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      1 // This file is part of Eigen, a lightweight C++ template library
      2 // for linear algebra.
      3 //
      4 // Copyright (C) 2010 Manuel Yguel <manuel.yguel (at) gmail.com>
      5 //
      6 // This Source Code Form is subject to the terms of the Mozilla
      7 // Public License v. 2.0. If a copy of the MPL was not distributed
      8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
      9 
     10 #ifndef EIGEN_POLYNOMIAL_UTILS_H
     11 #define EIGEN_POLYNOMIAL_UTILS_H
     12 
     13 namespace Eigen {
     14 
     15 /** \ingroup Polynomials_Module
     16  * \returns the evaluation of the polynomial at x using Horner algorithm.
     17  *
     18  * \param[in] poly : the vector of coefficients of the polynomial ordered
     19  *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
     20  *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
     21  * \param[in] x : the value to evaluate the polynomial at.
     22  *
     23  * <i><b>Note for stability:</b></i>
     24  *  <dd> \f$ |x| \le 1 \f$ </dd>
     25  */
     26 template <typename Polynomials, typename T>
     27 inline
     28 T poly_eval_horner( const Polynomials& poly, const T& x )
     29 {
     30   T val=poly[poly.size()-1];
     31   for(DenseIndex i=poly.size()-2; i>=0; --i ){
     32     val = val*x + poly[i]; }
     33   return val;
     34 }
     35 
     36 /** \ingroup Polynomials_Module
     37  * \returns the evaluation of the polynomial at x using stabilized Horner algorithm.
     38  *
     39  * \param[in] poly : the vector of coefficients of the polynomial ordered
     40  *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
     41  *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
     42  * \param[in] x : the value to evaluate the polynomial at.
     43  */
     44 template <typename Polynomials, typename T>
     45 inline
     46 T poly_eval( const Polynomials& poly, const T& x )
     47 {
     48   typedef typename NumTraits<T>::Real Real;
     49 
     50   if( internal::abs2( x ) <= Real(1) ){
     51     return poly_eval_horner( poly, x ); }
     52   else
     53   {
     54     T val=poly[0];
     55     T inv_x = T(1)/x;
     56     for( DenseIndex i=1; i<poly.size(); ++i ){
     57       val = val*inv_x + poly[i]; }
     58 
     59     return std::pow(x,(T)(poly.size()-1)) * val;
     60   }
     61 }
     62 
     63 /** \ingroup Polynomials_Module
     64  * \returns a maximum bound for the absolute value of any root of the polynomial.
     65  *
     66  * \param[in] poly : the vector of coefficients of the polynomial ordered
     67  *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
     68  *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
     69  *
     70  *  <i><b>Precondition:</b></i>
     71  *  <dd> the leading coefficient of the input polynomial poly must be non zero </dd>
     72  */
     73 template <typename Polynomial>
     74 inline
     75 typename NumTraits<typename Polynomial::Scalar>::Real cauchy_max_bound( const Polynomial& poly )
     76 {
     77   typedef typename Polynomial::Scalar Scalar;
     78   typedef typename NumTraits<Scalar>::Real Real;
     79 
     80   assert( Scalar(0) != poly[poly.size()-1] );
     81   const Scalar inv_leading_coeff = Scalar(1)/poly[poly.size()-1];
     82   Real cb(0);
     83 
     84   for( DenseIndex i=0; i<poly.size()-1; ++i ){
     85     cb += internal::abs(poly[i]*inv_leading_coeff); }
     86   return cb + Real(1);
     87 }
     88 
     89 /** \ingroup Polynomials_Module
     90  * \returns a minimum bound for the absolute value of any non zero root of the polynomial.
     91  * \param[in] poly : the vector of coefficients of the polynomial ordered
     92  *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
     93  *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
     94  */
     95 template <typename Polynomial>
     96 inline
     97 typename NumTraits<typename Polynomial::Scalar>::Real cauchy_min_bound( const Polynomial& poly )
     98 {
     99   typedef typename Polynomial::Scalar Scalar;
    100   typedef typename NumTraits<Scalar>::Real Real;
    101 
    102   DenseIndex i=0;
    103   while( i<poly.size()-1 && Scalar(0) == poly(i) ){ ++i; }
    104   if( poly.size()-1 == i ){
    105     return Real(1); }
    106 
    107   const Scalar inv_min_coeff = Scalar(1)/poly[i];
    108   Real cb(1);
    109   for( DenseIndex j=i+1; j<poly.size(); ++j ){
    110     cb += internal::abs(poly[j]*inv_min_coeff); }
    111   return Real(1)/cb;
    112 }
    113 
    114 /** \ingroup Polynomials_Module
    115  * Given the roots of a polynomial compute the coefficients in the
    116  * monomial basis of the monic polynomial with same roots and minimal degree.
    117  * If RootVector is a vector of complexes, Polynomial should also be a vector
    118  * of complexes.
    119  * \param[in] rv : a vector containing the roots of a polynomial.
    120  * \param[out] poly : the vector of coefficients of the polynomial ordered
    121  *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
    122  *  e.g. \f$ 3 + x^2 \f$ is stored as a vector \f$ [ 3, 0, 1 ] \f$.
    123  */
    124 template <typename RootVector, typename Polynomial>
    125 void roots_to_monicPolynomial( const RootVector& rv, Polynomial& poly )
    126 {
    127 
    128   typedef typename Polynomial::Scalar Scalar;
    129 
    130   poly.setZero( rv.size()+1 );
    131   poly[0] = -rv[0]; poly[1] = Scalar(1);
    132   for( DenseIndex i=1; i< rv.size(); ++i )
    133   {
    134     for( DenseIndex j=i+1; j>0; --j ){ poly[j] = poly[j-1] - rv[i]*poly[j]; }
    135     poly[0] = -rv[i]*poly[0];
    136   }
    137 }
    138 
    139 } // end namespace Eigen
    140 
    141 #endif // EIGEN_POLYNOMIAL_UTILS_H
    142