blob: 70b873dbcac22355effe25f948f36757f6323675 [file] [log] [blame]
// 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_SOLVER_H
#define EIGEN_POLYNOMIAL_SOLVER_H
namespace Eigen {
/** \ingroup Polynomials_Module
* \class PolynomialSolverBase.
*
* \brief Defined to be inherited by polynomial solvers: it provides
* convenient methods such as
* - real roots,
* - greatest, smallest complex roots,
* - real roots with greatest, smallest absolute real value,
* - greatest, smallest real roots.
*
* It stores the set of roots as a vector of complexes.
*
*/
template< typename _Scalar, int _Deg >
class PolynomialSolverBase
{
public:
EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Deg==Dynamic ? Dynamic : _Deg)
typedef _Scalar Scalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef std::complex<RealScalar> RootType;
typedef Matrix<RootType,_Deg,1> RootsType;
typedef DenseIndex Index;
protected:
template< typename OtherPolynomial >
inline void setPolynomial( const OtherPolynomial& poly ){
m_roots.resize(poly.size()); }
public:
template< typename OtherPolynomial >
inline PolynomialSolverBase( const OtherPolynomial& poly ){
setPolynomial( poly() ); }
inline PolynomialSolverBase(){}
public:
/** \returns the complex roots of the polynomial */
inline const RootsType& roots() const { return m_roots; }
public:
/** Clear and fills the back insertion sequence with the real roots of the polynomial
* i.e. the real part of the complex roots that have an imaginary part which
* absolute value is smaller than absImaginaryThreshold.
* absImaginaryThreshold takes the dummy_precision associated
* with the _Scalar template parameter of the PolynomialSolver class as the default value.
*
* \param[out] bi_seq : the back insertion sequence (stl concept)
* \param[in] absImaginaryThreshold : the maximum bound of the imaginary part of a complex
* number that is considered as real.
* */
template<typename Stl_back_insertion_sequence>
inline void realRoots( Stl_back_insertion_sequence& bi_seq,
const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
{
bi_seq.clear();
for(Index i=0; i<m_roots.size(); ++i )
{
if( internal::abs( m_roots[i].imag() ) < absImaginaryThreshold ){
bi_seq.push_back( m_roots[i].real() ); }
}
}
protected:
template<typename squaredNormBinaryPredicate>
inline const RootType& selectComplexRoot_withRespectToNorm( squaredNormBinaryPredicate& pred ) const
{
Index res=0;
RealScalar norm2 = internal::abs2( m_roots[0] );
for( Index i=1; i<m_roots.size(); ++i )
{
const RealScalar currNorm2 = internal::abs2( m_roots[i] );
if( pred( currNorm2, norm2 ) ){
res=i; norm2=currNorm2; }
}
return m_roots[res];
}
public:
/**
* \returns the complex root with greatest norm.
*/
inline const RootType& greatestRoot() const
{
std::greater<Scalar> greater;
return selectComplexRoot_withRespectToNorm( greater );
}
/**
* \returns the complex root with smallest norm.
*/
inline const RootType& smallestRoot() const
{
std::less<Scalar> less;
return selectComplexRoot_withRespectToNorm( less );
}
protected:
template<typename squaredRealPartBinaryPredicate>
inline const RealScalar& selectRealRoot_withRespectToAbsRealPart(
squaredRealPartBinaryPredicate& pred,
bool& hasArealRoot,
const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
{
hasArealRoot = false;
Index res=0;
RealScalar abs2(0);
for( Index i=0; i<m_roots.size(); ++i )
{
if( internal::abs( m_roots[i].imag() ) < absImaginaryThreshold )
{
if( !hasArealRoot )
{
hasArealRoot = true;
res = i;
abs2 = m_roots[i].real() * m_roots[i].real();
}
else
{
const RealScalar currAbs2 = m_roots[i].real() * m_roots[i].real();
if( pred( currAbs2, abs2 ) )
{
abs2 = currAbs2;
res = i;
}
}
}
else
{
if( internal::abs( m_roots[i].imag() ) < internal::abs( m_roots[res].imag() ) ){
res = i; }
}
}
return internal::real_ref(m_roots[res]);
}
template<typename RealPartBinaryPredicate>
inline const RealScalar& selectRealRoot_withRespectToRealPart(
RealPartBinaryPredicate& pred,
bool& hasArealRoot,
const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
{
hasArealRoot = false;
Index res=0;
RealScalar val(0);
for( Index i=0; i<m_roots.size(); ++i )
{
if( internal::abs( m_roots[i].imag() ) < absImaginaryThreshold )
{
if( !hasArealRoot )
{
hasArealRoot = true;
res = i;
val = m_roots[i].real();
}
else
{
const RealScalar curr = m_roots[i].real();
if( pred( curr, val ) )
{
val = curr;
res = i;
}
}
}
else
{
if( internal::abs( m_roots[i].imag() ) < internal::abs( m_roots[res].imag() ) ){
res = i; }
}
}
return internal::real_ref(m_roots[res]);
}
public:
/**
* \returns a real root with greatest absolute magnitude.
* A real root is defined as the real part of a complex root with absolute imaginary
* part smallest than absImaginaryThreshold.
* absImaginaryThreshold takes the dummy_precision associated
* with the _Scalar template parameter of the PolynomialSolver class as the default value.
* If no real root is found the boolean hasArealRoot is set to false and the real part of
* the root with smallest absolute imaginary part is returned instead.
*
* \param[out] hasArealRoot : boolean true if a real root is found according to the
* absImaginaryThreshold criterion, false otherwise.
* \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
* whether or not a root is real.
*/
inline const RealScalar& absGreatestRealRoot(
bool& hasArealRoot,
const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
{
std::greater<Scalar> greater;
return selectRealRoot_withRespectToAbsRealPart( greater, hasArealRoot, absImaginaryThreshold );
}
/**
* \returns a real root with smallest absolute magnitude.
* A real root is defined as the real part of a complex root with absolute imaginary
* part smallest than absImaginaryThreshold.
* absImaginaryThreshold takes the dummy_precision associated
* with the _Scalar template parameter of the PolynomialSolver class as the default value.
* If no real root is found the boolean hasArealRoot is set to false and the real part of
* the root with smallest absolute imaginary part is returned instead.
*
* \param[out] hasArealRoot : boolean true if a real root is found according to the
* absImaginaryThreshold criterion, false otherwise.
* \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
* whether or not a root is real.
*/
inline const RealScalar& absSmallestRealRoot(
bool& hasArealRoot,
const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
{
std::less<Scalar> less;
return selectRealRoot_withRespectToAbsRealPart( less, hasArealRoot, absImaginaryThreshold );
}
/**
* \returns the real root with greatest value.
* A real root is defined as the real part of a complex root with absolute imaginary
* part smallest than absImaginaryThreshold.
* absImaginaryThreshold takes the dummy_precision associated
* with the _Scalar template parameter of the PolynomialSolver class as the default value.
* If no real root is found the boolean hasArealRoot is set to false and the real part of
* the root with smallest absolute imaginary part is returned instead.
*
* \param[out] hasArealRoot : boolean true if a real root is found according to the
* absImaginaryThreshold criterion, false otherwise.
* \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
* whether or not a root is real.
*/
inline const RealScalar& greatestRealRoot(
bool& hasArealRoot,
const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
{
std::greater<Scalar> greater;
return selectRealRoot_withRespectToRealPart( greater, hasArealRoot, absImaginaryThreshold );
}
/**
* \returns the real root with smallest value.
* A real root is defined as the real part of a complex root with absolute imaginary
* part smallest than absImaginaryThreshold.
* absImaginaryThreshold takes the dummy_precision associated
* with the _Scalar template parameter of the PolynomialSolver class as the default value.
* If no real root is found the boolean hasArealRoot is set to false and the real part of
* the root with smallest absolute imaginary part is returned instead.
*
* \param[out] hasArealRoot : boolean true if a real root is found according to the
* absImaginaryThreshold criterion, false otherwise.
* \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
* whether or not a root is real.
*/
inline const RealScalar& smallestRealRoot(
bool& hasArealRoot,
const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
{
std::less<Scalar> less;
return selectRealRoot_withRespectToRealPart( less, hasArealRoot, absImaginaryThreshold );
}
protected:
RootsType m_roots;
};
#define EIGEN_POLYNOMIAL_SOLVER_BASE_INHERITED_TYPES( BASE ) \
typedef typename BASE::Scalar Scalar; \
typedef typename BASE::RealScalar RealScalar; \
typedef typename BASE::RootType RootType; \
typedef typename BASE::RootsType RootsType;
/** \ingroup Polynomials_Module
*
* \class PolynomialSolver
*
* \brief A polynomial solver
*
* Computes the complex roots of a real polynomial.
*
* \param _Scalar the scalar type, i.e., the type of the polynomial coefficients
* \param _Deg the degree of the polynomial, can be a compile time value or Dynamic.
* Notice that the number of polynomial coefficients is _Deg+1.
*
* This class implements a polynomial solver and provides convenient methods such as
* - real roots,
* - greatest, smallest complex roots,
* - real roots with greatest, smallest absolute real value.
* - greatest, smallest real roots.
*
* WARNING: this polynomial solver is experimental, part of the unsuported Eigen modules.
*
*
* Currently a QR algorithm is used to compute the eigenvalues of the companion matrix of
* the polynomial to compute its roots.
* This supposes that the complex moduli of the roots are all distinct: e.g. there should
* be no multiple roots or conjugate roots for instance.
* With 32bit (float) floating types this problem shows up frequently.
* However, almost always, correct accuracy is reached even in these cases for 64bit
* (double) floating types and small polynomial degree (<20).
*/
template< typename _Scalar, int _Deg >
class PolynomialSolver : public PolynomialSolverBase<_Scalar,_Deg>
{
public:
EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Deg==Dynamic ? Dynamic : _Deg)
typedef PolynomialSolverBase<_Scalar,_Deg> PS_Base;
EIGEN_POLYNOMIAL_SOLVER_BASE_INHERITED_TYPES( PS_Base )
typedef Matrix<Scalar,_Deg,_Deg> CompanionMatrixType;
typedef EigenSolver<CompanionMatrixType> EigenSolverType;
public:
/** Computes the complex roots of a new polynomial. */
template< typename OtherPolynomial >
void compute( const OtherPolynomial& poly )
{
assert( Scalar(0) != poly[poly.size()-1] );
internal::companion<Scalar,_Deg> companion( poly );
companion.balance();
m_eigenSolver.compute( companion.denseMatrix() );
m_roots = m_eigenSolver.eigenvalues();
}
public:
template< typename OtherPolynomial >
inline PolynomialSolver( const OtherPolynomial& poly ){
compute( poly ); }
inline PolynomialSolver(){}
protected:
using PS_Base::m_roots;
EigenSolverType m_eigenSolver;
};
template< typename _Scalar >
class PolynomialSolver<_Scalar,1> : public PolynomialSolverBase<_Scalar,1>
{
public:
typedef PolynomialSolverBase<_Scalar,1> PS_Base;
EIGEN_POLYNOMIAL_SOLVER_BASE_INHERITED_TYPES( PS_Base )
public:
/** Computes the complex roots of a new polynomial. */
template< typename OtherPolynomial >
void compute( const OtherPolynomial& poly )
{
assert( Scalar(0) != poly[poly.size()-1] );
m_roots[0] = -poly[0]/poly[poly.size()-1];
}
protected:
using PS_Base::m_roots;
};
} // end namespace Eigen
#endif // EIGEN_POLYNOMIAL_SOLVER_H