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jiri
2009-10-08 14:01:15 +00:00
parent c5309ee47b
commit 07c12d6896
15 changed files with 272 additions and 218 deletions
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18
matexp.h
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@@ -24,14 +24,6 @@
#include "la_traits.h"
#include "laerror.h"
#ifndef NONCBLAS
extern "C" {
#include "cblas.h"
#include "clapack.h"
}
#else
#include "noncblas.h"
#endif
template<class T,class R>
@@ -184,7 +176,7 @@ return int(ceil(log(n)/log2-log(.75)));
template<class T, class C>
NRVec<C> exp_aux(const T &x, int &power,int maxpower= -1, int maxtaylor= -1)
NRVec<C> exp_aux(const T &x, int &power,int maxpower= -1, int maxtaylor= -1, C prescale=1.)
{
//should better be computed by mathematica to have accurate last digits, chebyshev instead, see exp in glibc
static double exptaylor[]={
@@ -210,7 +202,7 @@ static double exptaylor[]={
8.2206352466243294955e-18,
4.1103176233121648441e-19,
0.};
double mnorm= x.norm();
double mnorm= x.norm() * abs(prescale);
power=nextpow2(mnorm);
if(maxpower>=0 && power>maxpower) power=maxpower;
double scale=exp(-log(2.)*power);
@@ -268,14 +260,14 @@ return r;
//and probably not efficient either
template<class M, class V>
void exptimesdestructive(const M &mat, V &result, V &rhs, bool transpose=false, const double scale=1., int maxpower= -1, int maxtaylor= -1, bool mat_is_0=false) //uses just matrix vector multiplication
void exptimesdestructive(const M &mat, V &result, V &rhs, bool transpose=false, const typename LA_traits<V>::elementtype scale=1., int maxpower= -1, int maxtaylor= -1, bool mat_is_0=false) //uses just matrix vector multiplication
{
if(mat_is_0) {result = rhs; LA_traits<V>::copyonwrite(result); return;} //prevent returning a shallow copy of rhs
if(mat.nrows()!=mat.ncols()||(unsigned int) mat.nrows() != (unsigned int)rhs.size()) laerror("inappropriate sizes in exptimes");
int power;
//prepare the polynom of and effectively scale the matrix
NRVec<typename LA_traits<V>::elementtype> taylor2=exp_aux<M,typename LA_traits<V>::elementtype>(mat,power,maxpower,maxtaylor);
NRVec<typename LA_traits<V>::elementtype> taylor2=exp_aux<M,typename LA_traits<V>::elementtype>(mat,power,maxpower,maxtaylor,scale);
V tmp;
@@ -298,7 +290,7 @@ return;
template<class M, class V>
const V exptimes(const M &mat, V rhs, bool transpose=false, const double scale=1., int maxpower= -1, int maxtaylor= -1, bool mat_is_0=false )
const V exptimes(const M &mat, V rhs, bool transpose=false, const typename LA_traits<V>::elementtype scale=1., int maxpower= -1, int maxtaylor= -1, bool mat_is_0=false )
{
V result;
exptimesdestructive(mat,result,rhs,transpose,scale,maxpower,maxtaylor,mat_is_0);