// 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) { using std::max; Scalar maxCoeff = bl.cwiseAbs().maxCoeff(); if (maxCoeff>scale) { ssq = ssq * numext::abs2(scale/maxCoeff); Scalar tmp = Scalar(1)/maxCoeff; if(tmp > NumTraits::highest()) { invScale = NumTraits::highest(); scale = Scalar(1)/invScale; } else { scale = maxCoeff; invScale = tmp; } } // TODO if the maxCoeff is much much smaller than the current scale, // then we can neglect this sub vector if(scale>Scalar(0)) // if scale==0, then bl is 0 ssq += (bl*invScale).squaredNorm(); } template inline typename NumTraits::Scalar>::Real blueNorm_impl(const EigenBase& _vec) { typedef typename Derived::RealScalar RealScalar; typedef typename Derived::Index Index; using std::pow; using std::min; using std::max; using std::sqrt; using std::abs; const Derived& vec(_vec.derived()); static bool initialized = false; static RealScalar b1, b2, s1m, s2m, overfl, rbig, relerr; if(!initialized) { int ibeta, it, iemin, iemax, iexp; RealScalar eps; // This program calculates the machine-dependent constants // bl, b2, slm, s2m, relerr overfl // 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 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 = sqrt(eps); // tolerance for neglecting asml initialized = true; } Index n = vec.size(); RealScalar ab2 = b2 / RealScalar(n); RealScalar asml = RealScalar(0); RealScalar amed = RealScalar(0); RealScalar abig = RealScalar(0); for(typename Derived::InnerIterator it(vec, 0); it; ++it) { RealScalar ax = abs(it.value()); if(ax > ab2) abig += numext::abs2(ax*s2m); else if(ax < b1) asml += numext::abs2(ax*s1m); else amed += numext::abs2(ax); } if(abig > RealScalar(0)) { abig = sqrt(abig); if(abig > overfl) { return rbig; } if(amed > RealScalar(0)) { abig = abig/s2m; amed = sqrt(amed); } else return abig/s2m; } else if(asml > RealScalar(0)) { if (amed > RealScalar(0)) { abig = sqrt(amed); amed = sqrt(asml) / s1m; } else return sqrt(asml)/s1m; } else return sqrt(amed); asml = (min)(abig, amed); abig = (max)(abig, amed); if(asml <= abig*relerr) return abig; else return abig * sqrt(RealScalar(1) + numext::abs2(asml/abig)); } } // end namespace internal /** \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; using std::sqrt; 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 * 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 { return internal::blueNorm_impl(*this); } /** \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