// 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$. * \param[in] x : the value to evaluate the polynomial at. * * <i><b>Note for stability:</b></i> * <dd> \f$ |x| \le 1 \f$ </dd> */ 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$. * * <i><b>Precondition:</b></i> * <dd> the leading coefficient of the input polynomial poly must be non zero </dd> */ template <typename Polynomial> inline typename NumTraits<typename Polynomial::Scalar>::Real cauchy_max_bound( const Polynomial& poly ) { using std::abs; typedef typename Polynomial::Scalar Scalar; typedef typename NumTraits<Scalar>::Real Real; eigen_assert( Scalar(0) != poly[poly.size()-1] ); const Scalar inv_leading_coeff = Scalar(1)/poly[poly.size()-1]; Real cb(0); for( DenseIndex i=0; i<poly.size()-1; ++i ){ cb += abs(poly[i]*inv_leading_coeff); } return cb + Real(1); } /** \ingroup Polynomials_Module * \returns a minimum bound for the absolute value of any non zero root of the polynomial. * \param[in] poly : the vector of coefficients of the polynomial ordered * by degrees i.e. poly[i] is the coefficient of degree i of the polynomial * e.g. \f$ 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