// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Gael Guennebaud // // 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_STABLENORM_H #define EIGEN_STABLENORM_H namespace Eigen { namespace internal { template inline void stable_norm_kernel(const ExpressionType& bl, Scalar& ssq, Scalar& scale, Scalar& invScale) { Scalar max = bl.cwiseAbs().maxCoeff(); if (max>scale) { ssq = ssq * abs2(scale/max); scale = max; invScale = Scalar(1)/scale; } // TODO if the max is much much smaller than the current scale, // then we can neglect this sub vector ssq += (bl*invScale).squaredNorm(); } } /** \returns the \em l2 norm of \c *this avoiding underflow and overflow. * This version use a blockwise two passes algorithm: * 1 - find the absolute largest coefficient \c s * 2 - compute \f$ s \Vert \frac{*this}{s} \Vert \f$ in a standard way * * For architecture/scalar types supporting vectorization, this version * is faster than blueNorm(). Otherwise the blueNorm() is much faster. * * \sa norm(), blueNorm(), hypotNorm() */ template inline typename NumTraits::Scalar>::Real MatrixBase::stableNorm() const { using std::min; const Index blockSize = 4096; RealScalar scale(0); RealScalar invScale(1); RealScalar ssq(0); // sum of square enum { Alignment = (int(Flags)&DirectAccessBit) || (int(Flags)&AlignedBit) ? 1 : 0 }; Index n = size(); Index bi = internal::first_aligned(derived()); if (bi>0) internal::stable_norm_kernel(this->head(bi), ssq, scale, invScale); for (; bisegment(bi,(min)(blockSize, n - bi)).template forceAlignedAccessIf(), ssq, scale, invScale); return scale * internal::sqrt(ssq); } /** \returns the \em l2 norm of \c *this using the Blue's algorithm. * A Portable Fortran Program to Find the Euclidean Norm of a Vector, * ACM TOMS, Vol 4, Issue 1, 1978. * * For architecture/scalar types without vectorization, this version * is much faster than stableNorm(). Otherwise the stableNorm() is faster. * * \sa norm(), stableNorm(), hypotNorm() */ template inline typename NumTraits::Scalar>::Real MatrixBase::blueNorm() const { using std::pow; using std::min; using std::max; static Index nmax = -1; static RealScalar b1, b2, s1m, s2m, overfl, rbig, relerr; if(nmax <= 0) { int nbig, ibeta, it, iemin, iemax, iexp; RealScalar abig, eps; // This program calculates the machine-dependent constants // bl, b2, slm, s2m, relerr overfl, nmax // from the "basic" machine-dependent numbers // nbig, ibeta, it, iemin, iemax, rbig. // The following define the basic machine-dependent constants. // For portability, the PORT subprograms "ilmaeh" and "rlmach" // are used. For any specific computer, each of the assignment // statements can be replaced nbig = (std::numeric_limits::max)(); // largest integer ibeta = std::numeric_limits::radix; // base for floating-point numbers it = std::numeric_limits::digits; // number of base-beta digits in mantissa iemin = std::numeric_limits::min_exponent; // minimum exponent iemax = std::numeric_limits::max_exponent; // maximum exponent rbig = (std::numeric_limits::max)(); // largest floating-point number iexp = -((1-iemin)/2); b1 = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp))); // lower boundary of midrange iexp = (iemax + 1 - it)/2; b2 = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp))); // upper boundary of midrange iexp = (2-iemin)/2; s1m = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp))); // scaling factor for lower range iexp = - ((iemax+it)/2); s2m = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp))); // scaling factor for upper range overfl = rbig*s2m; // overflow boundary for abig eps = RealScalar(pow(double(ibeta), 1-it)); relerr = internal::sqrt(eps); // tolerance for neglecting asml abig = RealScalar(1.0/eps - 1.0); if (RealScalar(nbig)>abig) nmax = int(abig); // largest safe n else nmax = nbig; } Index n = size(); RealScalar ab2 = b2 / RealScalar(n); RealScalar asml = RealScalar(0); RealScalar amed = RealScalar(0); RealScalar abig = RealScalar(0); for(Index j=0; j ab2) abig += internal::abs2(ax*s2m); else if(ax < b1) asml += internal::abs2(ax*s1m); else amed += internal::abs2(ax); } if(abig > RealScalar(0)) { abig = internal::sqrt(abig); if(abig > overfl) { return rbig; } if(amed > RealScalar(0)) { abig = abig/s2m; amed = internal::sqrt(amed); } else return abig/s2m; } else if(asml > RealScalar(0)) { if (amed > RealScalar(0)) { abig = internal::sqrt(amed); amed = internal::sqrt(asml) / s1m; } else return internal::sqrt(asml)/s1m; } else return internal::sqrt(amed); asml = (min)(abig, amed); abig = (max)(abig, amed); if(asml <= abig*relerr) return abig; else return abig * internal::sqrt(RealScalar(1) + internal::abs2(asml/abig)); } /** \returns the \em l2 norm of \c *this avoiding undeflow and overflow. * This version use a concatenation of hypot() calls, and it is very slow. * * \sa norm(), stableNorm() */ template inline typename NumTraits::Scalar>::Real MatrixBase::hypotNorm() const { return this->cwiseAbs().redux(internal::scalar_hypot_op()); } } // end namespace Eigen #endif // EIGEN_STABLENORM_H