add Eigen as a dependency

external/include/eigen3/unsupported/Eigen/src/Polynomials/PolynomialUtils.h

@@ -0,0 +1,143 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 Manuel Yguel <manuel.yguel@gmail.com>
+//
+// 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_POLYNOMIAL_UTILS_H
+#define EIGEN_POLYNOMIAL_UTILS_H
+
+namespace Eigen { 
+
+/** \ingroup Polynomials_Module
+ * \returns the evaluation of the polynomial at x using Horner algorithm.
+ *
+ * \param[in] poly : the vector of coefficients of the polynomial ordered
+ *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
+ *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
+ * \param[in] x : the value to evaluate the polynomial at.
+ *
+ * \note for stability:
+ *   \f$ |x| \le 1 \f$
+ */
+template <typename Polynomials, typename T>
+inline
+T poly_eval_horner( const Polynomials& poly, const T& x )
+{
+  T val=poly[poly.size()-1];
+  for(DenseIndex i=poly.size()-2; i>=0; --i ){
+    val = val*x + poly[i]; }
+  return val;
+}
+
+/** \ingroup Polynomials_Module
+ * \returns the evaluation of the polynomial at x using stabilized Horner algorithm.
+ *
+ * \param[in] poly : the vector of coefficients of the polynomial ordered
+ *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
+ *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
+ * \param[in] x : the value to evaluate the polynomial at.
+ */
+template <typename Polynomials, typename T>
+inline
+T poly_eval( const Polynomials& poly, const T& x )
+{
+  typedef typename NumTraits<T>::Real Real;
+
+  if( numext::abs2( x ) <= Real(1) ){
+    return poly_eval_horner( poly, x ); }
+  else
+  {
+    T val=poly[0];
+    T inv_x = T(1)/x;
+    for( DenseIndex i=1; i<poly.size(); ++i ){
+      val = val*inv_x + poly[i]; }
+
+    return numext::pow(x,(T)(poly.size()-1)) * val;
+  }
+}
+
+/** \ingroup Polynomials_Module
+ * \returns a maximum bound for the absolute value of any root of the polynomial.
+ *
+ * \param[in] poly : the vector of coefficients of the polynomial ordered
+ *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
+ *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
+ *
+ *  \pre
+ *   the leading coefficient of the input polynomial poly must be non zero
+ */
+template <typename Polynomial>
+inline
+typename NumTraits<typename Polynomial::Scalar>::Real cauchy_max_bound( const Polynomial& poly )
+{
+  using std::abs;
+  typedef typename Polynomial::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real Real;
+
+  eigen_assert( Scalar(0) != poly[poly.size()-1] );
+  const Scalar inv_leading_coeff = Scalar(1)/poly[poly.size()-1];
+  Real cb(0);
+
+  for( DenseIndex i=0; i<poly.size()-1; ++i ){
+    cb += abs(poly[i]*inv_leading_coeff); }
+  return cb + Real(1);
+}
+
+/** \ingroup Polynomials_Module
+ * \returns a minimum bound for the absolute value of any non zero root of the polynomial.
+ * \param[in] poly : the vector of coefficients of the polynomial ordered
+ *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
+ *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
+ */
+template <typename Polynomial>
+inline
+typename NumTraits<typename Polynomial::Scalar>::Real cauchy_min_bound( const Polynomial& poly )
+{
+  using std::abs;
+  typedef typename Polynomial::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real Real;
+
+  DenseIndex i=0;
+  while( i<poly.size()-1 && Scalar(0) == poly(i) ){ ++i; }
+  if( poly.size()-1 == i ){
+    return Real(1); }
+
+  const Scalar inv_min_coeff = Scalar(1)/poly[i];
+  Real cb(1);
+  for( DenseIndex j=i+1; j<poly.size(); ++j ){
+    cb += abs(poly[j]*inv_min_coeff); }
+  return Real(1)/cb;
+}
+
+/** \ingroup Polynomials_Module
+ * Given the roots of a polynomial compute the coefficients in the
+ * monomial basis of the monic polynomial with same roots and minimal degree.
+ * If RootVector is a vector of complexes, Polynomial should also be a vector
+ * of complexes.
+ * \param[in] rv : a vector containing the roots of a polynomial.
+ * \param[out] poly : the vector of coefficients of the polynomial ordered
+ *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
+ *  e.g. \f$ 3 + x^2 \f$ is stored as a vector \f$ [ 3, 0, 1 ] \f$.
+ */
+template <typename RootVector, typename Polynomial>
+void roots_to_monicPolynomial( const RootVector& rv, Polynomial& poly )
+{
+
+  typedef typename Polynomial::Scalar Scalar;
+
+  poly.setZero( rv.size()+1 );
+  poly[0] = -rv[0]; poly[1] = Scalar(1);
+  for( DenseIndex i=1; i< rv.size(); ++i )
+  {
+    for( DenseIndex j=i+1; j>0; --j ){ poly[j] = poly[j-1] - rv[i]*poly[j]; }
+    poly[0] = -rv[i]*poly[0];
+  }
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_POLYNOMIAL_UTILS_H