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144 lines
4.7 KiB
144 lines
4.7 KiB
6 years ago
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2010 Manuel Yguel <manuel.yguel@gmail.com>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_POLYNOMIAL_UTILS_H
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#define EIGEN_POLYNOMIAL_UTILS_H
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namespace Eigen {
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/** \ingroup Polynomials_Module
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* \returns the evaluation of the polynomial at x using Horner algorithm.
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*
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* \param[in] poly : the vector of coefficients of the polynomial ordered
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* by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
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* e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
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* \param[in] x : the value to evaluate the polynomial at.
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*
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* <i><b>Note for stability:</b></i>
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* <dd> \f$ |x| \le 1 \f$ </dd>
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*/
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template <typename Polynomials, typename T>
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inline
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T poly_eval_horner( const Polynomials& poly, const T& x )
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{
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T val=poly[poly.size()-1];
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for(DenseIndex i=poly.size()-2; i>=0; --i ){
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val = val*x + poly[i]; }
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return val;
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}
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/** \ingroup Polynomials_Module
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* \returns the evaluation of the polynomial at x using stabilized Horner algorithm.
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*
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* \param[in] poly : the vector of coefficients of the polynomial ordered
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* by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
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* e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
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* \param[in] x : the value to evaluate the polynomial at.
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*/
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template <typename Polynomials, typename T>
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inline
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T poly_eval( const Polynomials& poly, const T& x )
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{
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typedef typename NumTraits<T>::Real Real;
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if( numext::abs2( x ) <= Real(1) ){
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return poly_eval_horner( poly, x ); }
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else
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{
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T val=poly[0];
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T inv_x = T(1)/x;
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for( DenseIndex i=1; i<poly.size(); ++i ){
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val = val*inv_x + poly[i]; }
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return numext::pow(x,(T)(poly.size()-1)) * val;
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}
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}
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/** \ingroup Polynomials_Module
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* \returns a maximum bound for the absolute value of any root of the polynomial.
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*
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* \param[in] poly : the vector of coefficients of the polynomial ordered
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* by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
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* e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
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*
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* <i><b>Precondition:</b></i>
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* <dd> the leading coefficient of the input polynomial poly must be non zero </dd>
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*/
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template <typename Polynomial>
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inline
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typename NumTraits<typename Polynomial::Scalar>::Real cauchy_max_bound( const Polynomial& poly )
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{
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using std::abs;
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typedef typename Polynomial::Scalar Scalar;
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typedef typename NumTraits<Scalar>::Real Real;
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eigen_assert( Scalar(0) != poly[poly.size()-1] );
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const Scalar inv_leading_coeff = Scalar(1)/poly[poly.size()-1];
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Real cb(0);
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for( DenseIndex i=0; i<poly.size()-1; ++i ){
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cb += abs(poly[i]*inv_leading_coeff); }
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return cb + Real(1);
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}
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/** \ingroup Polynomials_Module
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* \returns a minimum bound for the absolute value of any non zero root of the polynomial.
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* \param[in] poly : the vector of coefficients of the polynomial ordered
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* by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
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* e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
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*/
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template <typename Polynomial>
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inline
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typename NumTraits<typename Polynomial::Scalar>::Real cauchy_min_bound( const Polynomial& poly )
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{
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using std::abs;
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typedef typename Polynomial::Scalar Scalar;
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typedef typename NumTraits<Scalar>::Real Real;
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DenseIndex i=0;
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while( i<poly.size()-1 && Scalar(0) == poly(i) ){ ++i; }
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if( poly.size()-1 == i ){
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return Real(1); }
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const Scalar inv_min_coeff = Scalar(1)/poly[i];
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Real cb(1);
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for( DenseIndex j=i+1; j<poly.size(); ++j ){
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cb += abs(poly[j]*inv_min_coeff); }
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return Real(1)/cb;
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}
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/** \ingroup Polynomials_Module
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* Given the roots of a polynomial compute the coefficients in the
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* monomial basis of the monic polynomial with same roots and minimal degree.
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* If RootVector is a vector of complexes, Polynomial should also be a vector
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* of complexes.
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* \param[in] rv : a vector containing the roots of a polynomial.
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* \param[out] poly : the vector of coefficients of the polynomial ordered
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* by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
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* e.g. \f$ 3 + x^2 \f$ is stored as a vector \f$ [ 3, 0, 1 ] \f$.
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*/
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template <typename RootVector, typename Polynomial>
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void roots_to_monicPolynomial( const RootVector& rv, Polynomial& poly )
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{
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typedef typename Polynomial::Scalar Scalar;
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poly.setZero( rv.size()+1 );
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poly[0] = -rv[0]; poly[1] = Scalar(1);
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for( DenseIndex i=1; i< rv.size(); ++i )
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{
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for( DenseIndex j=i+1; j>0; --j ){ poly[j] = poly[j-1] - rv[i]*poly[j]; }
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poly[0] = -rv[i]*poly[0];
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}
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}
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} // end namespace Eigen
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#endif // EIGEN_POLYNOMIAL_UTILS_H
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