// Copyright (C) 2014-2015 National ICT Australia (NICTA) // // 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/. // ------------------------------------------------------------------- // // Written by Conrad Sanderson - http://conradsanderson.id.au //! \addtogroup op_expmat //! @{ //! implementation based on: //! Cleve Moler, Charles Van Loan. //! Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later. //! SIAM Review, Vol. 45, No. 1, 2003, pp. 3-49. //! http://dx.doi.org/10.1137/S00361445024180 template inline void op_expmat::apply(Mat& out, const Op& expr) { arma_extra_debug_sigprint(); typedef typename T1::elem_type eT; typedef typename T1::pod_type T; if(is_op_diagmat::value) { out = expr.m; // force the evaluation of diagmat() arma_debug_check( (out.is_square() == false), "expmat(): given matrix must be square sized" ); const uword N = (std::min)(out.n_rows, out.n_cols); for(uword i=0; i tmp(expr.m); const Mat& A = tmp.M; arma_debug_check( (A.is_square() == false), "expmat(): given matrix must be square sized" ); const T norm_val = arma::norm(A, "inf"); const double log2_val = (norm_val > T(0)) ? double(eop_aux::log2(norm_val)) : double(0); int exponent = int(0); std::frexp(log2_val, &exponent); const uword s = uword( (std::max)(int(0), exponent + int(1)) ); const Mat AA = A / eT(eop_aux::pow(double(2), double(s))); T c = T(0.5); Mat E(AA.n_rows, AA.n_rows, fill::eye); E += c * AA; Mat D(AA.n_rows, AA.n_rows, fill::eye); D -= c * AA; Mat X = AA; bool positive = true; const uword N = 6; for(uword i = 2; i <= N; ++i) { c = c * T(N - i + 1) / T(i * (2*N - i + 1)); X = AA * X; E += c * X; if(positive) { D += c * X; } else { D -= c * X; } positive = (positive) ? false : true; } out = solve(D, E); for(uword i=0; i < s; ++i) { out = out * out; } } } //! @}