add Eigen as a dependency
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							| @@ -0,0 +1,500 @@ | ||||
| // This file is part of Eigen, a lightweight C++ template library | ||||
| // for linear algebra. | ||||
| // | ||||
| // Copyright (C) 2009 Jitse Niesen <jitse@maths.leeds.ac.uk> | ||||
| // Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net> | ||||
| // | ||||
| // 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_FUNCTIONS | ||||
| #define EIGEN_MATRIX_FUNCTIONS | ||||
|  | ||||
| #include <cfloat> | ||||
| #include <list> | ||||
|  | ||||
| #include <Eigen/Core> | ||||
| #include <Eigen/LU> | ||||
| #include <Eigen/Eigenvalues> | ||||
|  | ||||
| /** | ||||
|   * \defgroup MatrixFunctions_Module Matrix functions module | ||||
|   * \brief This module aims to provide various methods for the computation of | ||||
|   * matrix functions.  | ||||
|   * | ||||
|   * To use this module, add  | ||||
|   * \code | ||||
|   * #include <unsupported/Eigen/MatrixFunctions> | ||||
|   * \endcode | ||||
|   * at the start of your source file. | ||||
|   * | ||||
|   * This module defines the following MatrixBase methods. | ||||
|   *  - \ref matrixbase_cos "MatrixBase::cos()", for computing the matrix cosine | ||||
|   *  - \ref matrixbase_cosh "MatrixBase::cosh()", for computing the matrix hyperbolic cosine | ||||
|   *  - \ref matrixbase_exp "MatrixBase::exp()", for computing the matrix exponential | ||||
|   *  - \ref matrixbase_log "MatrixBase::log()", for computing the matrix logarithm | ||||
|   *  - \ref matrixbase_pow "MatrixBase::pow()", for computing the matrix power | ||||
|   *  - \ref matrixbase_matrixfunction "MatrixBase::matrixFunction()", for computing general matrix functions | ||||
|   *  - \ref matrixbase_sin "MatrixBase::sin()", for computing the matrix sine | ||||
|   *  - \ref matrixbase_sinh "MatrixBase::sinh()", for computing the matrix hyperbolic sine | ||||
|   *  - \ref matrixbase_sqrt "MatrixBase::sqrt()", for computing the matrix square root | ||||
|   * | ||||
|   * These methods are the main entry points to this module.  | ||||
|   * | ||||
|   * %Matrix functions are defined as follows.  Suppose that \f$ f \f$ | ||||
|   * is an entire function (that is, a function on the complex plane | ||||
|   * that is everywhere complex differentiable).  Then its Taylor | ||||
|   * series | ||||
|   * \f[ f(0) + f'(0) x + \frac{f''(0)}{2} x^2 + \frac{f'''(0)}{3!} x^3 + \cdots \f] | ||||
|   * converges to \f$ f(x) \f$. In this case, we can define the matrix | ||||
|   * function by the same series: | ||||
|   * \f[ f(M) = f(0) + f'(0) M + \frac{f''(0)}{2} M^2 + \frac{f'''(0)}{3!} M^3 + \cdots \f] | ||||
|   * | ||||
|   */ | ||||
|  | ||||
| #include "src/MatrixFunctions/MatrixExponential.h" | ||||
| #include "src/MatrixFunctions/MatrixFunction.h" | ||||
| #include "src/MatrixFunctions/MatrixSquareRoot.h" | ||||
| #include "src/MatrixFunctions/MatrixLogarithm.h" | ||||
| #include "src/MatrixFunctions/MatrixPower.h" | ||||
|  | ||||
|  | ||||
| /**  | ||||
| \page matrixbaseextra_page | ||||
| \ingroup MatrixFunctions_Module | ||||
|  | ||||
| \section matrixbaseextra MatrixBase methods defined in the MatrixFunctions module | ||||
|  | ||||
| The remainder of the page documents the following MatrixBase methods | ||||
| which are defined in the MatrixFunctions module. | ||||
|  | ||||
|  | ||||
|  | ||||
| \subsection matrixbase_cos MatrixBase::cos() | ||||
|  | ||||
| Compute the matrix cosine. | ||||
|  | ||||
| \code | ||||
| const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::cos() const | ||||
| \endcode | ||||
|  | ||||
| \param[in]  M  a square matrix. | ||||
| \returns  expression representing \f$ \cos(M) \f$. | ||||
|  | ||||
| This function computes the matrix cosine. Use ArrayBase::cos() for computing the entry-wise cosine. | ||||
|  | ||||
| The implementation calls \ref matrixbase_matrixfunction "matrixFunction()" with StdStemFunctions::cos(). | ||||
|  | ||||
| \sa \ref matrixbase_sin "sin()" for an example. | ||||
|  | ||||
|  | ||||
|  | ||||
| \subsection matrixbase_cosh MatrixBase::cosh() | ||||
|  | ||||
| Compute the matrix hyberbolic cosine. | ||||
|  | ||||
| \code | ||||
| const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::cosh() const | ||||
| \endcode | ||||
|  | ||||
| \param[in]  M  a square matrix. | ||||
| \returns  expression representing \f$ \cosh(M) \f$ | ||||
|  | ||||
| This function calls \ref matrixbase_matrixfunction "matrixFunction()" with StdStemFunctions::cosh(). | ||||
|  | ||||
| \sa \ref matrixbase_sinh "sinh()" for an example. | ||||
|  | ||||
|  | ||||
|  | ||||
| \subsection matrixbase_exp MatrixBase::exp() | ||||
|  | ||||
| Compute the matrix exponential. | ||||
|  | ||||
| \code | ||||
| const MatrixExponentialReturnValue<Derived> MatrixBase<Derived>::exp() const | ||||
| \endcode | ||||
|  | ||||
| \param[in]  M  matrix whose exponential is to be computed. | ||||
| \returns    expression representing the matrix exponential of \p M. | ||||
|  | ||||
| The matrix exponential of \f$ M \f$ is defined by | ||||
| \f[ \exp(M) = \sum_{k=0}^\infty \frac{M^k}{k!}. \f] | ||||
| The matrix exponential can be used to solve linear ordinary | ||||
| differential equations: the solution of \f$ y' = My \f$ with the | ||||
| initial condition \f$ y(0) = y_0 \f$ is given by | ||||
| \f$ y(t) = \exp(M) y_0 \f$. | ||||
|  | ||||
| The matrix exponential is different from applying the exp function to all the entries in the matrix. | ||||
| Use ArrayBase::exp() if you want to do the latter. | ||||
|  | ||||
| The cost of the computation is approximately \f$ 20 n^3 \f$ for | ||||
| matrices of size \f$ n \f$. The number 20 depends weakly on the | ||||
| norm of the matrix. | ||||
|  | ||||
| The matrix exponential is computed using the scaling-and-squaring | ||||
| method combined with Padé approximation. The matrix is first | ||||
| rescaled, then the exponential of the reduced matrix is computed | ||||
| approximant, and then the rescaling is undone by repeated | ||||
| squaring. The degree of the Padé approximant is chosen such | ||||
| that the approximation error is less than the round-off | ||||
| error. However, errors may accumulate during the squaring phase. | ||||
|  | ||||
| Details of the algorithm can be found in: Nicholas J. Higham, "The | ||||
| scaling and squaring method for the matrix exponential revisited," | ||||
| <em>SIAM J. %Matrix Anal. Applic.</em>, <b>26</b>:1179–1193, | ||||
| 2005. | ||||
|  | ||||
| Example: The following program checks that | ||||
| \f[ \exp \left[ \begin{array}{ccc} | ||||
|       0 & \frac14\pi & 0 \\ | ||||
|       -\frac14\pi & 0 & 0 \\ | ||||
|       0 & 0 & 0 | ||||
|     \end{array} \right] = \left[ \begin{array}{ccc} | ||||
|       \frac12\sqrt2 & -\frac12\sqrt2 & 0 \\ | ||||
|       \frac12\sqrt2 & \frac12\sqrt2 & 0 \\ | ||||
|       0 & 0 & 1 | ||||
|     \end{array} \right]. \f] | ||||
| This corresponds to a rotation of \f$ \frac14\pi \f$ radians around | ||||
| the z-axis. | ||||
|  | ||||
| \include MatrixExponential.cpp | ||||
| Output: \verbinclude MatrixExponential.out | ||||
|  | ||||
| \note \p M has to be a matrix of \c float, \c double, `long double` | ||||
| \c complex<float>, \c complex<double>, or `complex<long double>` . | ||||
|  | ||||
|  | ||||
| \subsection matrixbase_log MatrixBase::log() | ||||
|  | ||||
| Compute the matrix logarithm. | ||||
|  | ||||
| \code | ||||
| const MatrixLogarithmReturnValue<Derived> MatrixBase<Derived>::log() const | ||||
| \endcode | ||||
|  | ||||
| \param[in]  M  invertible matrix whose logarithm is to be computed. | ||||
| \returns    expression representing the matrix logarithm root of \p M. | ||||
|  | ||||
| The matrix logarithm of \f$ M \f$ is a matrix \f$ X \f$ such that  | ||||
| \f$ \exp(X) = M \f$ where exp denotes the matrix exponential. As for | ||||
| the scalar logarithm, the equation \f$ \exp(X) = M \f$ may have | ||||
| multiple solutions; this function returns a matrix whose eigenvalues | ||||
| have imaginary part in the interval \f$ (-\pi,\pi] \f$. | ||||
|  | ||||
| The matrix logarithm is different from applying the log function to all the entries in the matrix. | ||||
| Use ArrayBase::log() if you want to do the latter. | ||||
|  | ||||
| In the real case, the matrix \f$ M \f$ should be invertible and | ||||
| it should have no eigenvalues which are real and negative (pairs of | ||||
| complex conjugate eigenvalues are allowed). In the complex case, it | ||||
| only needs to be invertible. | ||||
|  | ||||
| This function computes the matrix logarithm using the Schur-Parlett | ||||
| algorithm as implemented by MatrixBase::matrixFunction(). The | ||||
| logarithm of an atomic block is computed by MatrixLogarithmAtomic, | ||||
| which uses direct computation for 1-by-1 and 2-by-2 blocks and an | ||||
| inverse scaling-and-squaring algorithm for bigger blocks, with the | ||||
| square roots computed by MatrixBase::sqrt(). | ||||
|  | ||||
| Details of the algorithm can be found in Section 11.6.2 of: | ||||
| Nicholas J. Higham, | ||||
| <em>Functions of Matrices: Theory and Computation</em>, | ||||
| SIAM 2008. ISBN 978-0-898716-46-7. | ||||
|  | ||||
| Example: The following program checks that | ||||
| \f[ \log \left[ \begin{array}{ccc}  | ||||
|       \frac12\sqrt2 & -\frac12\sqrt2 & 0 \\ | ||||
|       \frac12\sqrt2 & \frac12\sqrt2 & 0 \\ | ||||
|       0 & 0 & 1 | ||||
|     \end{array} \right] = \left[ \begin{array}{ccc} | ||||
|       0 & \frac14\pi & 0 \\  | ||||
|       -\frac14\pi & 0 & 0 \\ | ||||
|       0 & 0 & 0  | ||||
|     \end{array} \right]. \f] | ||||
| This corresponds to a rotation of \f$ \frac14\pi \f$ radians around | ||||
| the z-axis. This is the inverse of the example used in the | ||||
| documentation of \ref matrixbase_exp "exp()". | ||||
|  | ||||
| \include MatrixLogarithm.cpp | ||||
| Output: \verbinclude MatrixLogarithm.out | ||||
|  | ||||
| \note \p M has to be a matrix of \c float, \c double, `long | ||||
| double`, \c complex<float>, \c complex<double>, or `complex<long double>`. | ||||
|  | ||||
| \sa MatrixBase::exp(), MatrixBase::matrixFunction(),  | ||||
|     class MatrixLogarithmAtomic, MatrixBase::sqrt(). | ||||
|  | ||||
|  | ||||
| \subsection matrixbase_pow MatrixBase::pow() | ||||
|  | ||||
| Compute the matrix raised to arbitrary real power. | ||||
|  | ||||
| \code | ||||
| const MatrixPowerReturnValue<Derived> MatrixBase<Derived>::pow(RealScalar p) const | ||||
| \endcode | ||||
|  | ||||
| \param[in]  M  base of the matrix power, should be a square matrix. | ||||
| \param[in]  p  exponent of the matrix power. | ||||
|  | ||||
| The matrix power \f$ M^p \f$ is defined as \f$ \exp(p \log(M)) \f$, | ||||
| where exp denotes the matrix exponential, and log denotes the matrix | ||||
| logarithm. This is different from raising all the entries in the matrix | ||||
| to the p-th power. Use ArrayBase::pow() if you want to do the latter. | ||||
|  | ||||
| If \p p is complex, the scalar type of \p M should be the type of \p | ||||
| p . \f$ M^p \f$ simply evaluates into \f$ \exp(p \log(M)) \f$. | ||||
| Therefore, the matrix \f$ M \f$ should meet the conditions to be an | ||||
| argument of matrix logarithm. | ||||
|  | ||||
| If \p p is real, it is casted into the real scalar type of \p M. Then | ||||
| this function computes the matrix power using the Schur-Padé | ||||
| algorithm as implemented by class MatrixPower. The exponent is split | ||||
| into integral part and fractional part, where the fractional part is | ||||
| in the interval \f$ (-1, 1) \f$. The main diagonal and the first | ||||
| super-diagonal is directly computed. | ||||
|  | ||||
| If \p M is singular with a semisimple zero eigenvalue and \p p is | ||||
| positive, the Schur factor \f$ T \f$ is reordered with Givens | ||||
| rotations, i.e. | ||||
|  | ||||
| \f[ T = \left[ \begin{array}{cc} | ||||
|       T_1 & T_2 \\ | ||||
|       0   & 0 | ||||
|     \end{array} \right] \f] | ||||
|  | ||||
| where \f$ T_1 \f$ is invertible. Then \f$ T^p \f$ is given by | ||||
|  | ||||
| \f[ T^p = \left[ \begin{array}{cc} | ||||
|       T_1^p & T_1^{-1} T_1^p T_2 \\ | ||||
|       0     & 0 | ||||
|     \end{array}. \right] \f] | ||||
|  | ||||
| \warning Fractional power of a matrix with a non-semisimple zero | ||||
| eigenvalue is not well-defined. We introduce an assertion failure | ||||
| against inaccurate result, e.g. \code | ||||
| #include <unsupported/Eigen/MatrixFunctions> | ||||
| #include <iostream> | ||||
|  | ||||
| int main() | ||||
| { | ||||
|   Eigen::Matrix4d A; | ||||
|   A << 0, 0, 2, 3, | ||||
|        0, 0, 4, 5, | ||||
|        0, 0, 6, 7, | ||||
|        0, 0, 8, 9; | ||||
|   std::cout << A.pow(0.37) << std::endl; | ||||
|    | ||||
|   // The 1 makes eigenvalue 0 non-semisimple. | ||||
|   A.coeffRef(0, 1) = 1; | ||||
|  | ||||
|   // This fails if EIGEN_NO_DEBUG is undefined. | ||||
|   std::cout << A.pow(0.37) << std::endl; | ||||
|  | ||||
|   return 0; | ||||
| } | ||||
| \endcode | ||||
|  | ||||
| Details of the algorithm can be found in: Nicholas J. Higham and | ||||
| Lijing Lin, "A Schur-Padé algorithm for fractional powers of a | ||||
| matrix," <em>SIAM J. %Matrix Anal. Applic.</em>, | ||||
| <b>32(3)</b>:1056–1078, 2011. | ||||
|  | ||||
| Example: The following program checks that | ||||
| \f[ \left[ \begin{array}{ccc} | ||||
|       \cos1 & -\sin1 & 0 \\ | ||||
|       \sin1 & \cos1 & 0 \\ | ||||
|       0 & 0 & 1 | ||||
|     \end{array} \right]^{\frac14\pi} = \left[ \begin{array}{ccc} | ||||
|       \frac12\sqrt2 & -\frac12\sqrt2 & 0 \\ | ||||
|       \frac12\sqrt2 & \frac12\sqrt2 & 0 \\ | ||||
|       0 & 0 & 1 | ||||
|     \end{array} \right]. \f] | ||||
| This corresponds to \f$ \frac14\pi \f$ rotations of 1 radian around | ||||
| the z-axis. | ||||
|  | ||||
| \include MatrixPower.cpp | ||||
| Output: \verbinclude MatrixPower.out | ||||
|  | ||||
| MatrixBase::pow() is user-friendly. However, there are some | ||||
| circumstances under which you should use class MatrixPower directly. | ||||
| MatrixPower can save the result of Schur decomposition, so it's | ||||
| better for computing various powers for the same matrix. | ||||
|  | ||||
| Example: | ||||
| \include MatrixPower_optimal.cpp | ||||
| Output: \verbinclude MatrixPower_optimal.out | ||||
|  | ||||
| \note \p M has to be a matrix of \c float, \c double, `long | ||||
| double`, \c complex<float>, \c complex<double>, or | ||||
| \c complex<long double> . | ||||
|  | ||||
| \sa MatrixBase::exp(), MatrixBase::log(), class MatrixPower. | ||||
|  | ||||
|  | ||||
| \subsection matrixbase_matrixfunction MatrixBase::matrixFunction() | ||||
|  | ||||
| Compute a matrix function. | ||||
|  | ||||
| \code | ||||
| const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::matrixFunction(typename internal::stem_function<typename internal::traits<Derived>::Scalar>::type f) const | ||||
| \endcode | ||||
|  | ||||
| \param[in]  M  argument of matrix function, should be a square matrix. | ||||
| \param[in]  f  an entire function; \c f(x,n) should compute the n-th | ||||
| derivative of f at x. | ||||
| \returns  expression representing \p f applied to \p M. | ||||
|  | ||||
| Suppose that \p M is a matrix whose entries have type \c Scalar.  | ||||
| Then, the second argument, \p f, should be a function with prototype | ||||
| \code  | ||||
| ComplexScalar f(ComplexScalar, int)  | ||||
| \endcode | ||||
| where \c ComplexScalar = \c std::complex<Scalar> if \c Scalar is | ||||
| real (e.g., \c float or \c double) and \c ComplexScalar = | ||||
| \c Scalar if \c Scalar is complex. The return value of \c f(x,n) | ||||
| should be \f$ f^{(n)}(x) \f$, the n-th derivative of f at x. | ||||
|  | ||||
| This routine uses the algorithm described in: | ||||
| Philip Davies and Nicholas J. Higham,  | ||||
| "A Schur-Parlett algorithm for computing matrix functions",  | ||||
| <em>SIAM J. %Matrix Anal. Applic.</em>, <b>25</b>:464–485, 2003. | ||||
|  | ||||
| The actual work is done by the MatrixFunction class. | ||||
|  | ||||
| Example: The following program checks that | ||||
| \f[ \exp \left[ \begin{array}{ccc}  | ||||
|       0 & \frac14\pi & 0 \\  | ||||
|       -\frac14\pi & 0 & 0 \\ | ||||
|       0 & 0 & 0  | ||||
|     \end{array} \right] = \left[ \begin{array}{ccc} | ||||
|       \frac12\sqrt2 & -\frac12\sqrt2 & 0 \\ | ||||
|       \frac12\sqrt2 & \frac12\sqrt2 & 0 \\ | ||||
|       0 & 0 & 1 | ||||
|     \end{array} \right]. \f] | ||||
| This corresponds to a rotation of \f$ \frac14\pi \f$ radians around | ||||
| the z-axis. This is the same example as used in the documentation | ||||
| of \ref matrixbase_exp "exp()". | ||||
|  | ||||
| \include MatrixFunction.cpp | ||||
| Output: \verbinclude MatrixFunction.out | ||||
|  | ||||
| Note that the function \c expfn is defined for complex numbers  | ||||
| \c x, even though the matrix \c A is over the reals. Instead of | ||||
| \c expfn, we could also have used StdStemFunctions::exp: | ||||
| \code | ||||
| A.matrixFunction(StdStemFunctions<std::complex<double> >::exp, &B); | ||||
| \endcode | ||||
|  | ||||
|  | ||||
|  | ||||
| \subsection matrixbase_sin MatrixBase::sin() | ||||
|  | ||||
| Compute the matrix sine. | ||||
|  | ||||
| \code | ||||
| const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::sin() const | ||||
| \endcode | ||||
|  | ||||
| \param[in]  M  a square matrix. | ||||
| \returns  expression representing \f$ \sin(M) \f$. | ||||
|  | ||||
| This function computes the matrix sine. Use ArrayBase::sin() for computing the entry-wise sine. | ||||
|  | ||||
| The implementation calls \ref matrixbase_matrixfunction "matrixFunction()" with StdStemFunctions::sin(). | ||||
|  | ||||
| Example: \include MatrixSine.cpp | ||||
| Output: \verbinclude MatrixSine.out | ||||
|  | ||||
|  | ||||
|  | ||||
| \subsection matrixbase_sinh MatrixBase::sinh() | ||||
|  | ||||
| Compute the matrix hyperbolic sine. | ||||
|  | ||||
| \code | ||||
| MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::sinh() const | ||||
| \endcode | ||||
|  | ||||
| \param[in]  M  a square matrix. | ||||
| \returns  expression representing \f$ \sinh(M) \f$ | ||||
|  | ||||
| This function calls \ref matrixbase_matrixfunction "matrixFunction()" with StdStemFunctions::sinh(). | ||||
|  | ||||
| Example: \include MatrixSinh.cpp | ||||
| Output: \verbinclude MatrixSinh.out | ||||
|  | ||||
|  | ||||
| \subsection matrixbase_sqrt MatrixBase::sqrt() | ||||
|  | ||||
| Compute the matrix square root. | ||||
|  | ||||
| \code | ||||
| const MatrixSquareRootReturnValue<Derived> MatrixBase<Derived>::sqrt() const | ||||
| \endcode | ||||
|  | ||||
| \param[in]  M  invertible matrix whose square root is to be computed. | ||||
| \returns    expression representing the matrix square root of \p M. | ||||
|  | ||||
| The matrix square root of \f$ M \f$ is the matrix \f$ M^{1/2} \f$ | ||||
| whose square is the original matrix; so if \f$ S = M^{1/2} \f$ then | ||||
| \f$ S^2 = M \f$. This is different from taking the square root of all | ||||
| the entries in the matrix; use ArrayBase::sqrt() if you want to do the | ||||
| latter. | ||||
|  | ||||
| In the <b>real case</b>, the matrix \f$ M \f$ should be invertible and | ||||
| it should have no eigenvalues which are real and negative (pairs of | ||||
| complex conjugate eigenvalues are allowed). In that case, the matrix | ||||
| has a square root which is also real, and this is the square root | ||||
| computed by this function.  | ||||
|  | ||||
| The matrix square root is computed by first reducing the matrix to | ||||
| quasi-triangular form with the real Schur decomposition. The square | ||||
| root of the quasi-triangular matrix can then be computed directly. The | ||||
| cost is approximately \f$ 25 n^3 \f$ real flops for the real Schur | ||||
| decomposition and \f$ 3\frac13 n^3 \f$ real flops for the remainder | ||||
| (though the computation time in practice is likely more than this | ||||
| indicates). | ||||
|  | ||||
| Details of the algorithm can be found in: Nicholas J. Highan, | ||||
| "Computing real square roots of a real matrix", <em>Linear Algebra | ||||
| Appl.</em>, 88/89:405–430, 1987. | ||||
|  | ||||
| If the matrix is <b>positive-definite symmetric</b>, then the square | ||||
| root is also positive-definite symmetric. In this case, it is best to | ||||
| use SelfAdjointEigenSolver::operatorSqrt() to compute it. | ||||
|  | ||||
| In the <b>complex case</b>, the matrix \f$ M \f$ should be invertible; | ||||
| this is a restriction of the algorithm. The square root computed by | ||||
| this algorithm is the one whose eigenvalues have an argument in the | ||||
| interval \f$ (-\frac12\pi, \frac12\pi] \f$. This is the usual branch | ||||
| cut. | ||||
|  | ||||
| The computation is the same as in the real case, except that the | ||||
| complex Schur decomposition is used to reduce the matrix to a | ||||
| triangular matrix. The theoretical cost is the same. Details are in: | ||||
| Åke Björck and Sven Hammarling, "A Schur method for the | ||||
| square root of a matrix", <em>Linear Algebra Appl.</em>, | ||||
| 52/53:127–140, 1983. | ||||
|  | ||||
| Example: The following program checks that the square root of | ||||
| \f[ \left[ \begin{array}{cc}  | ||||
|               \cos(\frac13\pi) & -\sin(\frac13\pi) \\ | ||||
|               \sin(\frac13\pi) & \cos(\frac13\pi) | ||||
|     \end{array} \right], \f] | ||||
| corresponding to a rotation over 60 degrees, is a rotation over 30 degrees: | ||||
| \f[ \left[ \begin{array}{cc}  | ||||
|               \cos(\frac16\pi) & -\sin(\frac16\pi) \\ | ||||
|               \sin(\frac16\pi) & \cos(\frac16\pi) | ||||
|     \end{array} \right]. \f] | ||||
|  | ||||
| \include MatrixSquareRoot.cpp | ||||
| Output: \verbinclude MatrixSquareRoot.out | ||||
|  | ||||
| \sa class RealSchur, class ComplexSchur, class MatrixSquareRoot, | ||||
|     SelfAdjointEigenSolver::operatorSqrt(). | ||||
|  | ||||
| */ | ||||
|  | ||||
| #endif // EIGEN_MATRIX_FUNCTIONS | ||||
|  | ||||
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