PolynomialSolver.h

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// 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
 
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
 
namespace Eigen {
 
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() - 1);
  }
 
 public:
  template <typename OtherPolynomial>
  inline PolynomialSolverBase(const OtherPolynomial& poly) {
    setPolynomial(poly());
  }
 
  inline PolynomialSolverBase() {}
 
 public:
  inline const RootsType& roots() const { return m_roots; }
 
 public:
  template <typename Stl_back_insertion_sequence>
  inline void realRoots(Stl_back_insertion_sequence& bi_seq,
                        const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision()) const {
    using std::abs;
    bi_seq.clear();
    for (Index i = 0; i < m_roots.size(); ++i) {
      if (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 = numext::abs2(m_roots[0]);
    for (Index i = 1; i < m_roots.size(); ++i) {
      const RealScalar currNorm2 = numext::abs2(m_roots[i]);
      if (pred(currNorm2, norm2)) {
        res = i;
        norm2 = currNorm2;
      }
    }
    return m_roots[res];
  }
 
 public:
  inline const RootType& greatestRoot() const {
    std::greater<RealScalar> greater;
    return selectComplexRoot_withRespectToNorm(greater);
  }
 
  inline const RootType& smallestRoot() const {
    std::less<RealScalar> 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 {
    using std::abs;
    hasArealRoot = false;
    Index res = 0;
    RealScalar abs2(0);
 
    for (Index i = 0; i < m_roots.size(); ++i) {
      if (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 (!hasArealRoot) {
        if (abs(m_roots[i].imag()) < abs(m_roots[res].imag())) {
          res = i;
        }
      }
    }
    return numext::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 {
    using std::abs;
    hasArealRoot = false;
    Index res = 0;
    RealScalar val(0);
 
    for (Index i = 0; i < m_roots.size(); ++i) {
      if (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 (abs(m_roots[i].imag()) < abs(m_roots[res].imag())) {
          res = i;
        }
      }
    }
    return numext::real_ref(m_roots[res]);
  }
 
 public:
  inline const RealScalar& absGreatestRealRoot(
      bool& hasArealRoot, const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision()) const {
    std::greater<RealScalar> greater;
    return selectRealRoot_withRespectToAbsRealPart(greater, hasArealRoot, absImaginaryThreshold);
  }
 
  inline const RealScalar& absSmallestRealRoot(
      bool& hasArealRoot, const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision()) const {
    std::less<RealScalar> less;
    return selectRealRoot_withRespectToAbsRealPart(less, hasArealRoot, absImaginaryThreshold);
  }
 
  inline const RealScalar& greatestRealRoot(
      bool& hasArealRoot, const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision()) const {
    std::greater<RealScalar> greater;
    return selectRealRoot_withRespectToRealPart(greater, hasArealRoot, absImaginaryThreshold);
  }
 
  inline const RealScalar& smallestRealRoot(
      bool& hasArealRoot, const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision()) const {
    std::less<RealScalar> 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;
 
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 std::conditional_t<NumTraits<Scalar>::IsComplex, ComplexEigenSolver<CompanionMatrixType>,
                             EigenSolver<CompanionMatrixType> >
      EigenSolverType;
  typedef std::conditional_t<NumTraits<Scalar>::IsComplex, Scalar, std::complex<Scalar> > ComplexScalar;
 
 public:
  template <typename OtherPolynomial>
  void compute(const OtherPolynomial& poly) {
    eigen_assert(Scalar(0) != poly[poly.size() - 1]);
    eigen_assert(poly.size() > 1);
    if (poly.size() > 2) {
      internal::companion<Scalar, Deg_> companion(poly);
      companion.balance();
      m_eigenSolver.compute(companion.denseMatrix());
      eigen_assert(m_eigenSolver.info() == Eigen::Success);
      m_roots = m_eigenSolver.eigenvalues();
      // cleanup noise in imaginary part of real roots:
      // if the imaginary part is rather small compared to the real part
      // and that cancelling the imaginary part yield a smaller evaluation,
      // then it's safe to keep the real part only.
      RealScalar coarse_prec = RealScalar(std::pow(4, poly.size() + 1)) * NumTraits<RealScalar>::epsilon();
      for (Index i = 0; i < m_roots.size(); ++i) {
        if (internal::isMuchSmallerThan(numext::abs(numext::imag(m_roots[i])), numext::abs(numext::real(m_roots[i])),
                                        coarse_prec)) {
          ComplexScalar as_real_root = ComplexScalar(numext::real(m_roots[i]));
          if (numext::abs(poly_eval(poly, as_real_root)) <= numext::abs(poly_eval(poly, m_roots[i]))) {
            m_roots[i] = as_real_root;
          }
        }
      }
    } else if (poly.size() == 2) {
      m_roots.resize(1);
      m_roots[0] = -poly[0] / poly[1];
    }
  }
 
 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:
  template <typename OtherPolynomial>
  void compute(const OtherPolynomial& poly) {
    eigen_assert(poly.size() == 2);
    eigen_assert(Scalar(0) != poly[1]);
    m_roots[0] = -poly[0] / poly[1];
  }
 
 public:
  template <typename OtherPolynomial>
  inline PolynomialSolver(const OtherPolynomial& poly) {
    compute(poly);
  }
 
  inline PolynomialSolver() {}
 
 protected:
  using PS_Base::m_roots;
};
 
}  // end namespace Eigen
 
#endif  // EIGEN_POLYNOMIAL_SOLVER_H