// 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_COMPANION_H #define EIGEN_COMPANION_H // This file requires the user to include // * Eigen/Core // * Eigen/src/PolynomialSolver.h namespace Eigen { namespace internal { #ifndef EIGEN_PARSED_BY_DOXYGEN template <typename T> T radix(){ return 2; } template <typename T> T radix2(){ return radix<T>()*radix<T>(); } template<int Size> struct decrement_if_fixed_size { enum { ret = (Size == Dynamic) ? Dynamic : Size-1 }; }; #endif template< typename _Scalar, int _Deg > class companion { public: EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Deg==Dynamic ? Dynamic : _Deg) enum { Deg = _Deg, Deg_1=decrement_if_fixed_size<Deg>::ret }; typedef _Scalar Scalar; typedef typename NumTraits<Scalar>::Real RealScalar; typedef Matrix<Scalar, Deg, 1> RightColumn; //typedef DiagonalMatrix< Scalar, Deg_1, Deg_1 > BottomLeftDiagonal; typedef Matrix<Scalar, Deg_1, 1> BottomLeftDiagonal; typedef Matrix<Scalar, Deg, Deg> DenseCompanionMatrixType; typedef Matrix< Scalar, _Deg, Deg_1 > LeftBlock; typedef Matrix< Scalar, Deg_1, Deg_1 > BottomLeftBlock; typedef Matrix< Scalar, 1, Deg_1 > LeftBlockFirstRow; typedef DenseIndex Index; public: EIGEN_STRONG_INLINE const _Scalar operator()(Index row, Index col ) const { if( m_bl_diag.rows() > col ) { if( 0 < row ){ return m_bl_diag[col]; } else{ return 0; } } else{ return m_monic[row]; } } public: template<typename VectorType> void setPolynomial( const VectorType& poly ) { const Index deg = poly.size()-1; m_monic = -1/poly[deg] * poly.head(deg); //m_bl_diag.setIdentity( deg-1 ); m_bl_diag.setOnes(deg-1); } template<typename VectorType> companion( const VectorType& poly ){ setPolynomial( poly ); } public: DenseCompanionMatrixType denseMatrix() const { const Index deg = m_monic.size(); const Index deg_1 = deg-1; DenseCompanionMatrixType companion(deg,deg); companion << ( LeftBlock(deg,deg_1) << LeftBlockFirstRow::Zero(1,deg_1), BottomLeftBlock::Identity(deg-1,deg-1)*m_bl_diag.asDiagonal() ).finished() , m_monic; return companion; } protected: /** Helper function for the balancing algorithm. * \returns true if the row and the column, having colNorm and rowNorm * as norms, are balanced, false otherwise. * colB and rowB are repectively the multipliers for * the column and the row in order to balance them. * */ bool balanced( Scalar colNorm, Scalar rowNorm, bool& isBalanced, Scalar& colB, Scalar& rowB ); /** Helper function for the balancing algorithm. * \returns true if the row and the column, having colNorm and rowNorm * as norms, are balanced, false otherwise. * colB and rowB are repectively the multipliers for * the column and the row in order to balance them. * */ bool balancedR( Scalar colNorm, Scalar rowNorm, bool& isBalanced, Scalar& colB, Scalar& rowB ); public: /** * Balancing algorithm from B. N. PARLETT and C. REINSCH (1969) * "Balancing a matrix for calculation of eigenvalues and eigenvectors" * adapted to the case of companion matrices. * A matrix with non zero row and non zero column is balanced * for a certain norm if the i-th row and the i-th column * have same norm for all i. */ void balance(); protected: RightColumn m_monic; BottomLeftDiagonal m_bl_diag; }; template< typename _Scalar, int _Deg > inline bool companion<_Scalar,_Deg>::balanced( Scalar colNorm, Scalar rowNorm, bool& isBalanced, Scalar& colB, Scalar& rowB ) { if( Scalar(0) == colNorm || Scalar(0) == rowNorm ){ return true; } else { //To find the balancing coefficients, if the radix is 2, //one finds \f$ \sigma \f$ such that // \f$ 2^{2\sigma-1} < rowNorm / colNorm \le 2^{2\sigma+1} \f$ // then the balancing coefficient for the row is \f$ 1/2^{\sigma} \f$ // and the balancing coefficient for the column is \f$ 2^{\sigma} \f$ rowB = rowNorm / radix<Scalar>(); colB = Scalar(1); const Scalar s = colNorm + rowNorm; while (colNorm < rowB) { colB *= radix<Scalar>(); colNorm *= radix2<Scalar>(); } rowB = rowNorm * radix<Scalar>(); while (colNorm >= rowB) { colB /= radix<Scalar>(); colNorm /= radix2<Scalar>(); } //This line is used to avoid insubstantial balancing if ((rowNorm + colNorm) < Scalar(0.95) * s * colB) { isBalanced = false; rowB = Scalar(1) / colB; return false; } else{ return true; } } } template< typename _Scalar, int _Deg > inline bool companion<_Scalar,_Deg>::balancedR( Scalar colNorm, Scalar rowNorm, bool& isBalanced, Scalar& colB, Scalar& rowB ) { if( Scalar(0) == colNorm || Scalar(0) == rowNorm ){ return true; } else { /** * Set the norm of the column and the row to the geometric mean * of the row and column norm */ const _Scalar q = colNorm/rowNorm; if( !isApprox( q, _Scalar(1) ) ) { rowB = sqrt( colNorm/rowNorm ); colB = Scalar(1)/rowB; isBalanced = false; return false; } else{ return true; } } } template< typename _Scalar, int _Deg > void companion<_Scalar,_Deg>::balance() { using std::abs; EIGEN_STATIC_ASSERT( Deg == Dynamic || 1 < Deg, YOU_MADE_A_PROGRAMMING_MISTAKE ); const Index deg = m_monic.size(); const Index deg_1 = deg-1; bool hasConverged=false; while( !hasConverged ) { hasConverged = true; Scalar colNorm,rowNorm; Scalar colB,rowB; //First row, first column excluding the diagonal //============================================== colNorm = abs(m_bl_diag[0]); rowNorm = abs(m_monic[0]); //Compute balancing of the row and the column if( !balanced( colNorm, rowNorm, hasConverged, colB, rowB ) ) { m_bl_diag[0] *= colB; m_monic[0] *= rowB; } //Middle rows and columns excluding the diagonal //============================================== for( Index i=1; i<deg_1; ++i ) { // column norm, excluding the diagonal colNorm = abs(m_bl_diag[i]); // row norm, excluding the diagonal rowNorm = abs(m_bl_diag[i-1]) + abs(m_monic[i]); //Compute balancing of the row and the column if( !balanced( colNorm, rowNorm, hasConverged, colB, rowB ) ) { m_bl_diag[i] *= colB; m_bl_diag[i-1] *= rowB; m_monic[i] *= rowB; } } //Last row, last column excluding the diagonal //============================================ const Index ebl = m_bl_diag.size()-1; VectorBlock<RightColumn,Deg_1> headMonic( m_monic, 0, deg_1 ); colNorm = headMonic.array().abs().sum(); rowNorm = abs( m_bl_diag[ebl] ); //Compute balancing of the row and the column if( !balanced( colNorm, rowNorm, hasConverged, colB, rowB ) ) { headMonic *= colB; m_bl_diag[ebl] *= rowB; } } } } // end namespace internal } // end namespace Eigen #endif // EIGEN_COMPANION_H