols = Traits::MaxColsAtCompileTime; typedef typename MatrixType::Scalar Scalar; typedef std::complex ComplexScalar; typedef typename MatrixType::Index Index; typedef Matrix ComplexMatrix; typedef Array ComplexArray; /** * \brief Compute the matrix power. * * If \c b is \em fatter than \c A, it computes \f$ A^{p_{\textrm int}} * \f$ first, and then multiplies it with \c b. Otherwise, * #computeChainProduct optimizes the expression. * * \sa computeChainProduct(ResultType&); */ template void computeIntPower(ResultType& result); /** * \brief Convert integral power of the matrix into chain product. * * This optimizes the matrix expression. It automatically chooses binary * powering or matrix chain multiplication or solving the linear system * repetitively, according to which algorithm costs less. */ template void computeChainProduct(ResultType&); /** \brief Compute the cost of binary powering. */ int computeCost(RealScalar); /** \brief Solve the linear system repetitively. */ template void partialPivLuSolve(RealScalar, ResultType&); /** \brief Compute Schur decomposition of #m_A. */ void computeSchurDecomposition(); /** * \brief Split #m_p into integral part and fractional part. * * This method stores the integral part \f$ p_{\textrm int} \f$ into * #m_pint and the fractional part \f$ p_{\textrm frac} \f$ into * #m_pfrac, where #m_pfrac is in the interval \f$ (-1,1) \f$. To * choose between the possibilities below, it considers the computation * of \f$ A^{p_1} \f$ and \f$ A^{p_2} \f$ and determines which of these * computations is the better conditioned. */ void getFractionalExponent(); /** \brief Compute atanh (inverse hyperbolic tangent). */ ComplexScalar atanh(const ComplexScalar& x); /** \brief Compute power of 2x2 triangular matrix. */ void compute2x2(const RealScalar& p); /** * \brief Compute power of triangular matrices with size > 2. * \details This uses a Schur-Padé algorithm. */ void computeBig(); /** \brief Get suitable degree for Pade approximation. (specialized for \c RealScalar = \c double) */ inline int getPadeDegree(double); /* TODO * inline int getPadeDegree(float); * * inline int getPadeDegree(long double); */ /** \brief Compute Padé approximation to matrix fractional power. */ void computePade(int degree, const ComplexMatrix& IminusT); /** \brief Get a certain coefficient of the Padé approximation. */ inline RealScalar coeff(int degree); /** * \brief Store the fractional power into #m_tmp. * * This intended for complex matrices. */ void computeTmp(ComplexScalar); /** * \brief Store the fractional power into #m_tmp. * * This is intended for real matrices. It takes the real part of * \f$ U T^{p_{\textrm frac}} U^H \f$. * * \sa computeTmp(ComplexScalar); */ void computeTmp(RealScalar); const MatrixType& m_A; ///< \brief Reference to the matrix base. const RealScalar& m_p; ///< \brief Reference to the real exponent. const PlainObject& m_b; ///< \brief Reference to the multiplier. const Index m_dimA; ///< \brief The dimension of #m_A, equivalent to %m_A.cols(). const Index m_dimb; ///< \brief The dimension of #m_b, equivalent to %m_b.cols(). MatrixType m_tmp; ///< \brief Used for temporary storage. RealScalar m_pint; ///< \brief Integer part of #m_p. RealScalar m_pfrac; ///< \brief Fractional part of #m_p. ComplexMatrix m_T; ///< \brief Triangular part of Schur decomposition. ComplexMatrix m_U; ///< \brief Unitary part of Schur decomposition. ComplexMatrix m_fT; ///< \brief #m_T to the power of #m_pfrac. ComplexArray m_logTdiag; ///< \brief Logarithm of the main diagonal of #m_T. }; /** * \internal \ingroup MatrixFunctions_Module * \brief Partial specialization for integral exponents. */ template class MatrixPower { public: /** * \brief Constructor. * * \param[in] A the base of the matrix power. * \param[in] p the exponent of the matrix power. * \param[in] b the multiplier. */ MatrixPower(const MatrixType& A, const IntExponent& p, const PlainObject& b) : m_A(A), m_p(p), m_b(b), m_dimA(A.cols()), m_dimb(b.cols()) { /* empty body */ } /** * \brief Compute the matrix power. * * If \c b is \em fatter than \c A, it computes \f$ A^p \f$ first, and * then multiplies it with \c b. Otherwise, #computeChainProduct * optimizes the expression. * * \param[out] result \f$ A^p b \f$, as specified in the constructor. * * \sa computeChainProduct(ResultType&); */ template void compute(ResultType& result); private: typedef typename MatrixType::Index Index; const MatrixType& m_A; ///< \brief Reference to the matrix base. const IntExponent& m_p; ///< \brief Reference to the real exponent. const PlainObject& m_b; ///< \brief Reference to the multiplier. const Index m_dimA; ///< \brief The dimension of #m_A, equivalent to %m_A.cols(). const Index m_dimb; ///< \brief The dimension of #m_b, equivalent to %m_b.cols(). MatrixType m_tmp; ///< \brief Used for temporary storage. /** * \brief Convert matrix power into chain product. * * This optimizes the matrix expression. It automatically chooses binary * powering or matrix chain multiplication or solving the linear system * repetitively, according to which algorithm costs less. */ template void computeChainProduct(ResultType& result); /** \brief Compute the cost of binary powering. */ int computeCost(const IntExponent& p); /** \brief Solve the linear system repetitively. */ template void partialPivLuSolve(IntExponent p, ResultType& result); }; /** * \internal \ingroup MatrixFunctions_Module * \brief Partial specialization for complex matrices raised to complex exponents. */ template class MatrixPower, PlainObject, IsInteger> { private: typedef internal::traits Traits; static const int Rows = Traits::RowsAtCompileTime; static const int Cols = Traits::ColsAtCompileTime; static const int Options = Traits::Options; static const int MaxRows = Traits::MaxRowsAtCompileTime; static const int MaxCols = Traits::MaxColsAtCompileTime; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Index Index; typedef Array ArrayType; public: /** * \brief Constructor. * * \param[in] A the base of the matrix power. * \param[in] p the exponent of the matrix power. * \param[in] b the multiplier. */ MatrixPower(const MatrixType& A, const Scalar& p, const PlainObject& b) : m_A(A), m_p(p), m_b(b), m_dimA(A.cols()), m_dimb(b.cols()) { EIGEN_STATIC_ASSERT(false, COMPLEX_POWER_OF_A_MATRIX_IS_UNDER_CONSTRUCTION) } /** * \brief Compute the matrix power. * * \param[out] result \f$ A^p b \f$, as specified in the constructor. */ template void compute(ResultType& result); private: /** \brief Compute Schur decomposition of #m_A. */ void computeSchurDecomposition(); /** \brief Compute atanh (inverse hyperbolic tangent). */ Scalar atanh(const Scalar& x); /** \brief Compute power of 2x2 triangular matrix. */ void compute2x2(const Scalar& p); /** * \brief Compute power of triangular matrices with size > 2. * \details This uses a Schur-Padé algorithm. */ void computeBig(); /** \brief Get suitable degree for Pade approximation. (specialized for \c RealScalar = \c double) */ inline int getPadeDegree(double); /* TODO * inline int getPadeDegree(float); * * inline int getPadeDegree(long double); */ /** \brief Compute Padé approximation to matrix fractional power. */ void computePade(int degree, const MatrixType& IminusT); /** \brief Get a certain coefficient of the Padé approximation. */ inline Scalar coeff(int degree); const MatrixType& m_A; ///< \brief Reference to the matrix base. const Scalar& m_p; ///< \brief Reference to the real exponent. const PlainObject& m_b; ///< \brief Reference to the multiplier. const Index m_dimA; ///< \brief The dimension of #m_A, equivalent to %m_A.cols(). const Index m_dimb; ///< \brief The dimension of #m_b, equivalent to %m_b.cols(). MatrixType m_tmp; ///< \brief Used for temporary storage. MatrixType m_T; ///< \brief Triangular part of Schur decomposition. MatrixType m_U; ///< \brief Unitary part of Schur decomposition. MatrixType m_fT; ///< \brief #m_T to the power of #m_pfrac. ArrayType m_logTdiag; ///< \brief Logarithm of the main diagonal of #m_T. }; /******* Specialized for real exponents *******/ template template void MatrixPower::compute(ResultType& result) { using std::floor; using std::pow; m_pint = floor(m_p); m_pfrac = m_p - m_pint; if (m_pfrac == RealScalar(0)) computeIntPower(result); else if (m_dimA == 1) result = pow(m_A(0,0), m_p) * m_b; else { computeSchurDecomposition(); getFractionalExponent(); computeIntPower(result); if (m_dimA == 2) compute2x2(m_pfrac); else computeBig(); computeTmp(Scalar()); result *= m_tmp; } } template template void MatrixPower::computeIntPower(ResultType& result) { if (m_dimb > m_dimA) { MatrixType tmp = MatrixType::Identity(m_A.rows(), m_A.cols()); computeChainProduct(tmp); result = tmp * m_b; } else { result = m_b; computeChainProduct(result); } } template template void MatrixPower::computeChainProduct(ResultType& result) { using std::frexp; using std::ldexp; const bool pIsNegative = m_pint < RealScalar(0); RealScalar p = pIsNegative? -m_pint: m_pint; int cost = computeCost(p); if (pIsNegative) { if (p * m_dimb <= cost * m_dimA) { partialPivLuSolve(p, result); return; } else { m_tmp = m_A.inverse(); } } else { m_tmp = m_A; } while (p * m_dimb > cost * m_dimA) { if (fmod(p, RealScalar(2)) >= RealScalar(1)) { result = m_tmp * result; cost--; } m_tmp *= m_tmp; cost--; p = ldexp(p, -1); } for (; p >= RealScalar(1); p--) result = m_tmp * result; } template int MatrixPower::computeCost(RealScalar p) { using std::frexp; using std::ldexp; int cost, tmp; frexp(p, &cost); while (frexp(p, &tmp), tmp > 0) { p -= ldexp(RealScalar(0.5), tmp); cost++; } return cost; } template template void MatrixPower::partialPivLuSolve(RealScalar p, ResultType& result) { const PartialPivLU Asolver(m_A); for (; p >= RealScalar(1); p--) result = Asolver.solve(result); } template void MatrixPower::computeSchurDecomposition() { const ComplexSchur schurOfA(m_A); m_T = schurOfA.matrixT(); m_U = schurOfA.matrixU(); } template void MatrixPower::getFractionalExponent() { using std::pow; typedef Array RealArray; const ComplexArray Tdiag = m_T.diagonal(); RealScalar maxAbsEival, minAbsEival, *begin, *end; RealArray absTdiag; m_logTdiag = Tdiag.log(); absTdiag = Tdiag.abs(); maxAbsEival = minAbsEival = absTdiag[0]; begin = absTdiag.data(); end = begin + m_dimA; // This avoids traversing the array twice. for (RealScalar *ptr = begin + 1; ptr < end; ptr++) { if (*ptr > maxAbsEival) maxAbsEival = *ptr; else if (*ptr < minAbsEival) minAbsEival = *ptr; } if (m_pfrac > RealScalar(0.5) && // This is just a shortcut. m_pfrac > (RealScalar(1) - m_pfrac) * pow(maxAbsEival/minAbsEival, m_pfrac)) { m_pfrac--; m_pint++; } } template std::complex MatrixPower::atanh(const ComplexScalar& x) { using std::abs; using std::log; using std::sqrt; if (abs(x) > sqrt(NumTraits::epsilon())) return RealScalar(0.5) * log((RealScalar(1) + x) / (RealScalar(1) - x)); else return x + x*x*x / RealScalar(3); } template void MatrixPower::compute2x2(const RealScalar& p) { using std::abs; using std::ceil; using std::exp; using std::imag; using std::ldexp; using std::log; using std::pow; using std::sinh; int i, j, unwindingNumber; ComplexScalar w; m_fT(0,0) = pow(m_T(0,0), p); for (j = 1; j < m_dimA; j++) { i = j - 1; m_fT(j,j) = pow(m_T(j,j), p); if (m_T(i,i) == m_T(j,j)) m_fT(i,j) = p * pow(m_T(i,j), p - RealScalar(1)); else if (abs(m_T(i,i)) < ldexp(abs(m_T(j,j)), -1) || abs(m_T(j,j)) < ldexp(abs(m_T(i,i)), -1)) m_fT(i,j) = m_T(i,j) * (m_fT(j,j) - m_fT(i,i)) / (m_T(j,j) - m_T(i,i)); else { // computation in previous branch is inaccurate if abs(m_T(j,j)) \approx abs(m_T(i,i)) unwindingNumber = static_cast(ceil((imag(m_logTdiag[j] - m_logTdiag[i]) - M_PI) / (2 * M_PI))); w = atanh((m_T(j,j) - m_T(i,i)) / (m_T(j,j) + m_T(i,i))) + ComplexScalar(0, M_PI * unwindingNumber); m_fT(i,j) = m_T(i,j) * RealScalar(2) * exp(RealScalar(0.5) * p * (m_logTdiag[j] + m_logTdiag[i])) * sinh(p * w) / (m_T(j,j) - m_T(i,i)); } } } template void MatrixPower::computeBig() { using std::ldexp; const RealScalar maxNormForPade = 2.787629930862099e-1; int degree, degree2, numberOfSquareRoots = 0, numberOfExtraSquareRoots = 0; ComplexMatrix IminusT, sqrtT, T = m_T; RealScalar normIminusT; while (true) { IminusT = ComplexMatrix::Identity(m_A.rows(), m_A.cols()) - T; normIminusT = IminusT.cwiseAbs().colwise().sum().maxCoeff(); if (normIminusT < maxNormForPade) { degree = getPadeDegree(normIminusT); degree2 = getPadeDegree(normIminusT * RealScalar(0.5)); if (degree - degree2 <= 1 || numberOfExtraSquareRoots) break; numberOfExtraSquareRoots++; } MatrixSquareRootTriangular(T).compute(sqrtT); T = sqrtT; numberOfSquareRoots++; } computePade(degree, IminusT); for (; numberOfSquareRoots; numberOfSquareRoots--) { compute2x2(ldexp(m_pfrac, -numberOfSquareRoots)); m_fT *= m_fT; } compute2x2(m_pfrac); } template inline int MatrixPower::getPadeDegree(double normIminusT) { const double maxNormForPade[] = { 1.882832775783885e-2 /* degree = 3 */ , 6.036100693089764e-2, 1.239372725584911e-1, 1.998030690604271e-1, 2.787629930862099e-1 }; for (int degree = 3; degree <= 7; degree++) if (normIminusT <= maxNormForPade[degree - 3]) return degree; assert(false); // this line should never be reached } template void MatrixPower::computePade(int degree, const ComplexMatrix& IminusT) { degree <<= 1; m_fT = coeff(degree) * IminusT; for (int i = degree - 1; i; i--) { m_fT = (ComplexMatrix::Identity(m_A.rows(), m_A.cols()) + m_fT).template triangularView() .solve(coeff(i) * IminusT).eval(); } m_fT += ComplexMatrix::Identity(m_A.rows(), m_A.cols()); } template inline RealScalar MatrixPower::coeff(int i) { if (i == 1) return -m_pfrac; else if (i & 1) return (-m_pfrac - RealScalar(i)) / RealScalar((i<<2) + 2); else return (m_pfrac - RealScalar(i)) / RealScalar((i<<2) - 2); } template void MatrixPower::computeTmp(RealScalar) { m_tmp = (m_U * m_fT * m_U.adjoint()).real(); } template void MatrixPower::computeTmp(ComplexScalar) { m_tmp = (m_U * m_fT * m_U.adjoint()).eval(); } /******* Specialized for integral exponents *******/ template template void MatrixPower::compute(ResultType& result) { if (m_dimb > m_dimA) { MatrixType tmp = MatrixType::Identity(m_dimA, m_dimA); computeChainProduct(tmp); result = tmp * m_b; } else { result = m_b; computeChainProduct(result); } } template int MatrixPower::computeCost(const IntExponent& p) { int cost = 0; IntExponent tmp = p; for (tmp = p >> 1; tmp; tmp >>= 1) cost++; for (tmp = IntExponent(1); tmp <= p; tmp <<= 1) if (tmp & p) cost++; return cost; } template template void MatrixPower::partialPivLuSolve(IntExponent p, ResultType& result) { const PartialPivLU Asolver(m_A); for(; p; p--) result = Asolver.solve(result); } template template void MatrixPower::computeChainProduct(ResultType& result) { const bool pIsNegative = m_p < IntExponent(0); IntExponent p = pIsNegative? -m_p: m_p; int cost = computeCost(p); if (pIsNegative) { if (p * m_dimb <= cost * m_dimA) { partialPivLuSolve(p, result); return; } else { m_tmp = m_A.inverse(); } } else { m_tmp = m_A; } while (p * m_dimb > cost * m_dimA) { if (p & 1) { result = m_tmp * result; cost--; } m_tmp *= m_tmp; cost--; p >>= 1; } for (; p; p--) result = m_tmp * result; } /******* Specialized for complex exponents *******/ template template void MatrixPower,PlainObject,IsInteger>::compute(ResultType& result) { using std::floor; using std::pow; if (m_dimA == 1) result = pow(m_A(0,0), m_p) * m_b; else { computeSchurDecomposition(); if (m_dimA == 2) compute2x2(m_p); else computeBig(); result = m_U * m_fT * m_U.adjoint(); } } template void MatrixPower,PlainObject,IsInteger>::computeSchurDecomposition() { const ComplexSchur schurOfA(m_A); m_T = schurOfA.matrixT(); m_U = schurOfA.matrixU(); m_logTdiag = m_T.diagonal().array().log(); } template typename MatrixType::Scalar MatrixPower,PlainObject,IsInteger>::atanh(const Scalar& x) { using std::abs; using std::log; using std::sqrt; if (abs(x) > sqrt(NumTraits::epsilon())) return RealScalar(0.5) * log((RealScalar(1) + x) / (RealScalar(1) - x)); else return x + x*x*x / RealScalar(3); } template void MatrixPower,PlainObject,IsInteger>::compute2x2(const Scalar& p) { using std::abs; using std::ceil; using std::exp; using std::imag; using std::ldexp; using std::log; using std::pow; using std::sinh; int i, j, unwindingNumber; Scalar w; m_fT(0,0) = pow(m_T(0,0), p); for (j = 1; j < m_dimA; j++) { i = j - 1; m_fT(j,j) = pow(m_T(j,j), p); if (m_T(i,i) == m_T(j,j)) m_fT(i,j) = p * pow(m_T(i,j), p - RealScalar(1)); else if (abs(m_T(i,i)) < ldexp(abs(m_T(j,j)), -1) || abs(m_T(j,j)) < ldexp(abs(m_T(i,i)), -1)) m_fT(i,j) = m_T(i,j) * (m_fT(j,j) - m_fT(i,i)) / (m_T(j,j) - m_T(i,i)); else { // computation in previous branch is inaccurate if abs(m_T(j,j)) \approx abs(m_T(i,i)) unwindingNumber = static_cast(ceil((imag(m_logTdiag[j] - m_logTdiag[i]) - M_PI) / (2 * M_PI))); w = atanh((m_T(j,j) - m_T(i,i)) / (m_T(j,j) + m_T(i,i))) + Scalar(0, M_PI * unwindingNumber); m_fT(i,j) = m_T(i,j) * RealScalar(2) * exp(RealScalar(0.5) * p * (m_logTdiag[j] + m_logTdiag[i])) * sinh(p * w) / (m_T(j,j) - m_T(i,i)); } } } template void MatrixPower,PlainObject,IsInteger>::computeBig() { using std::abs; using std::ceil; using std::frexp; using std::ldexp; const RealScalar maxNormForPade = 2.787629930862099e-1; int degree, degree2, numberOfSquareRoots, numberOfExtraSquareRoots = 0; MatrixType IminusT, sqrtT, T = m_T; RealScalar normIminusT; Scalar p; /* frexp(abs(m_p), &numberOfSquareRoots); if (numberOfSquareRoots > 0) p = m_p * ldexp(RealScalar(1), -numberOfSquareRoots); else { p = m_p; numberOfSquareRoots = 0; } */ while (true) { IminusT = MatrixType::Identity(m_A.rows(), m_A.cols()) - T; normIminusT = IminusT.cwiseAbs().colwise().sum().maxCoeff(); if (normIminusT < maxNormForPade) { degree = getPadeDegree(normIminusT); degree2 = getPadeDegree(normIminusT * RealScalar(0.5)); if (degree - degree2 <= 1 || numberOfExtraSquareRoots) break; numberOfExtraSquareRoots++; } MatrixSquareRootTriangular(T).compute(sqrtT); T = sqrtT; numberOfSquareRoots++; } computePade(degree, IminusT); for (; numberOfSquareRoots; numberOfSquareRoots--) { compute2x2(p * ldexp(RealScalar(1), -numberOfSquareRoots)); m_fT *= m_fT; } compute2x2(p); } template inline int MatrixPower,PlainObject,IsInteger>::getPadeDegree(double normIminusT) { const double maxNormForPade[] = { 1.882832775783885e-2 /* degree = 3 */ , 6.036100693089764e-2, 1.239372725584911e-1, 1.998030690604271e-1, 2.787629930862099e-1 }; for (int degree = 3; degree <= 7; degree++) if (normIminusT <= maxNormForPade[degree - 3]) return degree; assert(false); // this line should never be reached } template void MatrixPower,PlainObject,IsInteger>::computePade(int degree, const MatrixType& IminusT) { degree <<= 1; m_fT = coeff(degree) * IminusT; for (int i = degree - 1; i; i--) { m_fT = (MatrixType::Identity(m_A.rows(), m_A.cols()) + m_fT).template triangularView() .solve(coeff(i) * IminusT).eval(); } m_fT += MatrixType::Identity(m_A.rows(), m_A.cols()); } template inline typename MatrixType::Scalar MatrixPower,PlainObject,IsInteger>::coeff(int i) { if (i == 1) return -m_p; else if (i & 1) return (-m_p - RealScalar(i)) / RealScalar((i<<2) + 2); else return (m_p - RealScalar(i)) / RealScalar((i<<2) - 2); } /** * \ingroup MatrixFunctions_Module * * \brief Proxy for the matrix power multiplied by another matrix * (expression). * * \tparam MatrixType type of the base, a matrix (expression). * \tparam ExponentType type of the exponent, a scalar. * \tparam Derived type of the multiplier, a matrix (expression). * * This class holds the arguments to the matrix expression until it is * assigned or evaluated for some other reason (so the argument * should not be changed in the meantime). It is the return type of * MatrixPowerReturnValue::operator*() and most of the time this is the * only way it is used. */ template class MatrixPowerMultiplied : public ReturnByValue > { public: typedef typename Derived::Index Index; /** * \brief Constructor. * * \param[in] A %Matrix (expression), the base of the matrix power. * \param[in] p scalar, the exponent of the matrix power. * \param[in] b %Matrix (expression), the multiplier. */ MatrixPowerMultiplied(const MatrixType& A, const ExponentType& p, const Derived& b) : m_A(A), m_p(p), m_b(b) { } /** * \brief Compute the matrix exponential. * * \param[out] result \f$ A^p b \f$ where \c A ,\c p and \c b are as in * the constructor. */ template inline void evalTo(ResultType& result) const { typedef typename Derived::PlainObject PlainObject; const typename MatrixType::PlainObject Aevaluated = m_A.eval(); const PlainObject bevaluated = m_b.eval(); MatrixPower mp(Aevaluated, m_p, bevaluated); mp.compute(result); } Index rows() const { return m_b.rows(); } Index cols() const { return m_b.cols(); } private: const MatrixType& m_A; const ExponentType& m_p; const Derived& m_b; MatrixPowerMultiplied& operator=(const MatrixPowerMultiplied&); }; /** * \ingroup MatrixFunctions_Module * * \brief Proxy for the matrix power of some matrix (expression). * * \tparam Derived type of the base, a matrix (expression). * \tparam ExponentType type of the exponent, a scalar. * * This class holds the arguments to the matrix power until it is * assigned or evaluated for some other reason (so the argument * should not be changed in the meantime). It is the return type of * MatrixBase::pow() and related functions and most of the * time this is the only way it is used. */ template class MatrixPowerReturnValue : public ReturnByValue > { public: typedef typename Derived::Index Index; /** * \brief Constructor. * * \param[in] A %Matrix (expression), the base of the matrix power. * \param[in] p scalar, the exponent of the matrix power. */ MatrixPowerReturnValue(const Derived& A, const ExponentType& p) : m_A(A), m_p(p) { } /** * \brief Return the matrix power multiplied by %Matrix \c 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. */ template const MatrixPowerMultiplied operator*(const MatrixBase& b) const { return MatrixPowerMultiplied(m_A, m_p, b.derived()); } /** * \brief Compute the matrix power. * * \param[out] result \f$ A^p \f$ where \c A and \c p are as in the * constructor. */ template inline void evalTo(ResultType& result) const { typedef typename Derived::PlainObject PlainObject; const PlainObject Aevaluated = m_A.eval(); const PlainObject Identity = PlainObject::Identity(m_A.rows(), m_A.cols()); MatrixPower mp(Aevaluated, m_p, Identity); mp.compute(result); } Index rows() const { return m_A.rows(); } Index cols() const { return m_A.cols(); } private: const Derived& m_A; const ExponentType& m_p; MatrixPowerReturnValue& operator=(const MatrixPowerReturnValue&); }; namespace internal { template struct traits > { typedef typename Derived::PlainObject ReturnType; }; template struct traits > { typedef typename Derived::PlainObject ReturnType; }; } template template const MatrixPowerReturnValue MatrixBase::pow(const ExponentType& p) const { eigen_assert(rows() == cols()); return MatrixPowerReturnValue(derived(), p); } } // end namespace Eigen #endif // EIGEN_MATRIX_POWER